Last Update: 31 March 2024
The Craig Israelsen 7Twelve Portfolio obtained a 6.85% compound annual return, with a 9.75% standard deviation, in the last 30 Years.
The Stocks/Bonds 60/40 Portfolio obtained a 8.42% compound annual return, with a 9.60% standard deviation, in the last 30 Years.
Summary
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| Craig Israelsen 7Twelve Portfolio | Stocks/Bonds 60/40 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 50% | 60% |
| Fixed Income | 33.34% | 40% | |
| Commodities | 16.66% | 0% | |
| 30 Years Stats | Return | +6.85% | +8.42% |
| Std Dev | 9.75% | 9.60% | |
| Max Drawdown | -37.96% | -30.55% | |
| All time Stats (Since Jan 1976) |
Return | +9.27% | +9.90% |
| Std Dev | 9.48% | 10.01% | |
| Max Drawdown | -37.96% | -30.55% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Craig Israelsen 7Twelve Portfolio | +2.36 | +9.67 | +10.39 | +6.05 | +4.15 | +6.85 | +9.27 |
| Stocks/Bonds 60/40 Portfolio | +2.12 | +16.12 | +17.74 | +8.77 | +8.05 | +8.42 | +9.90 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Craig Israelsen 7Twelve Portfolio: an investment of 1$, since April 1994,
now would be worth 7.30$, with a total return of 630.07%
(6.85% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).
Craig Israelsen 7Twelve Portfolio: an investment of 1$, since January 1976,
now would be worth 72.17$, with a total return of 7117.08%
(9.27% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1976, now would be worth 94.91$, with a total return of 9391.49% (9.90% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1976, now would be worth 94.91$, with a total return of 9391.49% (9.90% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Craig Israelsen 7Twelve Portfolio
|
Stocks/Bonds 60/40 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -37.96% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 18.93 | |||||
| -30.55% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 13.38 | |||||
| -21.56% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 11.96 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.44 | |||||
| -17.90% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -14.54% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 6.60 | |||||
| -13.54% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 6.14 | |||||
| -13.50% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 4.88 | |||||
| -13.28% | Apr 2022 | Sep 2022 (6) | Feb 2024 (23) | 6.26 | |||||
| -12.29% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.29 | |||||
| -10.18% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 4.93 | |||||
| -10.05% | Feb 2001 | Sep 2001 (8) | Apr 2003 (27) | 4.49 | |||||
| -9.83% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.66 | |||||
| -9.00% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 3.76 | |||||
| -8.38% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.89 | |||||
| -5.35% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.94 | |||||
| -5.24% | Jun 2015 | Sep 2015 (4) | Apr 2016 (11) | 2.81 | |||||
| -5.06% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.00 | |||||
| -4.51% | Sep 1994 | Nov 1994 (3) | Apr 1995 (8) | 2.66 | |||||
| -4.35% | Nov 2007 | Jan 2008 (3) | Apr 2008 (6) | 2.51 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
Craig Israelsen 7Twelve Portfolio
|
Stocks/Bonds 60/40 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -37.96% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 18.93 | |||||
| -30.55% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 13.38 | |||||
