Andrew Tobias Portfolio: ETF allocation and returns

Data Source: from January 1970 to May 2023 (~53 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.89%
1 Day
Jun 02 2023
1.78%
Current Month
June 2023

The Andrew Tobias Portfolio is a High Risk portfolio and can be implemented with 3 ETFs.

It's exposed for 66.67% on the Stock Market.

In the last 30 Years, the Andrew Tobias Portfolio obtained a 6.28% compound annual return, with a 9.90% standard deviation.

Asset Allocation and ETFs

The Andrew Tobias Portfolio has the following asset allocation:

66.67% Stocks
33.33% Fixed Income
0% Commodities

The Andrew Tobias Portfolio can be implemented with the following ETFs:

Weight (%) Ticker ETF Name Investment Themes
33.34
VTI
Vanguard Total Stock Market Equity, U.S., Large Cap
33.33
EFA
iShares MSCI EAFE Equity, EAFE, Large Cap
33.33
SHY
iShares 1-3 Year Treasury Bond Bond, U.S., Short 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 Andrew Tobias 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.
ANDREW TOBIAS 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)
Andrew Tobias Portfolio 0.89 1.78 -1.37 3.36 2.01 5.03 5.80 6.28 8.55
US Inflation Adjusted return -1.37 1.44 -1.72 1.17 3.05 3.68 4.40
Components
VTI
Vanguard Total Stock Market 1.65 Jun 02 2023 2.67 0.43 2.44 2.13 9.99 11.40 9.70 9.04
EFA
iShares MSCI EAFE 1.30 Jun 02 2023 2.80 -4.01 5.71 3.63 3.34 4.64 4.67 7.99
SHY
iShares 1-3 Year Treasury Bond -0.28 Jun 02 2023 -0.13 -0.38 1.41 -0.24 0.88 0.65 3.03 4.43
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 Andrew Tobias Portfolio granted a 1.61% dividend yield. If you are interested in getting periodic income, please refer to the Andrew Tobias Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of Andrew Tobias Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
ANDREW TOBIAS 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 (%) -1.37 2.57 3.36 2.01 6.74 5.03 5.80 6.40 6.28 8.55
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 (%) -1.37 1.72 1.44 -1.72 0.92 1.17 3.05 3.76 3.68 4.40
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 14.43 11.66 11.77 9.61 10.08 9.90 10.41
Sharpe Ratio -0.08 0.49 0.31 0.52 0.52 0.41 0.44
Sortino Ratio -0.11 0.68 0.42 0.70 0.68 0.54 0.59
MAXIMUM DRAWDOWN
Drawdown Depth (%) -10.60 -18.85 -18.85 -18.85 -36.42 -36.42 -36.42
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
42
42
42
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 45.65 33.38 27.34 18.23 13.96 12.27
Worst Return (%) -30.85 -9.38 -1.21 1.44 3.88 6.27
% Positive Periods 81% 91% 99% 100% 100% 100%
MONTHS
Positive 0 2 3 6 22 37 77 152 227 407
Negative 1 1 3 6 14 23 43 88 133 234
% Positive 0% 67% 50% 50% 61% 62% 64% 63% 63% 63%
WITHDRAWAL RATES (WR)
Safe WR (%) 37.57 21.69 12.57 7.92 6.12 4.84
Perpetual WR (%) 0.91 1.15 2.96 3.62 3.55 4.21
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
VTI
EFA
SHY
VTI
-
0.87
0.64
EFA
0.87
-
0.75
SHY
0.64
0.75
-
Asset
VTI
EFA
SHY
VTI
-
0.89
0.06
EFA
0.89
-
0.16
SHY
0.06
0.16
-
Asset
VTI
EFA
SHY
VTI
-
0.87
0.00
EFA
0.87
-
0.10
SHY
0.00
0.10
-
Asset
VTI
EFA
SHY
VTI
-
0.83
-0.14
EFA
0.83
-
-0.13
SHY
-0.14
-0.13
-
Asset
VTI
EFA
SHY
VTI
-
0.78
0.11
EFA
0.78
-
0.10
SHY
0.11
0.10
-

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$, since June 1993, now would be worth 6216.97$, with a total return of 521.70% (6.28% annualized).

