Data Source: from January 1970 to October 2022 (~53 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 02:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.31%
1 Day
Nov 29 2022, 02:59PM Eastern Time
10.53%
Current Month
November 2022

The Developed World ex-US Stocks Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.

It's exposed for 100% on the Stock Market.

In the last 30 Years, the Developed World ex-US Stocks Portfolio obtained a 5.26% compound annual return, with a 16.53% standard deviation.

Asset Allocation and ETFs

The Developed World ex-US Stocks Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The Developed World ex-US Stocks Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 %
VEA Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Oct 31, 2022

The Developed World ex-US Stocks Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
DEVELOPED WORLD EX-US STOCKS PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 02:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~53Y)
Developed World ex-US Stocks Portfolio 0.31 10.53 6.08 -12.47 -23.51 0.19 4.56 5.26 7.86
US Inflation Adjusted return 5.65 -15.08 -29.01 -3.52 1.94 2.68 3.72
Components
VEA
Vanguard FTSE Developed Markets
0.31 02:59PM
Nov 29 2022
10.53 6.08 -12.47 -23.51 0.19 4.56 5.26 6.38
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Developed World ex-US Stocks Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
DEVELOPED WORLD EX-US STOCKS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1970 - 31 October 2022 (~53 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~53Y)
Portfolio
Return (%)
6.08 -9.95 -12.47 -23.51 -0.37 0.19 4.56 6.22 5.26 7.86
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 3.99
Infl. Adjusted
Return (%)
5.65 -10.47 -15.08 -29.01 -5.13 -3.52 1.94 3.61 2.68 3.72
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 18.46 19.51 17.17 14.59 16.99 16.53 17.10
Sharpe Ratio -1.31 -0.04 -0.05 0.28 0.30 0.19 0.23
Sortino Ratio -1.92 -0.05 -0.06 0.37 0.40 0.25 0.31
MAXIMUM DRAWDOWN
Drawdown Depth (%) -27.89 -28.08 -28.08 -28.08 -57.00 -57.00 -57.00
Start (yyyy mm) 2021 11 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 11 13 13 13 16 16 16
Start to Recovery (# months) in progress
> 12
> 14
> 14
> 14
79
79
79
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 90.05 60.37 42.40 24.60 16.26 12.94
Worst Return (%) -49.94 -19.64 -7.06 -0.38 1.34 3.90
% Positive Periods 68% 80% 89% 100% 100% 100%
MONTHS
Positive 1 1 3 5 21 35 72 145 216 378
Negative 0 2 3 7 15 25 48 95 144 256
% Positive 100% 33% 50% 42% 58% 58% 60% 60% 60% 60%
WITHDRAWAL RATES (WR)
Safe WR (%) 37.37 20.52 13.14 9.24 5.88 4.85
Perpetual WR (%) 0.00 0.00 1.91 3.49 2.61 3.59
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Dividends

In 2021, the Developed World ex-US Stocks Portfolio granted a 3.46% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 4649.86$, with a total return of 364.99% (5.26% annualized).

The Inflation Adjusted Capital now would be 2212.50$, with a net total return of 121.25% (2.68% annualized).
An investment of 1000$, since January 1970, now would be worth 54530.94$, with a total return of 5353.09% (7.86% annualized).

