Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
The Bogleheads Four Funds 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 Bogleheads Four Funds Portfolio obtained a 7.61% compound annual return, with a 12.35% standard deviation.
Asset Allocation and ETFs
The Bogleheads Four Funds Portfolio has the following asset allocation:
The Bogleheads Four Funds Portfolio can be implemented with the following ETFs:
Weight (%) | Ticker | ETF Name | Investment Themes |
---|---|---|---|
50.00 |
VTI
|
Vanguard Total Stock Market | Equity, U.S., Large Cap |
30.00 |
VEU
|
Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap |
10.00 |
TIP
|
iShares TIPS Bond | Bond, U.S., All-Term |
10.00 |
BND
|
Vanguard Total Bond Market | Bond, U.S., 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 Bogleheads Four Funds Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of May 31, 2023 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
||
Bogleheads Four Funds Portfolio | 1.15 | 2.18 | -1.10 | 2.37 | 0.02 | 6.21 | 7.41 | 7.61 | 9.43 | ||
US Inflation Adjusted return | -1.10 | 0.46 | -3.63 | 2.31 | 4.61 | 4.97 | 6.45 | ||||
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 |
VEU
|
Vanguard FTSE All-World ex-US | 1.42 | Jun 02 2023 | 3.02 | -3.41 | 2.88 | -0.80 | 2.60 | 4.27 | 4.75 | 8.02 |
TIP
|
iShares TIPS Bond | -0.49 | Jun 02 2023 | -0.33 | -1.71 | 0.52 | -5.71 | 2.20 | 1.42 | 5.21 | 6.80 |
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 |
In 2022, the Bogleheads Four Funds Portfolio granted a 2.25% dividend yield. If you are interested in getting periodic income, please refer to the Bogleheads Four Funds Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Bogleheads Four Funds Portfolio, updated as of 31 May 2023.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Metrics as of May 31, 2023 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
Portfolio Return (%) | -1.10 | 2.82 | 2.37 | 0.02 | 7.93 | 6.21 | 7.41 | 7.94 | 7.61 | 9.43 |
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 (%) | -1.10 | 1.97 | 0.46 | -3.63 | 2.05 | 2.31 | 4.61 | 5.26 | 4.97 | 6.45 |
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 17.96 | 14.40 | 14.86 | 12.01 | 12.54 | 12.35 | 12.40 | |||
Sharpe Ratio | -0.18 | 0.48 | 0.33 | 0.55 | 0.54 | 0.44 | 0.44 | |||
Sortino Ratio | -0.24 | 0.65 | 0.43 | 0.73 | 0.70 | 0.57 | 0.57 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -12.95 | -23.20 | -23.20 | -23.20 | -44.08 | -44.08 | -44.08 | |||
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 (%) | 49.11 | 25.00 | 22.58 | 14.19 | 11.80 | 10.18 | ||||
Worst Return (%) | -37.94 | -11.70 | -2.51 | 0.52 | 4.72 | 7.50 | ||||
% Positive Periods | 81% | 88% | 98% | 100% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 0 | 2 | 3 | 6 | 22 | 38 | 80 | 156 | 227 | 301 |
Negative | 1 | 1 | 3 | 6 | 14 | 22 | 40 | 84 | 133 | 160 |
% Positive | 0% | 67% | 50% | 50% | 61% | 63% | 67% | 65% | 63% | 65% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 39.57 | 22.67 | 13.70 | 8.91 | 7.05 | 10.62 | ||||
Perpetual WR (%) | 2.01 | 2.26 | 4.41 | 4.99 | 4.74 | 6.06 |
- 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.
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.