| -21.56% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 11.96 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.44 | |||||
| -19.17% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.40 | |||||
| -17.90% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -14.54% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 6.60 | |||||
| -13.54% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 6.14 | |||||
| -13.50% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 4.88 | |||||
| -13.43% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 6.31 | |||||
| -13.28% | Apr 2022 | Sep 2022 (6) | Feb 2024 (23) | 6.26 | |||||
| -12.29% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.29 | |||||
| -10.52% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 5.02 | |||||
| -10.18% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 4.93 | |||||
| -10.05% | Feb 2001 | Sep 2001 (8) | Apr 2003 (27) | 4.49 | |||||
| -9.83% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.66 | |||||
| -9.57% | Feb 1980 | Mar 1980 (2) | May 1980 (4) | 4.65 | |||||
| -9.00% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 3.76 | |||||
| -8.82% | Jun 1981 | Sep 1981 (4) | Nov 1981 (6) | 4.16 | |||||
| -8.68% | Dec 1980 | Sep 1981 (10) | Sep 1982 (22) | 4.25 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.79%
|
-0.30% |
+5.46%
|
0.00% |
| 2023 |
+8.77%
|
-6.61% |
+17.79%
|
-7.47% |
| 2022 |
-7.91%
|
-13.28% |
-16.95%
|
-20.69% |
| 2021 |
+16.41%
|
-3.52% |
+14.66%
|
-3.24% |
| 2020 |
+3.64%
|
-17.90% |
+15.70%
|
-12.29% |
| 2019 |
+17.04%
|
-3.93% |
+21.94%
|
-3.41% |
| 2018 |
-6.60%
|
-9.83% |
-3.17%
|
-8.38% |
| 2017 |
+11.15%
|
-0.23% |
+14.15%
|
0.00% |
| 2016 |
+7.88%
|
-3.46% |
+8.71%
|
-2.95% |
| 2015 |
-6.71%
|
-8.96% |
+0.44%
|
-5.24% |
| 2014 |
-0.27%
|
-5.11% |
+9.85%
|
-1.50% |
| 2013 |
+9.98%
|
-2.34% |
+19.23%
|
-2.27% |
| 2012 |
+9.05%
|
-5.96% |
+11.13%
|
-3.54% |
| 2011 |
-0.33%
|
-13.50% |
+3.75%
|
-9.00% |
| 2010 |
+12.87%
|
-7.69% |
+12.93%
|
-7.13% |
| 2009 |
+19.77%
|
-13.75% |
+18.79%
|
-11.70% |
| 2008 |
-24.01%
|
-29.50% |
-19.44%
|
-22.19% |
| 2007 |
+11.31%
|
-2.37% |
+5.99%
|
-3.07% |
| 2006 |
+12.08%
|
-2.41% |
+11.12%
|
-2.03% |
| 2005 |
+11.36%
|
-3.44% |
+4.74%
|
-2.34% |
| 2004 |
+14.33%
|
-5.06% |
+9.37%
|
-2.68% |
| 2003 |
+25.20%
|
-1.95% |
+20.04%
|
-1.99% |
| 2002 |
+4.93%
|
-5.27% |
-8.98%
|
-13.74% |
| 2001 |
-4.66%
|
-10.05% |
-3.21%
|
-11.68% |
| 2000 |
+11.53%
|
-2.79% |
-1.79%
|
-8.27% |
| 1999 |
+19.24%
|
-3.02% |
+13.98%
|
-3.76% |
| 1998 |
-1.40%
|
-13.54% |
+17.39%
|
-10.18% |
| 1997 |
+7.34%
|
-3.49% |
+22.37%
|
-3.12% |
| 1996 |
+16.09%
|
-3.26% |
+14.01%
|
-3.33% |
| 1995 |
+18.64%
|
-1.07% |
+28.74%
|
-0.20% |
| 1994 |
-1.53%
|
-6.66% |
-1.16%
|
-6.47% |
| 1993 |
+17.28%
|
-3.19% |
+10.25%
|
-1.36% |
| 1992 |
+5.45%
|
-2.13% |
+8.32%
|
-1.65% |
| 1991 |
+26.17%
|
-3.31% |
+25.53%
|
-2.86% |
| 1990 |
+1.68%
|
-5.15% |
-0.19%
|
-8.52% |
| 1989 |
+27.09%
|
-1.51% |
+22.33%
|
-1.36% |
| 1988 |
+17.78%
|
-2.03% |
+13.33%
|
-2.24% |
| 1987 |
+3.08%
|
-13.43% |
+2.18%
|
-19.17% |
| 1986 |
+16.22%
|
-3.66% |
+14.79%
|
-5.58% |
| 1985 |
+24.57%
|
-0.68% |
+27.66%
|
-2.15% |
| 1984 |
+8.53%
|
-2.58% |
+7.32%
|
-6.58% |
| 1983 |
+17.12%
|
-1.50% |
+15.69%
|
-2.85% |
| 1982 |
+15.88%
|
-3.72% |
+24.75%
|
-4.29% |
| 1981 |
-1.36%
|
-7.83% |
+1.27%
|
-8.82% |
| 1980 |
+16.18%
|
-10.52% |
+21.05%
|
-9.57% |
| 1979 |
+20.37%
|
-6.26% |
+16.69%
|
-6.65% |
| 1978 |
+13.62%
|
-5.84% |
+5.53%
|
-7.92% |
| 1977 |
+7.11%
|
-1.81% |
-1.60%
|
-4.89% |
| 1976 |
+15.46%
|
-2.12% |
+21.38%
|
-1.34% |
