All Country World 80/20 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)
1.16%
1 Day
Jun 02 2023
2.23%
Current Month
June 2023

The All Country World 80/20 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 All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation.

Asset Allocation and ETFs

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

80% Stocks
20% Fixed Income
0% Commodities

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

Weight (%) Ticker ETF Name Investment Themes
80.00
VT
Vanguard Total World Stock Equity, Global, Large Cap
10.00
BND
Vanguard Total Bond Market Bond, U.S., All-Term
7.00
BNDX
Vanguard Total International Bond Bond, Developed Markets, All-Term
3.00
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 80/20 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 80/20 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 80/20 Portfolio 1.16 2.23 -1.11 2.37 0.29 5.56 6.85 6.32 8.16
US Inflation Adjusted return -1.11 0.46 -3.37 1.69 4.06 3.72 5.22
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 80/20 Portfolio granted a 1.86% dividend yield. If you are interested in getting periodic income, please refer to the All Country World 80/20 Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

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

Portfolio metrics are calculated based on monthly returns, assuming:
ALL COUNTRY WORLD 80/20 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 (%) -1.11 2.88 2.37 0.29 7.50 5.56 6.85 6.95 6.32 8.16
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 (%) -1.11 2.02 0.46 -3.37 1.64 1.69 4.06 4.30 3.72 5.22
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 18.12 14.55 14.99 12.15 12.98 12.69 13.08
Sharpe Ratio -0.16 0.45 0.28 0.50 0.45 0.32 0.32
Sortino Ratio -0.22 0.61 0.37 0.67 0.58 0.42 0.42
MAXIMUM DRAWDOWN
Drawdown Depth (%) -13.02 -23.52 -23.52 -23.52 -47.32 -47.32 -47.32
Start (yyyy mm) 2022 06 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 4 9 9 9 16 16 16
Start to Recovery (# months) in progress
8
> 17
> 17
> 17
63
63
63
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 52.32 29.04 23.90 13.31 10.19 8.67
Worst Return (%) -41.36 -13.44 -3.99 -1.21 3.49 5.92
% Positive Periods 76% 86% 92% 99% 100% 100%
MONTHS
Positive 0 2 3 6 22 38 80 153 221 289
Negative 1 1 3 6 14 22 40 87 139 172
% Positive 0% 67% 50% 50% 61% 63% 67% 64% 61% 63%
WITHDRAWAL RATES (WR)
Safe WR (%) 39.26 22.28 13.34 8.09 5.89 9.14
Perpetual WR (%) 1.61 1.66 3.90 4.12 3.58 4.96
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$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).

The Inflation Adjusted Capital now would be 2987.58$, with a net total return of 198.76% (3.72% annualized).
An investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).

The Inflation Adjusted Capital now would be 7054.71$, with a net total return of 605.47% (5.22% 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 80/20 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
-47.32% Nov 2007 Feb 2009 16 Jan 2013 47 63
-36.69% Apr 2000 Sep 2002 30 Sep 2005 36 66
-23.52% Jan 2022 Sep 2022 9 in progress 8 17
-17.97% Jan 2020 Mar 2020 3 Aug 2020 5 8
-12.27% May 1998 Aug 1998 4 Nov 1998 3 7
-11.51% Feb 2018 Dec 2018 11 Apr 2019 4 15
-10.78% Jun 2015 Feb 2016 9 Jul 2016 5 14
-6.57% Aug 1997 Oct 1997 3 Feb 1998 4 7
-5.88% Feb 1994 Mar 1994 2 Apr 1995 13 15
-4.62% May 2019 May 2019 1 Jun 2019 1 2
-4.51% Jan 2000 Jan 2000 1 Mar 2000 2 3
-4.44% Nov 1993 Nov 1993 1 Jan 1994 2 3
-3.98% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.66% May 2006 Jun 2006 2 Sep 2006 3 5
-3.60% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.46% May 2013 Jun 2013 2 Jul 2013 1 3
-3.34% May 1999 May 1999 1 Jun 1999 1 2
-3.32% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.23% Sep 2014 Jan 2015 5 Feb 2015 1 6
-2.89% Jul 1996 Jul 1996 1 Sep 1996 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-47.32% Nov 2007 Feb 2009 16 Jan 2013 47 63
-36.69% Apr 2000 Sep 2002 30 Sep 2005 36 66
-23.52% Jan 2022 Sep 2022 9 in progress 8 17
-22.19% Sep 1987 Nov 1987 3 Jan 1989 14 17
-19.99% Jan 1990 Sep 1990 9 Dec 1991 15 24
-17.97% Jan 2020 Mar 2020 3 Aug 2020 5 8
-12.27% May 1998 Aug 1998 4 Nov 1998 3 7
-11.51% Feb 2018 Dec 2018 11 Apr 2019 4 15
-10.78% Jun 2015 Feb 2016 9 Jul 2016 5 14
-6.64% Jan 1992 Mar 1992 3 Mar 1993 12 15
-6.57% Aug 1997 Oct 1997 3 Feb 1998 4 7
-5.88% Feb 1994 Mar 1994 2 Apr 1995 13 15
-5.17% Sep 1986 Sep 1986 1 Oct 1986 1 2
-4.62% May 2019 May 2019 1 Jun 2019 1 2
-4.51% Jan 2000 Jan 2000 1 Mar 2000 2 3
-4.44% Nov 1993 Nov 1993 1 Jan 1994 2 3
-3.98% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.66% May 2006 Jun 2006 2 Sep 2006 3 5
-3.60% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.46% May 2013 Jun 2013 2 Jul 2013 1 3

