Charles Schwab Conservative Income Portfolio: ETF allocation and returns

Data Source: from January 1985 to May 2023 (~38 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.17%
1 Day
Jun 02 2023
0.03%
Current Month
June 2023

The Charles Schwab Conservative Income Portfolio is a Low Risk portfolio and can be implemented with 6 ETFs.

It's exposed for 5% on the Stock Market.

In the last 30 Years, the Charles Schwab Conservative Income Portfolio obtained a 4.38% compound annual return, with a 3.57% standard deviation.

Asset Allocation and ETFs

The Charles Schwab Conservative Income Portfolio has the following asset allocation:

5% Stocks
95% Fixed Income
0% Commodities

The Charles Schwab Conservative Income Portfolio can be implemented with the following ETFs:

Weight (%) Ticker ETF Name Investment Themes
5.00
VNQ
Vanguard Real Estate Real Estate, U.S.
40.00
BND
Vanguard Total Bond Market Bond, U.S., All-Term
25.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
18.00
TIP
iShares TIPS Bond Bond, U.S., All-Term
7.00
HYG
iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term
5.00
BNDX
Vanguard Total International Bond Bond, Developed 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 Charles Schwab Conservative Income 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.
CHARLES SCHWAB CONSERVATIVE INCOME 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)
Charles Schwab Conservative Income Portfolio -0.17 0.03 -0.96 1.05 -2.07 1.60 1.67 4.38 5.69
US Inflation Adjusted return -0.96 -0.83 -5.64 -2.14 -0.98 1.83 2.82
Components
VNQ
Vanguard Real Estate 2.44 Jun 02 2023 2.45 -3.96 -6.98 -15.87 4.07 5.34 8.35 6.94
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
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill 0.01 Jun 02 2023 0.07 0.38 2.15 3.16 1.33 0.77 2.20 3.99
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
HYG
iShares iBoxx $ High Yield Corporate Bond 0.51 Jun 02 2023 1.12 -1.23 0.38 -1.98 2.06 2.93 5.40 7.36
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
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 Charles Schwab Conservative Income Portfolio granted a 2.82% dividend yield. If you are interested in getting periodic income, please refer to the Charles Schwab Conservative Income Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of Charles Schwab Conservative Income Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 May 2023 (~38 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio Return (%) -0.96 1.24 1.05 -2.07 -1.02 1.60 1.67 3.15 4.38 5.69
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 2.79
Infl. Adjusted Return (%) -0.96 0.40 -0.83 -5.64 -6.42 -2.14 -0.98 0.59 1.83 2.82
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 7.28 5.06 4.57 3.74 3.77 3.57 3.80
Sharpe Ratio -0.72 -0.40 0.06 0.24 0.52 0.61 0.45
Sortino Ratio -1.02 -0.55 0.08 0.32 0.68 0.81 0.61
MAXIMUM DRAWDOWN
Drawdown Depth (%) -6.09 -11.50 -11.50 -11.50 -11.50 -11.50 -11.50
Start (yyyy mm) 2022 08 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 2 9 9 9 9 9 9
Start to Recovery (# months) in progress
> 10
> 17
> 17
> 17
> 17
> 17
> 17
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 25.02 12.90 10.75 9.31 8.24 6.90
Worst Return (%) -10.62 -1.35 0.79 1.26 3.15 4.38
% Positive Periods 89% 98% 100% 100% 100% 100%
MONTHS
Positive 0 2 3 6 19 39 75 162 254 330
Negative 1 1 3 6 17 21 45 78 106 131
% Positive 0% 67% 50% 50% 53% 65% 63% 68% 71% 72%
WITHDRAWAL RATES (WR)
Safe WR (%) 31.43 20.47 10.27 5.96 5.25 6.01
Perpetual WR (%) 0.00 0.00 0.00 0.58 1.80 2.74
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
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.84
-0.10
0.88
0.88
0.84
BND
0.84
-
0.15
0.87
0.78
0.89
BIL
-0.10
0.15
-
0.04
0.00
0.03
TIP
0.88
0.87
0.04
-
0.89
0.90
HYG
0.88
0.78
0.00
0.89
-
0.87
BNDX
0.84
0.89
0.03
0.90
0.87
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.51
-0.21
0.64
0.78
0.54
BND
0.51
-
0.12
0.84
0.61
0.88
BIL
-0.21
0.12
-
-0.11
-0.11
0.09
TIP
0.64
0.84
-0.11
-
0.68
0.83
HYG
0.78
0.61
-0.11
0.68
-
0.68
BNDX
0.54
0.88
0.09
0.83
0.68
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.54
-0.16
0.62
0.67
0.55
BND
0.54
-
0.07
0.83
0.54
0.86
BIL
-0.16
0.07
-
-0.04
-0.09
0.02
TIP
0.62
0.83
-0.04
-
0.61
0.78
HYG
0.67
0.54
-0.09
0.61
-
0.58
BNDX
0.55
0.86
0.02
0.78
0.58
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.29
-0.02
0.32
0.68
0.28
BND
0.29
-
0.15
0.83
0.38
0.66
BIL
-0.02
0.15
-
0.10
-0.03
0.06
TIP
0.32
0.83
0.10
-
0.39
0.61
HYG
0.68
0.38
-0.03
0.39
-
0.38
BNDX
0.28
0.66
0.06
0.61
0.38
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.28
-0.02
0.29
0.67
0.26
BND
0.28
-
0.22
0.88
0.39
0.74
BIL
-0.02
0.22
-
0.16
0.01
0.15
TIP
0.29
0.88
0.16
-
0.39
0.71
HYG
0.67
0.39
0.01
0.39
-
0.39
BNDX
0.26
0.74
0.15
0.71
0.39
-

