Aggressive Global Income Portfolio: ETF allocation and returns

Data Source: from January 1979 to February 2024 (~45 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.31%
1 Day
Mar 01 2024
0.31%
Current Month
March 2024

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 8.62% compound annual return, with a 14.42% standard deviation.

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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 Feb 29, 2024

The Aggressive Global Income Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
AGGRESSIVE GLOBAL INCOME PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~45Y)
Aggressive Global Income Portfolio 0.31 0.31 0.75 6.19 8.63 5.27 5.36 8.62 10.97
US Inflation Adjusted return 0.75 4.99 5.76 1.13 2.51 5.94 7.30
Components
DWX
USD SPDR S&P International Dividend ETF 0.43 Mar 01 2024 0.43 -1.51 2.64 7.03 2.43 1.29 7.41 9.63
VYM
USD Vanguard High Dividend Yield 0.64 Mar 01 2024 0.64 2.62 9.04 11.56 9.55 9.81 9.57 12.12
DES
USD WisdomTree US SmallCap Dividend ETF 0.13 Mar 01 2024 0.13 1.73 7.47 5.06 4.97 6.43 8.75 11.58
HYG
USD iShares iBoxx $ High Yield Corporate Bond -0.19 Mar 01 2024 -0.19 0.30 5.81 10.12 2.92 3.14 5.37 7.44
Returns over 1 year are annualized | Available data source: since Jan 1979
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Aggressive Global Income Portfolio granted a 4.22% 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 Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 11.93$, with a total return of 1093.25% (8.62% annualized).

The Inflation Adjusted Capital now would be 5.65$, with a net total return of 465.25% (5.94% annualized).
An investment of 1$, since January 1979, now would be worth 110.05$, with a total return of 10905.44% (10.97% annualized).

The Inflation Adjusted Capital now would be 24.13$, with a net total return of 2313.00% (7.30% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Aggressive Global Income Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
AGGRESSIVE GLOBAL INCOME PORTFOLIO
Advanced Metrics
Data Source: 1 January 1979 - 29 February 2024 (~45 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~45Y)
Investment Return (%) 0.75 5.58 6.19 8.63 5.11 5.27 5.36 6.78 8.62 10.97
Infl. Adjusted Return (%) details 0.75 5.02 4.99 5.76 -0.39 1.13 2.51 4.11 5.94 7.30
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 3.42
Pending updates, the monthly inflation after Jan 2024 is set at 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 5 24 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) 2 15 11 11 26 26 26
End (yyyy mm) 2023 12 2023 12 2021 02 2021 02 2011 04 2011 04 2011 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-18.06 -18.06
same as
deepest
-27.39 -27.39
Start to Recovery (# months) details 24 24 46 46
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 03 2000 03
Start to Bottom (# months) 3 9 9 9 16 31 31
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 2 15 15 15 26 15 15
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2011 04 2003 12 2003 12
Longest negative period (# months) details 8 31 36 42 61 110 110
Period Start (yyyy mm) 2023 03 2021 04 2019 10 2016 10 2004 03 2000 01 2000 01
Period End (yyyy mm) 2023 10 2023 10 2022 09 2020 03 2009 03 2009 02 2009 02
Annualized Return (%) -4.79 -0.60 -0.12 -0.16 -2.43 -0.22 -0.22
Deepest Drawdown Depth (%) -8.45 -23.46 -23.69 -23.69 -53.41 -53.41 -53.41
Start to Recovery (# months) details 5 33* 15 15 63 63 63
Start (yyyy mm) 2023 08 2021 06 2020 01 2020 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 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) 2 17 12 12 47 47 47
End (yyyy mm) 2023 12 - 2021 03 2021 03 2013 01 2013 01 2013 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-23.46 -23.46
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 33* 33*
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 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) 2 17 17 17 47 47 47
End (yyyy mm) 2023 12 - - - 2013 01 2013 01 2013 01
Longest negative period (# months) details 8 36* 56 76 76 112 112
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2017 07 2017 07 1999 12 1999 12
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2023 10 2009 03 2009 03
Annualized Return (%) -7.57 -0.39 -1.12 -0.06 -0.06 -0.52 -0.52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 11.75 13.83 15.30 12.74 14.62 14.42 14.00
Sharpe Ratio 0.29 0.20 0.23 0.33 0.37 0.44 0.50
Sortino Ratio 0.45 0.28 0.30 0.44 0.49 0.60 0.67
Ulcer Index 2.92 5.87 7.47 6.26 11.15 10.90 9.35
Ratio: Return / Standard Deviation 0.73 0.37 0.34 0.42 0.46 0.60 0.78
Ratio: Return / Deepest Drawdown 1.14 0.28 0.22 0.22 0.13 0.16 0.21
% Positive Months details 50% 52% 56% 60% 62% 63% 65%
Positive Months 6 19 34 73 149 229 356
Negative Months 6 17 26 47 91 131 186
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.36 13.45 13.98 19.41
Worst 10 Years Return (%) - Annualized 4.38 4.00 4.00
Best 10 Years Return (%) - Annualized 2.51 11.48 11.48 13.97
Worst 10 Years Return (%) - Annualized 1.63 1.46 1.46
ROLLING PERIODS
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 8.62
Worst Rolling Return (%) - Annualized -46.29 -15.19 -4.06 4.00 4.90
% Positive Periods 72% 87% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.62 24.53 15.88 9.37 6.09 8.53
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.33 2.64 7.02
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 67.94 26.14 22.02 11.48 8.25 5.94
Worst Rolling Return (%) - Annualized -46.29 -17.00 -6.53 1.46 2.77
% Positive Periods 68% 82% 90% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.62 24.53 15.88 9.37 6.09 8.53
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.33 2.64 7.02
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1979 - Feb 2024)
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%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.62 24.53 15.88 9.37 6.09 6.71
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.33 2.64 5.68
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 67.94 33.13 27.64 13.97 13.10 9.60
Worst Rolling Return (%) - Annualized -46.29 -17.00 -6.53 1.46 2.77 5.64
% Positive Periods 70% 85% 93% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.62 24.53 15.88 9.37 6.09 6.71
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.33 2.64 5.68
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • 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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 29 February 2024
Swipe left to see all data
Asset
DWX
VYM
DES
HYG
DWX
-
0.85
0.69
0.85
VYM
0.85
-
0.88
0.83
DES
0.69
0.88
-
0.72
HYG
0.85
0.83
0.72
-
Asset
DWX
VYM
DES
HYG
DWX
-
0.86
0.81
0.79
VYM
0.86
-
0.92
0.79
DES
0.81
0.92
-
0.78
HYG
0.79
0.79
0.78
-
Asset
DWX
VYM
DES
HYG
DWX
-
0.78
0.69
0.75
VYM
0.78
-
0.89
0.77
DES
0.69
0.89
-
0.75
HYG
0.75
0.77
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
0.60
DES
0.63
0.84
-
0.62
HYG
0.54
0.60
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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1979 - 29 February 2024 (~45 years)
Inflation Adjusted:
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 Dec 2023 15 24 7.09
-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
-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
-4.08% Mar 1994 Mar 1994 1 Aug 1994 5 6 2.58
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 109 3.3 Months 30.19%
 
