Data Source: from January 1970 to May 2023 (~53 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.56%
1 Day
Jun 02 2023
2.83%
Current Month
June 2023
The All Country World Stocks Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.
It's exposed for 100% on the Stock Market.
In the last 30 Years, the All Country World Stocks Portfolio obtained a 6.21% compound annual return, with a 15.57% standard deviation.
Asset Allocation and ETFs
The All Country World Stocks Portfolio has the following asset allocation:
100% Stocks
0% Fixed Income
0% Commodities
The All Country World Stocks Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 100.00 |
VT
|
Vanguard Total World Stock | Equity, Global, Large Cap |
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 Stocks Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
ALL COUNTRY WORLD STOCKS 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
(~53Y) |
||
| All Country World Stocks Portfolio | 1.56 | 2.83 | -1.21 | 2.64 | 0.86 | 6.70 | 8.04 | 6.21 | 8.30 | ||
| US Inflation Adjusted return | -1.21 | 0.73 | -2.82 | 2.78 | 5.23 | 3.61 | 4.16 | ||||
| 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 |
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) 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 Stocks Portfolio granted a 1.78% dividend yield. If you are interested in getting periodic income, please refer to the All Country World Stocks Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of All Country World Stocks Portfolio, updated as of 31 May 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
ALL COUNTRY WORLD STOCKS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1970 - 31 May 2023 (~53 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~53Y) |
|
| Portfolio Return (%) | -1.21 | 3.05 | 2.64 | 0.86 | 10.34 | 6.70 | 8.04 | 7.45 | 6.21 | 8.30 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 3.98 |
| Infl. Adjusted Return (%) | -1.21 | 2.19 | 0.73 | -2.82 | 4.32 | 2.78 | 5.23 | 4.78 | 3.61 | 4.16 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 20.75 | 17.00 | 17.90 | 14.61 | 15.89 | 15.57 | 15.87 | |||
| Sharpe Ratio | -0.11 | 0.55 | 0.30 | 0.50 | 0.39 | 0.26 | 0.27 | |||
| Sortino Ratio | -0.16 | 0.75 | 0.40 | 0.66 | 0.52 | 0.34 | 0.37 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -14.69 | -25.52 | -25.52 | -25.52 | -57.06 | -57.06 | -57.06 | |||
| 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
|
72
|
72
|
72
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 59.60 | 47.48 | 37.13 | 21.88 | 14.71 | 12.56 | ||||
| Worst Return (%) | -50.42 | -19.43 | -6.95 | -3.82 | 1.97 | 5.23 | ||||
| % Positive Periods | 74% | 83% | 88% | 96% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 6 | 22 | 38 | 79 | 152 | 221 | 384 |
| Negative | 1 | 1 | 3 | 6 | 14 | 22 | 41 | 88 | 139 | 257 |
| % Positive | 0% | 67% | 50% | 50% | 61% | 63% | 66% | 63% | 61% | 60% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 41.88 | 22.64 | 13.97 | 8.20 | 5.52 | 4.32 | ||||
| Perpetual WR (%) | 4.14 | 2.71 | 4.97 | 4.56 | 3.48 | 3.99 | ||||
- 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).
Readings that may interest you
Capital Growth as of May 31, 2023
An investment of 1000$, since June 1993,
now would be worth 6095.55$, with a total return of 509.56% (6.21% annualized).
The Inflation Adjusted Capital now would be 2897.45$, with a net total return of 189.74% (3.61% annualized).
The Inflation Adjusted Capital now would be 2897.45$, with a net total return of 189.74% (3.61% annualized).
An investment of 1000$, since January 1970,
now would be worth 70873.01$, with a total return of 6987.30% (8.30% annualized).
The Inflation Adjusted Capital now would be 8807.64$, with a net total return of 780.76% (4.16% annualized).
