All Country World 20/80 Portfolio: ETF allocation and returns

Data Source: from January 1985 to May 2023 (~38 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.04%
1 Day
Jun 02 2023
0.43%
Current Month
June 2023

The All Country World 20/80 Portfolio is a Low Risk portfolio and can be implemented with 4 ETFs.

It's exposed for 20% on the Stock Market.

In the last 30 Years, the All Country World 20/80 Portfolio obtained a 5.75% compound annual return, with a 5.54% standard deviation.

Asset Allocation and ETFs

The All Country World 20/80 Portfolio has the following asset allocation:

20% Stocks
80% Fixed Income
0% Commodities

The All Country World 20/80 Portfolio can be implemented with the following ETFs:

Weight (%) Ticker ETF Name Investment Themes
20.00
VT
Vanguard Total World Stock Equity, Global, Large Cap
40.00
BND
Vanguard Total Bond Market Bond, U.S., All-Term
28.00
BNDX
Vanguard Total International Bond Bond, Developed Markets, All-Term
12.00
EMB
iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-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 All Country World 20/80 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.
ALL COUNTRY WORLD 20/80 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
(~38Y)
All Country World 20/80 Portfolio -0.04 0.43 -0.81 1.46 -1.47 1.85 2.97 5.75 7.24
US Inflation Adjusted return -0.81 -0.43 -5.07 -1.89 0.28 3.16 4.33
Components
VT
Vanguard Total World Stock 1.56 Jun 02 2023 2.83 -1.21 2.64 0.86 6.70 8.04 6.21 8.30
BND
Vanguard Total Bond Market -0.56 Jun 02 2023 -0.29 -1.16 1.58 -2.40 0.80 1.34 4.28 4.50
BNDX
Vanguard Total International Bond -0.39 Jun 02 2023 -0.28 0.14 0.92 -1.31 0.44 1.86 4.93 6.61
EMB
iShares JP Morgan USD Em Mkts Bd -0.15 Jun 02 2023 0.51 -1.18 0.13 -2.77 -0.43 1.53 9.01 9.39
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) 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 All Country World 20/80 Portfolio granted a 2.09% dividend yield. If you are interested in getting periodic income, please refer to the All Country World 20/80 Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of All Country World 20/80 Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
ALL COUNTRY WORLD 20/80 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 May 2023 (~38 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio Return (%) -0.81 2.35 1.46 -1.47 -0.81 1.85 2.97 4.59 5.75 7.24
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 2.79
Infl. Adjusted Return (%) -0.81 1.50 -0.43 -5.07 -6.22 -1.89 0.28 2.00 3.16 4.33
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 10.98 7.97 7.40 5.80 5.71 5.54 5.83
Sharpe Ratio -0.42 -0.23 0.07 0.38 0.60 0.64 0.56
Sortino Ratio -0.61 -0.32 0.09 0.49 0.77 0.83 0.75
MAXIMUM DRAWDOWN
Drawdown Depth (%) -8.19 -17.97 -17.97 -17.97 -17.97 -17.97 -17.97
Start (yyyy mm) 2022 08 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 2 13 13 13 13 13 13
Start to Recovery (# months) in progress
> 10
> 21
> 21
> 21
> 21
> 21
> 21
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 33.94 18.11 14.83 11.07 10.03 8.59
Worst Return (%) -16.57 -2.41 0.58 2.44 4.59 5.75
% Positive Periods 91% 98% 100% 100% 100% 100%
MONTHS
Positive 0 2 3 6 20 36 79 167 251 325
Negative 1 1 3 6 16 24 41 73 109 136
% Positive 0% 67% 50% 50% 56% 60% 66% 70% 70% 70%
WITHDRAWAL RATES (WR)
Safe WR (%) 32.20 20.89 11.32 6.95 6.29 7.89
Perpetual WR (%) 0.00 0.00 0.28 1.96 3.06 4.15
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
VT
BND
BNDX
EMB
VT
-
0.84
0.88
0.90
BND
0.84
-
0.89
0.89
BNDX
0.88
0.89
-
0.80
EMB
0.90
0.89
0.80
-
Asset
VT
BND
BNDX
EMB
VT
-
0.48
0.50
0.79
BND
0.48
-
0.88
0.70
BNDX
0.50
0.88
-
0.69
EMB
0.79
0.70
0.69
-
Asset
VT
BND
BNDX
EMB
VT
-
0.38
0.39
0.73
BND
0.38
-
0.86
0.70
BNDX
0.39
0.86
-
0.66
EMB
0.73
0.70
0.66
-
Asset
VT
BND
BNDX
EMB
VT
-
0.15
0.16
0.60
BND
0.15
-
0.66
0.49
BNDX
0.16
0.66
-
0.36
EMB
0.60
0.49
0.36
-
Asset
VT
BND
BNDX
EMB
VT
-
0.19
0.20
0.57
BND
0.19
-
0.74
0.51
BNDX
0.20
0.74
-
0.42
EMB
0.57
0.51
0.42
-