DD = 0% 30.19%
 
0% < DD <= -5% 126 2.9 Months 34.90%
 
DD <= -5% 65.10%
 
-5% < DD <= -10% 40 9.0 Months 11.08%
 
DD <= -10% 76.18%
 
-10% < DD <= -15% 33 10.9 Months 9.14%
 
DD <= -15% 85.32%
 
-15% < DD <= -20% 23 15.7 Months 6.37%
 
DD <= -20% 91.69%
 
-20% < DD <= -25% 16 22.6 Months 4.43%
 
DD <= -25% 96.12%
 
-25% < DD <= -30% 5 72.2 Months 1.39%
 
DD <= -30% 97.51%
 
-30% < DD <= -35% 2 180.5 Months 0.55%
 
DD <= -35% 98.06%
 
-35% < DD <= -40% 3 120.3 Months 0.83%
 
DD <= -40% 98.89%
 
-40% < DD <= -45% 1 361.0 Months 0.28%
 
DD <= -45% 99.17%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.72%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-53.41% Nov 2007 Feb 2009 16 Jan 2013 47 63 21.75
-31.73% Mar 2000 Sep 2002 31 Nov 2004 26 57 17.95
-23.69% Jan 2020 Mar 2020 3 Mar 2021 12 15 11.39
-23.46% Jun 2021 Sep 2022 16 in progress 17 33 11.66
-16.08% May 1998 Aug 1998 4 Jun 1999 10 14 7.93
-14.15% May 2015 Jan 2016 9 Nov 2016 10 19 7.65
-11.32% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.39
-5.79% Mar 2005 Apr 2005 2 Jul 2005 3 5 2.93
-5.12% Mar 1994 Nov 1994 9 Apr 1995 5 14 3.12
-4.69% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.66
-4.64% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.44
-4.61% May 2006 Jul 2006 3 Oct 2006 3 6 2.98
-4.31% Jul 2014 Sep 2014 3 Feb 2015 5 8 2.47
-3.99% Aug 1997 Aug 1997 1 Sep 1997 1 2 2.30
-3.68% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.13
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 87 4.1 Months 24.10%
 