The Inflation Adjusted Capital now would be 8807.64$, with a net total return of 780.76% (4.16% 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 STOCKS 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 |
| -57.06% | Nov 2007 | Feb 2009 | 16 | Oct 2013 | 56 | 72 |
| -48.44% | Apr 2000 | Sep 2002 | 30 | Oct 2006 | 49 | 79 |
| -25.52% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -22.15% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -14.59% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 |
| -14.45% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 |
| -13.76% | Jun 2015 | Feb 2016 | 9 | Dec 2016 | 10 | 19 |
| -8.28% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
| -6.65% | Sep 1994 | Jan 1995 | 5 | Apr 1995 | 3 | 8 |
| -6.20% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
| -5.50% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -5.37% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 |
| -4.91% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -4.73% | Sep 2014 | Jan 2015 | 5 | Feb 2015 | 1 | 6 |
| -4.44% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -4.10% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.91% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
| -3.66% | May 1999 | May 1999 | 1 | Jun 1999 | 1 | 2 |
| -2.64% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 |
| -2.62% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -57.06% | Nov 2007 | Feb 2009 | 16 | Oct 2013 | 56 | 72 |
| -48.44% | Apr 2000 | Sep 2002 | 30 | Oct 2006 | 49 | 79 |
| -42.30% | Jan 1973 | Sep 1974 | 21 | Dec 1977 | 39 | 60 |
| -26.12% | Sep 1987 | Nov 1987 | 3 | Apr 1989 | 17 | 20 |
| -25.52% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -25.28% | Jan 1990 | Sep 1990 | 9 | May 1993 | 32 | 41 |
| -22.50% | Jan 1970 | Jun 1970 | 6 | Jan 1971 | 7 | 13 |
| -22.15% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -21.07% | Dec 1980 | Jul 1982 | 20 | Nov 1982 | 4 | 24 |
| -14.59% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 |
| -14.45% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 |
| -13.76% | Jun 2015 | Feb 2016 | 9 | Dec 2016 | 10 | 19 |
| -10.22% | Mar 1980 | Mar 1980 | 1 | Jun 1980 | 3 | 4 |
| -8.28% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
| -7.53% | Dec 1983 | May 1984 | 6 | Aug 1984 | 3 | 9 |
| -7.38% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
| -7.36% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 |
| -6.65% | Sep 1994 | Jan 1995 | 5 | Apr 1995 | 3 | 8 |
| -6.20% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
| -6.12% | May 1971 | Jul 1971 | 3 | Dec 1971 | 5 | 8 |
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 STOCKS PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1970 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
10.12 | 0.86 |
59.60 Sep 1985 - Aug 1986 |
-50.42 Mar 2008 - Feb 2009 |
25.71% |
| 2 Years |
9.44 | -3.33 |
55.86 Oct 1985 - Sep 1987 |
-29.43 Mar 2007 - Feb 2009 |
16.83% |
| 3 Years |
9.07 | 10.34 |
47.48 Aug 1984 - Jul 1987 |
-19.43 Apr 2000 - Mar 2003 |
16.83% |
| 5 Years |
8.89 | 6.70 |
37.13 Aug 1982 - Jul 1987 |
-6.95 Apr 1998 - Mar 2003 |
12.03% |
| 7 Years |
8.88 | 9.08 |
27.32 Aug 1982 - Jul 1989 |
-3.24 Mar 2002 - Feb 2009 |
1.61% |
| 10 Years |
8.92 | 8.04 |
21.88 Sep 1977 - Aug 1987 |
-3.82 Mar 1999 - Feb 2009 |
4.41% |
| 15 Years |
8.78 | 5.53 |
18.78 Oct 1974 - Sep 1989 |
0.99 Mar 1994 - Feb 2009 |
0.00% |
| 20 Years |
8.50 | 7.45 |
14.71 Oct 1974 - Sep 1994 |
1.97 Mar 1989 - Feb 2009 |
0.00% |
| 30 Years |
8.40 | 6.21 |
12.56 Jul 1970 - Jun 2000 |
5.23 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 Stocks 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 STOCKS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 8.04% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in All Country World Stocks 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.
