Data Source: from January 1979 to November 2023 (~45 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.37%
1 Day
Dec 01 2023
1.37%
Current Month
December 2023
The Aggressive Global Income Portfolio is a Very High Risk portfolio and can be implemented with 4 ETFs.
It's exposed for 80% on the Stock Market.
In the last 30 Years, the Aggressive Global Income Portfolio obtained a 8.67% compound annual return, with a 14.42% standard deviation.
Table of contents
Asset Allocation and ETFs
The Aggressive Global Income Portfolio has the following asset allocation:
80% Stocks
20% Fixed Income
0% Commodities
The Aggressive Global Income Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 30.00 |
DWX
|
USD | SPDR S&P International Dividend ETF | Equity, Developed Markets |
| 30.00 |
VYM
|
USD | Vanguard High Dividend Yield | Equity, U.S., Large Cap |
| 20.00 |
DES
|
USD | WisdomTree US SmallCap Dividend ETF | Equity, U.S., Micro Cap |
| 20.00 |
HYG
|
USD | iShares iBoxx $ High Yield Corporate Bond | Bond, U.S., Intermediate-Term |
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 Nov 30, 2023
The Aggressive Global Income Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
AGGRESSIVE GLOBAL INCOME PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~45Y) |
|||
| Aggressive Global Income Portfolio | 1.37 | 1.37 | 6.31 | 6.40 | 2.65 | 4.72 | 5.01 | 8.67 | 10.90 | |||
| US Inflation Adjusted return | 6.31 | 5.17 | -0.68 | 0.62 | 2.13 | 6.00 | 7.22 | |||||
| Components | ||||||||||||
|
DWX
|
USD | SPDR S&P International Dividend ETF | 0.96 | Dec 01 2023 | 0.96 | 6.01 | 3.93 | 9.15 | 3.05 | 1.43 | 7.93 | 9.65 |
|
VYM
|
USD | Vanguard High Dividend Yield | 1.03 | Dec 01 2023 | 1.03 | 6.26 | 6.96 | -2.63 | 7.76 | 9.01 | 9.30 | 11.97 |
|
DES
|
USD | WisdomTree US SmallCap Dividend ETF | 3.06 | Dec 01 2023 | 3.06 | 8.37 | 10.90 | -1.62 | 3.76 | 5.68 | 8.69 | 11.45 |
|
HYG
|
USD | iShares iBoxx $ High Yield Corporate Bond | 0.83 | Dec 01 2023 | 0.83 | 4.88 | 5.29 | 5.68 | 3.00 | 3.09 | 5.33 | 7.40 |
Returns over 1 year are annualized | Available data source: since Jan 1979
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the Aggressive Global Income Portfolio granted a 3.49% dividend yield. If you are interested in getting periodic income, please refer to the Aggressive Global Income Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 12.13$, with a total return of 1112.80% (8.67% annualized).
The Inflation Adjusted Capital now would be 5.75$, with a net total return of 474.73% (6.00% annualized).
The Inflation Adjusted Capital now would be 5.75$, with a net total return of 474.73% (6.00% annualized).
An investment of 1$, since January 1979,
now would be worth 104.24$, with a total return of 10323.62% (10.90% annualized).
The Inflation Adjusted Capital now would be 22.94$, with a net total return of 2193.62% (7.22% annualized).