DD = 0% 24.10%
 
0% < DD <= -5% 105 3.4 Months 29.09%
 
DD <= -5% 53.19%
 
-5% < DD <= -10% 52 6.9 Months 14.40%
 
DD <= -10% 67.59%
 
-10% < DD <= -15% 41 8.8 Months 11.36%
 
DD <= -15% 78.95%
 
-15% < DD <= -20% 30 12.0 Months 8.31%
 
DD <= -20% 87.26%
 
-20% < DD <= -25% 20 18.1 Months 5.54%
 
DD <= -25% 92.80%
 
-25% < DD <= -30% 14 25.8 Months 3.88%
 
DD <= -30% 96.68%
 
-30% < DD <= -35% 3 120.3 Months 0.83%
 
DD <= -35% 97.51%
 
-35% < DD <= -40% 3 120.3 Months 0.83%
 
DD <= -40% 98.34%
 
-40% < DD <= -45% 3 120.3 Months 0.83%
 
DD <= -45% 99.17%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.72%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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 Dec 2023 15 24 7.09
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 192 2.8 Months 35.36%
 
DD = 0% 35.36%
 
0% < DD <= -5% 188 2.9 Months 34.62%
 
DD <= -5% 69.98%
 
-5% < DD <= -10% 66 8.2 Months 12.15%
 
DD <= -10% 82.14%
 
-10% < DD <= -15% 38 14.3 Months 7.00%
 
DD <= -15% 89.13%
 
-15% < DD <= -20% 28 19.4 Months 5.16%
 
DD <= -20% 94.29%
 
-20% < DD <= -25% 17 31.9 Months 3.13%
 
DD <= -25% 97.42%
 
-25% < DD <= -30% 5 108.6 Months 0.92%
 
DD <= -30% 98.34%
 
-30% < DD <= -35% 2 271.5 Months 0.37%
 
DD <= -35% 98.71%
 
-35% < DD <= -40% 3 181.0 Months 0.55%
 
DD <= -40% 99.26%
 
-40% < DD <= -45% 1 543.0 Months 0.18%
 
DD <= -45% 99.45%
 
-45% < DD <= -50% 2 271.5 Months 0.37%
 
DD <= -50% 99.82%
 
-50% < DD <= -55% 1 543.0 Months 0.18%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-53.41% Nov 2007 Feb 2009 16 Jan 2013 47 63 21.75
-31.73% Mar 2000 Sep 2002 31 Nov 2004 26 57 17.95
-23.69% Jan 2020 Mar 2020 3 Mar 2021 12 15 11.39
-23.46% Jun 2021 Sep 2022 16 in progress 17 33 11.66
-23.35% Oct 1989 Sep 1990 12 Feb 1993 29 41 9.27
-22.13% Sep 1987 Nov 1987 3 Jul 1989 20 23 10.08
-17.73% Dec 1980 Jul 1982 20 Oct 1982 3 23 9.52
-16.08% May 1998 Aug 1998 4 Jun 1999 10 14 7.93
-15.56% Sep 1979 Mar 1980 7 Nov 1980 8 15 6.67
-14.15% May 2015 Jan 2016 9 Nov 2016 10 19 7.65
-11.32% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.39
-10.44% Jul 1983 May 1984 11 Dec 1984 7 18 4.70
-6.35% Feb 1994 Nov 1994 10 Apr 1995 5 15 4.07
-5.79% Mar 2005 Apr 2005 2 Jul 2005 3 5 2.93
-4.69% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.66
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 136 4.0 Months 25.05%
 
