Aggressive Global Income Portfolio: ETF allocation and returns

Data Source: from January 1979 to May 2023 (~44 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.99%
1 Day
Jun 02 2023
2.73%
Current Month
June 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 8.52% compound annual return, with a 14.36% standard deviation.

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 ETF Name Investment Themes
30.00
VYM
Vanguard High Dividend Yield Equity, U.S., Large Cap
30.00
DWX
SPDR S&P International Dividend ETF Equity, Developed Markets
20.00
DES
WisdomTree US SmallCap Dividend ETF Equity, U.S., Micro Cap
20.00
HYG
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 May 31, 2023

The Aggressive Global Income Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
AGGRESSIVE GLOBAL INCOME PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~44Y)
Aggressive Global Income Portfolio 1.99 2.73 -3.81 -3.53 -5.52 3.38 5.25 8.52 10.87
US Inflation Adjusted return -3.81 -5.32 -8.96 -0.42 2.51 5.86 7.19
Components
VYM
Vanguard High Dividend Yield 2.14 Jun 02 2023 2.65 -5.13 -8.97 -5.99 7.22 9.31 9.18 11.90
DWX
SPDR S&P International Dividend ETF 1.22 Jun 02 2023 2.23 -4.06 5.02 -4.80 1.46 1.54 7.58 9.64
DES
WisdomTree US SmallCap Dividend ETF 4.40 Jun 02 2023 5.19 -4.12 -11.29 -10.43 1.11 6.22 8.60 10.75
HYG
iShares iBoxx $ High Yield Corporate Bond 0.51 Jun 02 2023 1.12 -1.23 0.38 -1.98 2.06 2.93 5.40 7.36
Returns over 1 year are annualized | Available data source: since Jan 1979
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
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.

Portfolio Metrics as of May 31, 2023

Metrics of Aggressive Global Income Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
AGGRESSIVE GLOBAL INCOME PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1979 - 31 May 2023 (~44 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~44Y)
Portfolio Return (%) -3.81 -3.30 -3.53 -5.52 7.86 3.38 5.25 7.42 8.52 10.87
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 3.43
Infl. Adjusted Return (%) -3.81 -4.11 -5.32 -8.96 1.97 -0.42 2.51 4.75 5.86 7.19
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 18.24 14.00 15.38 12.62 14.53 14.36 14.03
Sharpe Ratio -0.48 0.49 0.13 0.35 0.43 0.44 0.49
Sortino Ratio -0.70 0.69 0.17 0.47 0.57 0.59 0.66
MAXIMUM DRAWDOWN
Drawdown Depth (%) -14.94 -18.06 -23.84 -23.84 -52.63 -52.63 -52.63
Start (yyyy mm) 2022 06 2022 01 2020 01 2020 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Start to Bottom (# months) 4 9 3 3 16 16 16
Start to Recovery (# months) in progress
8
> 17
14
14
42
42
42
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 73.06 37.14 31.64 19.41 17.47 13.10
Worst Return (%) -46.29 -15.19 -4.06 4.00 4.90 8.47
% Positive Periods 77% 92% 99% 100% 100% 100%
MONTHS
Positive 0 1 2 5 20 35 74 153 229 351
Negative 1 2 4 7 16 25 46 87 131 182
% Positive 0% 33% 33% 42% 56% 58% 62% 64% 64% 66%
WITHDRAWAL RATES (WR)
Safe WR (%) 39.55 20.97 12.62 9.48 8.98 10.80
Perpetual WR (%) 1.94 0.00 2.45 4.53 5.54 6.71
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 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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
VYM
DWX
DES
HYG
VYM
-
0.77
0.89
0.82
DWX
0.77
-
0.68
0.78
DES
0.89
0.68
-
0.78
HYG
0.82
0.78
0.78
-
Asset
VYM
DWX
DES
HYG
VYM
-
0.86
0.92
0.79
DWX
0.86
-
0.81
0.78
DES
0.92
0.81
-
0.79
HYG
0.79
0.78
0.79
-
Asset
VYM
DWX
DES
HYG
VYM
-
0.77
0.89
0.76
DWX
0.77
-
0.68
0.73
DES
0.89
0.68
-
0.74
HYG
0.76
0.73
0.74
-
Asset
VYM
DWX
DES
HYG
VYM
-
0.60
0.82
0.63
DWX
0.60
-
0.68
0.60
DES
0.82
0.68
-
0.66
HYG
0.63
0.60
0.66
-
Asset
VYM
DWX
DES
HYG
VYM
-
0.60
0.84
0.59
DWX
0.60
-
0.63
0.53
DES
0.84
0.63
-
0.61
HYG
0.59
0.53
0.61
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 11625.56$, with a total return of 1062.56% (8.52% annualized).