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$, since June 1993, now would be worth 5349.48$, with a total return of 434.95% (5.75% annualized).

The Inflation Adjusted Capital now would be 2542.81$, with a net total return of 154.28% (3.16% annualized).
An investment of 1000$, since January 1985, now would be worth 14657.23$, with a total return of 1365.72% (7.24% annualized).

The Inflation Adjusted Capital now would be 5087.66$, with a net total return of 408.77% (4.33% 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.

ALL COUNTRY WORLD 20/80 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
-17.97% Sep 2021 Sep 2022 13 in progress 8 21
-14.04% May 2008 Oct 2008 6 Aug 2009 10 16
-6.55% Feb 2020 Mar 2020 2 Jun 2020 3 5
-6.27% Feb 1994 Jun 1994 5 May 1995 11 16
-4.73% Aug 1998 Aug 1998 1 Oct 1998 2 3
-4.30% May 2013 Jun 2013 2 Feb 2014 8 10
-3.57% Jun 2002 Jul 2002 2 Nov 2002 4 6
-3.05% May 2015 Sep 2015 5 Mar 2016 6 11
-2.99% Oct 2016 Nov 2016 2 Apr 2017 5 7
-2.82% Apr 2004 May 2004 2 Sep 2004 4 6
-2.77% Feb 2018 Oct 2018 9 Jan 2019 3 12
-2.61% Aug 2011 Sep 2011 2 Oct 2011 1 3
-2.31% May 1999 May 1999 1 Oct 1999 5 6
-2.14% Dec 1996 Mar 1997 4 May 1997 2 6
-1.99% Apr 2000 May 2000 2 Jun 2000 1 3
-1.93% Jul 2003 Jul 2003 1 Sep 2003 2 3
-1.93% Aug 1997 Aug 1997 1 Sep 1997 1 2
-1.73% May 2012 May 2012 1 Jul 2012 2 3
-1.68% Jan 2021 Feb 2021 2 May 2021 3 5
-1.65% Feb 2001 Mar 2001 2 Jul 2001 4 6
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-17.97% Sep 2021 Sep 2022 13 in progress 8 21
-14.04% May 2008 Oct 2008 6 Aug 2009 10 16
-6.55% Feb 2020 Mar 2020 2 Jun 2020 3 5
-6.27% Feb 1994 Jun 1994 5 May 1995 11 16
-6.26% Sep 1987 Nov 1987 3 Feb 1988 3 6
-5.58% Jan 1990 Apr 1990 4 Jul 1990 3 7
-5.31% Aug 1990 Sep 1990 2 Dec 1990 3 5
-4.73% Aug 1998 Aug 1998 1 Oct 1998 2 3
-4.30% May 2013 Jun 2013 2 Feb 2014 8 10
-3.57% Jun 2002 Jul 2002 2 Nov 2002 4 6
-3.05% May 2015 Sep 2015 5 Mar 2016 6 11
-2.99% Oct 2016 Nov 2016 2 Apr 2017 5 7
-2.92% Jan 1992 Mar 1992 3 May 1992 2 5
-2.84% Sep 1986 Sep 1986 1 Nov 1986 2 3
-2.82% Apr 2004 May 2004 2 Sep 2004 4 6
-2.77% Feb 2018 Oct 2018 9 Jan 2019 3 12
-2.61% Aug 2011 Sep 2011 2 Oct 2011 1 3
-2.54% Apr 1987 May 1987 2 Jul 1987 2 4
-2.31% May 1999 May 1999 1 Oct 1999 5 6
-2.14% Dec 1996 Mar 1997 4 May 1997 2 6

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.