Asset |
VTI
|
VEU
|
TIP
|
BND
|
---|---|---|---|---|
VTI
|
-
|
0.83
|
0.90
|
0.74
|
VEU
|
0.83
|
-
|
0.82
|
0.90
|
TIP
|
0.90
|
0.82
|
-
|
0.87
|
BND
|
0.74
|
0.90
|
0.87
|
-
|
Asset |
VTI
|
VEU
|
TIP
|
BND
|
---|---|---|---|---|
VTI
|
-
|
0.88
|
0.59
|
0.44
|
VEU
|
0.88
|
-
|
0.53
|
0.50
|
TIP
|
0.59
|
0.53
|
-
|
0.84
|
BND
|
0.44
|
0.50
|
0.84
|
-
|
Asset |
VTI
|
VEU
|
TIP
|
BND
|
---|---|---|---|---|
VTI
|
-
|
0.86
|
0.46
|
0.34
|
VEU
|
0.86
|
-
|
0.46
|
0.40
|
TIP
|
0.46
|
0.46
|
-
|
0.83
|
BND
|
0.34
|
0.40
|
0.83
|
-
|
Asset |
VTI
|
VEU
|
TIP
|
BND
|
---|---|---|---|---|
VTI
|
-
|
0.83
|
0.19
|
0.14
|
VEU
|
0.83
|
-
|
0.20
|
0.15
|
TIP
|
0.19
|
0.20
|
-
|
0.83
|
BND
|
0.14
|
0.15
|
0.83
|
-
|
Asset |
VTI
|
VEU
|
TIP
|
BND
|
---|---|---|---|---|
VTI
|
-
|
0.73
|
0.22
|
0.18
|
VEU
|
0.73
|
-
|
0.21
|
0.18
|
TIP
|
0.22
|
0.21
|
-
|
0.88
|
BND
|
0.18
|
0.18
|
0.88
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Capital Growth as of May 31, 2023
The Inflation Adjusted Capital now would be 4290.53$, with a net total return of 329.05% (4.97% annualized).
The Inflation Adjusted Capital now would be 11051.37$, with a net total return of 1005.14% (6.45% 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.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-44.08% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 |
-32.45% | Apr 2000 | Sep 2002 | 30 | Nov 2004 | 26 | 56 |
-23.20% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
-17.11% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
-15.64% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
-12.43% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
-10.69% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
-10.05% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-6.92% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 |
-5.19% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
-4.69% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.68% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
-4.19% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 |
-4.18% | Sep 1994 | Nov 1994 | 3 | Mar 1995 | 4 | 7 |
-4.05% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 |
-4.01% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-3.93% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-3.74% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
-3.50% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.23% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-44.08% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 |
-32.45% | Apr 2000 | Sep 2002 | 30 | Nov 2004 | 26 | 56 |
-23.20% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
-19.18% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
-17.11% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
-15.64% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
-15.56% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 |