The Inflation Adjusted Capital now would be 5526.07$, with a net total return of 452.61% (5.86% annualized).
An investment of 1000$, since January 1979, now would be worth 97966.56$, with a total return of 9696.66% (10.87% annualized).

The Inflation Adjusted Capital now would be 21862.71$, with a net total return of 2086.27% (7.19% annualized).

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
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-52.63% Nov 2007 Feb 2009 16 Apr 2011 26 42
-27.39% Mar 2000 Sep 2002 31 Dec 2003 15 46
-23.84% Jan 2020 Mar 2020 3 Feb 2021 11 14
-18.06% Jan 2022 Sep 2022 9 in progress 8 17
-17.13% May 2011 Sep 2011 5 Sep 2012 12 17
-15.46% May 1998 Aug 1998 4 Jun 1999 10 14
-13.63% May 2015 Jan 2016 9 Jul 2016 6 15
-9.93% Feb 2018 Dec 2018 11 Apr 2019 4 15
-5.15% Mar 2005 Apr 2005 2 Jul 2005 3 5
-5.06% Feb 1994 Mar 1994 2 Aug 1994 5 7
-4.74% May 2019 May 2019 1 Jun 2019 1 2
-4.64% Jul 2014 Jan 2015 7 Apr 2015 3 10
-4.30% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.27% Jun 1996 Jul 1996 2 Sep 1996 2 4
-4.12% Sep 1994 Nov 1994 3 Mar 1995 4 7
-4.01% Nov 1993 Nov 1993 1 Jan 1994 2 3
-3.86% May 2006 Jun 2006 2 Sep 2006 3 5
-3.75% Aug 1997 Aug 1997 1 Sep 1997 1 2
-3.45% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.15% Aug 2013 Aug 2013 1 Sep 2013 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-52.63% Nov 2007 Feb 2009 16 Apr 2011 26 42
-27.39% Mar 2000 Sep 2002 31 Dec 2003 15 46
-23.84% Jan 2020 Mar 2020 3 Feb 2021 11 14
-21.38% Sep 1987 Nov 1987 3 Jan 1989 14 17
-19.23% Jan 1990 Sep 1990 9 May 1991 8 17
-18.06% Jan 2022 Sep 2022 9 in progress 8 17
-17.13% May 2011 Sep 2011 5 Sep 2012 12 17
-15.46% May 1998 Aug 1998 4 Jun 1999 10 14
-13.63% May 2015 Jan 2016 9 Jul 2016 6 15
-11.49% Feb 1980 Mar 1980 2 Jun 1980 3 5
-9.93% Feb 2018 Dec 2018 11 Apr 2019 4 15
-9.77% Dec 1981 Jul 1982 8 Sep 1982 2 10
-9.45% Jun 1981 Sep 1981 4 Nov 1981 2 6
-7.85% Sep 1979 Oct 1979 2 Jan 1980 3 5
-7.45% Dec 1983 May 1984 6 Aug 1984 3 9
-5.23% Dec 1980 Jan 1981 2 Mar 1981 2 4
-5.15% Mar 2005 Apr 2005 2 Jul 2005 3 5
-5.06% Feb 1994 Mar 1994 2 Aug 1994 5 7
-4.74% May 2019 May 2019 1 Jun 2019 1 2
-4.64% Jul 2014 Jan 2015 7 Apr 2015 3 10