The Inflation Adjusted Capital now would be 2955.16$, with a net total return of 195.52% (3.68% annualized).
An investment of 1000$, since January 1970, now would be worth 80084.48$, with a total return of 7908.45% (8.55% annualized).

The Inflation Adjusted Capital now would be 9952.38$, with a net total return of 895.24% (4.40% 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.

ANDREW TOBIAS 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
-36.42% Nov 2007 Feb 2009 16 Apr 2011 26 42
-25.91% Apr 2000 Sep 2002 30 Oct 2004 25 55
-18.85% Jan 2022 Sep 2022 9 in progress 8 17
-13.71% Jan 2020 Mar 2020 3 Aug 2020 5 8
-13.69% May 2011 Sep 2011 5 Dec 2012 15 20
-9.73% Jul 1998 Aug 1998 2 Nov 1998 3 5
-8.88% Feb 2018 Dec 2018 11 Apr 2019 4 15
-8.81% Jun 2015 Feb 2016 9 Dec 2016 10 19
-4.17% Sep 1993 Nov 1993 3 Jan 1994 2 5
-3.79% May 2019 May 2019 1 Jun 2019 1 2
-3.65% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.64% Jan 2000 Jan 2000 1 Mar 2000 2 3
-3.64% Feb 1994 Mar 1994 2 Aug 1994 5 7
-3.49% Sep 1994 Nov 1994 3 Mar 1995 4 7
-3.41% Aug 1997 Aug 1997 1 Sep 1997 1 2
-3.18% Oct 1997 Oct 1997 1 Jan 1998 3 4
-2.86% Jul 1996 Jul 1996 1 Sep 1996 2 3
-2.75% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.72% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.58% Mar 2005 Apr 2005 2 Jul 2005 3 5
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-36.42% Nov 2007 Feb 2009 16 Apr 2011 26 42
-29.06% Jan 1973 Sep 1974 21 Jun 1975 9 30
-25.91% Apr 2000 Sep 2002 30 Oct 2004 25 55
-18.85% Jan 2022 Sep 2022 9 in progress 8 17
-14.84% Mar 1970 Jun 1970 4 Dec 1970 6 10
-14.68% Sep 1987 Nov 1987 3 Nov 1988 12 15
-13.71% Jan 2020 Mar 2020 3 Aug 2020 5 8
-13.69% May 2011 Sep 2011 5 Dec 2012 15 20
-12.76% Jan 1990 Sep 1990 9 Feb 1991 5 14
-10.17% Dec 1981 Jul 1982 8 Oct 1982 3 11
-9.73% Jul 1998 Aug 1998 2 Nov 1998 3 5
-9.00% Jul 1975 Sep 1975 3 Jan 1976 4 7
-8.88% Feb 2018 Dec 2018 11 Apr 2019 4 15
-8.81% Jun 2015 Feb 2016 9 Dec 2016 10 19
-8.62% Feb 1980 Mar 1980 2 May 1980 2 4
-7.29% Apr 1981 Sep 1981 6 Nov 1981 2 8
-6.12% Sep 1979 Oct 1979 2 Jan 1980 3 5
-6.05% Oct 1978 Oct 1978 1 Jan 1979 3 4
-5.16% Dec 1983 May 1984 6 Aug 1984 3 9
-5.07% May 1971 Jul 1971 3 Sep 1971 2 5

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.

ANDREW TOBIAS 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
 9.41 2.01 45.65
Sep 1985 - Aug 1986 		-30.85
Mar 2008 - Feb 2009 		19.21%
2 Years
 9.15 -1.83 37.12
May 1985 - Apr 1987 		-16.21
Mar 2007 - Feb 2009 		11.33%
3 Years
 8.99 6.74 33.38
Aug 1984 - Jul 1987 		-9.38
Apr 2000 - Mar 2003 		8.75%
5 Years
 8.99 5.03 27.34
Aug 1982 - Jul 1987 		-1.21
Mar 2004 - Feb 2009 		0.69%
7 Years
 9.08 6.34 22.09
Aug 1982 - Jul 1989 		1.55
Mar 2002 - Feb 2009 		0.00%
10 Years
 9.21 5.80 18.23
Sep 1977 - Aug 1987 		1.44
Mar 1999 - Feb 2009 		0.00%
15 Years
 9.25 4.86 16.53
Oct 1974 - Sep 1989 		3.77
Oct 2007 - Sep 2022 		0.00%
20 Years
 9.14 6.40 13.96
Apr 1980 - Mar 2000 		3.88
Apr 2000 - Mar 2020 		0.00%
30 Years
 9.09 6.28 12.27
Jul 1970 - Jun 2000 		6.27
Oct 1992 - Sep 2022 		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 Andrew Tobias 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