ALL COUNTRY WORLD 20/80 PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1985 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 7.33 -1.47 33.94
Apr 1985 - Mar 1986 		-16.57
Nov 2021 - Oct 2022 		8.89%
2 Years
 7.18 -5.12 25.99
Mar 1985 - Feb 1987 		-6.70
Jan 2021 - Dec 2022 		4.79%
3 Years
 7.14 -0.81 18.11
Mar 1985 - Feb 1988 		-2.41
Oct 2019 - Sep 2022 		2.35%
5 Years
 7.11 1.85 14.83
Jan 1985 - Dec 1989 		0.58
Oct 2017 - Sep 2022 		0.00%
7 Years
 7.13 2.51 13.42
Jan 1985 - Dec 1991 		2.01
Nov 2015 - Oct 2022 		0.00%
10 Years
 7.11 2.97 11.07
Jan 1985 - Dec 1994 		2.44
Oct 2012 - Sep 2022 		0.00%
15 Years
 7.05 3.97 11.00
Jan 1985 - Dec 1999 		3.53
Nov 2007 - Oct 2022 		0.00%
20 Years
 7.06 4.59 10.03
Jan 1985 - Dec 2004 		4.59
Jun 2003 - May 2023 		0.00%
30 Years
 7.10 5.75 8.59
Mar 1985 - Feb 2015 		5.75
Jun 1993 - May 2023 		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 All Country World 20/80 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

ALL COUNTRY WORLD 20/80 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 2.97% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in All Country World 20/80 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
0.95
60%
-1.11
20%
-0.64
60%
0.39
80%
0.37
60%
0.24
60%
1.67
100%
-0.13
80%
-1.54
0%
-0.06
60%
1.77
80%
0.19
60%
 Capital Growth on monthly avg returns
100
100.95
99.83
99.19
99.58
99.95
100.19
101.86
101.73
100.17
100.11
101.88
102.08
Best 4.0
2023 		0.7
2019 		2.6
2023 		3.9
2020 		2.0
2020 		2.7
2019 		3.6
2022 		1.4
2019 		0.0
2019 		1.1
2021 		4.9
2022 		1.4
2020
Worst -2.5
2022 		-2.6
2023 		-5.9
2020 		-4.8
2022 		-0.8
2023 		-3.4
2022 		0.5
2019 		-3.3
2022 		-5.1
2022 		-2.2
2018 		-0.5
2021 		-2.1
2022
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
0.68
70%
-0.27
50%
0.04
80%
0.39
80%
0.45
70%
-0.01
50%
1.26
90%
-0.12
70%
-0.66
30%
0.34
70%
0.84
70%
0.16
60%
 Capital Growth on monthly avg returns
100
100.68
100.41
100.44
100.84
101.29
101.28
102.55
102.43
101.75
102.10
102.96
103.13
Best 4.0
2023 		1.7
2014 		2.6
2023 		3.9
2020 		2.0
2020 		2.7
2019 		3.6
2022 		1.5
2014 		2.2
2013 		1.8
2015 		4.9
2022 		1.4
2020
Worst -2.5
2022 		-2.6
2023 		-5.9
2020 		-4.8
2022 		-0.8
2023 		-3.4
2022 		-0.4
2014 		-3.3
2022 		-5.1
2022 		-2.2
2018 		-1.7
2016 		-2.1
2022
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
0.65
69%
0.33
67%
0.32
67%
0.69
79%
0.58
56%
0.47
68%
1.00
84%
0.38
74%
0.14
55%
0.59
71%
0.79
71%
1.24
84%
 Capital Growth on monthly avg returns
100
100.65
100.98
101.31
102.01
102.60
103.08
104.11
104.51
104.66
105.27
106.11
107.43
Best 4.2
1987 		5.0
1986 		4.2
1986 		3.9
2020 		5.4
1985 		2.9
1986 		3.9
2009 		4.3
1986 		3.7
1998 		3.2
1998 		4.9
2022 		6.1
2008
Worst -3.5
2009 		-2.9
2009 		-5.9
2020 		-4.8
2022 		-2.3
1999 		-3.4
2022 		-1.9
2003 		-4.7
1998 		-5.1
2022 		-7.6
2008 		-1.7
2016 		-2.1
2022
Monthly Seasonality over the period Jan 1985 - May 2023