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$, since June 1993, now would be worth 3623.06$, with a total return of 262.31% (4.38% annualized).

The Inflation Adjusted Capital now would be 1722.18$, with a net total return of 72.22% (1.83% annualized).
An investment of 1000$, since January 1985, now would be worth 8384.88$, with a total return of 738.49% (5.69% annualized).

The Inflation Adjusted Capital now would be 2910.47$, with a net total return of 191.05% (2.82% 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.

CHARLES SCHWAB CONSERVATIVE INCOME 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
-11.50% Jan 2022 Sep 2022 9 in progress 8 17
-7.01% May 2008 Oct 2008 6 Jul 2009 9 15
-4.80% Feb 1994 Jun 1994 5 Mar 1995 9 14
-4.32% May 2013 Aug 2013 4 May 2014 9 13
-2.79% Apr 2004 Apr 2004 1 Aug 2004 4 5
-2.57% Mar 2020 Mar 2020 1 May 2020 2 3
-2.55% Aug 2016 Nov 2016 4 Aug 2017 9 13
-2.38% Feb 2015 Jun 2015 5 Mar 2016 9 14
-2.06% Jul 2003 Jul 2003 1 Sep 2003 2 3
-1.96% Feb 1996 Apr 1996 3 Sep 1996 5 8
-1.84% Jan 2018 Feb 2018 2 Aug 2018 6 8
-1.43% May 1999 Aug 1999 4 Feb 2000 6 10
-1.40% Jan 2021 Mar 2021 3 Jun 2021 3 6
-1.33% Feb 1999 Feb 1999 1 Apr 1999 2 3
-1.32% Sep 2018 Oct 2018 2 Jan 2019 3 5
-1.21% May 2007 Jun 2007 2 Aug 2007 2 4
-1.20% Sep 2014 Sep 2014 1 Nov 2014 2 3
-1.10% Sep 2005 Oct 2005 2 Dec 2005 2 4
-1.09% Nov 2010 Dec 2010 2 Apr 2011 4 6
-0.98% Oct 2002 Oct 2002 1 Dec 2002 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-11.50% Jan 2022 Sep 2022 9 in progress 8 17
-7.01% May 2008 Oct 2008 6 Jul 2009 9 15
-4.80% Feb 1994 Jun 1994 5 Mar 1995 9 14
-4.32% May 2013 Aug 2013 4 May 2014 9 13
-3.90% Mar 1987 Sep 1987 7 Jan 1988 4 11
-2.79% Apr 2004 Apr 2004 1 Aug 2004 4 5
-2.57% Mar 2020 Mar 2020 1 May 2020 2 3
-2.55% Aug 2016 Nov 2016 4 Aug 2017 9 13
-2.38% Feb 2015 Jun 2015 5 Mar 2016 9 14
-2.06% Jul 2003 Jul 2003 1 Sep 2003 2 3
-1.96% Feb 1996 Apr 1996 3 Sep 1996 5 8
-1.84% Jan 2018 Feb 2018 2 Aug 2018 6 8
-1.69% May 1986 May 1986 1 Jun 1986 1 2
-1.67% Aug 1990 Sep 1990 2 Nov 1990 2 4
-1.64% Mar 1988 May 1988 3 Jun 1988 1 4
-1.54% Jan 1990 Jan 1990 1 May 1990 4 5
-1.43% May 1999 Aug 1999 4 Feb 2000 6 10
-1.40% Jan 2021 Mar 2021 3 Jun 2021 3 6
-1.37% Sep 1986 Sep 1986 1 Nov 1986 2 3
-1.36% Feb 1985 Feb 1985 1 Mar 1985 1 2

