Last Update: 31 July 2022
The Alpha Architect Robust Portfolio obtained a 8.33% compound annual return, with a 11.01% standard deviation, in the last 30 Years.
The Aggressive Global Income Portfolio obtained a 9.48% compound annual return, with a 13.99% standard deviation, in the last 30 Years.
Summary
| Alpha Architect Robust Portfolio | Aggressive Global Income Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 70% | 80% |
| Fixed Income | 20% | 20% | |
| Commodities | 10% | 0% | |
| 30 Years Stats | Return | +8.33% | +9.48% |
| Std Dev | 11.01% | 13.99% | |
| Max Drawdown | -45.15% | -52.63% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from January 1992
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Alpha Architect Robust Portfolio | +5.28 | -3.22 | -4.73 | +7.00 | +7.49 | +8.33 | +8.32 |
| Aggressive Global Income Portfolio | +4.61 | -5.55 | -3.11 | +4.76 | +7.11 | +9.48 | +9.27 |
Capital Growth as of Jul 31, 2022
Alpha Architect Robust Portfolio: an investment of 1000$, since August 1992, now would be worth 11041.04$, with a total return of 1004.10% (8.33% annualized).
Aggressive Global Income Portfolio: an investment of 1000$, since August 1992, now would be worth 15140.80$, with a total return of 1414.08% (9.48% annualized).
Alpha Architect Robust Portfolio: an investment of 1000$, since January 1992, now would be worth 11520.05$, with a total return of 1052.01% (8.32% annualized).
Aggressive Global Income Portfolio: an investment of 1000$, since January 1992, now would be worth 15063.92$, with a total return of 1406.39% (9.27% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
Alpha Architect Robust Portfolio |
Aggressive Global Income Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -52.63% | Nov 2007 | Feb 2009 | |||
| -45.15% | Nov 2007 | Feb 2009 | |||
| -23.84% | Jan 2020 | Mar 2020 | |||
| -19.45% | Jan 2020 | Mar 2020 | |||
| -17.13% | May 2011 | Sep 2011 | |||
| -16.17% | May 2002 | Feb 2003 | |||
| -16.13% | Mar 2000 | Sep 2001 | |||
| -15.33% | May 1998 | Aug 1998 | |||
| -14.59% | May 2011 | Sep 2011 | |||
| -13.63% | May 2015 | Jan 2016 | |||
| -13.06% | Feb 2001 | Sep 2002 | |||
| -12.88% | Sep 2018 | Dec 2018 | |||
| -12.65% | Nov 2021 | Jun 2022 | |||
| -12.38% | Apr 1998 | Aug 1998 | |||
| -10.76% | Jan 2022 | Jun 2022 | |||
| -10.26% | Jun 2015 | Feb 2016 | |||
| -9.93% | Feb 2018 | Dec 2018 | |||
| -6.32% | Feb 1994 | Nov 1994 | |||
| -5.92% | May 2012 | May 2012 | |||
| -5.80% | Apr 2004 | Apr 2004 | |||
Drawdown comparison chart since January 1992.
Alpha Architect Robust Portfolio |
Aggressive Global Income Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -52.63% | Nov 2007 | Feb 2009 | |||
| -45.15% | Nov 2007 | Feb 2009 | |||
| -23.84% | Jan 2020 | Mar 2020 | |||
| -19.45% | Jan 2020 | Mar 2020 | |||
| -17.13% | May 2011 | Sep 2011 | |||
| -16.17% | May 2002 | Feb 2003 | |||
| -16.13% | Mar 2000 | Sep 2001 | |||
| -15.33% | May 1998 | Aug 1998 | |||
| -14.59% | May 2011 | Sep 2011 | |||
| -13.63% | May 2015 | Jan 2016 | |||
| -13.06% | Feb 2001 | Sep 2002 | |||
| -12.88% | Sep 2018 | Dec 2018 | |||
| -12.65% | Nov 2021 | Jun 2022 | |||
| -12.38% | Apr 1998 | Aug 1998 | |||
| -10.76% | Jan 2022 | Jun 2022 | |||
| -10.26% | Jun 2015 | Feb 2016 | |||
| -9.93% | Feb 2018 | Dec 2018 | |||
| -6.32% | Feb 1994 | Nov 1994 | |||
| -5.92% | May 2012 | May 2012 | |||
| -5.80% | Apr 2004 | Apr 2004 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1992.
| Year | Alpha Architect Robust Portfolio | Aggressive Global Income Portfolio |
|---|---|---|
| 2022 |
-7.69% | -6.65% |
| 2021 |
+15.71% | +17.07% |
| 2020 |
+9.55% | -1.13% |
| 2019 |
+22.11% | +19.97% |
| 2018 |
-7.40% | -8.07% |
| 2017 |
+14.23% | +13.53% |
| 2016 |
+7.34% | +18.29% |
| 2015 |
-2.97% | -6.99% |
| 2014 |
+4.41% | +3.96% |
| 2013 |
+18.23% | +19.30% |
| 2012 |
+13.25% | +12.95% |
| 2011 |
+0.76% | +0.62% |
| 2010 |
+17.52% | +14.37% |
| 2009 |
+20.28% | +33.97% |
| 2008 |
-30.92% | -34.21% |
| 2007 |
+5.28% | +3.78% |
| 2006 |
+16.14% | +23.12% |
| 2005 |
+9.03% | +12.89% |
| 2004 |
+16.21% | +15.91% |
| 2003 |
+29.60% | +33.93% |
| 2002 |
-1.83% | -7.75% |
| 2001 |
-5.48% | +5.43% |
| 2000 |
+9.35% | +0.11% |
| 1999 |
+12.94% | +41.89% |
| 1998 |
+7.93% | +10.70% |
| 1997 |
+15.26% | +17.80% |
| 1996 |
+17.80% | +13.23% |
| 1995 |
+24.75% | +21.51% |
| 1994 |
-1.20% | +2.43% |
| 1993 |
+16.81% | +19.55% |
| 1992 |
+9.58% | +4.78% |