The Inflation Adjusted Capital now would be 6898.44$, with a net total return of 589.84% (3.72% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.00% Nov 2007 Feb 2009 16 May 2014 63 79
-48.19% Jan 2000 Mar 2003 39 Sep 2005 30 69
-28.08% Sep 2021 Sep 2022 13 in progress 1 14
-24.14% Feb 2018 Mar 2020 26 Nov 2020 8 34
-17.94% Jul 2014 Feb 2016 20 Apr 2017 14 34
-14.47% Jun 1998 Sep 1998 4 Dec 1998 3 7
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19
-11.23% Aug 1997 Dec 1997 5 Mar 1998 3 8
-10.94% Sep 1993 Nov 1993 3 Jan 1994 2 5
-5.79% May 1996 Jan 1997 9 May 1997 4 13
-4.28% May 1999 May 1999 1 Jun 1999 1 2
-3.73% May 2006 Jun 2006 2 Sep 2006 3 5
-3.02% Mar 1994 Mar 1994 1 Apr 1994 1 2
-2.98% Jun 1993 Jun 1993 1 Jul 1993 1 2
-2.93% Jun 2007 Aug 2007 3 Sep 2007 1 4
-2.83% Oct 2005 Oct 2005 1 Dec 2005 2 3
-2.16% Feb 1999 Feb 1999 1 Mar 1999 1 2
-0.93% Jun 2021 Jun 2021 1 Aug 2021 2 3
-0.72% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.66% Feb 2006 Feb 2006 1 Mar 2006 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.00% Nov 2007 Feb 2009 16 May 2014 63 79
-48.19% Jan 2000 Mar 2003 39 Sep 2005 30 69
-41.73% Jan 1973 Sep 1974 21 Sep 1977 36 57
-31.21% Jan 1990 Sep 1990 9 Jan 1994 40 49
-28.08% Sep 2021 Sep 2022 13 in progress 1 14
-27.77% Dec 1980 Jul 1982 20 Mar 1983 8 28
-27.31% Jan 1970 Jun 1970 6 Mar 1971 9 15
-24.14% Feb 2018 Mar 2020 26 Nov 2020 8 34
-17.94% Jul 2014 Feb 2016 20 Apr 2017 14 34
-14.47% Jun 1998 Sep 1998 4 Dec 1998 3 7
-13.46% Sep 1987 Oct 1987 2 Mar 1988 5 7
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19
-11.23% Aug 1997 Dec 1997 5 Mar 1998 3 8
-11.03% Feb 1980 Mar 1980 2 Jul 1980 4 6
-9.43% May 1988 Aug 1988 4 Nov 1988 3 7
-8.91% Sep 1979 Oct 1979 2 Jan 1980 3 5
-8.70% Sep 1986 Oct 1986 2 Dec 1986 2 4
-7.94% Mar 1989 Jun 1989 4 Jul 1989 1 5
-6.84% Dec 1983 May 1984 6 Aug 1984 3 9
-5.86% Oct 1978 Oct 1978 1 Dec 1978 2 3

Rolling Returns ( more details)

Developed World ex-US Stocks Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.66 90.05
Sep 1985 - Aug 1986
-49.94
Mar 2008 - Feb 2009
31.94%
2 Years
9.78 74.88
May 1985 - Apr 1987
-29.13
Mar 2007 - Feb 2009
22.42%
3 Years
9.18 60.37
Jun 1984 - May 1987
-19.64
Apr 2000 - Mar 2003
19.53%