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.

CHARLES SCHWAB CONSERVATIVE INCOME 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
 5.74 -2.07 25.02
Apr 1985 - Mar 1986 		-10.62
Nov 2021 - Oct 2022 		11.33%
2 Years
 5.67 -3.00 17.39
Mar 1985 - Feb 1987 		-4.09
Oct 2020 - Sep 2022 		3.42%
3 Years
 5.69 -1.02 12.90
Oct 1990 - Sep 1993 		-1.35
Oct 2019 - Sep 2022 		2.11%
5 Years
 5.69 1.60 10.75
Sep 1988 - Aug 1993 		0.79
Oct 2017 - Sep 2022 		0.00%
7 Years
 5.70 1.49 10.76
Jan 1985 - Dec 1991 		1.32
Nov 2015 - Oct 2022 		0.00%
10 Years
 5.67 1.67 9.31
Mar 1985 - Feb 1995 		1.26
Oct 2012 - Sep 2022 		0.00%
15 Years
 5.69 2.62 8.49
Mar 1985 - Feb 2000 		2.55
Mar 2008 - Feb 2023 		0.00%
20 Years
 5.69 3.15 8.24
Jan 1985 - Dec 2004 		3.15
Jun 2003 - May 2023 		0.00%
30 Years
 5.66 4.38 6.90
Mar 1985 - Feb 2015 		4.38
Jun 1993 - May 2023 		0.00%
Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Charles Schwab Conservative Income 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

CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 1.67% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in Charles Schwab Conservative Income Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.70
60%
-0.55
40%
-0.14
40%
0.29
80%
0.21
80%
0.13
80%
1.19
100%
-0.02
60%
-1.14
0%
-0.05
60%
0.89
100%
0.19
80%
 Capital Growth on monthly avg returns
100
100.70
100.15
100.01
100.29
100.50
100.63
101.82
101.80
100.64
100.60
101.49
101.68
Best 2.7
2023 		0.5
2020 		1.8
2023 		2.4
2020 		1.0
2019 		1.1
2019 		2.7
2022 		1.9
2019 		-0.3
2020 		0.6
2021 		2.4
2022 		0.7
2021
Worst -1.9
2022 		-1.9
2023 		-2.6
2020 		-2.6
2022 		-1.0
2023 		-2.1
2022 		0.1
2018 		-2.4
2022 		-3.7
2022 		-0.9
2018 		0.0
2019 		-0.9
2022
Monthly Seasonality over the period Jun 2018 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.68
70%
-0.25
50%
0.13
50%
0.25
70%
0.26
80%
-0.01
60%
0.81
90%
-0.07
50%
-0.58
30%
0.14
70%
0.25
70%
0.10
60%
 Capital Growth on monthly avg returns
100
100.68
100.43
100.56
100.80
101.07
101.06
101.88
101.81
101.22
101.37
101.62
101.73
Best 2.7
2023 		0.7
2014 		1.8
2023 		2.4
2020 		1.0
2014 		1.8
2016 		2.7
2022 		1.9
2019 		1.0
2013 		1.1
2014 		2.4
2022 		0.7
2021
Worst -1.9
2022 		-1.9
2023 		-2.6
2020 		-2.6
2022 		-1.0
2023 		-2.1
2022 		-0.3
2014 		-2.4
2022 		-3.7
2022 		-0.9
2016 		-1.6
2016 		-0.9
2022
Monthly Seasonality over the period Jun 2013 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.67
79%
0.22
69%
0.26
59%
0.40
74%
0.50
67%
0.56
74%
0.73
79%
0.50
74%
0.22
63%
0.35
74%
0.49
74%
0.73
74%
 Capital Growth on monthly avg returns
100
100.67
100.89
101.15
101.56
102.07
102.64
103.38
103.90
104.12
104.49
105.00
105.77
Best 2.8
1988 		3.3
1986 		3.3
1986 		2.4
2020 		4.5
1985 		2.8
1986 		2.7
2022 		2.5
1986 		2.1
2003 		1.9
1996 		2.4
2022 		4.9
2008
Worst -1.9
2022 		-2.2
2009 		-2.6
2020 		-2.8
2004 		-2.1
2013 		-2.1
2022 		-2.1
2003 		-2.4
2022 		-3.7
2022 		-5.2
2008 		-1.6
2016 		-0.9
2022
Monthly Seasonality over the period Jan 1985 - May 2023

