Alexander Green Gone Fishin' Portfolio: ETF allocation and returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 02:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.18%
1 Day
Feb 27 2024, 02:00PM Eastern Time
2.08%
Current Month
February 2024

The Alexander Green Gone Fishin' Portfolio is a High Risk portfolio and can be implemented with 10 ETFs.

It's exposed for 65% on the Stock Market and for 5% on Commodities.

In the last 30 Years, the Alexander Green Gone Fishin' Portfolio obtained a 7.14% compound annual return, with a 12.08% standard deviation.

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Asset Allocation and ETFs

The Alexander Green Gone Fishin' Portfolio has the following asset allocation:

65% Stocks
30% Fixed Income
5% Commodities

The Alexander Green Gone Fishin' Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
15.00
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap
15.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
10.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
10.00
VGK
USD Vanguard FTSE Europe Equity, Developed Europe, Large Cap
10.00
VPL
USD Vanguard FTSE Pacific Equity, Developed Asia Pacific, Large Cap
5.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
10.00
TIP
USD iShares TIPS Bond Bond, U.S., All-Term
10.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term
10.00
HYG
USD iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term
5.00
GLTR
USD Aberdeen Standard Physical Precious Metals Basket Shares Commodity, Broad Precious Metals

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 Jan 31, 2024

The Alexander Green Gone Fishin' Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 02:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Alexander Green Gone Fishin' Portfolio 0.18 2.08 -1.46 1.40 4.80 5.82 5.68 7.14 9.44
US Inflation Adjusted return -1.76 -0.25 1.64 1.59 2.82 4.49 6.46
Components
IJR
USD iShares Core S&P Small-Cap 0.69 02:00PM, Feb 27 2024 3.22 -3.93 -0.35 1.83 7.89 8.60 9.70 10.87
VTI
USD Vanguard Total Stock Market 0.09 02:00PM, Feb 27 2024 4.83 1.12 5.88 19.21 13.44 11.92 9.95 11.12
EEM
USD iShares MSCI Emerging Markets 0.31 01:59PM, Feb 27 2024 5.61 -4.53 -6.72 -4.65 -0.02 2.27 3.80 8.57
VGK
USD Vanguard FTSE Europe 0.18 02:00PM, Feb 27 2024 2.88 -1.23 1.48 8.38 7.68 4.73 6.68 9.80
VPL
USD Vanguard FTSE Pacific 0.15 01:59PM, Feb 27 2024 3.75 -0.90 1.04 5.81 4.75 5.07 2.69 6.14
VNQ
USD Vanguard Real Estate 0.06 01:59PM, Feb 27 2024 0.05 -5.06 0.56 -3.87 3.85 6.36 8.40 9.15
TIP
USD iShares TIPS Bond -0.03 02:00PM, Feb 27 2024 -1.58 0.33 2.02 1.51 2.41 1.92 4.90 6.73
BND
USD Vanguard Total Bond Market -0.05 02:00PM, Feb 27 2024 -1.64 -0.16 3.11 1.86 0.79 1.57 4.18 5.74
HYG
USD iShares iBoxx $ High Yield Corporate Bond 0.10 02:00PM, Feb 27 2024 0.10 0.12 5.69 7.20 3.11 3.34 5.33 6.88
GLTR
USD Aberdeen Standard Physical Precious Metals Basket Shares -0.03 01:52PM, Feb 27 2024 -0.81 -2.93 -2.28 -2.86 6.21 2.83 5.41 6.94
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Alexander Green Gone Fishin' Portfolio granted a 2.93% dividend yield. If you are interested in getting periodic income, please refer to the Alexander Green Gone Fishin' Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 7.91$, with a total return of 691.11% (7.14% annualized).

The Inflation Adjusted Capital now would be 3.74$, with a net total return of 273.73% (4.49% annualized).
An investment of 1$, since January 1985, now would be worth 33.94$, with a total return of 3294.39% (9.44% annualized).