The Inflation Adjusted Capital now would be 22.94$, with a net total return of 2193.62% (7.22% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of Aggressive Global Income Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
AGGRESSIVE GLOBAL INCOME PORTFOLIO
Advanced Metrics
Data Source: 1 January 1979 - 30 November 2023 (~45 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~45Y) |
|
| Investment Return (%) | 6.31 | 0.58 | 6.40 | 2.65 | 5.57 | 4.72 | 5.01 | 6.93 | 8.67 | 10.90 |
| Infl. Adjusted Return (%) details | 6.31 | 0.37 | 5.17 | -0.68 | -0.17 | 0.62 | 2.13 | 4.23 | 6.00 | 7.22 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 3.43 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -7.58 | -18.06 | -23.84 | -23.84 | -52.63 | -52.63 | -52.63 | |||
| Start to Recovery (# months) details | 4* | 23* | 14 | 14 | 42 | 42 | 42 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 3 | 3 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 11 | 11 | 26 | 26 | 26 | |||
| End (yyyy mm) | - | - | 2021 02 | 2021 02 | 2011 04 | 2011 04 | 2011 04 | |||
| Longest Drawdown Depth (%) | -5.85 |
same as deepest |
-18.06 | -18.06 |
same as deepest |
-27.39 | -27.39 | |||
| Start to Recovery (# months) details | 6 | 23* | 23* | 46 | 46 | |||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 03 | 2000 03 | |||
| Start to Bottom (# months) | 4 | 9 | 9 | 9 | 16 | 31 | 31 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 2 | 14 | 14 | 14 | 26 | 15 | 15 | |||
| End (yyyy mm) | 2023 07 | - | - | - | 2011 04 | 2003 12 | 2003 12 | |||
| Longest negative period (# months) details | 11 | 31 | 36 | 42 | 64 | 110 | 110 | |||
| Period Start (yyyy mm) | 2022 12 | 2021 04 | 2019 10 | 2016 10 | 2003 12 | 2000 01 | 2000 01 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2022 09 | 2020 03 | 2009 03 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -3.75 | -0.60 | -0.12 | -0.16 | -0.78 | -0.22 | -0.22 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -8.38 | -23.37 | -24.17 | -24.17 | -53.35 | -53.35 | -53.35 | |||
| Start to Recovery (# months) details | 10* | 30* | 15 | 15 | 63 | 63 | 63 | |||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2020 01 | 2020 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 9 | 16 | 3 | 3 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 12 | 12 | 47 | 47 | 47 | |||
| End (yyyy mm) | - | - | 2021 03 | 2021 03 | 2013 01 | 2013 01 | 2013 01 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-23.37 | -23.37 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 30* | 30* | ||||||||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 9 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 47 | 47 | 47 | |||
| End (yyyy mm) | - | - | - | - | 2013 01 | 2013 01 | 2013 01 | |||
| Longest negative period (# months) details | 12* | 36* | 59 | 76 | 76 | 112 | 112 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2017 07 | 2017 07 | 1999 12 | 1999 12 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2009 03 | 2009 03 | |||
| Annualized Return (%) | -0.68 | -0.17 | -0.61 | -0.02 | -0.02 | -0.54 | -0.54 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 12.47 | 13.68 | 15.71 | 12.74 | 14.61 | 14.42 | 14.02 | |||
| Sharpe Ratio | -0.18 | 0.27 | 0.19 | 0.31 | 0.39 | 0.45 | 0.49 | |||