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 80/20 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
 8.91 0.29 52.32
Sep 1985 - Aug 1986 		-41.36
Mar 2008 - Feb 2009 		23.56%
2 Years
 8.17 -3.72 46.51
Oct 1985 - Sep 1987 		-22.72
Mar 2007 - Feb 2009 		15.53%
3 Years
 7.60 7.50 29.04
May 1985 - Apr 1988 		-13.44
Apr 2000 - Mar 2003 		13.85%
5 Years
 7.06 5.56 23.90
Jan 1985 - Dec 1989 		-3.99
Mar 2004 - Feb 2009 		7.96%
7 Years
 6.87 7.50 16.80
Jan 1985 - Dec 1991 		-0.96
Mar 2002 - Feb 2009 		0.53%
10 Years
 6.75 6.85 13.31
Jan 1985 - Dec 1994 		-1.21
Mar 1999 - Feb 2009 		1.17%
15 Years
 6.21 5.41 14.05
Jan 1985 - Dec 1999 		2.59
Mar 1994 - Feb 2009 		0.00%
20 Years
 6.24 6.95 10.19
Jan 1985 - Dec 2004 		3.49
Apr 2000 - Mar 2020 		0.00%
30 Years
 6.77 6.32 8.67
Jan 1985 - Dec 2014 		5.92
Sep 1987 - Aug 2017 		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 80/20 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 80/20 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 6.85% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in All Country World 80/20 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
1.63
40%
-1.42
40%
-1.04
80%
1.76
80%
0.07
60%
0.35
60%
2.76
100%
0.40
60%
-2.51
40%
0.64
60%
3.77
80%
0.16
60%
 Capital Growth on monthly avg returns
100
101.63
100.19
99.14
100.88
100.96
101.31
104.10
104.52
101.90
102.55
106.41
106.58
Best 6.7
2023 		2.3
2019 		2.8
2023 		8.5
2020 		4.3
2020 		5.5
2019 		6.1
2022 		4.6
2020 		1.7
2019 		4.9
2022 		10.1
2020 		4.1
2020
Worst -4.1
2022 		-5.6
2020 		-12.4
2020 		-7.3
2022 		-4.6
2019 		-6.9
2022 		0.1
2019 		-3.8
2022 		-8.4
2022 		-6.5
2018 		-2.1
2021 		-5.4
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
0.61
40%
-0.02
50%
0.12
70%
1.40
90%
0.52
80%
-0.03
60%
2.30
90%
-0.24
60%
-1.11
50%
1.32
70%
2.31
80%
0.21
60%
 Capital Growth on monthly avg returns
100
100.61
100.58
100.70
102.11
102.65
102.62
104.97
104.72
103.56
104.92
107.35
107.58
Best 6.7
2023 		4.6
2015 		6.5
2016 		8.5
2020 		4.3
2020 		5.5
2019 		6.1
2022 		4.6
2020 		4.8
2013 		5.9
2015 		10.1
2020 		4.1
2020
Worst -4.5
2016 		-5.6
2020 		-12.4
2020 		-7.3
2022 		-4.6
2019 		-6.9
2022 		-1.4
2014 		-5.4
2015 		-8.4
2022 		-6.5
2018 		-2.1
2021 		-5.4
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
0.72
59%
0.57
54%
0.75
62%
1.62
77%
0.67
62%
0.06
50%
1.41
68%
-0.41
58%
-0.65
53%
0.96
66%
1.24
68%
1.79
76%
 Capital Growth on monthly avg returns
100
100.72
101.29
102.05
103.70
104.39
104.45
105.92
105.49
104.80
105.80
107.12
109.04
Best 11.8
1987 		8.3
1986 		7.1
2009 		9.8
2009 		8.7
2009 		5.5
2019 		9.2
1989 		7.3
1986 		7.9
2010 		8.8
2011 		10.1
2020 		6.9
1999
Worst -9.0
2009 		-7.8
2009 		-12.4
2020 		-7.3
2022 		-7.8
2010 		-6.9
2022 		-6.7
2002 		-11.9
1998 		-10.4
2008 		-16.5
1987 		-5.4
1987 		-5.4
2018
Monthly Seasonality over the period Jan 1985 - May 2023