The Inflation Adjusted Capital now would be 11.56$, with a net total return of 1056.36% (6.46% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Alexander Green Gone Fishin' Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -1.46 11.43 1.40 4.80 1.46 5.82 5.68 6.88 7.14 9.44
Infl. Adjusted Return (%) details -1.76 10.66 -0.25 1.64 -3.98 1.59 2.82 4.20 4.49 6.46
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.00 -21.98 -21.98 -21.98 -43.02 -43.02 -43.02
Start to Recovery (# months) details 5 25* 25* 25* 38 38 38
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 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 16 16 16 22 22 22
End (yyyy mm) 2023 12 - - - 2010 12 2010 12 2010 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 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 16 16 16 22 22 22
End (yyyy mm) 2023 12 - - - 2010 12 2010 12 2010 12
Longest negative period (# months) details 9 33 35 35 61 62 62
Period Start (yyyy mm) 2023 02 2021 02 2020 12 2020 12 2004 02 2004 01 2004 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Annualized Return (%) -7.86 -2.33 -0.32 -0.32 -0.49 -0.18 -0.18
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -9.86 -27.63 -27.63 -27.63 -43.97 -43.97 -43.97
Start to Recovery (# months) details 5 32* 32* 32* 42 42 42
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 16 16 16 26 26 26
End (yyyy mm) 2023 12 - - - 2011 04 2011 04 2011 04
Longest Drawdown Depth (%) -4.33
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-20.22 -20.22
Start to Recovery (# months) details 6 46 46
Start (yyyy mm) 2023 02 2021 06 2021 06 2021 06 2007 11 2000 01 2000 01
Start to Bottom (# months) 4 16 16 16 16 39 39
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2003 03 2003 03
Bottom to End (# months) 2 16 16 16 26 7 7
End (yyyy mm) 2023 07 - - - 2011 04 2003 10 2003 10
Longest negative period (# months) details 10 36* 57 75 75 111 111
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2017 08 2017 08 1999 12 1999 12
Period End (yyyy mm) 2023 11 2024 01 2023 10 2023 10 2023 10 2009 02 2009 02
Annualized Return (%) -2.10 -3.98 -0.47 -0.15 -0.15 -0.14 -0.14
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.34 13.27 13.78 11.34 12.64 12.08 12.08
Sharpe Ratio -0.02 -0.06 0.29 0.40 0.44 0.40 0.45
Sortino Ratio -0.04 -0.08 0.39 0.54 0.58 0.53 0.58
Ulcer Index 3.62 9.93 8.33 6.41 9.24 8.28 7.63
Ratio: Return / Standard Deviation 0.39 0.11 0.42 0.50 0.54 0.59 0.78
Ratio: Return / Deepest Drawdown 0.53 0.07 0.26 0.26 0.16 0.17 0.22
% Positive Months details 50% 52% 58% 63% 62% 63% 65%
Positive Months 6 19 35 76 150 227 308
Negative Months 6 17 25 44 90 133 161
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.68 11.51 11.51 14.96
Worst 10 Years Return (%) - Annualized 4.47 3.80 3.80
Best 10 Years Return (%) - Annualized 2.82 9.58 9.58 10.98
Worst 10 Years Return (%) - Annualized 1.64 1.18 1.18
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 52.19 24.25 18.74 11.51 8.77 7.14
Worst Rolling Return (%) - Annualized -37.52 -10.00 -0.86 3.80 5.88
% Positive Periods 75% 90% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.87 26.57 17.20 9.98 6.92 6.27
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.43 3.61 4.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 48.99 21.35 15.91 9.58 6.43 4.49
Worst Rolling Return (%) - Annualized -37.52 -11.92 -3.41 1.18 3.72
% Positive Periods 71% 82% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.87 26.57 17.20 9.98 6.92 6.27
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.43 3.61 4.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Jan 2024)