ANDREW TOBIAS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 5.80% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in Andrew Tobias 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
1.22
40%
-1.06
40%
-0.45
80%
1.41
80%
0.06
60%
0.19
60%
2.00
80%
0.28
60%
-1.78
40%
0.51
60%
3.00
80%
0.23
60%
 Capital Growth on monthly avg returns
100
101.22
100.15
99.70
101.11
101.17
101.36
103.39
103.67
101.83
102.35
105.42
105.66
Best 5.6
2023 		2.1
2019 		2.5
2023 		5.9
2020 		3.3
2020 		4.6
2019 		4.7
2022 		3.9
2020 		1.6
2019 		4.2
2022 		8.5
2020 		3.3
2020
Worst -3.5
2022 		-4.9
2020 		-8.5
2020 		-5.4
2022 		-3.8
2019 		-5.7
2022 		-0.2
2019 		-3.4
2022 		-6.2
2022 		-5.2
2018 		-2.1
2021 		-4.6
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
0.44
40%
-0.01
50%
0.17
60%
1.19
90%
0.46
80%
-0.10
50%
1.78
80%
-0.32
60%
-0.71
50%
1.07
70%
1.91
80%
0.24
60%
 Capital Growth on monthly avg returns
100
100.44
100.43
100.60
101.80
102.27
102.16
103.98
103.65
102.92
104.02
106.00
106.25
Best 5.6
2023 		3.9
2015 		4.5
2016 		5.9
2020 		3.3
2020 		4.6
2019 		4.7
2022 		3.9
2020 		4.1
2013 		4.7
2015 		8.5
2020 		3.3
2020
Worst -3.5
2016 		-4.9
2020 		-8.5
2020 		-5.4
2022 		-3.8
2019 		-5.7
2022 		-1.6
2014 		-4.6
2015 		-6.2
2022 		-5.2
2018 		-2.1
2021 		-4.6
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
0.79
56%
0.47
57%
0.86
63%
1.33
76%
0.39
61%
0.35
55%
0.78
62%
0.36
62%
-0.16
58%
0.75
60%
1.41
74%
1.45
77%
 Capital Growth on monthly avg returns
100
100.79
101.27
102.14
103.49
103.89
104.26
105.07
105.45
105.28
106.07
107.56
109.12
Best 8.7
1975 		6.3
1986 		7.0
1986 		7.1
2009 		7.0
1990 		4.6
2019 		7.0
1989 		8.5
1982 		6.3
2010 		10.8
1974 		8.5
2020 		6.2
1971
Worst -7.4
2009 		-6.8
2009 		-8.5
2020 		-8.0
1970 		-6.2
2010 		-5.7
2022 		-5.2
2002 		-9.2
1998 		-6.2
2022 		-11.9
1987 		-7.0
1973 		-4.6
2018
Monthly Seasonality over the period Jan 1970 - May 2023