| Sortino Ratio | -0.28 | 0.37 | 0.25 | 0.41 | 0.51 | 0.60 | 0.66 | |||
| Ulcer Index | 3.53 | 5.87 | 7.51 | 6.26 | 11.15 | 10.90 | 9.38 | |||
| Ratio: Return / Standard Deviation | 0.21 | 0.41 | 0.30 | 0.39 | 0.47 | 0.60 | 0.78 | |||
| Ratio: Return / Deepest Drawdown | 0.35 | 0.31 | 0.20 | 0.21 | 0.13 | 0.16 | 0.21 | |||
| % Positive Months details | 41% | 52% | 56% | 60% | 62% | 63% | 65% | |||
| Positive Months | 5 | 19 | 34 | 73 | 150 | 229 | 354 | |||
| Negative Months | 7 | 17 | 26 | 47 | 90 | 131 | 185 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 5.01 | 13.45 | 13.98 | 19.41 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.38 | 4.00 | 4.00 | |||||||
| Best 10 Years Return (%) - Annualized | 2.13 | 11.48 | 11.48 | 13.98 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.62 | 1.47 | 1.47 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 73.06 | 28.80 | 24.97 | 13.98 | 10.84 | 8.67 | ||||
| Worst Rolling Return (%) - Annualized | -46.29 | -15.19 | -4.06 | 4.00 | 4.90 | |||||
| % Positive Periods | 71% | 87% | 98% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 67.96 | 26.16 | 22.05 | 11.48 | 8.24 | 6.00 | ||||
| Worst Rolling Return (%) - Annualized | -46.41 | -17.03 | -6.53 | 1.47 | 2.77 | |||||
| % Positive Periods | 68% | 82% | 90% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 1979 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 73.06 | 37.14 | 31.64 | 19.41 | 17.47 | 13.10 | ||||
| Worst Rolling Return (%) - Annualized | -46.29 | -15.19 | -4.06 | 4.00 | 4.90 | 8.30 | ||||
| % Positive Periods | 77% | 91% | 99% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 67.96 | 33.13 | 27.64 | 13.98 | 13.09 | 9.59 | ||||
| Worst Rolling Return (%) - Annualized | -46.41 | -17.03 | -6.53 | 1.47 | 2.77 | 5.64 | ||||
| % Positive Periods | 70% | 85% | 93% | 100% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 34.85 | 21.02 | 11.59 | 8.14 | 8.81 | 10.80 | ||||
| Perpetual WR (%) | 0.00 | 0.62 | 2.09 | 4.06 | 5.66 | 6.74 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- 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)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
DWX
|
VYM
|
DES
|
HYG
|
|---|---|---|---|---|
|
DWX
|
-
|
0.86
|
0.73
|
0.87
|
|
VYM
|
0.86
|
-
|
0.85
|
0.84
|
|
DES
|
0.73
|
0.85
|
-
|
0.73
|
|
HYG
|
0.87
|
0.84
|
0.73
|
-
|
| Asset |
DWX
|
VYM
|
DES
|
HYG
|
|---|---|---|---|---|
|
DWX
|
-
|
0.86
|
0.82
|
0.79
|
|
VYM
|
0.86
|
-
|
0.93
|
0.79
|
|
DES
|
0.82
|
0.93
|
-
|
0.79
|
|
HYG
|
0.79
|
0.79
|
0.79
|
-
|
| Asset |
DWX
|
VYM
|
DES
|
HYG
|
|---|---|---|---|---|
|
DWX
|
-
|
0.79
|
0.69
|
0.74
|
|
VYM
|
0.79
|
-
|
0.89
|
0.76
|
|
DES
|
0.69
|
0.89
|
-
|
0.75
|
|
HYG
|
0.74
|
0.76
|
0.75
|
-
|
| Asset |
DWX
|
VYM
|
DES
|
HYG
|
|---|---|---|---|---|
|
DWX
|
-
|
0.60
|
0.68
|
0.60
|
|
VYM
|
0.60
|
-
|
0.82
|
0.64
|
|
DES
|
0.68
|
0.82
|
-
|
0.66
|
|
HYG
|
0.60
|
0.64
|
0.66
|
-
|
| Asset |
DWX
|
VYM
|
DES
|
HYG
|
|---|---|---|---|---|
|
DWX
|
-
|
0.60
|
0.63
|
0.54
|
|
VYM
|
0.60
|
-
|
0.84
|
0.59
|
|
DES
|
0.63
|
0.84
|
-
|
0.62
|
|
HYG
|
0.54
|
0.59
|
0.62
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
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.