Monthly/Yearly Returns

All Country World 80/20 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
289 Positive Months (63%) - 172 Negative Months (37%)
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
 +6.47 +4.17 6.7 -3.0 2.8 1.2 -1.1
2022
 -17.17 -22.20 -4.1 -2.6 1.0 -7.3 0.5 -6.9 6.1 -3.8 -8.4 4.9 7.4 -3.9
2021
 +14.21 +6.70 -0.4 1.8 2.2 3.5 1.3 1.1 0.7 1.8 -3.6 4.2 -2.1 3.1
2020
 +14.55 +13.01 -0.9 -5.6 -12.4 8.5 4.3 2.6 4.5 4.6 -2.3 -1.7 10.1 4.1
2019
 +23.35 +20.60 6.7 2.3 1.2 2.8 -4.6 5.5 0.1 -1.3 1.7 2.3 2.0 2.9
2018
 -7.79 -9.52 4.2 -3.7 -0.9 0.2 0.5 -0.5 2.4 0.7 0.1 -6.5 1.5 -5.4
2017
 +20.43 +17.94 2.4 2.3 1.2 1.5 1.7 0.5 2.2 0.5 1.6 1.8 1.6 1.4
2016
 +7.66 +5.48 -4.5 -0.6 6.5 0.9 0.6 0.3 3.5 0.3 0.7 -1.8 0.5 1.6
2015
 -1.32 -2.03 -0.9 4.6 -0.9 2.0 0.2 -2.0 0.6 -5.4 -2.8 5.9 -0.1 -1.8
2014
 +4.31 +3.53 -3.3 4.3 0.4 0.7 1.9 1.8 -1.4 2.4 -2.8 0.9 1.1 -1.6
2013
 +17.86 +16.11 3.0 -0.1 1.9 2.4 -0.9 -2.6 4.3 -2.2 4.8 3.2 1.2 1.8
2012
 +15.19 +13.22 4.6 3.9 0.9 -0.7 -7.2 4.2 0.9 2.1 2.7 -0.5 1.4 2.5
2011
 -4.38 -7.13 1.1 2.4 0.0 3.8 -1.6 -1.1 -1.4 -5.5 -8.4 8.8 -1.1 -0.4
2010
 +12.00 +10.35 -3.8 1.7 5.4 -0.1 -7.8 -1.8 7.4 -2.7 7.9 3.1 -2.4 5.9
2009
 +28.02 +24.63 -9.0 -7.8 7.1 9.8 8.7 -1.2 8.6 2.5 4.6 -2.0 4.6 1.1
2008
 -34.37 -34.43 -6.3 0.2 -1.4 4.1 0.7 -6.7 -2.0 -1.7 -10.4 -16.2 -4.0 4.4
2007
 +8.92 +4.65 0.7 -0.2 1.4 3.5 2.0 -0.5 -1.2 -0.2 4.4 3.3 -3.5 -0.9
2006
 +15.95 +13.08 3.9 -0.1 1.3 2.5 -3.5 -0.1 0.8 2.2 1.0 3.1 2.4 1.7
2005