Best Rolling Return (%) - Annualized 52.19 24.25 19.98 14.96 12.33 10.63
Worst Rolling Return (%) - Annualized -37.52 -10.00 -0.86 3.80 5.88 6.98
% Positive Periods 78% 92% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.87 26.57 17.20 9.98 6.92 6.27
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.43 3.61 4.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 48.99 21.35 15.91 10.98 9.02 7.69
Worst Rolling Return (%) - Annualized -37.52 -11.92 -3.41 1.18 3.72 4.34
% Positive Periods 73% 86% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.87 26.57 17.20 9.98 6.92 6.27
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.43 3.61 4.60
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 31 January 2024
Swipe left to see all data
Asset
IJR
VTI
EEM
VGK
VPL
VNQ
TIP
BND
HYG
GLTR
IJR
-
0.82
0.72
0.74
0.77
0.89
0.48
0.58
0.71
0.03
VTI
0.82
-
0.87
0.89
0.93
0.91
0.74
0.81
0.91
0.37
EEM
0.72
0.87
-
0.83
0.96
0.83
0.69
0.75
0.84
0.57
VGK
0.74
0.89
0.83
-
0.88
0.90
0.80
0.83
0.88
0.45
VPL
0.77
0.93
0.96
0.88
-
0.89
0.80
0.87
0.92
0.52
VNQ
0.89
0.91
0.83
0.90
0.89
-
0.70
0.82
0.91
0.34
TIP
0.48
0.74
0.69
0.80
0.80
0.70
-
0.95
0.88
0.67
BND
0.58
0.81
0.75
0.83
0.87
0.82
0.95
-
0.95
0.61
HYG
0.71
0.91
0.84
0.88
0.92
0.91
0.88
0.95
-
0.54
GLTR
0.03
0.37
0.57
0.45
0.52
0.34
0.67
0.61
0.54
-
Asset
IJR
VTI
EEM
VGK
VPL
VNQ
TIP
BND
HYG
GLTR
IJR
-
0.90
0.74
0.85
0.84
0.80
0.48
0.39
0.81
0.23
VTI
0.90
-
0.74
0.90
0.86
0.86
0.62
0.53
0.86
0.36
EEM
0.74
0.74
-
0.82
0.87
0.67
0.47
0.54
0.72
0.47
VGK
0.85
0.90
0.82
-
0.92
0.83
0.58
0.55
0.83
0.41
VPL
0.84
0.86
0.87
0.92
-
0.76
0.57
0.57
0.81
0.38
VNQ
0.80
0.86
0.67
0.83
0.76
-
0.68
0.61
0.79
0.35
TIP
0.48
0.62
0.47
0.58
0.57
0.68
-
0.85
0.71
0.45
BND
0.39
0.53
0.54
0.55
0.57
0.61
0.85
-
0.66
0.43
HYG
0.81
0.86
0.72
0.83
0.81
0.79
0.71
0.66
-
0.43
GLTR
0.23
0.36
0.47
0.41
0.38
0.35
0.45
0.43
0.43
-
Asset
IJR
VTI
EEM
VGK
VPL
VNQ
TIP
BND
HYG
GLTR
IJR
-
0.89
0.63
0.75
0.76
0.71
0.36
0.26
0.76
0.11
VTI
0.89
-
0.70
0.85
0.84
0.76
0.50
0.40
0.82
0.23
EEM
0.63
0.70
-
0.78
0.86
0.56
0.45
0.43
0.69
0.42
VGK
0.75
0.85
0.78
-
0.87
0.68
0.49
0.43
0.79
0.31
VPL
0.76
0.84
0.86
0.87
-
0.66
0.49
0.43
0.76
0.30
VNQ
0.71
0.76
0.56
0.68
0.66
-
0.63
0.58
0.69
0.28
TIP
0.36
0.50
0.45
0.49
0.49
0.63
-
0.84
0.63
0.47
BND
0.26
0.40
0.43
0.43
0.43
0.58
0.84
-
0.57
0.43
HYG
0.76
0.82
0.69
0.79
0.76
0.69
0.63
0.57
-
0.39
GLTR
0.11
0.23
0.42
0.31
0.30
0.28
0.47
0.43
0.39
-
Asset
IJR
VTI
EEM
VGK
VPL
VNQ
TIP
BND
HYG
GLTR
IJR
-
0.88
0.70
0.74
0.65
0.65
0.12
0.08
0.66
0.40
VTI
0.88
-
0.76
0.84
0.72
0.63
0.20
0.16
0.69
0.41
EEM
0.70
0.76
-
0.78
0.76
0.53
0.19
0.15
0.61
0.61
VGK
0.74
0.84
0.78
-
0.74
0.61
0.21
0.19
0.69
0.44
VPL
0.65
0.72
0.76
0.74
-
0.51
0.21
0.16
0.58
0.50
VNQ
0.65
0.63
0.53
0.61
0.51
-
0.33
0.32
0.69
0.39
TIP
0.12
0.20
0.19
0.21
0.21
0.33
-
0.83
0.39
0.29
BND
0.08
0.16
0.15
0.19
0.16
0.32
0.83
-
0.39
0.19
HYG
0.66
0.69
0.61
0.69
0.58
0.69
0.39
0.39
-
0.41
GLTR
0.40
0.41
0.61
0.44
0.50
0.39
0.29
0.19
0.41
-
Asset
IJR
VTI
EEM
VGK
VPL
VNQ
TIP
BND
HYG
GLTR
IJR
-
0.89
0.66
0.70
0.52
0.66
0.13
0.11
0.65
0.33
VTI
0.89
-
0.71
0.80
0.58
0.63
0.23
0.20
0.66
0.33
EEM
0.66
0.71
-
0.68
0.59
0.49
0.21
0.19
0.55
0.44
VGK
0.70
0.80
0.68
-
0.68
0.57
0.23
0.22
0.64
0.41
VPL
0.52
0.58
0.59
0.68
-
0.42
0.21
0.18
0.48
0.42
VNQ
0.66
0.63
0.49
0.57
0.42
-
0.30
0.30
0.67
0.33
TIP
0.13
0.23
0.21
0.23
0.21
0.30
-
0.87
0.39
0.14
BND
0.11
0.20
0.19
0.22
0.18
0.30
0.87
-
0.40
0.09
HYG
0.65
0.66
0.55
0.64
0.48
0.67
0.39
0.40
-
0.36
GLTR
0.33
0.33
0.44
0.41
0.42
0.33
0.14
0.09
0.36
-