5 Years
8.92 42.40
Aug 1982 - Jul 1987
-7.06
Jun 2007 - May 2012
11.30%
7 Years
8.86 33.35
Aug 1982 - Jul 1989
-2.53
Apr 1996 - Mar 2003
2.36%
10 Years
8.94 24.60
May 1977 - Apr 1987
-0.38
Mar 1999 - Feb 2009
0.39%
15 Years
9.01 21.16
Oct 1974 - Sep 1989
0.53
Apr 1988 - Mar 2003
0.00%
20 Years
8.57 16.26
Jul 1970 - Jun 1990
1.34
Mar 1989 - Feb 2009
0.00%
30 Years
8.38 12.94
Jul 1970 - Jun 2000
3.90
Jan 1989 - Dec 2018
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Developed World ex-US Stocks Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Developed World ex-US Stocks Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.93
40%
-2.13
40%
-2.30
60%
1.48
80%
0.83
60%
-0.49
40%
1.73
80%
-0.59
40%
-2.23
40%
0.08
60%
2.47
80%
1.91
80%
 Capital Growth on monthly avg returns
100
100.93
98.78
96.51
97.94
98.75
98.27
99.98
99.39
97.17
97.24
99.65
101.54
Best 7.5
2019
2.4
2021
2.8
2021
7.0
2020
5.6
2020
5.9
2019
5.3
2022
5.2
2020
3.2
2019
6.1
2022
14.3
2020
5.6
2020
Worst -3.9
2022
-7.7
2020
-15.1
2020
-6.8
2022
-5.2
2019
-9.2
2022
-2.0
2019
-5.8
2022
-9.9
2022
-8.6
2018
-4.6
2021
-5.7
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.21
50%
-0.17
50%
-0.16
60%
2.26
90%
0.60
50%
-0.85
40%
2.00
80%
-1.11
50%
-0.74
50%
0.93
60%
1.35
70%
1.22
70%
 Capital Growth on monthly avg returns
100
100.21
100.04
99.88
102.13
102.75
101.88
103.91
102.76
102.00
102.95
104.34
105.61
Best 7.5
2019
6.2
2015
7.2
2016
7.0
2020
5.6
2020
5.9
2019
5.3
2022
5.2
2020
7.9
2013
6.7
2015
14.3
2020
5.6
2020
Worst -5.5
2016
-7.7
2020
-15.1
2020
-6.8
2022
-5.2
2019
-9.2
2022
-2.4
2014
-7.2
2015
-9.9
2022
-8.6
2018
-4.6
2021
-5.7
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.46
51%
0.53
62%
1.14
64%
2.26
74%
0.06
45%
-0.04
45%
1.05
64%
0.06
57%
-0.65
57%
0.94
57%
1.18
67%
2.11
73%
 Capital Growth on monthly avg returns
100
100.46
100.99
102.15
104.46
104.52
104.48
105.57
105.64
104.95
105.93
107.18
109.44
Best 12.2
1975
11.1
1991
12.7
1986
11.8
2009
13.1
2009
7.4
1986
12.2
1989
12.1
1982
9.7
2010
18.0
1974
14.3
2020
9.0
2008
Worst -14.0
2009
-10.1
2009
-15.1
2020
-10.5
1970
-11.5
2010
-9.2
2022
-9.9
2002
-12.5
1998
-14.2
1990
-20.6
2008
-10.7
1973
-5.7
2018
Monthly Seasonality over the period Jan 1970 - Oct 2022