Monthly/Yearly Returns

Charles Schwab Conservative Income 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
330 Positive Months (72%) - 131 Negative Months (28%)
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
 +1.98 -0.23 2.7 -1.9 1.8 0.4 -1.0
2022
 -9.97 -15.43 -1.9 -0.6 -1.3 -2.6 0.0 -2.1 2.7 -2.4 -3.7 0.2 2.4 -0.9
2021
 +2.43 -4.31 -0.4 -0.9 -0.2 1.1 0.3 0.7 1.3 0.0 -1.0 0.6 0.1 0.7
2020
 +5.45 +4.03 1.3 0.5 -2.6 2.4 0.7 0.5 1.6 -0.2 -0.3 -0.4 1.4 0.5
2019
 +8.37 +5.95 1.7 0.1 1.6 0.1 1.0 1.1 0.3 1.9 -0.3 0.2 0.0 0.2
2018
 -0.17 -2.04 -0.9 -1.0 0.7 -0.3 0.5 0.4 0.1 0.6 -0.5 -0.9 0.6 0.4
2017
 +2.91 +0.79 0.3 0.7 -0.2 0.5 0.4 0.0 0.4 0.6 -0.3 0.0 0.1 0.4
2016
 +3.48 +1.38 0.5 0.7 1.4 0.3 0.0 1.8 0.7 -0.3 0.2 -0.9 -1.6 0.5
2015
 -0.30 -1.02 2.0 -0.8 0.2 -0.3 -0.4 -1.1 0.7 -0.7 0.2 0.6 -0.4 -0.3
2014
 +5.05 +4.26 1.3 0.7 -0.1 0.8 1.0 0.2 -0.3 1.0 -1.2 1.1 0.5 -0.1
2013
 -1.91 -3.36 -0.2 0.4 0.3 1.1 -2.1 -1.7 0.6 -1.2 1.0 0.9 -0.5 -0.5
2012
 +4.58 +2.79 1.1 0.0 -0.1 1.1 0.3 0.5 1.1 0.1 0.2 0.1 0.3 -0.2
2011
 +6.88 +3.81 0.3 0.6 0.1 1.5 0.6 -0.3 1.6 0.3 -0.6 1.6 -0.3 1.2
2010
 +6.25 +4.68 0.5 0.3 0.6 1.5 -0.1 0.7 1.2 1.0 0.6 1.0 -0.8 -0.3
2009
 +7.40 +4.56 -1.7 -2.2 1.8 1.9 1.0 0.5 1.7 1.2 1.7 0.1 1.5 -0.3
2008
 -0.05 -0.14 1.2 0.1 0.5 0.1 -0.4 -0.5 0.2 0.6 -1.8 -5.2 0.5 4.9
2007
 +5.65 +1.51 0.6 1.1 0.1 0.5 -0.5 -0.7 0.3 1.2 1.0 0.8 1.1 0.0
2006
 +5.45 +2.84 0.5 0.4 -0.5 -0.2 0.0 0.5 1.2 1.4 0.7 0.8 1.2 -0.6
2005
 +3.19 -0.22 -0.1 -0.1 -0.3 1.2 1.0 0.7 -0.4 0.9 -0.4 -0.7 0.6 0.8
2004
 +5.92 +2.58 0.9 1.0 1.0 -2.8 0.4 0.4 0.7 1.9 0.2 1.0 0.0 1.1
2003
 +6.47 +4.51 0.2 1.5 -0.1 0.8 2.0 0.0 -2.1 0.7 2.1 -0.1 0.5 0.9
2002
 +7.47 +4.98 0.5 0.7 -0.3 1.4 0.7 0.4 0.0 1.6 0.9 -1.0 0.6 1.7
2001