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.

ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-43.02% Nov 2007 Feb 2009 16 Dec 2010 22 38 19.52
-21.98% Jan 2022 Sep 2022 9 in progress 16 25 11.82
-17.18% Jan 2020 Mar 2020 3 Aug 2020 5 8 7.88
-16.22% May 1998 Aug 1998 4 Apr 1999 8 12 6.69
-15.69% Sep 2000 Sep 2002 25 Aug 2003 11 36 8.92
-15.05% May 2011 Sep 2011 5 Sep 2012 12 17 5.61
-9.95% May 2015 Jan 2016 9 Jul 2016 6 15 5.34
-9.79% Feb 2018 Dec 2018 11 Apr 2019 4 15 3.82
-7.83% Feb 1994 Jan 1995 12 May 1995 4 16 5.16
-6.10% Apr 2000 May 2000 2 Aug 2000 3 5 3.24
-5.14% Oct 1997 Nov 1997 2 Feb 1998 3 5 3.51
-5.09% Apr 2004 Apr 2004 1 Sep 2004 5 6 3.06
-4.35% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.22
-4.09% May 2019 May 2019 1 Jun 2019 1 2 2.36
-4.02% Sep 2014 Sep 2014 1 Feb 2015 5 6 2.09
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 120 3.0 Months 33.24%
 
DD = 0% 33.24%
 
0% < DD <= -5% 125 2.9 Months 34.63%
 
DD <= -5% 67.87%
 
-5% < DD <= -10% 61 5.9 Months 16.90%
 
DD <= -10% 84.76%
 
-10% < DD <= -15% 30 12.0 Months 8.31%
 
DD <= -15% 93.07%
 
-15% < DD <= -20% 14 25.8 Months 3.88%
 
DD <= -20% 96.95%
 
-20% < DD <= -25% 2 180.5 Months 0.55%
 
DD <= -25% 97.51%
 
-25% < DD <= -30% 2 180.5 Months 0.55%
 
DD <= -30% 98.06%
 
-30% < DD <= -35% 3 120.3 Months 0.83%
 
DD <= -35% 98.89%
 
-35% < DD <= -40% 3 120.3 Months 0.83%
 
DD <= -40% 99.72%
 
-40% < DD <= -45% 1 361.0 Months 0.28%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
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%
 
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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-43.97% Nov 2007 Feb 2009 16 Apr 2011 26 42 20.29
-27.63% Jun 2021 Sep 2022 16 in progress 16 32 16.55
-20.22% Jan 2000 Mar 2003 39 Oct 2003 7 46 11.29
-17.02% Jan 2020 Mar 2020 3 Aug 2020 5 8 7.57
-16.83% May 1998 Aug 1998 4 Apr 1999 8 12 7.31
-15.99% May 2011 Sep 2011 5 Dec 2012 15 20 6.13
-11.18% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.32
-10.49% May 2015 Jan 2016 9 Jul 2016 6 15 5.89
-10.40% Feb 1994 Jan 1995 12 Jul 1995 6 18 6.40
-5.43% Oct 1997 Nov 1997 2 Feb 1998 3 5 3.76
-5.24% Apr 2004 Apr 2004 1 Oct 2004 6 7 3.42
-4.71% Jun 1996 Jul 1996 2 Nov 1996 4 6 2.11
-4.65% Mar 2005 Apr 2005 2 Jul 2005 3 5 2.44
-4.40% May 2006 Jul 2006 3 Oct 2006 3 6 3.03
-4.26% May 2013 Jun 2013 2 Sep 2013 3 5 2.22
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 92 3.9 Months 25.48%
 