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 |
1.85
40% |
-1.54
40% |
-1.22
80% |
2.26
80% |
0.02
60% |
0.38
60% |
3.15
100% |
0.60
60% |
-2.84
40% |
0.89
60% |
4.47
80% |
0.11
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.85
|
100.29
|
99.06
|
101.30
|
101.32
|
101.70
|
104.91
|
105.54
|
102.54
|
103.45
|
108.07
|
108.19
|
| Best |
8.0 2019 |
2.8 2019 |
2.8 2021 |
10.4 2020 |
5.2 2020 |
6.4 2019 |
7.0 2022 |
6.0 2020 |
2.3 2019 |
6.4 2022 |
12.4 2020 |
4.9 2020 |
| Worst |
-4.6 2022 |
-7.2 2020 |
-14.8 2020 |
-8.1 2022 |
-6.0 2019 |
-8.1 2022 |
0.0 2019 |
-4.1 2022 |
-9.5 2022 |
-7.8 2018 |
-2.6 2021 |
-7.2 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 |
0.58
40% |
0.06
50% |
0.13
70% |
1.76
90% |
0.56
80% |
-0.03
50% |
2.65
90% |
-0.27
60% |
-1.28
50% |
1.65
70% |
2.81
80% |
0.20
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.58
|
100.64
|
100.78
|
102.56
|
103.13
|
103.10
|
105.83
|
105.54
|
104.20
|
105.92
|
108.90
|
109.11
|
| Best |
8.0 2019 |
6.0 2015 |
8.0 2016 |
10.4 2020 |
5.2 2020 |
6.4 2019 |
7.0 2022 |
6.0 2020 |
5.6 2013 |
7.3 2015 |
12.4 2020 |
4.9 2020 |
| Worst |
-5.9 2016 |
-7.2 2020 |
-14.8 2020 |
-8.1 2022 |
-6.0 2019 |
-8.1 2022 |
-1.8 2014 |
-6.6 2015 |
-9.5 2022 |
-7.8 2018 |
-2.6 2021 |
-7.2 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 |
0.84
56% |
0.50
54% |
0.89
61% |
1.67
72% |
0.29
54% |
0.20
47% |
1.07
62% |
0.06
57% |
-0.79
53% |
1.14
60% |
1.58
70% |
1.80
74% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.84
|
101.35
|
102.25
|
103.96
|
104.27
|
104.47
|
105.60
|
105.66
|
104.83
|
106.02
|
107.70
|
109.64
|
| Best |
14.3 1987 |
9.4 1986 |
8.8 2009 |
12.1 2009 |
10.6 2009 |
6.4 2019 |
11.1 1989 |
12.3 1982 |
10.0 2010 |
18.1 1974 |
12.4 2020 |
8.9 1971 |
| Worst |
-10.9 2009 |
-9.5 2009 |
-14.8 2020 |
-9.4 1970 |
-9.9 2010 |
-8.3 2008 |
-8.5 2002 |
-14.2 1998 |
-12.7 2008 |
-19.9 2008 |
-10.6 1973 |
-7.2 2018 |
Monthly Seasonality over the period Jan 1970 - May 2023
Monthly/Yearly Returns
All Country World Stocks Portfolio data source starts from January 1970: 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 1970 - May 2023
384 Positive Months (60%) - 257 Negative Months (40%)
MONTHLY RETURNS TABLE
Jan 1970 - 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 |