 +8.00 +4.43 -1.6 2.6 -2.0 -1.7 1.5 0.8 2.7 0.7 2.2 -2.4 2.9 2.2
2004
 +11.86 +8.33 1.4 1.5 -0.4 -2.6 0.4 1.6 -2.4 0.8 1.6 2.1 4.2 3.3
2003
 +26.95 +24.61 -2.3 -1.2 -0.4 7.1 4.8 1.3 1.1 1.9 0.9 4.7 1.2 5.4
2002
 -14.55 -16.53 -2.1 -0.4 3.2 -2.3 0.0 -5.1 -6.7 0.6 -8.3 5.6 4.2 -3.1
2001
 -11.36 -12.72 2.4 -6.7 -5.2 5.4 -0.9 -2.3 -0.8 -3.2 -7.0 2.2 4.4 0.7
2000
 -9.84 -12.80 -4.5 0.6 5.4 -3.8 -2.2 3.0 -2.2 2.6 -4.3 -1.6 -4.5 1.6
1999
 +20.74 +17.59 1.7 -2.3 3.8 3.7 -3.3 3.9 -0.5 -0.2 -0.7 4.2 2.5 6.9
1998
 +17.65 +15.78 1.8 5.6 3.3 0.8 -1.7 1.3 0.0 -11.9 2.3 7.5 4.8 3.9
1997
 +11.46 +9.59 1.0 1.0 -2.0 2.6 5.1 4.3 3.8 -6.0 4.6 -5.0 1.1 1.1
1996
 +10.54 +6.98 1.8 -0.2 1.1 1.9 0.0 0.5 -2.9 1.0 3.2 0.6 4.6 -1.4
1995
 +17.60 +14.69 -1.5 0.9 3.4 3.3 1.6 -0.1 3.8 -1.6 2.3 -1.2 2.9 2.7
1994
 +1.26 -1.38 5.3 -1.8 -4.2 1.9 0.2 -0.7 1.9 2.7 -2.2 2.0 -3.6 0.1
1993
 +20.51 +17.29 0.4 2.1 4.5 3.6 1.8 -0.3 1.7 4.1 -1.4 2.5 -4.4 4.6
1992
 -3.52 -6.24 -1.7 -1.2 -3.8 1.0 3.4 -2.7 0.6 1.7 -0.6 -2.4 1.2 1.3
1991
 +17.30 +13.81 3.0 7.6 -2.3 0.7 1.9 -5.2 3.9 0.2 2.3 1.4 -3.5 6.7
1990
 -13.44 -18.42 -4.2 -3.4 -5.0 -1.4 8.7 -0.3 0.9 -8.0 -8.2 7.1 -0.8 1.8
1989
 +14.69 +9.60 3.0 -0.7 -0.5 2.2 -1.6 -0.7 9.2 -2.3 2.3 -2.3 3.2 2.6
1988
 +18.54 +13.52 2.6 4.7 2.1 0.8 -1.9 0.2 1.3 -4.6 3.7 5.4 2.5 0.7
1987
 +13.56 +8.74 11.8 4.0 2.9 -0.7 1.4 4.9 4.6 3.6 -1.6 -16.5 -5.4 6.5
1986
 +37.13 +35.64 2.0 8.3 6.4 0.5 5.1 3.1 -2.8 7.3 -5.2 5.6 3.0 -0.4
1985
 +37.92 +32.87 7.3 1.2 1.1 0.7 6.3 1.9 0.3 0.5 -1.7 4.3 6.3 4.7