AGGRESSIVE GLOBAL INCOME PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1979 - 30 November 2023 (~45 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -52.63% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 | 23.73 |
| -27.39% | Mar 2000 | Sep 2002 | 31 | Dec 2003 | 15 | 46 | 15.98 |
| -23.84% | Jan 2020 | Mar 2020 | 3 | Feb 2021 | 11 | 14 | 11.83 |
| -18.06% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 7.24 |
| -17.13% | May 2011 | Sep 2011 | 5 | Sep 2012 | 12 | 17 | 6.79 |
| -15.46% | May 1998 | Aug 1998 | 4 | Jun 1999 | 10 | 14 | 7.15 |
| -13.63% | May 2015 | Jan 2016 | 9 | Jul 2016 | 6 | 15 | 7.95 |
| -9.93% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 3.94 |
| -5.15% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 2.52 |
| -5.06% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 | 3.20 |
| -4.74% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 2.74 |
| -4.64% | Jul 2014 | Jan 2015 | 7 | Apr 2015 | 3 | 10 | 2.54 |
| -4.30% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 | 2.63 |
| -4.27% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 2.18 |
| -4.12% | Sep 1994 | Nov 1994 | 3 | Mar 1995 | 4 | 7 | 2.22 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -53.35% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 21.82 |
| -31.89% | Mar 2000 | Sep 2002 | 31 | Nov 2004 | 26 | 57 | 18.05 |
| -24.17% | Jan 2020 | Mar 2020 | 3 | Mar 2021 | 12 | 15 | 11.87 |
| -23.37% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 11.76 |
| -15.93% | May 1998 | Aug 1998 | 4 | Jun 1999 | 10 | 14 | 7.80 |
| -13.75% | May 2015 | Jan 2016 | 9 | Nov 2016 | 10 | 19 | 7.53 |
| -11.14% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 4.68 |
| -6.52% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 3.42 |
| -6.35% | Feb 1994 | Nov 1994 | 10 | Apr 1995 | 5 | 15 | 4.12 |
| -4.53% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 2.97 |
| -4.52% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 2.37 |
| -4.46% | Jun 2007 | Jul 2007 | 2 | Oct 2007 | 3 | 5 | 2.46 |
| -4.17% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 | 2.17 |
| -3.93% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 | 2.27 |
| -3.81% | Jan 2014 | Jan 2014 | 1 | Mar 2014 | 2 | 3 | 1.91 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -52.63% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 | 23.73 |
| -27.39% | Mar 2000 | Sep 2002 | 31 | Dec 2003 | 15 | 46 | 15.98 |
| -23.84% | Jan 2020 | Mar 2020 | 3 | Feb 2021 | 11 | 14 | 11.83 |
| -21.38% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 10.01 |
| -19.23% | Jan 1990 | Sep 1990 | 9 | May 1991 | 8 | 17 | 9.50 |
| -18.06% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 7.24 |
| -17.13% | May 2011 | Sep 2011 | 5 | Sep 2012 | 12 | 17 | 6.79 |
| -15.46% | May 1998 | Aug 1998 | 4 | Jun 1999 | 10 | 14 | 7.15 |
| -13.63% | May 2015 | Jan 2016 | 9 | Jul 2016 | 6 | 15 | 7.95 |
| -11.49% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 | 5.68 |
| -9.93% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 3.94 |
| -9.77% | Dec 1981 | Jul 1982 | 8 | Sep 1982 | 2 | 10 | 6.01 |
| -9.45% | Jun 1981 | Sep 1981 | 4 | Nov 1981 | 2 | 6 | 4.37 |
| -7.85% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 | 3.46 |