Monthly/Yearly Returns

All Country World 20/80 Portfolio data source starts from January 1985: 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 1985 - May 2023
325 Positive Months (70%) - 136 Negative Months (30%)
MONTHLY RETURNS TABLE
Jan 1985 - 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
 +3.68 +1.44 4.0 -2.6 2.6 0.6 -0.8
2022
 -14.66 -19.83 -2.5 -2.0 -1.5 -4.8 0.3 -3.4 3.6 -3.3 -5.1 0.8 4.9 -2.1
2021
 +2.00 -4.70 -0.8 -0.9 0.0 1.4 0.5 0.8 1.1 0.4 -1.9 1.1 -0.5 0.8
2020
 +8.36 +6.90 1.2 -0.7 -5.9 3.9 2.0 1.3 2.3 0.6 -0.6 -0.6 3.5 1.4
2019
 +12.96 +10.43 2.9 0.7 1.7 0.8 -0.2 2.7 0.5 1.4 0.0 0.6 0.3 1.0
2018
 -1.87 -3.71 0.4 -1.5 0.4 -0.5 0.2 -0.1 0.9 0.2 0.0 -2.2 0.7 -0.1
2017
 +8.23 +5.99 0.6 1.2 0.3 1.0 1.0 -0.1 0.9 0.9 0.1 0.7 0.4 0.8
2016
 +5.12 +2.98 -0.3 0.7 2.5 0.5 0.3 1.8 1.4 0.1 0.3 -1.3 -1.7 0.8
2015
 +0.31 -0.42 1.4 0.7 0.1 0.2 -0.3 -1.5 0.8 -1.8 -0.3 1.8 -0.1 -0.7
2014
 +6.24 +5.44 0.0 1.7 0.3 0.8 1.5 0.6 -0.4 1.5 -1.2 0.9 0.8 -0.4
2013
 +2.59 +1.07 0.1 0.4 0.6 1.7 -2.1 -2.3 1.4 -1.3 2.2 1.7 0.1 0.2
2012
 +9.39 +7.52 1.9 1.3 0.1 0.7 -1.7 1.6 1.6 1.0 1.3 0.0 0.8 0.5
2011
 +4.99 +1.97 0.3 0.9 0.1 2.0 0.4 -0.4 1.0 -0.5 -2.1 2.7 -0.6 1.3
2010
 +8.78 +7.18 0.0 0.8 1.7 0.8 -1.5 0.8 2.6 1.0 2.0 1.1 -1.6 0.9
2009
 +14.11 +11.09 -3.5 -2.9 2.7 3.7 3.2 0.5 3.9 2.0 2.7 -0.3 2.0 -0.2
2008
 -6.88 -6.96 -0.3 0.4 -0.5 0.7 -0.4 -2.0 -0.1 0.2 -4.6 -7.6 1.8 6.1
2007
 +6.77 +2.58 0.0 1.0 0.5 1.2 -0.1 -0.6 0.3 0.6 2.0 1.6 0.0 0.1
2006
 +7.46 +4.80 1.0 0.4 -0.4 0.5 -1.2 0.0 1.3 1.8 0.7 1.3 1.4 0.2
2005
 +5.53 +2.04 0.1 0.4 -0.8 0.6 1.3 0.8 0.2 1.2 0.3 -1.3 1.2 1.5
2004
 +7.53 +4.14 0.9 1.0 0.6 -2.6 -0.2 0.8 0.1 1.8 0.7 1.2 1.1 1.7
2003
 +12.92 +10.84 0.0 1.1 0.2 2.9 2.8 0.1 -1.9 1.1 2.1 0.8 0.7 2.4
2002
 +3.34 +0.94 0.1 0.9 0.0 0.6 0.2 -1.7 -1.9 2.0 -1.3 1.8 1.5 1.2
2001
 +6.33 +4.71 2.3 -1.1 -0.5 0.9 0.4 -0.1 1.6 0.6 -1.4 2.5 0.8 0.2
2000
 +5.87 +2.40 -1.5 1.6 2.5 -1.3 -0.7 2.4 0.3 1.6 -0.6 -0.3 0.0 1.8
1999
 +7.97 +5.14 0.9 -1.4 2.1 2.3 -2.3 0.8 -0.4 -0.2 1.0 1.7 1.0 2.4
1998
 +10.80 +9.04 1.1 2.1 0.8 1.0 -0.4 0.2 0.2 -4.7 3.7 3.2 1.4 1.8