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
Data Source: from January 1979 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 12.18 -5.52 73.06
Mar 1999 - Feb 2000 		-46.29
Mar 2008 - Feb 2009 		22.99%
2 Years
 11.58 -3.12 43.53
Mar 2009 - Feb 2011 		-27.70
Mar 2007 - Feb 2009 		11.18%
3 Years
 11.36 7.86 37.14
Aug 1984 - Jul 1987 		-15.19
Mar 2006 - Feb 2009 		8.23%
5 Years
 11.27 3.38 31.64
Aug 1982 - Jul 1987 		-4.06
Mar 2004 - Feb 2009 		0.84%
7 Years
 11.22 5.57 24.98
Apr 1980 - Mar 1987 		0.34
Mar 2002 - Feb 2009 		0.00%
10 Years
 10.93 5.25 19.41
Nov 1979 - Oct 1989 		4.00
Mar 2000 - Feb 2010 		0.00%
15 Years
 10.72 5.19 17.31
Aug 1982 - Jul 1997 		3.90
Oct 2007 - Sep 2022 		0.00%
20 Years
 10.89 7.42 17.47
Apr 1980 - Mar 2000 		4.90
Apr 2000 - Mar 2020 		0.00%
30 Years
 10.69 8.52 13.10
Apr 1980 - Mar 2010 		8.47
Apr 1990 - Mar 2020 		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 Aggressive Global Income Portfolio: Rolling Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

AGGRESSIVE GLOBAL INCOME PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 5.25% (updated at May 31, 2023).

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.
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%
-0.33
60%
2.06
80%
-0.30
60%
-2.25
20%
1.29
60%
3.57
80%
0.38
60%
 Capital Growth on monthly avg returns
100
101.79
100.74
98.66
100.34
100.07
99.73
101.79
101.48
99.20
100.47
104.06
104.46
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 		-5.0
2018 		-2.2
2021 		-6.4
2018
Monthly Seasonality over the period Jun 2018 - May 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
0.38
40%
0.13
60%
-0.31
60%
1.74
90%
-0.06
60%
-0.04
60%
1.50
70%
-0.73
50%
-1.09
40%
1.80
70%
2.32
80%
0.31
60%
 Capital Growth on monthly avg returns
100
100.38
100.50
100.19
101.93
101.87
101.82
103.35
102.59
101.47
103.31
105.70
106.03
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 		4.2
2013 		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 Jun 2013 - May 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%
0.38
55%
0.99
59%
0.40
66%
-0.45
57%
0.74
66%
2.01
73%
1.94
77%
 Capital Growth on monthly avg returns
100
101.14
101.85
102.78
104.87
105.44
105.85
106.89
107.31
106.84
107.63
109.79
111.92
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 Jan 1979 - May 2023