DD = 0% 25.48%
 
0% < DD <= -5% 128 2.8 Months 35.46%
 
DD <= -5% 60.94%
 
-5% < DD <= -10% 59 6.1 Months 16.34%
 
DD <= -10% 77.29%
 
-10% < DD <= -15% 25 14.4 Months 6.93%
 
DD <= -15% 84.21%
 
-15% < DD <= -20% 33 10.9 Months 9.14%
 
DD <= -20% 93.35%
 
-20% < DD <= -25% 14 25.8 Months 3.88%
 
DD <= -25% 97.23%
 
-25% < DD <= -30% 3 120.3 Months 0.83%
 
DD <= -30% 98.06%
 
-30% < DD <= -35% 2 180.5 Months 0.55%
 
DD <= -35% 98.61%
 
-35% < DD <= -40% 4 90.3 Months 1.11%
 
DD <= -40% 99.72%
 
-40% < DD <= -45% 1 361.0 Months 0.28%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
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
-43.02% Nov 2007 Feb 2009 16 Dec 2010 22 38 19.52
-21.98% Jan 2022 Sep 2022 9 in progress 16 25 11.82
-18.93% Sep 1987 Nov 1987 3 Jan 1989 14 17 9.48
-17.18% Jan 2020 Mar 2020 3 Aug 2020 5 8 7.88
-16.22% May 1998 Aug 1998 4 Apr 1999 8 12 6.69
-15.69% Sep 2000 Sep 2002 25 Aug 2003 11 36 8.92
-15.45% Aug 1990 Sep 1990 2 Feb 1991 5 7 9.51
-15.05% May 2011 Sep 2011 5 Sep 2012 12 17 5.61
-9.95% May 2015 Jan 2016 9 Jul 2016 6 15 5.34
-9.79% Feb 2018 Dec 2018 11 Apr 2019 4 15 3.82
-7.96% Jan 1990 Apr 1990 4 Jul 1990 3 7 4.24
-7.83% Feb 1994 Jan 1995 12 May 1995 4 16 5.16
-6.10% Apr 2000 May 2000 2 Aug 2000 3 5 3.24
-5.14% Oct 1997 Nov 1997 2 Feb 1998 3 5 3.51
-5.09% Apr 2004 Apr 2004 1 Sep 2004 5 6 3.06
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 176 2.7 Months 37.45%
 
DD = 0% 37.45%
 
0% < DD <= -5% 157 3.0 Months 33.40%
 
DD <= -5% 70.85%
 
-5% < DD <= -10% 75 6.3 Months 15.96%
 
DD <= -10% 86.81%
 
-10% < DD <= -15% 33 14.2 Months 7.02%
 
DD <= -15% 93.83%
 
-15% < DD <= -20% 18 26.1 Months 3.83%
 
DD <= -20% 97.66%
 
-20% < DD <= -25% 2 235.0 Months 0.43%
 
DD <= -25% 98.09%
 
-25% < DD <= -30% 2 235.0 Months 0.43%
 
DD <= -30% 98.51%
 
-30% < DD <= -35% 3 156.7 Months 0.64%
 
DD <= -35% 99.15%
 
-35% < DD <= -40% 3 156.7 Months 0.64%
 
DD <= -40% 99.79%
 
-40% < DD <= -45% 1 470.0 Months 0.21%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
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
-43.97% Nov 2007 Feb 2009 16 Apr 2011 26 42 20.29
-27.63% Jun 2021 Sep 2022 16 in progress 16 32 16.55
-20.22% Jan 2000 Mar 2003 39 Oct 2003 7 46 11.29
-19.70% Sep 1987 Nov 1987 3 Jul 1989 20 23 9.84
-18.59% Jan 1990 Sep 1990 9 May 1991 8 17 9.37
-17.02% Jan 2020 Mar 2020 3 Aug 2020 5 8 7.57
-16.83% May 1998 Aug 1998 4 Apr 1999 8 12 7.31
-15.99% May 2011 Sep 2011 5 Dec 2012 15 20 6.13
-11.18% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.32
-10.49% May 2015 Jan 2016 9 Jul 2016 6 15 5.89
-10.40% Feb 1994 Jan 1995 12 Jul 1995 6 18 6.40
-5.43% Oct 1997 Nov 1997 2 Feb 1998 3 5 3.76
-5.24% Apr 2004 Apr 2004 1 Oct 2004 6 7 3.42
-4.71% Jun 1996 Jul 1996 2 Nov 1996 4 6 2.11
-4.65% Mar 2005 Apr 2005 2 Jul 2005 3 5 2.44
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 136 3.5 Months 28.94%
 
DD = 0% 28.94%
 
0% < DD <= -5% 169 2.8 Months 35.96%
 
DD <= -5% 64.89%
 
-5% < DD <= -10% 68 6.9 Months 14.47%
 
DD <= -10% 79.36%
 
-10% < DD <= -15% 34 13.8 Months 7.23%
 
DD <= -15% 86.60%
 
-15% < DD <= -20% 39 12.1 Months 8.30%
 
DD <= -20% 94.89%
 
-20% < DD <= -25% 14 33.6 Months 2.98%
 
DD <= -25% 97.87%
 
-25% < DD <= -30% 3 156.7 Months 0.64%
 
DD <= -30% 98.51%
 
-30% < DD <= -35% 2 235.0 Months 0.43%
 
DD <= -35% 98.94%
 
-35% < DD <= -40% 4 117.5 Months 0.85%
 
DD <= -40% 99.79%
 
-40% < DD <= -45% 1 470.0 Months 0.21%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
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.

ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 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 -37.52 03/2008
02/2009
0.62$ -3.41 0.96$ 9.42 1.09$ 19.01 1.19$ 52.19 03/2009
02/2010
1.52$ 4.80 24.07%
2Y -19.73 03/2007
02/2009
0.64$ -1.06 0.97$ 8.41 1.17$ 15.22 1.32$ 35.98 03/2009
02/2011
1.84$ -0.91 17.51%
3Y -10.00 03/2006
02/2009
0.72$ 2.28 1.06$ 7.81 1.25$ 13.17 1.44$ 24.25 03/2009
02/2012
1.91$ 1.46 9.54%
5Y -0.86 03/2004
02/2009
0.95$ 4.13 1.22$ 6.77 1.38$ 11.26 1.70$ 18.74 11/2002
10/2007
2.36$ 5.82 0.33%
7Y 3.14 03/2002
02/2009
1.24$ 5.78 1.48$ 7.29 1.63$ 9.40 1.87$ 12.07 03/2009
02/2016
2.22$ 5.95 0.00%
10Y 3.80 03/1999
02/2009
1.45$ 5.63 1.72$ 7.97 2.15$ 9.50 2.47$ 11.51 03/2009
02/2019
2.97$ 5.68 0.00%
15Y 4.35 10/2007
09/2022
1.89$ 6.46 2.55$ 7.50 2.95$ 8.35 3.33$ 9.70 02/2003
01/2018
4.00$ 8.82 0.00%
20Y 5.88 04/2000
03/2020
3.13$ 7.11 3.94$ 7.67 4.38$ 8.40 5.01$ 8.77 11/2001
10/2021
5.37$ 6.88 0.00%
30Y 7.14 02/1994
01/2024
7.91$ 7.14 7.91$ 7.14 7.91$ 7.14 7.91$ 7.14 02/1994
01/2024
7.91$ 7.14 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 -37.52 03/2008
02/2009
0.62$ -6.47 0.93$ 6.73 1.06$ 15.90 1.15$ 48.99 03/2009
02/2010
1.48$ 1.64 28.94%
2Y -21.35 03/2007
02/2009
0.61$ -3.83 0.92$ 6.16 1.12$ 12.02 1.25$ 33.14 03/2009
02/2011
1.77$ -5.38 22.26%
3Y -11.92 03/2006
02/2009
0.68$ -1.14 0.96$ 5.58 1.17$ 10.37 1.34$ 21.35 03/2009
02/2012
1.78$ -3.98 17.54%
5Y -3.41 03/2004
02/2009
0.84$ 1.32 1.06$ 4.63 1.25$ 8.60 1.51$ 15.91 03/2009
02/2014
2.09$ 1.59 4.98%
7Y 0.55 03/2002
02/2009
1.03$ 3.22 1.24$ 5.19 1.42$ 6.77 1.58$ 10.33 03/2009
02/2016
1.99$ 2.38 0.00%
10Y 1.18 03/1999
02/2009
1.12$ 3.41 1.39$ 5.67 1.73$ 6.78 1.92$ 9.58 03/2009
02/2019
2.49$ 2.82 0.00%
15Y 1.93 10/2007
09/2022
1.33$ 4.39 1.90$ 5.16 2.12$ 5.84 2.34$ 7.46 02/2003
01/2018
2.94$ 6.11 0.00%
20Y 3.72 04/2000
03/2020
2.07$ 4.84 2.57$ 5.23 2.77$ 5.98 3.19$ 6.43 10/2001
09/2021
3.48$ 4.20 0.00%
30Y 4.49 02/1994
01/2024
3.73$ 4.49 3.73$ 4.49 3.73$ 4.49 3.73$ 4.49 02/1994
01/2024
3.73$ 4.49 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 -37.52 03/2008
02/2009
0.62$ -2.66 0.97$ 10.67 1.10$ 21.90 1.21$ 52.19 03/2009
02/2010
1.52$ 4.80 21.83%
2Y -19.73 03/2007
02/2009
0.64$ 0.71 1.01$ 9.60 1.20$ 16.57 1.35$ 35.98 03/2009
02/2011
1.84$ -0.91 13.23%
3Y -10.00 03/2006
02/2009
0.72$ 3.72 1.11$ 9.40 1.30$ 14.51 1.50$ 24.25 03/2009
02/2012
1.91$ 1.46 7.14%
5Y -0.86 03/2004
02/2009
0.95$ 4.59 1.25$ 8.34 1.49$ 13.77 1.90$ 19.98 01/1985
12/1989
2.48$ 5.82 0.24%
7Y 3.14 03/2002
02/2009
1.24$ 5.96 1.49$ 8.30 1.74$ 12.52 2.28$ 17.24 01/1985
12/1991
3.04$ 5.95 0.00%
10Y 3.80 03/1999
02/2009
1.45$ 5.96 1.78$ 8.66 2.29$ 11.67 3.01$ 14.96 01/1985
12/1994
4.03$ 5.68 0.00%
15Y 4.35 10/2007
09/2022
1.89$ 6.88 2.71$ 8.17 3.24$ 10.49 4.46$ 14.37 01/1985
12/1999
7.49$ 8.82 0.00%
20Y 5.88 04/2000
03/2020
3.13$ 7.34 4.12$ 8.40 5.01$ 10.61 7.51$ 12.33 01/1985
12/2004
10.22$ 6.88 0.00%
30Y 6.98 11/1993
10/2023
7.56$ 7.96 9.94$ 8.80 12.55$ 9.46 15.05$ 10.63 01/1985
12/2014
20.68$ 7.14 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 -37.52 03/2008
02/2009
0.62$ -5.36 0.94$ 7.63 1.07$ 18.37 1.18$ 48.99 03/2009
02/2010
1.48$ 1.64 26.42%
2Y -21.35 03/2007
02/2009
0.61$ -0.55 0.98$ 6.60 1.13$ 13.21 1.28$ 33.14 03/2009
02/2011
1.77$ -5.38 16.82%