1997
 +7.03 +5.24 -0.4 0.5 -1.6 1.1 2.9 2.3 1.9 -1.9 2.8 -1.6 0.1 0.8
1996
 +9.34 +5.83 1.0 -1.4 0.2 0.9 0.1 1.1 0.3 0.8 2.3 1.6 2.9 -0.6
1995
 +19.70 +16.74 0.6 0.9 0.7 2.8 3.7 0.3 1.3 0.8 1.6 0.7 2.6 2.3
1994
 -3.54 -6.05 2.0 -2.2 -2.7 -0.1 -0.4 -0.9 1.5 0.5 -1.1 0.7 -0.6 0.0
1993
 +15.69 +12.60 1.2 2.1 1.5 1.2 0.8 1.6 1.3 2.6 -0.1 1.4 -1.4 2.5
1992
 +6.02 +3.03 -1.7 0.2 -1.4 0.6 2.7 0.4 1.9 0.9 0.6 -1.6 0.6 2.8
1991
 +18.43 +14.91 1.7 2.9 -0.1 1.1 1.1 -1.6 2.1 2.0 2.4 1.1 -0.5 5.0
1990
 +2.13 -3.75 -2.6 -0.7 -1.1 -1.3 4.4 1.3 1.3 -3.6 -1.7 2.9 1.9 1.7
1989
 +13.30 +8.27 1.6 -0.4 0.1 1.9 1.3 1.8 3.7 -1.7 0.8 1.0 1.5 1.0
1988
 +10.56 +5.88 3.2 2.1 -0.2 -0.1 -1.0 1.8 0.0 -1.1 2.4 2.4 0.2 0.4
1987
 +4.29 -0.14 4.2 1.6 0.4 -2.5 -0.1 2.3 1.5 0.7 -2.0 -3.2 -1.1 2.7
1986
 +20.59 +19.28 0.7 5.0 4.2 0.5 -0.6 2.9 0.2 4.3 -2.8 2.7 0.8 1.2
1985
 +26.72 +22.09 3.8 -1.8 2.3 1.2 5.4 1.4 -0.4 2.1 0.2 2.6 3.5 3.8

Portofolio Returns, up to December 2013, 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:

  • VT - Vanguard Total World Stock: simulated historical serie, up to December 2008
  • BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the All Country World 20/80 Portfolio, 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 Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
Simplified Permanent Portfolio +6.79 6.79 -16.43 25 50 25
Desert Portfolio Gyroscopic Investing +6.48 5.42 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.41 6.46 -15.92 25 50 25
Stocks/Bonds 20/80 Momentum +6.10 4.82 -17.91 20 80 0
Larry Portfolio Larry Swedroe +6.04 5.51 -15.96 30 70 0
All Country World 20/80 +5.75 5.54 -17.97 20 80 0

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

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30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income +6.57 8.71 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.10 4.82 -17.91 20 80 0
All Country World 20/80 +5.75 5.54 -17.97 20 80 0
Stocks/Bonds 20/80 +5.62 4.76 -16.57 20 80 0
Dimensional Retirement Income Fund DFA +5.48 4.78 -12.91 20.4 79.6 0