-12.43% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
-10.69% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
-10.05% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-6.92% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 |
-5.19% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
-5.02% | Sep 1986 | Oct 1986 | 2 | Jan 1987 | 3 | 5 |
-4.87% | Jan 1992 | Mar 1992 | 3 | Nov 1992 | 8 | 11 |
-4.69% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.68% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
-4.29% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
-4.19% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 |
-4.18% | Sep 1994 | Nov 1994 | 3 | Mar 1995 | 4 | 7 |
-4.05% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 |
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.
Rolling Period |
Annualized Return (%) | Negative Periods |
|||
---|---|---|---|---|---|
Average | Latest | Best | Worst | ||
1 Year |
10.08 | 0.02 |
49.11 Sep 1985 - Aug 1986 |
-37.94 Mar 2008 - Feb 2009 |
19.33% |
2 Years |
9.48 | -3.27 |
38.97 Oct 1985 - Sep 1987 |
-20.48 Mar 2007 - Feb 2009 |
13.47% |
3 Years |
9.05 | 7.93 |
25.00 May 1985 - Apr 1988 |
-11.70 Apr 2000 - Mar 2003 |
11.74% |
5 Years |
8.64 | 6.21 |
22.58 Jan 1985 - Dec 1989 |
-2.51 Mar 2004 - Feb 2009 |
1.74% |
7 Years |
8.48 | 8.00 |
17.49 Jan 1985 - Dec 1991 |
0.75 Mar 2002 - Feb 2009 |
0.00% |
10 Years |
8.38 | 7.41 |
14.19 Oct 1985 - Sep 1995 |
0.52 Mar 1999 - Feb 2009 |
0.00% |
15 Years |
7.85 | 6.36 |
15.47 Jan 1985 - Dec 1999 |
4.62 Mar 1994 - Feb 2009 |
0.00% |
20 Years |
7.87 | 7.94 |
11.80 Jan 1985 - Dec 2004 |
4.72 Apr 2000 - Mar 2020 |
0.00% |
30 Years |
8.38 | 7.61 |
10.18 Jan 1985 - Dec 2014 |
7.50 Apr 1990 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Bogleheads Four Funds 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
The annualized return of the last 10 years has been 7.41% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Bogleheads Four Funds Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.70
40% |
-1.33
40% |
-0.84
80% |
1.88
80% |
-0.01
60% |
0.46
60% |
2.83
100% |
0.56
60% |
-2.55
40% |
0.67
60% |
3.73
80% |
0.05
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.70
|
100.34
|
99.50
|
101.36
|
101.35
|
101.82
|
104.71
|
105.30
|
102.62
|
103.30
|
107.16
|
107.21
|
Best |
6.8 2019 |
2.3 2019 |
2.8 2023 |
8.9 2020 |
4.1 2020 |
5.5 2019 |
6.2 2022 |
4.8 2020 |
1.6 2019 |
5.0 2022 |
9.8 2020 |
4.2 2020 |
Worst |
-4.2 2022 |
-5.7 2020 |
-11.5 2020 |
-7.1 2022 |
-4.7 2019 |
-6.8 2022 |
0.2 2019 |
-3.8 2022 |
-8.5 2022 |
-6.5 2018 |
-1.9 2021 |
-5.9 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.69
40% |
-0.01
50% |
0.13
70% |
1.45
90% |
0.50
80% |
0.09
60% |
2.36
90% |
-0.19
60% |
-1.13
50% |
1.42
70% |
2.41
80% |
0.18
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.69
|
100.68
|
100.81
|
102.26
|
102.77
|
102.87
|
105.29
|
105.09
|
103.90
|
105.38
|
107.92