3Y -11.92 03/2006
02/2009
0.68$ 0.93 1.02$ 6.44 1.20$ 11.38 1.38$ 21.35 03/2009
02/2012
1.78$ -3.98 13.59%
5Y -3.41 03/2004
02/2009
0.84$ 2.23 1.11$ 5.81 1.32$ 10.42 1.64$ 15.91 03/2009
02/2014
2.09$ 1.59 3.66%
7Y 0.55 03/2002
02/2009
1.03$ 3.72 1.29$ 5.88 1.49$ 9.01 1.82$ 12.94 10/1990
09/1997
2.34$ 2.38 0.00%
10Y 1.18 03/1999
02/2009
1.12$ 3.77 1.44$ 6.18 1.82$ 8.27 2.21$ 10.98 01/1985
12/1994
2.83$ 2.82 0.00%
15Y 1.93 10/2007
09/2022
1.33$ 4.61 1.96$ 5.63 2.27$ 7.59 2.99$ 10.84 01/1985
12/1999
4.68$ 6.11 0.00%
20Y 3.72 04/2000
03/2020
2.07$ 5.00 2.65$ 5.83 3.10$ 7.34 4.12$ 9.02 01/1985
12/2004
5.62$ 4.20 0.00%
30Y 4.34 11/1993
10/2023
3.57$ 5.31 4.72$ 6.16 6.01$ 6.73 7.05$ 7.69 01/1985
12/2014
9.23$ 4.49 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 Alexander Green Gone Fishin' Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Alexander Green Gone Fishin' 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
0.20
40%
-1.14
40%
-1.69
60%
1.28
80%
-0.10
60%
1.00
80%
2.63
60%
-0.64
40%
-3.14
20%
1.18
60%
4.33
80%
2.71
80%
Best 6.7
2023
1.9
2021
1.7
2021
7.2
2020
3.6
2020
4.9
2019
5.5
2022
3.2
2020
1.4
2019
4.2
2022
8.6
2020
5.6
2023
Worst -3.9
2022
-4.7
2020
-12.0
2020
-5.9
2022
-4.1
2019
-6.5
2022
-0.1
2021
-4.1
2022
-8.0
2022
-2.5
2023
-2.2
2021
-2.9
2022
Monthly Seasonality over the period Feb 1985 - Jan 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
0.99
60%
-0.05
60%
-0.15
70%
1.04
90%
0.27
60%
0.74
70%
1.85
60%
-0.45
60%
-2.00
30%
0.61
60%
2.47
80%
0.87
60%
Best 6.8
2019
3.8
2014
6.0
2016
7.2
2020
3.6
2020
4.9
2019
5.5
2022
3.2
2020
1.6
2017
4.9
2015
8.6
2020
5.6
2023
Worst -3.9
2022
-4.7
2020
-12.0
2020
-5.9
2022
-4.1
2019
-6.5
2022
-1.7
2014
-4.6
2015
-8.0
2022
-6.0
2018
-2.2
2021
-4.9
2018
Monthly Seasonality over the period Feb 1985 - Jan 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
65%
0.68
62%
0.79
69%
1.55
85%
0.69
62%
0.43
59%
1.19
59%
-0.08
59%
-0.39
54%
0.26
64%
1.36
69%
2.21
82%
Best 8.7
1987
7.2
1991
7.5
2009
10.9
2009
7.2
2009
4.9
2019
7.7
2009
5.7
1986
7.3
2010
9.1
2011
8.6
2020
9.2
1991
Worst -8.2
2009
-8.4
2009
-12.0
2020
-5.9
2022
-6.4
2010
-6.5
2022
-7.3
2002
-11.4
1998
-8.5
2011
-17.3
2008
-6.2
2008
-4.9
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Alexander Green Gone Fishin' Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
227 Positive Months (63%) - 133 Negative Months (37%)
308 Positive Months (66%) - 161 Negative Months (34%)
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(Scroll down to see all data)
Investment Returns, up to December 2010, 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:
  • IJR - iShares Core S&P Small-Cap (IJR), up to December 2000
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • EEM - iShares MSCI Emerging Markets (EEM), up to December 2003
  • VGK - Vanguard FTSE Europe (VGK), up to December 2005
  • VPL - Vanguard FTSE Pacific (VPL), up to December 2005
  • VNQ - Vanguard Real Estate (VNQ), up to December 2004
  • TIP - iShares TIPS Bond (TIP), up to December 2003
  • BND - Vanguard Total Bond Market (BND), up to December 2007
  • HYG - iShares iBoxx $ High Yield Corporate Bond (HYG), up to December 2007
  • GLTR - Aberdeen Standard Physical Precious Metals Basket Shares (GLTR), up to December 2010