Monthly/Yearly Returns

Aggressive Global Income Portfolio data source starts from January 1979: 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 1979 - May 2023
351 Positive Months (66%) - 182 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1979 - May 2023
(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
2023
 -0.60 -2.75 5.6 -2.6 -0.5 1.1 -3.8
2022
 -8.43 -13.98 -1.2 -1.0 0.9 -4.7 2.3 -7.4 4.6 -4.2 -8.4 8.0 6.6 -2.9
2021
 +17.07 +9.37 -0.1 3.2 5.1 2.2 2.6 -1.1 0.4 1.3 -3.1 3.0 -2.2 5.0
2020
 -1.13 -2.46 -2.3 -7.4 -15.8 7.8 2.3 1.1 3.0 2.7 -2.6 -1.0 10.2 3.8
2019
 +19.97 +17.29 6.9 2.7 0.0 2.2 -4.7 5.4 -0.4 -1.5 3.2 1.4 1.1 2.4
2018
 -8.07 -9.79 2.1 -4.3 -0.5 0.5 0.7 0.2 2.6 0.2 -0.3 -5.0 2.2 -6.4
2017
 +13.53 +11.19 0.8 1.6 0.5 0.8 0.6 0.8 1.9 -0.2 2.2 0.7 2.1 0.9
2016
 +18.29 +15.88 -3.3 0.6 7.6 2.6 -0.6 1.9 3.2 0.1 1.0 -1.6 2.9 3.0
2015
 -6.99 -7.66 -1.3 4.3 -2.0 3.2 -1.3 -2.3 -2.1 -5.2 -3.0 6.3 -0.9 -2.4
2014
 +3.96 +3.18 -3.4 4.2 1.7 1.7 1.2 2.2 -2.7 2.6 -4.1 2.4 0.3 -1.8
2013
 +19.30 +17.54 3.6 0.6 2.8 2.3 -1.5 -1.4 4.4 -3.1 4.2 3.9 0.9 1.6
2012
 +12.95 +11.02 3.6 2.9 0.7 -1.0 -6.8 6.3 -0.4 2.5 2.1 -0.2 0.2 2.9
2011
 +0.62 -2.27 1.0 2.7 1.2 4.5 -1.6 -1.4 -3.0 -4.5 -7.8 9.8 -0.8 1.7
2010
 +14.37 +12.68 -3.0 1.9 5.4 1.6 -8.1 -2.8 7.9 -3.5 8.0 3.6 -2.3 6.3
2009
 +33.97 +30.42 -11.7 -12.7 8.6 18.5 7.6 0.0 9.6 4.1 5.6 -2.7 4.3 2.6
2008
 -34.21 -34.27 -3.4 -2.2 0.7 1.7 -0.3 -9.5 0.5 1.0 -7.9 -18.7 -7.7 7.4
2007
 +3.78 -0.29 1.0 -0.3 1.7 2.8 3.0 -1.4 -2.9 0.6 4.1 2.4 -5.4 -1.3
2006
 +21.69 +18.68 5.1 0.0 3.2 2.3 -3.4 -0.5 0.3 2.4 1.7 4.1 2.9 2.1
2005
 +12.70 +8.98 -1.2 2.9 -2.4 -2.8 3.0 1.6 4.1 0.6 2.3 -2.7 4.3 2.7
2004
 +16.76 +13.08 2.0 1.6 0.4 -2.8 0.2 2.5 -2.8 0.7 2.6 2.1 6.1 3.1
2003
 +32.98 +30.52 -1.3 -1.4 -0.2 6.6 5.2 1.8 2.1 3.6 0.7 6.2 1.2 4.8
2002
 -7.54 -9.69 1.0 0.2 4.9 0.4 -0.4 -4.7 -7.9 0.5 -6.8 3.4 5.3 -2.7
2001
 -4.83 -6.28 3.2 -5.7 -4.7 5.3 0.9 -1.3 -1.0 -1.9 -9.1 3.1 4.6 2.8
2000
 -0.62 -3.88 -0.4 14.1 -2.7 -4.9 -4.2 4.8 -1.1 5.5 -3.2 -3.1 -5.8 2.2
1999
 +48.88 +44.99 0.8 -3.0 1.5 3.1 -1.1 6.8 0.9 -1.2 0.2 5.1 16.1 12.9
1998
 +8.84 +7.12 1.1 5.5 4.9 1.5 -0.5 0.2 -2.5 -13.1 0.8 3.4 4.5 4.1
1997
 +18.82 +16.83 1.8 0.6 -2.7 2.3 6.5 4.2 4.5 -3.7 4.9 -2.1 0.7 0.9
1996
 +13.71 +10.06 1.5 0.9 1.3 2.6 1.2 -0.4 -3.9 2.1 3.5 0.5 4.5 -0.6
1995
 +24.10 +21.03 0.1 1.2 3.4 3.0 1.7 1.4 4.2 -0.1 2.5 -1.3 3.2 2.5
1994
 +2.10 -0.56 5.1 -1.0 -4.1 1.2 0.2 -0.6 1.5 2.9 -1.8 1.6 -3.9 1.3
1993