|
108.12
|
Best |
6.8 2019 |
4.3 2015 |
6.2 2016 |
8.9 2020 |
4.1 2020 |
5.5 2019 |
6.2 2022 |
4.8 2020 |
4.5 2013 |
5.9 2015 |
9.8 2020 |
4.2 2020 |
Worst |
-4.3 2016 |
-5.7 2020 |
-11.5 2020 |
-7.1 2022 |
-4.7 2019 |
-6.8 2022 |
-1.5 2014 |
-5.5 2015 |
-8.5 2022 |
-6.5 2018 |
-1.9 2021 |
-5.9 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.95
62% |
0.61
56% |
0.99
69% |
1.68
82% |
0.82
67% |
0.19
50% |
1.27
68% |
-0.12
61% |
-0.52
55% |
0.74
63% |
1.42
71% |
1.77
79% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.95
|
101.57
|
102.58
|
104.30
|
105.15
|
105.35
|
106.69
|
106.56
|
106.01
|
106.79
|
108.31
|
110.22
|
Best |
10.2 1987 |
7.7 1986 |
7.7 1986 |
9.0 2009 |
8.3 1990 |
5.5 2019 |
7.8 1989 |
6.1 1986 |
7.8 2010 |
9.0 2011 |
9.8 2020 |
7.5 1991 |
Worst |
-8.1 2009 |
-8.2 2009 |
-11.5 2020 |
-7.1 2022 |
-7.1 2010 |
-6.8 2022 |
-6.7 2002 |
-11.7 1998 |
-8.5 2022 |
-15.9 2008 |
-5.7 2000 |
-5.9 2018 |
Monthly/Yearly Returns
Bogleheads Four Funds Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+6.38 | +4.08 | 6.6 | -3.0 | 2.8 | 1.2 | -1.1 | |||||||
2022 |
-17.06 | -22.08 | -4.2 | -2.2 | 1.0 | -7.1 | 0.3 | -6.8 | 6.2 | -3.8 | -8.5 | 5.0 | 6.9 | -3.8 |
2021 |
+15.70 | +8.09 | -0.1 | 1.9 | 2.2 | 3.6 | 1.3 | 1.3 | 0.8 | 1.9 | -3.5 | 4.4 | -1.9 | 3.1 |
2020 |
+15.71 | +14.15 | -0.6 | -5.7 | -11.5 | 8.9 | 4.1 | 2.5 | 4.4 | 4.8 | -2.4 | -1.7 | 9.8 | 4.2 |
2019 |
+23.60 | +20.84 | 6.8 | 2.3 | 1.4 | 2.9 | -4.7 | 5.5 | 0.2 | -1.3 | 1.6 | 2.1 | 2.3 | 2.7 |
2018 |
-7.02 | -8.76 | 4.1 | -3.7 | -1.0 | 0.3 | 0.9 | -0.2 | 2.5 | 1.2 | 0.1 | -6.5 | 1.6 | -5.9 |
2017 |
+19.47 | +17.01 | 2.3 | 2.3 | 0.9 | 1.3 | 1.5 | 0.6 | 2.1 | 0.5 | 1.7 | 1.7 | 1.7 | 1.4 |
2016 |
+8.61 | +6.40 | -4.3 | -0.5 | 6.2 | 1.0 | 0.6 | 0.4 | 3.4 | 0.2 | 0.7 | -1.8 | 1.1 | 1.6 |
2015 |
-1.37 | -2.09 | -0.8 | 4.3 | -1.0 | 1.8 | 0.2 | -1.9 | 0.9 | -5.5 | -2.6 | 5.9 | -0.1 | -1.9 |
2014 |
+5.85 | +5.06 | -3.0 | 4.2 | 0.3 | 0.7 | 1.9 | 1.9 | -1.5 | 2.6 | -2.8 | 1.6 | 1.3 | -1.2 |
2013 |
+19.92 | +18.15 | 3.3 | 0.3 | 2.2 | 2.1 | -0.3 | -2.3 | 4.5 | -2.4 | 4.5 | 3.4 | 1.5 | 1.8 |
2012 |
+14.85 | +12.88 | 4.9 | 3.7 | 1.1 | -0.6 | -6.4 | 3.9 | 0.9 | 2.2 | 2.4 | -0.7 | 1.0 | 2.0 |
2011 |
-1.60 | -4.43 | 1.3 | 2.8 | 0.2 | 3.5 | -1.4 | -1.2 | -1.3 | -5.3 | -7.4 | 9.0 | -0.8 | 0.0 |
2010 |
+13.49 | +11.82 | -3.2 | 2.0 | 5.2 | 0.9 | -7.1 | -3.1 | 6.6 | -3.0 | 7.8 | 3.4 | -1.2 | 5.7 |
2009 |
+26.98 | +23.62 | -8.1 | -8.2 | 7.7 | 9.0 | 7.5 | -0.4 | 7.3 | 3.0 | 4.2 | -2.2 | 4.8 | 1.6 |
2008 |
-30.83 | -30.90 | -4.9 | -1.1 | -0.4 | 3.9 | 1.3 | -6.3 | -1.4 | -0.6 | -8.5 | -15.9 | -4.8 | 4.5 |
2007 |
+9.23 | +4.94 | 1.2 | -0.5 | 1.4 | 3.3 | 2.6 | -0.8 | -1.8 | 0.7 | 4.1 | 3.0 | -3.1 | -1.0 |
2006 |
+16.29 | +13.41 | 3.7 | -0.1 | 1.7 | 2.0 | -3.0 | 0.0 | 0.6 | 2.2 | 1.3 | 3.1 | 2.5 | 1.3 |
2005 |
+8.31 | +4.74 | -1.7 | 2.3 | -1.9 | -1.4 | 2.1 | 0.9 | 2.9 | 0.7 | 1.7 | -2.4 | 3.2 | 1.8 |
2004 |