| -7.45% | Dec 1983 | May 1984 | 6 | Aug 1984 | 3 | 9 | 3.91 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -53.35% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 21.82 |
| -31.89% | Mar 2000 | Sep 2002 | 31 | Nov 2004 | 26 | 57 | 18.05 |
| -24.17% | Jan 2020 | Mar 2020 | 3 | Mar 2021 | 12 | 15 | 11.87 |
| -23.37% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 11.76 |
| -23.34% | Oct 1989 | Sep 1990 | 12 | Feb 1993 | 29 | 41 | 9.18 |
| -22.06% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 | 10.02 |
| -17.83% | Dec 1980 | Jul 1982 | 20 | Oct 1982 | 3 | 23 | 9.59 |
| -15.93% | May 1998 | Aug 1998 | 4 | Jun 1999 | 10 | 14 | 7.80 |
| -15.45% | Sep 1979 | Mar 1980 | 7 | Nov 1980 | 8 | 15 | 6.60 |
| -13.75% | May 2015 | Jan 2016 | 9 | Nov 2016 | 10 | 19 | 7.53 |
| -11.14% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 4.68 |
| -10.26% | Jul 1983 | May 1984 | 11 | Dec 1984 | 7 | 18 | 4.59 |
| -6.52% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 3.42 |
| -6.35% | Feb 1994 | Nov 1994 | 10 | Apr 1995 | 5 | 15 | 4.12 |
| -4.53% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 2.97 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
AGGRESSIVE GLOBAL INCOME PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1979 - 30 November 2023 (~45 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -46.29 |
03/2008 02/2009 |
0.53$ | -5.74 | 0.94$ | 11.16 | 1.11$ | 23.38 | 1.23$ | 73.06 |
03/1999 02/2000 |
1.73$ | 2.65 | 28.08% |
| 2Y | -27.70 |
03/2007 02/2009 |
0.52$ | -1.20 | 0.97$ | 10.07 | 1.21$ | 19.39 | 1.42$ | 43.53 |
03/2009 02/2011 |
2.06$ | 0.86 | 18.10% |
| 3Y | -15.19 |
03/2006 02/2009 |
0.60$ | 1.96 | 1.05$ | 9.28 | 1.30$ | 17.47 | 1.62$ | 28.80 |
04/1997 03/2000 |
2.13$ | 5.57 | 12.31% |
| 5Y | -4.06 |
03/2004 02/2009 |
0.81$ | 3.97 | 1.21$ | 7.77 | 1.45$ | 14.67 | 1.98$ | 24.97 |
03/1995 02/2000 |
3.04$ | 4.72 | 1.33% |
| 7Y | 0.34 |
03/2002 02/2009 |
1.02$ | 5.37 | 1.44$ | 8.20 | 1.73$ | 11.99 | 2.20$ | 15.74 |
12/1993 11/2000 |
2.78$ | 5.40 | 0.00% |
| 10Y | 4.00 |
03/2000 02/2010 |
1.48$ | 5.40 | 1.69$ | 7.86 | 2.13$ | 12.63 | 3.28$ | 13.98 |
03/1995 02/2005 |
3.70$ | 5.01 | 0.00% |
| 15Y | 3.90 |
10/2007 09/2022 |
1.77$ | 5.86 | 2.35$ | 8.04 | 3.18$ | 9.78 | 4.05$ | 10.75 |
01/1995 12/2009 |
4.62$ | 8.88 | 0.00% |
| 20Y | 4.90 |
04/2000 03/2020 |
2.60$ | 7.16 | 3.98$ | 8.36 | 4.97$ | 10.00 | 6.73$ | 10.84 |
07/1994 06/2014 |
7.83$ | 6.93 | 0.00% |
| 30Y | 8.67 |
12/1993 11/2023 |
12.12$ | 8.67 | 12.12$ | 8.67 | 12.12$ | 8.67 | 12.12$ | 8.67 |
12/1993 11/2023 |
12.12$ | 8.67 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -46.41 |
03/2008 02/2009 |
0.53$ | -8.17 | 0.91$ | 8.28 | 1.08$ | 20.16 | 1.20$ | 67.96 |
03/2009 02/2010 |
1.67$ | -0.68 | 31.81% |
| 2Y | -29.19 |
03/2007 02/2009 |
0.50$ | -3.69 | 0.92$ | 7.62 | 1.15$ | 16.14 | 1.34$ | 40.54 |
03/2009 02/2011 |
1.97$ | -4.14 | 23.44% |
| 3Y | -17.03 |
03/2006 02/2009 |
0.57$ | -1.15 | 0.96$ | 6.79 | 1.21$ | 14.28 | 1.49$ | 26.16 |
03/1997 02/2000 |
2.00$ | -0.17 | 17.54% |
| 5Y | -6.53 |
03/2004 02/2009 |
0.71$ | 0.84 | 1.04$ | 5.57 | 1.31$ | 11.70 | 1.73$ | 22.05 |
03/1995 02/2000 |
2.70$ | 0.62 | 9.97% |
| 7Y | -2.16 |
03/2002 02/2009 |
0.85$ | 2.98 | 1.22$ | 6.02 | 1.50$ | 9.55 | 1.89$ | 12.84 |
12/1993 11/2000 |
2.32$ | 1.81 | 1.08% |
| 10Y | 1.47 |
03/1999 02/2009 |