Monthly/Yearly Returns

Developed World ex-US Stocks Portfolio data source starts from January 1970: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1970 - Oct 2022
378 Positive Months (60%) - 256 Negative Months (40%)
MONTHLY RETURNS TABLE
Jan 1970 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-23.12 -28.07 -3.9 -2.6 0.7 -6.8 1.7 -9.2 5.3 -5.8 -9.9 6.1
2021
+11.67 +4.33 -0.7 2.4 2.8 3.1 3.6 -0.9 0.5 1.3 -3.4 3.2 -4.6 4.3
2020
+9.74 +8.27 -3.0 -7.7 -15.1 7.0 5.6 3.5 2.6 5.2 -1.8 -3.5 14.3 5.6
2019
+22.62 +19.88 7.5 2.3 0.6 2.8 -5.2 5.9 -2.0 -1.9 3.2 3.2 1.3 3.6
2018
-14.75 -16.35 4.7 -5.1 -0.4 1.3 -1.4 -1.7 2.3 -1.7 0.7 -8.6 0.5 -5.7
2017
+26.42 +23.81 3.7 1.1 3.1 2.2 3.4 0.6 2.9 0.0 2.5 1.8 0.9 1.7
2016
+2.67 +0.58 -5.5 -3.1 7.2 2.3 -0.3 -2.0 4.2 0.4 1.6 -2.4 -1.5 2.5
2015
-0.38 -1.10 0.7 6.2 -1.2 3.9 0.0 -2.9 1.5 -7.2 -4.1 6.7 -0.8 -2.1
2014
-5.98 -6.68 -5.2 5.9 -0.4 1.6 1.8 1.0 -2.4 0.3 -4.2 -0.4 0.0 -3.8
2013
+21.83 +20.03 3.8 -1.1 1.2 5.2 -3.0 -2.8 5.2 -1.6 7.9 3.2 0.7 1.9
2012
+18.56 +16.53 5.6 4.9 0.3 -2.4 -11.2 7.0 0.3 3.3 2.6 1.1 2.7 4.2
2011
-12.30 -14.83 2.2 3.7 -2.5 6.2 -2.7 -1.2 -2.4 -8.6 -11.3 9.8 -2.1 -2.1
2010
+8.35 +6.75 -5.4 0.7 6.3 -2.8 -11.5 -1.8 11.7 -3.6 9.7 4.1 -4.9 8.4
2009
+27.49 +24.11 -14.0 -10.1 8.4 11.8 13.1 -1.8 10.6 4.5 3.9 -2.8 4.1 0.8
2008
-40.65 -40.70 -7.4 -1.0 0.4 5.4 1.2 -8.7 -3.5 -4.0 -11.6 -20.6 -6.6 9.0
2007
+11.15 +6.80 1.3 0.3 2.7 3.9 2.5 -0.1 -2.2 -0.7 5.3 4.5 -3.8 -2.6
2006
+26.27 +23.14 6.2 -0.7 3.6 4.9 -3.4 -0.3 1.0 2.7 0.2 3.9 3.1 2.8
2005
+13.60 +9.85 -1.9 4.2 -2.4 -1.9 -0.4 1.1 3.2 3.2 4.2 -2.8 1.8 5.0
2004
+20.25 +16.46 1.4 2.4 0.6 -2.7 0.7 2.7 -3.6 0.5 2.7 3.3 6.9 4.4
2003
+38.67 +36.11 -4.2 -2.3 -2.0 9.8 6.0 2.5 2.7 2.2 3.0 6.3 2.2 7.8
2002
-15.62 -17.57 -5.3 0.7 5.9 0.1 1.8 -4.0 -9.9 -0.3 -11.0 5.5 4.6 -3.3
2001
-21.94 -23.13 -0.1 -7.5 -6.6 7.7 -4.1 -4.1 -1.8 -2.5 -10.3 2.6 3.0 0.7
2000
-14.29 -17.10 -6.5 2.9 3.8 -5.4 -2.4 3.9 -4.2 0.9 -4.9 -2.4 -3.7 3.4
1999
+37.96 +34.35 0.9 -2.2 4.7 5.3 -4.3 5.0 3.5 1.6 1.6 3.7 5.2 8.2
1998