+7.40 | +5.07 | 7.6 | -3.2 | 2.8 | 1.4 | -1.2 | |||||||
| 2022 |
-18.01 | -22.98 | -4.6 | -2.8 | 1.9 | -8.1 | 0.5 | -8.1 | 7.0 | -4.1 | -9.5 | 6.4 | 8.3 | -4.4 |
| 2021 |
+18.27 | +10.50 | -0.2 | 2.7 | 2.8 | 4.1 | 1.6 | 1.2 | 0.6 | 2.3 | -4.1 | 5.1 | -2.6 | 3.8 |
| 2020 |
+16.61 | +15.04 | -1.6 | -7.2 | -14.8 | 10.4 | 5.2 | 3.1 | 5.3 | 6.0 | -2.9 | -2.0 | 12.4 | 4.9 |
| 2019 |
+26.82 | +23.98 | 8.0 | 2.8 | 1.1 | 3.5 | -6.0 | 6.4 | 0.0 | -2.1 | 2.3 | 2.8 | 2.6 | 3.5 |
| 2018 |
-9.76 | -11.45 | 5.5 | -4.4 | -1.3 | 0.4 | 0.6 | -0.6 | 2.9 | 0.9 | 0.1 | -7.8 | 1.7 | -7.2 |
| 2017 |
+24.49 | +21.92 | 3.0 | 2.7 | 1.5 | 1.6 | 1.9 | 0.6 | 2.7 | 0.4 | 2.1 | 2.1 | 1.9 | 1.6 |
| 2016 |
+8.51 | +6.31 | -5.9 | -1.1 | 8.0 | 1.0 | 0.7 | -0.2 | 4.2 | 0.3 | 0.8 | -2.0 | 1.2 | 1.8 |
| 2015 |
-1.86 | -2.57 | -1.6 | 6.0 | -1.2 | 2.5 | 0.3 | -2.2 | 0.5 | -6.6 | -3.7 | 7.3 | -0.1 | -2.2 |
| 2014 |
+3.67 | +2.89 | -4.4 | 5.2 | 0.5 | 0.7 | 2.0 | 2.2 | -1.8 | 2.6 | -3.3 | 0.9 | 1.3 | -2.0 |
| 2013 |
+22.95 | +21.13 | 4.0 | -0.3 | 2.4 | 2.7 | -0.6 | -2.7 | 5.2 | -2.5 | 5.6 | 3.7 | 1.5 | 2.2 |
| 2012 |
+17.12 | +15.12 | 5.5 | 4.8 | 1.2 | -1.2 | -8.9 | 5.1 | 0.7 | 2.5 | 3.1 | -0.6 | 1.5 | 3.1 |
| 2011 |
-7.50 | -10.16 | 1.4 | 2.9 | -0.1 | 4.4 | -2.3 | -1.3 | -2.2 | -7.3 | -10.7 | 11.3 | -1.2 | -1.0 |
| 2010 |
+13.08 | +11.41 | -5.1 | 2.1 | 6.7 | -0.4 | -9.9 | -2.8 | 9.2 | -4.0 | 10.0 | 3.8 | -2.6 | 7.7 |
| 2009 |
+32.65 | +29.14 | -10.9 | -9.5 | 8.8 | 12.1 | 10.6 | -1.7 | 10.1 | 2.7 | 5.2 | -2.5 | 5.3 | 1.6 |
| 2008 |
-43.54 | -43.59 | -8.3 | 0.1 | -1.7 | 5.3 | 1.2 | -8.3 | -2.7 | -2.4 | -12.7 | -19.9 | -6.8 | 3.5 |
| 2007 |
+9.64 | +5.34 | 0.9 | -0.7 | 1.8 | 4.2 | 2.6 | -0.4 | -1.6 | -0.5 | 5.2 | 3.8 | -4.6 | -1.2 |
| 2006 |
+18.78 | +15.84 | 4.9 | -0.3 | 1.9 | 3.2 | -4.2 | -0.2 | 0.6 | 2.4 | 1.0 | 3.7 | 2.6 | 2.2 |
| 2005 |
+8.83 | +5.23 | -2.2 | 3.3 | -2.4 | -2.4 | 1.6 | 0.9 | 3.6 | 0.6 | 2.9 | -2.8 | 3.5 | 2.4 |
| 2004 |
+13.30 | +9.72 | 1.6 | 1.7 | -0.8 | -2.5 | 0.5 | 1.8 | -3.3 | 0.4 | 2.0 | 2.4 | 5.3 | 3.8 |
| 2003 |
+31.62 | +29.19 | -3.0 | -2.0 | -0.7 | 8.6 | 5.5 | 1.7 | 2.1 | 2.2 | 0.5 | 5.9 | 1.4 | 6.2 |
| 2002 |
-20.51 | -22.36 | -2.8 | -0.9 | 4.3 | -3.3 | -0.1 | -6.3 | -8.5 | 0.1 | -11.1 | 7.2 | 5.3 | -4.9 |
| 2001 |
-17.26 | -18.53 | 2.5 | -8.5 | -6.9 | 7.1 | -1.4 | -3.2 | -1.7 | -4.8 | -9.3 | 2.1 | 6.0 | 0.9 |