DD = 0% 25.05%
 
0% < DD <= -5% 166 3.3 Months 30.57%
 
DD <= -5% 55.62%
 
-5% < DD <= -10% 97 5.6 Months 17.86%
 
DD <= -10% 73.48%
 
-10% < DD <= -15% 55 9.9 Months 10.13%
 
DD <= -15% 83.61%
 
-15% < DD <= -20% 39 13.9 Months 7.18%
 
DD <= -20% 90.79%
 
-20% < DD <= -25% 24 22.6 Months 4.42%
 
DD <= -25% 95.21%
 
-25% < DD <= -30% 14 38.8 Months 2.58%
 
DD <= -30% 97.79%
 
-30% < DD <= -35% 3 181.0 Months 0.55%
 
DD <= -35% 98.34%
 
-35% < DD <= -40% 3 181.0 Months 0.55%
 
DD <= -40% 98.90%
 
-40% < DD <= -45% 3 181.0 Months 0.55%
 
DD <= -45% 99.45%
 
-45% < DD <= -50% 2 271.5 Months 0.37%
 
DD <= -50% 99.82%
 
-50% < DD <= -55% 1 543.0 Months 0.18%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1979 - 29 February 2024 (~45 years)
Inflation Adjusted:
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$ 11.20 1.11$ 23.38 1.23$ 73.06 03/1999
02/2000
1.73$ 8.63 27.79%
2Y -27.70 03/2007
02/2009
0.52$ -1.20 0.97$ 9.81 1.20$ 19.39 1.42$ 43.53 03/2009
02/2011
2.06$ 2.21 18.10%
3Y -15.19 03/2006
02/2009
0.60$ 1.96 1.05$ 9.04 1.29$ 17.47 1.62$ 28.80 04/1997
03/2000
2.13$ 5.11 12.31%
5Y -4.06 03/2004
02/2009
0.81$ 3.97 1.21$ 7.70 1.44$ 14.67 1.98$ 24.97 03/1995
02/2000
3.04$ 5.27 1.33%
7Y 0.34 03/2002
02/2009
1.02$ 5.37 1.44$ 8.07 1.72$ 11.86 2.19$ 15.16 06/1994
05/2001
2.68$ 5.42 0.00%
10Y 4.00 03/2000
02/2010
1.48$ 5.36 1.68$ 7.70 2.09$ 12.63 3.28$ 13.98 03/1995
02/2005
3.70$ 5.36 0.00%
15Y 3.90 10/2007
09/2022
1.77$ 5.86 2.35$ 8.05 3.19$ 9.78 4.05$ 10.75 01/1995
12/2009
4.62$ 10.65 0.00%
20Y 4.90 04/2000
03/2020
2.60$ 6.93 3.82$ 8.28 4.90$ 9.48 6.11$ 10.84 07/1994
06/2014
7.83$ 6.78 0.00%
30Y 8.62 03/1994
02/2024
11.93$ 8.62 11.93$ 8.62 11.93$ 8.62 11.93$ 8.62 03/1994
02/2024
11.93$ 8.62 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$ -8.14 0.91$ 8.31 1.08$ 20.28 1.20$ 67.94 03/2009
02/2010
1.67$ 5.76 31.23%
2Y -29.15 03/2007
02/2009
0.50$ -3.69 0.92$ 7.54 1.15$ 16.14 1.34$ 40.52 03/2009
02/2011
1.97$ -2.03 24.33%
3Y -17.00 03/2006
02/2009
0.57$ -1.16 0.96$ 6.77 1.21$ 14.31 1.49$ 26.14 03/1997
02/2000
2.00$ -0.39 17.54%
5Y -6.53 03/2004
02/2009
0.71$ 0.84 1.04$ 5.52 1.30$ 11.74 1.74$ 22.02 03/1995
02/2000
2.70$ 1.13 9.97%
7Y -2.18 03/2002
02/2009
0.85$ 2.96 1.22$ 5.90 1.49$ 9.24 1.85$ 12.42 03/2009
02/2016
2.26$ 1.89 1.08%
10Y 1.46 03/1999
02/2009
1.15$ 3.10 1.35$ 5.46 1.70$ 9.90 2.57$ 11.48 03/2009
02/2019
2.96$ 2.51 0.00%
15Y 1.49 10/2007
09/2022
1.24$ 3.83 1.75$ 5.82 2.33$ 7.28 2.86$ 8.06 04/1995
03/2010
3.19$ 7.92 0.00%
20Y 2.77 04/2000
03/2020
1.72$ 4.62 2.46$ 5.96 3.18$ 7.15 3.97$ 8.25 07/1994
06/2014
4.88$ 4.11 0.00%
30Y 5.94 03/1994
02/2024
5.65$ 5.94 5.65$ 5.94 5.65$ 5.94 5.65$ 5.94 03/1994
02/2024
5.65$ 5.94 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$ -3.38 0.96$ 12.45 1.12$ 25.85 1.25$ 73.06 03/1999
02/2000
1.73$ 8.63 22.60%
2Y -27.70 03/2007
02/2009
0.52$ 1.19 1.02$ 11.37 1.24$ 20.32 1.44$ 43.53 03/2009
02/2011
2.06$ 2.21 11.75%
3Y -15.19 03/2006
02/2009
0.60$ 3.92 1.12$ 10.95 1.36$ 19.59 1.71$ 37.14 08/1984
07/1987
2.57$ 5.11 8.09%
5Y -4.06 03/2004
02/2009
0.81$ 4.64 1.25$ 10.26 1.62$ 18.01 2.28$ 31.64 08/1982
07/1987
3.95$ 5.27 0.83%
7Y 0.34 03/2002
02/2009
1.02$ 5.87 1.49$ 10.10 1.96$ 16.96 2.99$ 24.98 04/1980
03/1987
4.76$ 5.42 0.00%
10Y 4.00 03/2000
02/2010
1.48$ 6.13 1.81$ 10.86 2.80$ 15.00 4.04$ 19.41 11/1979
10/1989
5.89$ 5.36 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$ 10.65 0.00%
20Y 4.90 04/2000
03/2020
2.60$ 7.90 4.57$ 10.42 7.26$ 14.13 14.06$ 17.47 04/1980