+16.51 +14.66 4.2 6.2 3.2 0.7 0.1 -0.2 0.2 -12.5 -2.2 9.5 4.9 3.0
1997
-1.39 -3.04 -3.8 1.5 -0.7 0.8 7.6 4.7 0.9 -6.3 4.1 -6.8 -2.3 -0.1
1996
+4.68 +1.31 0.5 0.3 2.0 4.0 -1.3 0.4 -3.2 0.0 2.1 -1.2 3.1 -1.9
1995
+3.98 +1.41 -3.9 -5.2 6.5 3.5 -1.9 -1.8 5.7 -3.4 1.6 -2.6 2.5 3.7
1994
+9.76 +6.90 9.9 0.4 -3.0 3.3 -0.1 2.0 0.5 1.7 -2.9 2.8 -5.4 0.9
1993
+29.92 +26.45 0.0 3.5 10.1 10.0 3.6 -3.0 4.2 4.8 -3.0 1.3 -9.4 6.1
1992
-14.79 -17.19 -2.4 -3.7 -7.2 -0.8 7.1 -4.6 -3.3 7.0 -2.7 -5.3 0.8 0.5
1991
+9.48 +6.23 1.7 11.1 -4.8 1.6 -0.4 -6.6 4.0 -3.1 6.4 2.0 -5.3 4.0
1990
-24.79 -29.11 -3.6 -6.5 -10.4 -2.8 11.7 -0.3 2.3 -10.4 -14.2 17.1 -7.8 1.3
1989
+12.85 +7.84 2.3 0.6 -2.3 1.3 -4.8 -2.4 12.2 -4.0 5.5 -3.7 4.8 3.8
1988
+25.66 +20.35 3.7 6.6 6.1 1.9 -2.4 -3.0 1.7 -5.9 2.9 6.3 6.8 -0.5
1987
+30.48 +24.94 11.7 2.3 11.2 10.5 0.5 -3.1 -0.5 8.4 -1.2 -12.4 0.5 1.8
1986
+63.38 +61.60 2.3 10.4 12.7 7.2 -3.2 7.4 6.1 7.2 -1.9 -7.0 5.6 5.0
1985
+56.04 +50.33 9.7 3.2 1.8 1.5 7.4 3.0 1.4 1.0 -1.2 5.4 7.4 5.4
1984
+7.32 +3.24 -0.4 -3.2 1.7 0.8 -5.3 2.3 -1.4 11.2 0.1 0.3 -0.9 2.7
1983
+23.61 +19.09 3.6 2.7 3.7 7.7 -0.7 3.9 -3.1 2.0 1.4 -1.2 2.4 -0.5
1982
-1.94 -5.56 -3.4 -7.2 -2.9 2.2 -5.2 -4.1 -4.9 12.1 -1.0 11.1 3.1 0.2
1981
-2.36 -10.36 -4.2 2.4 4.0 -1.9 0.9 -0.6 0.2 -5.1 -4.7 5.4 4.5 -2.5
1980
+22.48 +8.85 5.2 -0.4 -10.7 3.6 4.9 2.1 6.2 0.6 2.1 1.4 11.0 -4.0
1979
+4.69 -7.59 3.0 -4.0 4.7 -0.7 -2.8 3.1 0.1 5.5 -0.8 -8.2 4.6 0.9
1978
+32.52 +21.56 -3.8 0.6 4.8 10.2 3.2 0.5 6.9 4.8 1.2 -5.9 3.9 3.1
1977
+17.99 +10.58 -2.8 0.8 0.9 2.2 0.8 6.2 0.7 0.8 2.0 -1.5 4.8 2.3
1976
+2.46 -2.30 10.4 -2.5 1.1 -2.7 -2.8 3.7 -2.4 -1.5 1.1 -4.2 -1.5 4.6
1975
+35.29 +26.51 12.2 6.4 2.4 5.1 5.6 5.0 -6.8 -2.1 -3.8 6.4 3.1 -1.4
1974
-23.23 -31.67 -0.8 0.0 -1.9 -3.7 -2.1 -1.6 -7.5 -8.1 -10.8 18.0 -3.4 -1.7
1973
-14.99 -21.80 -1.9 -3.6 -0.3 -4.5 -1.3 -0.7 4.6 -2.9 4.6 -0.1 -10.7 1.6
1972
+36.24 +31.75 3.6 4.4 2.1 2.0 3.1 -0.6 1.2 4.8 0.8 2.2 5.5 2.3
1971
+29.49 +25.40 5.6 2.4 5.0 4.9 -2.7 1.4 -2.5 4.7 0.7 -2.5 1.1 8.9
1970
-11.71 -16.37 -8.7 4.2 -0.9 -10.5 -7.7 -6.7 6.7 3.7 2.6 -2.7 4.3 5.4

Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the Developed World ex-US Stocks Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Momentum
+12.44 15.06 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+11.15 12.13 -43.61 80 20 0
US Stocks
+9.79 15.27 -50.84 100 0 0
US Stocks Minimum Volatility
+9.77 13.59 -43.27 100 0 0
Stocks/Bonds 60/40 Momentum
+9.67 9.35 -32.52 60 40 0
US Stocks Value
+9.62 15.09 -55.41 100 0 0
Sheltered Sam 100/0
Bill Bernstein
+9.40 15.05 -54.91 97 0 3
Warren Buffett Portfolio
Warren Buffett
+9.34 13.41 -45.52 90 10 0
Robust
Alpha Architect
+9.06 10.90 -44.20 70 20 10
Aggressive Global Income
+9.04 14.27 -52.63 80 20 0
Sheltered Sam 90/10
Bill Bernstein
+9.00 13.50 -50.12 87.3 10 2.7
Stocks/Bonds 80/20
+8.97 12.23 -41.09 80 20 0
Simple Path to Wealth
JL Collins
+8.74 11.50 -38.53 75 25 0
Sheltered Sam 80/20
Bill Bernstein
+8.56 11.99 -45.06 77.6 20 2.4
Mid-Fifties
Burton Malkiel
+8.56 12.76 -46.21 80 20 0
Robo Advisor 100
Betterment
+8.52 15.60 -54.55 100 0 0
Late Thirties to Early Forties
Burton Malkiel
+8.48 13.38 -48.28 85 15 0
Seven Value
Scott Burns
+8.41 11.18 -41.22 71.5 28.5 0
Robo Advisor 90
Betterment
+8.41 14.24 -50.07 90.1 9.9 0
Late Sixties and Beyond
Burton Malkiel
+8.41 11.45 -41.80 71 29 0
Mid-Twenties
Burton Malkiel
+8.39 13.72 -49.50 87 13 0
Yale Endowment
David Swensen
+8.35 10.67 -39.48 70 30 0
Edge Select Aggressive
Merrill Lynch
+8.33 13.02 -45.65 84 16 0
Talmud Portfolio
Roger Gibson
+8.27 10.53 -40.17 66.7 33.3 0
Robo Advisor 80
Betterment
+8.23 12.87 -45.47 80 20 0
Six Ways from Sunday
Scott Burns
+8.16 10.79 -39.14 66.7 33.3 0
Second Grader's Starter
Paul Farrell
+8.16 13.62 -48.52 90 10 0
Sheltered Sam 70/30
Bill Bernstein
+8.10 10.51 -39.73 67.9 30 2.1
Couch Potato
Scott Burns
+8.06 8.58 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
+8.04 6.77 -21.11 40 60 0
Lazy Portfolio
David Swensen
+8.02 10.64 -40.89 70 30 0
Family Taxable Portfolio
Ted Aronson
+8.00 11.40 -38.46 70 30 0
Core Four
Rick Ferri
+8.00 11.94 -44.44 80 20 0
Stocks/Bonds 60/40
+8.00 9.35 -30.55 60 40 0
Edge Select Moderately Aggressive
Merrill Lynch
+7.87 10.89 -38.23 69 31 0
Four Funds
Bogleheads
+7.84 12.22 -44.08 80 20 0
Jane Bryant Quinn Portfolio
Jane Bryant Quinn
+7.82 10.53 -39.55 70 30 0
Gone Fishin' Portfolio
Alexander Green
+7.82 11.89 -43.02 65 30 5
Coffeehouse
Bill Schultheis
+7.78 9.41 -33.93 60 40 0
Three Funds
Bogleheads
+7.72 12.15 -43.68 80 20 0
Golden Butterfly
+7.70 7.36 -17.79 40 40 20
LifeStrategy Growth Fund
Vanguard
+7.68 12.18 -44.18 80 20 0
Long Term Portfolio
Ben Stein
+7.67 12.23 -45.92 80 20 0
No Brainer Portfolio
Bill Bernstein
+7.65 11.54 -40.40 75 25 0
Sheltered Sam 60/40
Bill Bernstein
+7.60 9.07 -34.12 58.2 40 1.8
Perfect Portfolio
Ben Stein
+7.56 12.21 -44.81 80 20 0
Five Fold
Scott Burns
+7.54 9.53 -37.94 60 40 0
Robo Advisor 50
Betterment
+7.53 9.11 -30.72 49.9 50.1 0
Pinwheel
+7.53 10.28 -36.89 65 25 10
Tilt Toward Value
Time Inc
+7.53 9.16 -34.63 60 40 0
Five Asset
Roger Gibson
+7.47 11.11 -44.75 60 20 20
Dimensional 2030 Retirement Income
DFA
+7.46 9.06 -31.78 55.9 44.1 0
Gretchen Tai Portfolio
Gretchen Tai
+7.44 11.46 -41.80 70 30 0
Margaritaville
Scott Burns
+7.36 10.67 -38.70 67 33 0
Marc Faber Portfolio
Marc Faber
+7.35 9.37 -28.82 50 25 25
Nano Portfolio
John Wasik
+7.34 9.43 -36.66 60 40 0
Simple Money Portfolio
Tim Maurer
+7.32 8.89 -32.39 60 40 0
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15
Sandwich Portfolio