1.15$ | 3.20 | 1.37$ | 5.50 | 1.70$ | 9.90 | 2.57$ | 11.48 |
03/2009 02/2019 |
2.96$ | 2.13 | 0.00% |
| 15Y | 1.48 |
10/2007 09/2022 |
1.24$ | 3.83 | 1.75$ | 5.79 | 2.32$ | 7.25 | 2.85$ | 8.08 |
01/1995 12/2009 |
3.20$ | 6.22 | 0.00% |
| 20Y | 2.77 |
04/2000 03/2020 |
1.72$ | 4.64 | 2.47$ | 6.07 | 3.24$ | 7.57 | 4.30$ | 8.24 |
12/1994 11/2014 |
4.87$ | 4.23 | 0.00% |
| 30Y | 6.00 |
12/1993 11/2023 |
5.74$ | 6.00 | 5.74$ | 6.00 | 5.74$ | 6.00 | 5.74$ | 6.00 |
12/1993 11/2023 |
5.74$ | 6.00 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -46.29 |
03/2008 02/2009 |
0.53$ | -3.41 | 0.96$ | 12.50 | 1.12$ | 25.89 | 1.25$ | 73.06 |
03/1999 02/2000 |
1.73$ | 2.65 | 22.73% |
| 2Y | -27.70 |
03/2007 02/2009 |
0.52$ | 1.15 | 1.02$ | 11.39 | 1.24$ | 20.37 | 1.44$ | 43.53 |
03/2009 02/2011 |
2.06$ | 0.86 | 11.82% |
| 3Y | -15.19 |
03/2006 02/2009 |
0.60$ | 3.92 | 1.12$ | 11.08 | 1.37$ | 19.59 | 1.71$ | 37.14 |
08/1984 07/1987 |
2.57$ | 5.57 | 8.13% |
| 5Y | -4.06 |
03/2004 02/2009 |
0.81$ | 4.64 | 1.25$ | 10.34 | 1.63$ | 18.01 | 2.28$ | 31.64 |
08/1982 07/1987 |
3.95$ | 4.72 | 0.83% |
| 7Y | 0.34 |
03/2002 02/2009 |
1.02$ | 5.92 | 1.49$ | 10.10 | 1.96$ | 16.98 | 2.99$ | 24.98 |
04/1980 03/1987 |
4.76$ | 5.40 | 0.00% |
| 10Y | 4.00 |
03/2000 02/2010 |
1.48$ | 6.26 | 1.83$ | 10.88 | 2.80$ | 15.00 | 4.04$ | 19.41 |
11/1979 10/1989 |
5.89$ | 5.01 | 0.00% |
| 15Y | 3.90 |
10/2007 09/2022 |
1.77$ | 6.61 | 2.61$ | 10.29 | 4.34$ | 14.89 | 8.02$ | 17.31 |
08/1982 07/1997 |
10.96$ | 8.88 | 0.00% |
| 20Y | 4.90 |
04/2000 03/2020 |
2.60$ | 7.96 | 4.62$ | 10.43 | 7.27$ | 14.13 | 14.06$ | 17.47 |
04/1980 03/2000 |
25.02$ | 6.93 | 0.00% |
| 30Y | 8.30 |
11/1993 10/2023 |
10.95$ | 9.14 | 13.77$ | 9.95 | 17.22$ | 12.37 | 33.08$ | 13.10 |
04/1980 03/2010 |
40.11$ | 8.67 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -46.41 |
03/2008 02/2009 |
0.53$ | -7.23 | 0.92$ | 8.16 | 1.08$ | 22.26 | 1.22$ | 67.96 |
03/2009 02/2010 |
1.67$ | -0.68 | 29.55% |
| 2Y | -29.19 |
03/2007 02/2009 |
0.50$ | -1.79 | 0.96$ | 7.93 | 1.16$ | 16.83 | 1.36$ | 40.54 |
03/2009 02/2011 |
1.97$ | -4.14 | 19.77% |
| 3Y | -17.03 |
03/2006 02/2009 |
0.57$ | 0.35 | 1.01$ | 7.91 | 1.25$ | 15.94 | 1.55$ | 33.13 |
08/1984 07/1987 |
2.35$ | -0.17 | 14.09% |
| 5Y | -6.53 |
03/2004 02/2009 |
0.71$ | 2.13 | 1.11$ | 7.28 | 1.42$ | 13.93 | 1.91$ | 27.64 |
08/1982 07/1987 |
3.38$ | 0.62 | 6.25% |
| 7Y | -2.16 |
03/2002 02/2009 |
0.85$ | 3.44 | 1.26$ | 7.16 | 1.62$ | 12.64 | 2.29$ | 20.69 |
08/1982 07/1989 |
3.72$ | 1.81 | 0.66% |
| 10Y | 1.47 |
03/1999 02/2009 |
1.15$ | 3.97 | 1.47$ | 7.79 | 2.11$ | 11.11 | 2.86$ | 13.98 |
10/1990 09/2000 |
3.70$ | 2.13 | 0.00% |
| 15Y | 1.48 |
10/2007 09/2022 |
1.24$ | 4.46 | 1.92$ | 7.43 | 2.93$ | 10.74 | 4.61$ | 13.48 |
08/1982 07/1997 |
6.66$ | 6.22 | 0.00% |
| 20Y | 2.77 |
04/2000 03/2020 |
1.72$ | 5.51 | 2.92$ | 7.73 | 4.43$ | 10.35 | 7.16$ | 13.09 |
04/1980 03/2000 |
11.71$ | 4.23 | 0.00% |
| 30Y | 5.64 |
11/1993 10/2023 |
5.18$ | 6.47 | 6.56$ | 7.17 | 7.97$ | 8.98 | 13.18$ | 9.59 |
08/1982 07/2012 |
15.61$ | 6.00 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Aggressive Global Income Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Aggressive Global Income 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.