 +19.15 +15.96 1.5 1.5 4.6 2.1 3.0 -0.5 1.6 3.7 -0.7 2.0 -4.0 3.1
1992
 +3.24 +0.33 0.7 0.3 -3.3 0.0 2.5 -2.6 1.5 0.8 0.1 -1.3 3.1 1.5
1991
 +24.91 +21.19 3.5 8.7 1.3 0.9 2.1 -4.3 3.7 1.0 1.5 1.9 -3.7 6.6
1990
 -13.87 -18.83 -5.2 -1.7 -1.0 -2.2 8.0 0.0 0.0 -9.4 -8.5 2.6 1.6 2.3
1989
 +17.94 +12.70 4.2 -0.3 0.5 2.9 1.2 -0.8 7.2 0.2 1.2 -3.3 2.3 1.8
1988
 +21.28 +16.14 3.9 5.7 1.6 1.4 -0.8 2.3 0.4 -3.2 3.0 2.9 1.2 1.3
1987
 +8.36 +3.76 10.4 3.6 4.7 1.8 0.2 1.1 2.0 4.6 -2.2 -17.4 -2.6 4.5
1986
 +32.40 +30.96 1.6 7.9 7.1 2.7 1.6 3.4 -1.1 5.8 -3.9 0.1 2.9 0.8
1985
 +37.47 +32.44 8.2 1.9 0.4 0.6 5.7 2.1 0.9 0.2 -2.2 3.9 6.4 4.6
1984
 +6.06 +2.04 -0.1 -3.2 1.1 0.1 -4.9 2.3 -0.9 9.3 0.6 0.8 -0.6 2.1
1983
 +24.33 +19.79 4.3 3.3 3.6 7.0 0.7 3.2 -2.4 0.7 1.8 -1.7 2.6 -0.6
1982
 +20.53 +16.09 -2.0 -4.0 -0.5 3.8 -1.9 -2.2 -1.1 10.7 1.5 9.8 4.7 1.1
1981
 +4.76 -3.83 -2.3 1.8 4.7 -0.5 1.7 -0.1 -0.4 -4.6 -4.7 5.6 6.2 -2.2
1980
 +21.29 +7.80 4.4 -1.4 -10.2 4.6 5.7 2.5 5.5 1.0 1.8 1.8 8.2 -3.0
1979
 +17.54 +3.74 4.6 -2.4 5.5 0.6 -1.4 3.7 1.4 5.4 -0.4 -7.5 5.2 2.5

Portofolio Returns, up to February 2008, 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:

  • VYM - Vanguard High Dividend Yield: simulated historical serie, up to December 2006
  • DWX - SPDR S&P International Dividend ETF: simulated historical serie, up to February 2008
  • DES - WisdomTree US SmallCap Dividend ETF: simulated historical serie, up to June 2006
  • HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the Aggressive Global Income 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 Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 80/20 Momentum +10.63 12.22 -43.61 80 20 0
US Stocks +9.70 15.36 -50.84 100 0 0
US Stocks Minimum Volatility +9.47 13.67 -43.27 100 0 0
Warren Buffett Portfolio Warren Buffett +9.33 13.50 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Stocks/Bonds 80/20 +8.89 12.33 -41.09 80 20 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Robust Alpha Architect +8.60 10.99 -44.20 70 20 10
Sheltered Sam 90/10 Bill Bernstein +8.55 13.61 -50.12 87.3 10 2.7
Aggressive Global Income +8.52 14.36 -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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Technology +13.50 23.92 -81.08 100 0 0
US Stocks Momentum +11.80 15.15 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum +10.63 12.22 -43.61 80 20 0
US Stocks +9.70 15.36 -50.84 100 0 0
US Stocks Value +9.50 15.19 -55.41 100 0 0