| 2000 |
-15.08 | -17.86 | -5.5 | 0.2 | 6.5 | -4.6 | -2.7 | 3.3 | -3.0 | 3.0 | -5.6 | -2.1 | -6.3 | 1.6 |
| 1999 |
+25.00 | +21.73 | 1.9 | -2.6 | 4.4 | 4.2 | -3.7 | 4.9 | -0.5 | -0.2 | -1.2 | 4.9 | 3.0 | 8.2 |
| 1998 |
+19.93 | +18.03 | 2.1 | 6.7 | 4.1 | 0.8 | -2.0 | 1.7 | -0.1 | -14.2 | 1.8 | 9.0 | 5.9 | 4.5 |
| 1997 |
+12.93 | +11.04 | 1.5 | 1.2 | -2.2 | 3.0 | 5.8 | 5.0 | 4.4 | -7.2 | 5.2 | -6.1 | 1.4 | 1.2 |
| 1996 |
+10.93 | +7.37 | 2.1 | 0.2 | 1.4 | 2.3 | -0.1 | 0.4 | -3.9 | 1.1 | 3.5 | 0.2 | 5.2 | -1.6 |
| 1995 |
+16.90 | +14.01 | -2.2 | 0.9 | 4.4 | 3.4 | 0.9 | -0.2 | 4.7 | -2.4 | 2.6 | -1.8 | 3.0 | 2.8 |
| 1994 |
+2.85 | +0.17 | 6.5 | -1.6 | -4.7 | 2.5 | 0.4 | -0.7 | 2.0 | 3.4 | -2.5 | 2.4 | -4.5 | 0.2 |
| 1993 |
+22.12 | +18.85 | 0.1 | 2.1 | 5.5 | 4.3 | 2.2 | -0.8 | 1.9 | 4.6 | -1.9 | 2.8 | -5.4 | 5.2 |
| 1992 |
-6.70 | -9.33 | -1.7 | -1.7 | -4.7 | 1.1 | 3.6 | -3.8 | 0.1 | 2.0 | -1.1 | -2.7 | 1.5 | 0.7 |
| 1991 |
+16.92 | +13.44 | 3.5 | 9.2 | -3.0 | 0.6 | 2.2 | -6.3 | 4.5 | -0.4 | 2.3 | 1.5 | -4.5 | 7.2 |
| 1990 |
-18.63 | -23.31 | -4.8 | -4.4 | -6.4 | -1.5 | 10.2 | -0.9 | 0.8 | -9.6 | -10.7 | 8.9 | -1.9 | 1.9 |
| 1989 |
+15.15 | +10.04 | 3.4 | -0.8 | -0.7 | 2.3 | -2.5 | -1.6 | 11.1 | -2.5 | 2.8 | -3.4 | 3.8 | 3.1 |
| 1988 |
+21.20 | +16.07 | 2.3 | 5.6 | 2.9 | 1.1 | -2.1 | -0.3 | 1.7 | -5.7 | 4.1 | 6.4 | 3.2 | 0.7 |
| 1987 |
+16.65 | +11.70 | 14.3 | 4.8 | 3.6 | -0.2 | 1.8 | 5.6 | 5.4 | 4.4 | -1.5 | -19.7 | -6.6 | 7.7 |
| 1986 |
+42.65 | +41.10 | 2.5 | 9.4 | 7.1 | 0.4 | 6.8 | 3.1 | -3.7 | 8.2 | -5.8 | 6.4 | 3.7 | -0.8 |
| 1985 |
+41.65 | +36.46 | 8.5 | 2.2 | 0.8 | 0.5 | 6.6 | 2.1 | 0.5 | 0.1 | -2.3 | 4.8 | 7.2 | 5.0 |
| 1984 |
+5.68 | +1.67 | -0.6 | -3.4 | 1.6 | 0.6 | -5.4 | 2.2 | -1.5 | 11.2 | 0.0 | 0.2 | -1.1 | 2.6 |
| 1983 |
+23.14 | +18.65 | 3.6 | 2.6 | 3.6 | 7.7 | -0.7 | 3.9 | -3.1 | 1.9 | 1.4 | -1.3 | 2.4 | -0.5 |
| 1982 |
+11.14 | +7.04 | -2.3 | -6.0 | -1.6 | 3.4 | -3.8 | -2.6 | -3.3 | 12.3 | 0.2 | 11.1 | 3.8 | 1.1 |
| 1981 |
-3.39 | -11.30 | -4.3 | 2.3 | 3.9 | -2.0 | 0.8 | -0.7 | 0.2 | -5.2 | -4.8 | 5.3 | 4.5 | -2.6 |
| 1980 |
+27.59 | +13.40 | 5.6 | 0.1 | -10.2 | 4.0 | 5.2 | 2.5 | 6.4 | 1.0 | 2.4 | 1.7 | 11.0 | -3.5 |
| 1979 |
+12.57 | -0.64 | 3.7 | -3.3 | 5.3 | -0.1 | -2.1 | 3.7 | 0.7 | 5.9 | -0.2 | -7.2 | 4.9 | 1.4 |