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 |
1.79
40% |
-1.03
40% |
-2.06
60% |
1.70
80% |
-0.27
60% |
0.51
60% |
2.27
80% |
-0.80
40% |
-2.81
20% |
1.82
60% |
4.39
80% |
0.38
60% |
| Best |
6.9 2019 |
3.2 2021 |
5.1 2021 |
7.8 2020 |
2.6 2021 |
5.4 2019 |
4.6 2022 |
2.7 2020 |
3.2 2019 |
8.0 2022 |
10.2 2020 |
5.0 2021 |
| Worst |
-2.3 2020 |
-7.4 2020 |
-15.8 2020 |
-4.7 2022 |
-4.7 2019 |
-7.4 2022 |
-0.4 2019 |
-4.2 2022 |
-8.4 2022 |
-2.3 2023 |
-2.2 2021 |
-6.4 2018 |
Monthly Seasonality over the period Feb 1979 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.38
40% |
0.13
60% |
-0.31
60% |
1.74
90% |
-0.06
60% |
0.54
70% |
1.43
70% |
-0.64
50% |
-1.82
30% |
1.18
60% |
2.86
80% |
0.31
60% |
| Best |
6.9 2019 |
4.3 2015 |
7.6 2016 |
7.8 2020 |
2.6 2021 |
5.4 2019 |
4.6 2022 |
2.7 2020 |
3.2 2019 |
8.0 2022 |
10.2 2020 |
5.0 2021 |
| Worst |
-3.4 2014 |
-7.4 2020 |
-15.8 2020 |
-4.7 2022 |
-4.7 2019 |
-7.4 2022 |
-2.7 2014 |
-5.2 2015 |
-8.4 2022 |
-5.0 2018 |
-2.2 2021 |
-6.4 2018 |
Monthly Seasonality over the period Feb 1979 - Nov 2023
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 |
1.14
64% |
0.71
60% |
0.91
69% |
2.03
84% |
0.55
60% |
0.47
56% |
1.05
60% |
0.34
64% |
-0.51
56% |
0.67
64% |
2.11
73% |
1.94
77% |
| Best |
10.4 1987 |
14.1 2000 |
8.6 2009 |
18.5 2009 |
8.0 1990 |
6.8 1999 |
9.6 2009 |
10.7 1982 |
8.0 2010 |
9.8 2011 |
16.1 1999 |
12.9 1999 |
| Worst |
-11.7 2009 |
-12.7 2009 |
-15.8 2020 |
-4.9 2000 |
-8.1 2010 |
-9.5 2008 |
-7.9 2002 |
-13.1 1998 |
-9.1 2001 |
-18.7 2008 |
-7.7 2008 |
-6.4 2018 |
Monthly Seasonality over the period Feb 1979 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Aggressive Global Income Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
AGGRESSIVE GLOBAL INCOME PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1979 - 30 November 2023 (~45 years)
229 Positive Months (64%) - 131 Negative Months (36%)
354 Positive Months (66%) - 185 Negative Months (34%)
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(Scroll down to see all data)
Investment Returns, up to February 2008, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- DWX - SPDR S&P International Dividend ETF, up to February 2008
- VYM - Vanguard High Dividend Yield, up to December 2006
- DES - WisdomTree US SmallCap Dividend ETF, up to June 2006
- HYG - iShares iBoxx $ High Yield Corporate Bond, up to December 2007
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Minimum Volatility | +9.58 | 13.72 | -43.27 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +9.54 | 13.65 | -45.52 | 90 | 10 | 0 | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Stocks/Bonds 80/20 | +9.02 | 12.49 | -41.09 | 80 | 20 | 0 | ||
| Simple Path to Wealth | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Robust | +8.67 | 11.09 | -44.20 | 70 | 20 | 10 | ||
| Aggressive Global Income | +8.67 | 14.42 | -52.63 | 80 | 20 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.75 | 24.01 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +12.01 | 15.28 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.71 | 15.36 | -55.41 | 100 | 0 | 0 | ||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