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
Stocks/Bonds 60/40 Momentum +9.48 9.58 -32.52 60 40 0
Stocks/Bonds 80/20 +9.07 12.50 -41.09 80 20 0
Simple Path to Wealth JL Collins +8.83 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.16 9.93 -30.09 45 40 15
Talmud Portfolio Roger Gibson +8.07 10.85 -40.17 66.7 33.3 0
Stocks/Bonds 60/40 +8.05 9.63 -30.55 60 40 0
Weird Portfolio Value Stock Geek +8.02 10.84 -32.97 60 20 20
Late Sixties and Beyond Burton Malkiel +8.00 11.69 -41.80 71 29 0
Yale Endowment David Swensen +7.91 11.02 -39.48 70 30 0
Seven Value Scott Burns +7.88 11.32 -41.22 71.5 28.5 0
Stocks/Bonds 40/60 Momentum +7.86 7.02 -21.11 40 60 0
Couch Potato Scott Burns +7.86 8.77 -27.04 50 50 0
Edge Select Moderately Aggressive Merrill Lynch +7.71 11.15 -38.23 69 31 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.65 10.79 -39.55 70 30 0
Six Ways from Sunday Scott Burns +7.62 10.92 -39.14 66.7 33.3 0
Lazy Portfolio David Swensen +7.61 10.89 -40.89 70 30 0
Sheltered Sam 70/30 Bill Bernstein +7.60 10.72 -39.73 67.9 30 2.1
In Saecula Saeculorum Fulvio Marchese +7.58 7.84 -20.39 45 45 10
Golden Butterfly Tyler +7.47 7.74 -17.79 40 40 20
Coffeehouse Bill Schultheis +7.40 9.73 -33.93 60 40 0
Family Taxable Portfolio Ted Aronson +7.37 11.65 -38.46 70 30 0
No Brainer Portfolio Bill Bernstein +7.35 11.75 -40.40 75 25 0
Aim comfortable trip Aim Ways +7.34 7.60 -20.15 40 45 15
Tilt Toward Value Time Inc +7.26 9.44 -34.63 60 40 0
All Weather Portfolio Ray Dalio +7.22 7.43 -20.58 30 55 15
Marc Faber Portfolio Marc Faber +7.16 9.67 -28.82 50 25 25
Gone Fishin' Portfolio Alexander Green +7.14 12.08 -43.02 65 30 5

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.48 9.58 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.83 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.16 9.93 -30.09 45 40 15
Talmud Portfolio Roger Gibson +8.07 10.85 -40.17 66.7 33.3 0
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