| 1978 |
+18.11 | +8.34 | -5.0 | -0.6 | 3.6 | 9.3 | 2.2 | -0.6 | 6.3 | 4.1 | 0.3 | -7.4 | 3.3 | 2.4 |
| 1977 |
+1.91 | -4.49 | -4.1 | -0.6 | -0.4 | 0.9 | -0.6 | 5.2 | -0.6 | -0.5 | 0.8 | -3.0 | 4.0 | 1.3 |
| 1976 |
+14.60 | +9.29 | 11.4 | -1.5 | 2.0 | -1.7 | -1.8 | 4.4 | -1.4 | -0.5 | 1.9 | -2.9 | -0.4 | 5.1 |
| 1975 |
+34.35 | +25.64 | 12.1 | 6.3 | 2.4 | 5.0 | 5.6 | 4.9 | -6.9 | -2.2 | -3.8 | 6.4 | 3.1 | -1.4 |
| 1974 |
-24.56 | -32.84 | -0.9 | -0.1 | -2.1 | -3.8 | -2.2 | -1.7 | -7.7 | -8.3 | -11.0 | 18.1 | -3.6 | -1.9 |
| 1973 |
-14.59 | -21.43 | -1.9 | -3.6 | -0.2 | -4.5 | -1.2 | -0.7 | 4.7 | -2.9 | 4.6 | -0.1 | -10.6 | 1.6 |
| 1972 |
+23.43 | +19.36 | 2.5 | 3.4 | 1.1 | 1.1 | 2.2 | -1.5 | 0.3 | 4.2 | -0.1 | 1.5 | 5.1 | 1.6 |
| 1971 |
+19.46 | +15.68 | 4.8 | 1.6 | 4.3 | 4.2 | -3.5 | 0.7 | -3.4 | 4.2 | -0.1 | -3.4 | 0.4 | 8.9 |
| 1970 |
-2.07 | -7.24 | -7.9 | 5.1 | -0.1 | -9.4 | -6.5 | -5.4 | 7.4 | 4.4 | 3.3 | -1.6 | 4.8 | 5.8 |
Portofolio Returns, up to December 2008, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- VT - Vanguard Total World Stock: simulated historical serie, up to December 2008
Portfolio efficiency
Compared to the All Country World Stocks Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| 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 | ||
| US Stocks Minimum Volatility | +9.47 | 13.67 | -43.27 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +9.33 | 13.50 | -45.52 | 90 | 10 | 0 | ||
| Stocks/Bonds 60/40 Momentum | +9.28 | 9.43 | -32.52 | 60 | 40 | 0 | ||
| Sheltered Sam 100/0 | +8.92 | 15.16 | -54.91 | 97 | 0 | 3 | ||
| Stocks/Bonds 80/20 | +8.89 | 12.33 | -41.09 | 80 | 20 | 0 | ||
| Dedalo Three | +8.68 | 15.26 | -52.73 | 100 | 0 | 0 | ||
| Simple Path to Wealth | +8.66 | 11.60 | -38.53 | 75 | 25 | 0 | ||
| Robust | +8.60 | 10.99 | -44.20 | 70 | 20 | 10 | ||
| Sheltered Sam 90/10 | +8.55 | 13.61 | -50.12 | 87.3 | 10 | 2.7 | ||
| Aggressive Global Income | +8.52 | 14.36 | -52.63 | 80 | 20 | 0 | ||
| Mid-Fifties | +8.33 | 12.89 | -46.21 | 80 | 20 | 0 | ||
| Late Thirties to Early Forties | +8.26 | 13.52 | -48.28 | 85 | 15 | 0 | ||
| Edge Select Aggressive | +8.21 | 13.16 | -45.65 | 84 | 16 | 0 | ||
| Late Sixties and Beyond | +8.19 | 11.57 | -41.80 | 71 | 29 | 0 | ||
| Robo Advisor 100 | +8.18 | 15.73 | -54.55 | 100 | 0 | 0 | ||