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 80/20 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
Stocks/Bonds 80/20 Momentum +10.63 12.22 -43.61 80 20 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
Mid-Fifties Burton Malkiel +8.33 12.89 -46.21 80 20 0
Edge Select Aggressive Merrill Lynch +8.21 13.16 -45.65 84 16 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 0
Dedalo Four Dedalo Invest +8.15 12.27 -43.94 80 20 0
Sheltered Sam 80/20 Bill Bernstein +8.15 12.09 -45.06 77.6 20 2.4
Yale Endowment David Swensen +8.06 10.83 -39.48 70 30 0
Talmud Portfolio Roger Gibson +8.00 10.64 -40.17 66.7 33.3 0
Stocks/Bonds 60/40 +7.93 9.46 -30.55 60 40 0
Robo Advisor 80 Betterment +7.91 13.00 -45.47 80 20 0
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Seven Value Scott Burns +7.85 11.26 -41.22 71.5 28.5 0
Core Four Rick Ferri +7.77 12.08 -44.44 80 20 0
Edge Select Moderately Aggressive Merrill Lynch +7.77 11.04 -38.23 69 31 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Sheltered Sam 70/30 Bill Bernstein +7.72 10.60 -39.73 67.9 30 2.1
Lazy Portfolio David Swensen +7.71 10.76 -40.89 70 30 0
Family Taxable Portfolio Ted Aronson +7.65 11.54 -38.46 70 30 0
Four Funds Bogleheads +7.61 12.35 -44.08 80 20 0
Six Ways from Sunday Scott Burns +7.60 10.87 -39.14 66.7 33.3 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.59 10.65 -39.55 70 30 0
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
Three Funds Bogleheads +7.51 12.28 -43.68 80 20 0
LifeStrategy Growth Fund Vanguard +7.45 12.31 -44.18 80 20 0
Gone Fishin' Portfolio Alexander Green +7.44 12.00 -43.02 65 30 5
Coffeehouse Bill Schultheis +7.42 9.53 -33.93 60 40 0
Long Term Portfolio Ben Stein +7.38 12.34 -45.92 80 20 0
Perfect Portfolio Ben Stein +7.34 12.31 -44.81 80 20 0
No Brainer Portfolio Bill Bernstein +7.30 11.63 -40.40 75 25 0
Robo Advisor 50 Betterment +7.29 9.24 -30.72 49.9 50.1 0
Sheltered Sam 60/40 Bill Bernstein +7.25 9.15 -34.12 58.2 40 1.8
Pinwheel +7.25 10.41 -36.89 65 25 10
Dimensional 2030 Retirement Income DFA +7.25 9.17 -31.78 55.9 44.1 0
Tilt Toward Value Time Inc +7.25 9.29 -34.63 60 40 0
Marc Faber Portfolio Marc Faber +7.20 9.54 -28.82 50 25 25
All Weather Portfolio Ray Dalio +7.19 7.21 -20.19 30 55 15
Edge Select Moderate Merrill Lynch +7.18 8.84 -29.58 53 47 0
Five Fold Scott Burns +7.18 9.64 -37.94 60 40 0
Gretchen Tai Portfolio Gretchen Tai +7.17 11.59 -41.80 70 30 0
Five Asset Roger Gibson +7.10 11.23 -44.75 60 20 20
Simple Money Portfolio Tim Maurer +7.08 9.00 -32.39 60 40 0
Sandwich Portfolio Bob Clyatt +7.08 8.23 -28.96 55 45 0
Margaritaville Scott Burns +7.07 10.78 -38.70 67 33 0
Nano Portfolio John Wasik +7.04 9.55 -36.66 60 40 0
Simple and Cheap Time Inc +7.02 9.29 -34.84 60 40 0
Global Market Portfolio Credit Suisse +6.96 8.14 -25.90 45 55 0
Ultimate Buy&Hold FundAdvice +6.95 9.20 -34.23 60 40 0
Coward's Portfolio Bill Bernstein +6.94 9.02 -32.68 60 40 0
LifeStrategy Moderate Growth Vanguard +6.90 9.43 -33.52 60 40 0
Dynamic 40/60 Income +6.88 8.02 -29.84 40 60 0
Big Rocks Portfolio Larry Swedroe +6.87 9.06 -33.80 60 40 0
One-Decision Portfolio Marvin Appel +6.84 8.25 -31.96 50 50 0
GAA Global Asset Allocation Mebane Faber +6.84 7.93 -24.91 40.5 49.5 10
Stocks/Bonds 40/60 +6.84 6.83 -19.17 40 60 0
Dynamic 60/40 Income +6.83 9.22 -41.44 60 40 0
Simplified Permanent Portfolio +6.79 6.79 -16.43 25 50 25
Sheltered Sam 50/50 Bill Bernstein +6.77 7.75 -28.23 48.5 50 1.5
Four Square Scott Burns +6.64 8.39 -29.95 50 50 0
7Twelve Portfolio Craig Israelsen +6.60 9.74 -37.96 50 33.3 16.7
Ideal Index Frank Armstrong +6.58 10.60 -40.11 70 30 0
High Yield Bonds Income +6.57 8.71 -23.97 0 100 0
Zefiro Portfolio Zefiro SCF +6.56 7.41 -20.61 20 50 30
Edge Select Moderately Conservative Merrill Lynch +6.51 6.73 -20.48 37 63 0
Rob Arnott Portfolio Rob Arnott +6.50 7.11 -24.27 30 60 10
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
Lifepath Fund iShares +6.36 6.89 -21.23 40.4 59.6 0
Paul Boyer Portfolio Paul Boyer +6.32 7.43 -18.04 25 50 25
All Country World 80/20 +6.32 12.69 -47.32 80 20 0

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

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30 Years Stats (%)
% Allocation
Portfolio 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