03/2000
25.02$ 6.78 0.00%
30Y 8.30 11/1993
10/2023
10.95$ 9.06 13.47$ 9.94 17.18$ 12.37 33.08$ 13.10 04/1980
03/2010
40.11$ 8.62 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$ -7.13 0.92$ 8.17 1.08$ 22.12 1.22$ 67.94 03/2009
02/2010
1.67$ 5.76 29.38%
2Y -29.15 03/2007
02/2009
0.50$ -2.02 0.96$ 7.96 1.16$ 16.82 1.36$ 40.52 03/2009
02/2011
1.97$ -2.03 20.23%
3Y -17.00 03/2006
02/2009
0.57$ 0.19 1.00$ 7.75 1.25$ 15.97 1.55$ 33.13 08/1984
07/1987
2.35$ -0.39 14.20%
5Y -6.53 03/2004
02/2009
0.71$ 2.04 1.10$ 7.29 1.42$ 13.91 1.91$ 27.64 08/1982
07/1987
3.38$ 1.13 6.21%
7Y -2.18 03/2002
02/2009
0.85$ 3.41 1.26$ 7.14 1.62$ 12.58 2.29$ 20.67 08/1982
07/1989
3.72$ 1.89 0.65%
10Y 1.46 03/1999
02/2009
1.15$ 3.90 1.46$ 7.76 2.11$ 11.11 2.86$ 13.97 10/1990
09/2000
3.69$ 2.51 0.00%
15Y 1.49 10/2007
09/2022
1.24$ 4.46 1.92$ 7.42 2.92$ 10.75 4.62$ 13.49 03/1985
02/2000
6.67$ 7.92 0.00%
20Y 2.77 04/2000
03/2020
1.72$ 5.40 2.86$ 7.72 4.42$ 10.33 7.14$ 13.10 04/1980
03/2000
11.72$ 4.11 0.00%
30Y 5.64 11/1993
10/2023
5.18$ 6.44 6.50$ 7.17 7.99$ 8.97 13.16$ 9.60 08/1982
07/2012
15.65$ 5.94 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.
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
0.22
20%
-1.43
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%
2.81
80%
Best 5.6
2023
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
5.8
2023
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
-2.9
2022
Monthly Seasonality over the period Feb 1979 - Feb 2024
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
0.62
40%
-0.22
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%
0.74
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
5.8
2023
Worst -3.3
2016
-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 - Feb 2024
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
1.09
63%
0.71
61%
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%
2.02
78%
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 - Feb 2024

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1979 - 29 February 2024 (~45 years)
229 Positive Months (64%) - 131 Negative Months (36%)
356 Positive Months (66%) - 186 Negative Months (34%)
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(Scroll down to see all data)
Investment Returns, up to February 2008, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • DWX - SPDR S&P International Dividend ETF (DWX), up to February 2008
  • VYM - Vanguard High Dividend Yield (VYM), up to December 2006
  • DES - WisdomTree US SmallCap Dividend ETF (DES), up to June 2006
  • HYG - iShares iBoxx $ High Yield Corporate Bond (HYG), 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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
Warren Buffett Portfolio Warren Buffett +9.85 13.66 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
US Stocks Minimum Volatility +9.77 13.71 -43.27 100 0 0
Stocks/Bonds 80/20 +9.29 12.51 -41.09 80 20 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Robust Alpha Architect +8.91 11.10 -44.20 70 20 10
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Sheltered Sam 90/10 Bill Bernstein +8.64 13.74 -50.12 87.3 10 2.7
Aggressive Global Income +8.62 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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.98 24.02 -81.08 100 0 0
US Stocks Momentum +12.68 15.38 -53.85 100 0 0
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
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