| Mid-Twenties | +8.17 | 13.85 | -49.50 | 87 | 13 | 0 | ||
| Dedalo Four | +8.15 | 12.27 | -43.94 | 80 | 20 | 0 | ||
| Sheltered Sam 80/20 | +8.15 | 12.09 | -45.06 | 77.6 | 20 | 2.4 | ||
| Robo Advisor 90 | +8.08 | 14.37 | -50.07 | 90.1 | 9.9 | 0 | ||
| Yale Endowment | +8.06 | 10.83 | -39.48 | 70 | 30 | 0 | ||
| Talmud Portfolio | +8.00 | 10.64 | -40.17 | 66.7 | 33.3 | 0 | ||
| Second Grader's Starter | +7.94 | 13.75 | -48.52 | 90 | 10 | 0 | ||
| Stocks/Bonds 60/40 | +7.93 | 9.46 | -30.55 | 60 | 40 | 0 | ||
| Robo Advisor 80 | +7.91 | 13.00 | -45.47 | 80 | 20 | 0 | ||
| Couch Potato | +7.88 | 8.66 | -27.04 | 50 | 50 | 0 | ||
| Seven Value | +7.85 | 11.26 | -41.22 | 71.5 | 28.5 | 0 | ||
| Core Four | +7.77 | 12.08 | -44.44 | 80 | 20 | 0 | ||
| Edge Select Moderately Aggressive | +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 | +7.72 | 10.60 | -39.73 | 67.9 | 30 | 2.1 | ||
| Lazy Portfolio | +7.71 | 10.76 | -40.89 | 70 | 30 | 0 | ||
| Family Taxable Portfolio | +7.65 | 11.54 | -38.46 | 70 | 30 | 0 | ||
| Four Funds | +7.61 | 12.35 | -44.08 | 80 | 20 | 0 | ||
| Six Ways from Sunday | +7.60 | 10.87 | -39.14 | 66.7 | 33.3 | 0 | ||
| Jane Bryant Quinn Portfolio | +7.59 | 10.65 | -39.55 | 70 | 30 | 0 | ||
| Golden Butterfly | +7.52 | 7.52 | -17.79 | 40 | 40 | 20 | ||
| Three Funds | +7.51 | 12.28 | -43.68 | 80 | 20 | 0 | ||
| LifeStrategy Growth Fund | +7.45 | 12.31 | -44.18 | 80 | 20 | 0 | ||
| Gone Fishin' Portfolio | +7.44 | 12.00 | -43.02 | 65 | 30 | 5 | ||
| Coffeehouse | +7.42 | 9.53 | -33.93 | 60 | 40 | 0 | ||
| Long Term Portfolio | +7.38 | 12.34 | -45.92 | 80 | 20 | 0 | ||
| Perfect Portfolio | +7.34 | 12.31 | -44.81 | 80 | 20 | 0 | ||
| No Brainer Portfolio | +7.30 | 11.63 | -40.40 | 75 | 25 | 0 | ||
| Robo Advisor 50 | +7.29 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
| Sheltered Sam 60/40 | +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 | +7.25 | 9.17 | -31.78 | 55.9 | 44.1 | 0 | ||
| Tilt Toward Value | +7.25 | 9.29 | -34.63 | 60 | 40 | 0 | ||
| Marc Faber Portfolio | +7.20 | 9.54 | -28.82 | 50 | 25 | 25 | ||
| All Weather Portfolio | +7.19 | 7.21 | -20.19 | 30 | 55 | 15 | ||
| Edge Select Moderate | +7.18 | 8.84 | -29.58 | 53 | 47 | 0 | ||
| Five Fold | +7.18 | 9.64 | -37.94 | 60 | 40 | 0 | ||