 +7.06 +5.42 1.7 0.8 0.5 0.1 0.8 0.3 1.4 0.9 0.0 1.3 -0.5 -0.3
2000
 +10.92 +7.29 0.1 1.0 1.4 0.2 0.0 1.7 1.3 0.9 0.5 0.3 1.2 1.9
1999
 +0.05 -2.57 0.7 -1.3 0.4 0.9 -0.5 -0.5 -0.3 -0.1 0.6 0.2 0.1 -0.1
1998
 +6.75 +5.05 1.0 0.0 0.3 0.4 0.7 0.7 -0.1 0.8 2.0 -0.3 0.6 0.3
1997
 +8.91 +7.09 0.0 0.2 -0.8 1.0 1.1 1.2 2.3 -0.6 1.8 1.0 0.5 0.9
1996
 +5.56 +2.17 0.4 -1.2 -0.5 -0.3 0.1 1.1 0.5 0.2 1.5 1.9 1.7 0.1
1995
 +15.82 +12.96 1.3 1.7 0.6 1.1 3.2 0.6 0.2 1.1 1.0 1.0 1.3 1.6
1994
 -2.12 -4.67 1.3 -1.5 -2.3 -0.7 -0.1 -0.2 1.4 0.2 -1.1 -0.2 -0.1 1.2
1993
 +10.51 +7.56 1.7 2.0 0.8 0.3 0.2 1.9 0.8 1.7 0.6 0.4 -0.9 0.5
1992
 +7.63 +4.59 -0.8 0.6 -0.4 0.3 1.8 1.0 2.0 0.8 1.2 -1.1 0.4 1.6
1991
 +15.73 +12.29 1.4 1.1 1.2 1.1 0.6 0.0 1.3 1.7 1.8 0.8 0.7 3.1
1990
 +6.08 -0.03 -1.5 0.3 0.3 -0.6 2.3 1.4 1.0 -1.6 -0.1 0.9 2.2 1.3
1989
 +11.52 +6.57 1.0 -0.3 0.4 1.6 2.1 2.4 1.8 -1.0 0.2 1.6 0.7 0.4
1988
 +7.76 +3.20 2.8 1.3 -0.8 -0.3 -0.6 2.2 -0.2 0.2 1.8 1.2 -0.7 0.5
1987
 +2.12 -2.22 1.5 0.8 -0.3 -2.3 -0.4 1.3 -0.1 -0.5 -1.7 1.6 0.8 1.5
1986
 +13.85 +12.61 0.6 3.3 3.3 0.6 -1.7 2.8 0.9 2.5 -1.4 1.3 0.8 0.2
1985
 +19.26 +14.89 2.2 -1.4 1.6 1.7 4.5 1.0 -0.2 1.4 0.6 1.7 2.0 2.8

Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
  • HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013

Portfolio efficiency

Compared to the Charles Schwab Conservative Income 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 Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Sheltered Sam 20/80 Bill Bernstein +5.15 4.12 -11.24 19.4 80 0.6
Sheltered Sam 10/90 Bill Bernstein +4.56 3.39 -9.93 9.7 90 0.3
Conservative Income Charles Schwab +4.38 3.57 -11.50 5 95 0

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

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