+13.90 | +10.30 | 2.0 | 1.8 | -0.1 | -2.8 | 1.0 | 1.8 | -2.6 | 0.7 | 1.7 | 2.1 | 4.4 | 3.4 |
2003 |
+28.68 | +26.30 | -2.4 | -1.0 | -0.4 | 7.2 | 5.4 | 1.5 | 1.4 | 2.2 | 0.8 | 5.0 | 1.5 | 4.7 |
2002 |
-12.27 | -14.31 | -1.7 | -0.4 | 3.3 | -1.6 | -0.1 | -4.5 | -6.7 | 1.0 | -7.4 | 4.5 | 4.1 | -2.7 |
2001 |
-9.93 | -11.30 | 2.6 | -6.8 | -5.2 | 6.2 | -0.3 | -1.9 | -1.1 | -3.5 | -7.1 | 2.5 | 4.1 | 1.0 |
2000 |
-7.07 | -10.11 | -3.9 | 2.5 | 4.3 | -4.3 | -2.5 | 3.9 | -2.1 | 4.3 | -3.7 | -1.6 | -5.7 | 2.4 |
1999 |
+20.36 | +17.21 | 1.8 | -3.0 | 3.5 | 4.0 | -2.7 | 3.8 | -1.1 | -0.4 | -0.8 | 4.4 | 3.0 | 6.7 |
1998 |
+18.10 | +16.22 | 1.4 | 5.7 | 3.6 | 0.8 | -1.6 | 1.9 | -0.8 | -11.7 | 3.1 | 6.7 | 4.8 | 4.3 |
1997 |
+17.48 | +15.51 | 2.0 | 0.5 | -2.6 | 2.7 | 5.7 | 4.1 | 5.2 | -4.7 | 5.0 | -4.0 | 1.7 | 1.4 |
1996 |
+12.38 | +8.76 | 1.5 | 0.4 | 1.0 | 2.3 | 0.9 | 0.0 | -3.7 | 1.4 | 3.8 | 0.9 | 4.9 | -1.5 |
1995 |
+23.21 | +20.16 | 0.4 | 1.0 | 3.3 | 2.5 | 2.2 | 1.2 | 3.6 | 0.0 | 2.6 | -1.0 | 3.3 | 2.1 |
1994 |
+1.95 | -0.70 | 4.9 | -1.5 | -3.8 | 1.3 | 0.4 | -0.7 | 2.1 | 2.7 | -2.2 | 1.6 | -3.5 | 1.2 |
1993 |
+16.83 | +13.71 | 0.9 | 1.8 | 4.3 | 2.0 | 2.7 | -0.3 | 1.5 | 4.0 | -1.0 | 1.3 | -4.2 | 3.0 |
1992 |
+1.70 | -1.16 | -1.2 | -0.2 | -3.5 | 0.5 | 2.7 | -2.0 | 1.7 | 0.9 | 0.1 | -1.2 | 2.5 | 1.5 |
1991 |
+22.43 | +18.79 | 3.2 | 6.9 | 0.1 | 0.8 | 2.1 | -4.3 | 4.0 | 1.0 | 1.5 | 1.6 | -3.3 | 7.5 |
1990 |
-8.79 | -14.04 | -5.1 | -1.1 | -1.7 | -2.5 | 8.3 | 0.0 | 0.3 | -7.9 | -6.2 | 3.9 | 1.6 | 2.3 |
1989 |
+20.86 | +15.49 | 4.2 | -1.0 | 0.5 | 3.3 | 1.2 | -0.1 | 7.8 | -0.3 | 1.4 | -2.0 | 2.3 | 2.1 |
1988 |
+17.74 | +12.76 | 4.0 | 4.8 | 0.8 | 1.0 | -1.0 | 2.0 | 0.0 | -3.2 | 3.3 | 3.1 | 1.0 | 0.9 |
1987 |
+10.58 | +5.89 | 10.2 | 3.3 | 4.4 | 2.0 | 0.3 | 1.2 | 2.1 | 4.5 | -1.9 | -15.0 | -3.1 | 4.3 |
1986 |
+29.65 | +28.24 | 1.2 | 7.7 | 7.7 | 2.1 | 0.6 | 3.8 | -0.6 | 6.1 | -4.7 | -0.3 | 2.9 | 0.5 |
1985 |
+35.65 | +30.69 | 7.8 | 1.2 | 0.6 | 0.7 | 6.2 | 1.8 | 0.1 | 0.3 | -2.4 | 4.2 | 6.2 | 4.5 |
Portofolio Returns, up to December 2007, 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
- VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
- TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
Portfolio efficiency
Compared to the Bogleheads Four Funds Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | 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 | ||
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 | +8.66 | 11.60 | -38.53 | 75 | 25 | 0 | ||
Late Sixties and Beyond | +8.19 | 11.57 | -41.80 | 71 | 29 | 0 | ||
Dedalo Four | +8.15 | 12.27 | -43.94 | 80 | 20 | 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 | ||
Stocks/Bonds 60/40 | +7.93 | 9.46 | -30.55 | 60 | 40 | 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 | ||
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 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
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 |