| Gretchen Tai Portfolio | +7.17 | 11.59 | -41.80 | 70 | 30 | 0 | ||
| Five Asset | +7.10 | 11.23 | -44.75 | 60 | 20 | 20 | ||
| Simple Money Portfolio | +7.08 | 9.00 | -32.39 | 60 | 40 | 0 | ||
| Sandwich Portfolio | +7.08 | 8.23 | -28.96 | 55 | 45 | 0 | ||
| Margaritaville | +7.07 | 10.78 | -38.70 | 67 | 33 | 0 | ||
| Nano Portfolio | +7.04 | 9.55 | -36.66 | 60 | 40 | 0 | ||
| Simple and Cheap | +7.02 | 9.29 | -34.84 | 60 | 40 | 0 | ||
| Global Market Portfolio | +6.96 | 8.14 | -25.90 | 45 | 55 | 0 | ||
| Ultimate Buy&Hold | +6.95 | 9.20 | -34.23 | 60 | 40 | 0 | ||
| Coward's Portfolio | +6.94 | 9.02 | -32.68 | 60 | 40 | 0 | ||
| LifeStrategy Moderate Growth | +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 | +6.87 | 9.06 | -33.80 | 60 | 40 | 0 | ||
| One-Decision Portfolio | +6.84 | 8.25 | -31.96 | 50 | 50 | 0 | ||
| GAA Global Asset Allocation | +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 | +6.77 | 7.75 | -28.23 | 48.5 | 50 | 1.5 | ||
| Four Square | +6.64 | 8.39 | -29.95 | 50 | 50 | 0 | ||
| Ivy Portfolio | +6.63 | 11.52 | -47.39 | 60 | 20 | 20 | ||
| 7Twelve Portfolio | +6.60 | 9.74 | -37.96 | 50 | 33.3 | 16.7 | ||
| Ideal Index | +6.58 | 10.60 | -40.11 | 70 | 30 | 0 | ||
| High Yield Bonds Income | +6.57 | 8.71 | -23.97 | 0 | 100 | 0 | ||
| Zefiro Portfolio | +6.56 | 7.41 | -20.61 | 20 | 50 | 30 | ||
| Edge Select Moderately Conservative | +6.51 | 6.73 | -20.48 | 37 | 63 | 0 | ||
| Rob Arnott Portfolio | +6.50 | 7.11 | -24.27 | 30 | 60 | 10 | ||
| Desert Portfolio | +6.48 | 5.42 | -14.72 | 30 | 60 | 10 | ||
| Permanent Portfolio | +6.41 | 6.46 | -15.92 | 25 | 50 | 25 | ||
| Lifepath Fund | +6.36 | 6.89 | -21.23 | 40.4 | 59.6 | 0 | ||
| Paul Boyer Portfolio | +6.32 | 7.43 | -18.04 | 25 | 50 | 25 | ||
| All Country World 80/20 | +6.32 | 12.69 | -47.32 | 80 | 20 | 0 | ||
| Andrew Tobias Portfolio | +6.28 | 9.90 | -36.42 | 66.7 | 33.3 | 0 | ||
| All Country World 60/40 | +6.27 | 9.99 | -36.70 | 60 | 40 | 0 | ||
| Sheltered Sam 40/60 | +6.25 | 6.41 | -22.05 | 38.8 | 60 | 1.2 | ||
| LifeStrategy Conservative Growth | +6.22 | 6.79 | -21.90 | 40 | 60 | 0 | ||
| All Country World Stocks | +6.21 | 15.57 | -57.06 | 100 | 0 | 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 | 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 | ||
