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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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