Monthly/Yearly Returns

Andrew Tobias 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
407 Positive Months (63%) - 234 Negative Months (37%)
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
 +5.92 +3.62 5.6 -2.2 2.5 1.4 -1.4
2022
 -12.58 -17.88 -3.5 -2.1 0.7 -5.4 0.8 -5.7 4.7 -3.4 -6.2 4.2 5.9 -2.4
2021
 +12.14 +4.77 -0.4 1.8 2.1 2.7 1.3 0.4 0.9 1.5 -2.7 3.3 -2.1 2.8
2020
 +10.55 +9.07 -0.8 -4.9 -8.5 5.9 3.3 1.8 2.6 3.9 -1.9 -1.8 8.5 3.3
2019
 +18.69 +16.04 5.1 2.1 1.0 2.4 -3.8 4.6 -0.2 -1.2 1.6 2.0 1.7 2.1
2018
 -5.85 -7.62 3.3 -2.9 -0.9 0.6 0.4 -0.3 2.0 0.6 0.3 -5.2 1.0 -4.6
2017
 +15.52 +13.14 1.8 1.6 1.1 1.3 1.6 0.4 1.6 0.1 1.6 1.3 1.2 0.9
2016
 +5.01 +2.87 -3.5 -1.1 4.5 1.0 0.5 -0.5 2.6 0.2 0.6 -1.5 0.8 1.6
2015
 -0.07 -0.79 -0.5 3.9 -0.8 1.5 0.5 -1.6 1.3 -4.6 -2.3 4.7 -0.1 -1.5
2014
 +2.26 +1.50 -2.7 3.6 0.0 0.6 1.3 1.2 -1.6 1.5 -2.0 1.0 0.9 -1.4
2013
 +18.36 +16.61 3.1 0.0 1.8 2.2 -0.2 -1.4 3.8 -1.8 4.1 2.7 1.2 1.7
2012
 +11.85 +9.94 3.5 3.0 1.2 -0.9 -5.9 3.7 0.4 2.0 1.8 -0.3 1.2 2.0
2011
 -3.28 -6.06 1.4 2.4 -0.7 3.0 -1.0 -1.0 -1.5 -4.9 -6.0 6.7 -0.8 -0.3
2010
 +9.28 +7.67 -2.6 1.3 4.1 -0.1 -6.2 -2.5 5.9 -2.7 6.3 2.7 -1.5 5.0
2009
 +18.73 +15.59 -7.4 -6.8 5.3 7.1 6.1 -0.4 6.1 3.0 2.9 -1.8 3.6 1.0
2008
 -23.80 -23.87 -4.1 -0.8 -0.1 3.0 0.9 -5.5 -1.1 -0.7 -6.2 -11.0 -3.4 2.9
2007
 +7.55 +3.34 1.1 -0.3 1.5 2.7 2.0 -0.6 -1.7 0.6 3.3 2.2 -2.2 -1.2
2006
 +15.13 +12.28 3.1 -0.2 2.1 2.1 -2.4 0.1 0.5 1.9 1.0 2.6 2.0 1.6
2005
 +7.05 +3.52 -1.5 1.9 -1.5 -1.1 1.1 0.8 2.3 1.1 1.4 -1.9 2.4 1.9
2004
 +10.80 +7.31 1.3 1.4 -0.2 -2.2 0.9 1.8 -2.6 0.7 1.2 1.9 3.5 2.9
2003
 +24.42 +22.12 -2.4 -1.1 -0.4 6.2 4.2 1.3 1.2 1.9 1.0 4.3 1.4 4.9
2002
 -9.29 -11.40 -2.1 0.0 2.7 -0.5 -0.1 -3.0 -5.2 0.2 -5.9 3.3 3.2 -2.0
2001
 -8.37 -9.77 1.7 -5.4 -4.0 5.0 -0.8 -1.7 -0.6 -2.4 -5.3 2.0 2.9 0.7
2000
 -5.34 -8.44 -3.6 2.0 3.4 -3.5 -1.8 3.2 -1.8 3.0 -2.8 -1.2 -4.0 2.1
1999
 +21.21 +18.04 1.7 -2.3 3.1 3.5 -2.2 3.5 0.1 0.3 0.0 3.5 3.1 5.5
1998
 +15.71 +13.88 1.9 4.5 2.9 0.8 -0.7 1.3 -0.6 -9.2 2.0 5.6 3.6 3.3
1997
 +12.04 +10.17 0.7 0.5 -1.8 2.1 5.2 3.3 3.4 -3.4 3.7 -3.2 0.6 0.8
1996
 +10.01 +6.47 1.3 0.4 1.0 2.1 0.5 0.1 -2.9 1.1 2.9 0.5 3.7 -1.1
1995
 +17.29 +14.39 -0.1 0.3 3.1 2.3 1.3 0.7 3.3 -0.4 2.0 -0.9 2.7 1.9
1994
 +3.04 +0.35 4.6 -0.9 -2.8 1.3 0.3 -0.1 1.4 2.1 -1.7 1.6 -3.3 0.8
1993
 +15.62 +12.53 0.8 1.7 4.3 2.9 2.1 -0.7 1.5 3.4 -1.1 1.1 -4.1 3.0
1992
 +0.36 -2.47 -1.0 -0.7 -3.2 0.6 2.7 -1.7 0.8 1.7 -0.1 -1.6 1.7 1.2
1991
 +17.79 +14.29 2.5 6.2 -0.5 1.0 1.5 -3.7 3.3 0.4 1.9 1.6 -2.8 5.6
1990