Bob Clyatt
+7.29 8.11 -28.96 55 45 0
Edge Select Moderate
Merrill Lynch
+7.28 8.69 -29.58 53 47 0
Simple and Cheap
Time Inc
+7.26 9.15 -34.84 60 40 0
Coward's Portfolio
Bill Bernstein
+7.24 8.94 -32.68 60 40 0
Ultimate Buy&Hold
FundAdvice
+7.24 9.09 -34.23 60 40 0
Big Rocks Portfolio
Larry Swedroe
+7.17 8.97 -33.80 60 40 0
Global Market Portfolio
Credit Suisse
+7.14 7.93 -25.90 45 55 0
LifeStrategy Moderate Growth
Vanguard
+7.10 9.29 -33.52 60 40 0
Dynamic 60/40 Income
+7.10 9.11 -41.44 60 40 0
Sheltered Sam 50/50
Bill Bernstein
+7.08 7.68 -28.23 48.5 50 1.5
One-Decision Portfolio
Marvin Appel
+7.07 8.15 -31.96 50 50 0
Dynamic 40/60 Income
+7.03 7.91 -29.84 40 60 0
Ivy Portfolio
Mebane Faber
+7.01 11.42 -47.39 60 20 20
GAA Global Asset Allocation
Mebane Faber
+7.01 7.74 -24.91 40.5 49.5 10
Ideal Index
Frank Armstrong
+7.00 10.51 -40.11 70 30 0
7Twelve Portfolio
Craig Israelsen
+6.94 9.67 -37.96 50 33.3 16.7
Four Square
Scott Burns
+6.92 8.29 -29.95 50 50 0
Stocks/Bonds 40/60
+6.90 6.70 -19.17 40 60 0
Simplified Permanent Portfolio
+6.80 6.61 -16.43 25 50 25
Rob Arnott Portfolio
Rob Arnott
+6.75 6.96 -24.27 30 60 10
High Yield Bonds Income
+6.71 8.58 -23.97 0 100 0
Edge Select Moderately Conservative
Merrill Lynch
+6.61 6.58 -20.48 37 63 0
Desert Portfolio
Gyroscopic Investing
+6.56 5.29 -14.72 30 60 10
Sheltered Sam 40/60
Bill Bernstein
+6.54 6.35 -22.05 38.8 60 1.2
Lifepath Fund
iShares
+6.51 6.75 -21.23 40.4 59.6 0
All Country World 80/20
+6.51 12.56 -47.32 80 20 0
Andrew Tobias Portfolio
Andrew Tobias
+6.48 9.81 -36.42 66.7 33.3 0
All Country World 60/40
+6.44 9.86 -36.70 60 40 0
Paul Boyer Portfolio
Paul Boyer
+6.41 7.24 -18.04 25 50 25
LifeStrategy Conservative Growth
Vanguard
+6.39 6.65 -21.90 40 60 0
Permanent Portfolio
Harry Browne
+6.38 6.29 -15.92 25 50 25
Larry Portfolio
Larry Swedroe
+6.30 5.42 -15.96 30 70 0
Stocks/Bonds 20/80 Momentum
+6.25 4.70 -17.91 20 80 0
All Country World 40/60
+6.23 7.40 -25.16 40 60 0
Sheltered Sam 30/70
Bill Bernstein
+5.96 5.12 -16.58 29.1 70 0.9
All Country World 20/80
+5.89 5.41 -17.97 20 80 0
Eliminate Fat Tails
Larry Swedroe
+5.82 6.32 -18.42 30 70 0
Developed World ex-US 60/40
+5.69 10.14 -37.49 60 40 0
Stocks/Bonds 20/80
+5.67 4.61 -16.57 20 80 0
Developed World ex-US 40/60
+5.66 7.34 -26.17 40 60 0
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
Developed World ex-US 80/20
+5.56 13.24 -47.74 80 20 0
LifeStrategy Income Fund
Vanguard
+5.55 4.52 -16.61 20 80 0
Developed World ex-US 20/80
+5.49 5.17 -16.80 20 80 0
US Inflation Protection
+5.47 6.07 -14.74 0 100 0
All Country World Bonds
+5.43 4.44 -17.60 0 100 0
Sheltered Sam 20/80
Bill Bernstein
+5.36 4.07 -11.24 19.4 80 0.6
Edge Select Conservative
Merrill Lynch
+5.28 4.08 -12.44 21 79 0
Developed World ex-US Stocks
+5.26 16.53 -57.00 100 0 0

The following portfolios share asset allocation strategy and/or similar asset weights.

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5 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Developed World ex-US Stocks Momentum
+1.25 15.49 -28.57 100 0 0
Developed World ex-US Stocks
+0.19 17.17 -28.08 100 0 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Technology
+13.06 23.81 -81.08 100 0 0
US Stocks Momentum
+12.44 15.06 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+11.15 12.13 -43.61 80 20 0
US Stocks
+9.79 15.27 -50.84 100 0 0
US Stocks Minimum Volatility
+9.77 13.59 -43.27 100 0 0
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