 -6.98 -12.33 -3.6 -1.5 -2.3 -1.7 7.0 0.1 0.8 -6.1 -5.5 4.5 0.1 1.9
1989
 +17.49 +12.27 3.2 -0.4 0.1 2.7 0.3 -0.1 7.0 -0.7 1.8 -1.6 2.3 2.0
1988
 +16.22 +11.30 3.2 4.2 1.6 1.0 -1.0 0.9 0.4 -3.0 2.6 3.0 1.7 0.5
1987
 +12.63 +7.84 8.4 2.6 4.7 3.0 0.4 0.5 1.5 4.4 -1.3 -11.9 -1.9 3.0
1986
 +29.43 +28.03 1.3 6.3 7.0 2.6 0.2 3.7 0.7 5.4 -3.3 -1.3 2.8 1.2
1985
 +33.71 +28.82 6.6 1.6 0.9 1.0 5.3 2.0 0.5 0.4 -1.5 3.7 5.3 3.9
1984
 +7.84 +3.74 -0.2 -2.3 0.9 0.5 -3.8 1.8 -0.4 7.6 0.7 1.0 0.0 2.2
1983
 +18.09 +13.78 2.8 2.3 2.3 5.7 0.1 2.8 -2.4 1.0 1.7 -1.2 2.1 -0.3
1982
 +13.56 +9.37 -2.0 -3.8 -0.8 2.9 -1.9 -2.2 -0.6 8.5 1.1 8.4 2.9 1.2
1981
 +2.58 -5.82 -2.5 1.2 3.8 -1.6 1.4 -0.3 -0.3 -3.6 -3.1 5.4 4.8 -2.1
1980
 +21.48 +7.97 3.9 -1.4 -7.4 5.6 4.8 2.4 4.1 0.3 1.6 1.0 7.3 -1.8
1979
 +12.34 -0.84 3.1 -2.1 4.1 0.2 -0.9 3.2 0.6 4.0 -0.1 -6.0 4.5 1.7
1978
 +14.77 +5.28 -3.1 0.0 2.8 6.2 2.0 -0.2 4.6 3.3 0.3 -6.0 2.8 1.7
1977
 +5.85 -0.80 -2.5 0.0 0.2 1.0 0.1 4.0 -0.3 0.0 0.8 -1.8 3.4 1.2
1976
 +12.36 +7.15 7.6 -0.5 1.6 -1.3 -1.9 3.1 -1.0 -0.1 1.5 -1.8 0.7 4.2
1975
 +27.33 +19.07 8.7 4.7 1.1 3.2 4.8 4.1 -4.9 -1.4 -2.9 5.7 2.1 0.1
1974
 -14.69 -24.06 -0.1 0.3 -2.1 -3.0 -1.4 -1.2 -5.0 -5.5 -5.8 10.8 -1.5 -0.3
1973
 -9.53 -16.78 -1.6 -2.7 -0.3 -2.8 -1.5 -0.3 2.3 -1.2 4.3 0.7 -7.0 0.5
1972
 +19.26 +15.33 1.8 2.9 1.0 1.0 2.1 -0.9 0.6 2.4 0.0 1.6 4.2 1.1
1971
 +18.25 +14.51 4.5 1.2 4.7 1.8 -2.8 0.0 -2.4 4.5 0.9 -1.7 0.4 6.2
1970
 +2.21 -3.19 -4.9 5.5 -0.5 -8.0 -4.5 -2.6 5.3 2.4 2.7 -1.1 5.5 3.6

Portofolio Returns, up to December 2002, 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:

  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
  • SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002

Portfolio efficiency

Compared to the Andrew Tobias 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 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Stocks/Bonds 60/40 +7.93 9.46 -30.55 60 40 0
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
Coffeehouse Bill Schultheis +7.42 9.53 -33.93 60 40 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
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
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
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
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
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
Andrew Tobias Portfolio Andrew Tobias +6.28 9.90 -36.42 66.7 33.3 0

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 0
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