Data Source: from January 1976 to November 2023 (~48 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.76%
1 Day
Dec 01 2023
0.76%
Current Month
December 2023
The Craig Israelsen 7Twelve Portfolio is a High Risk portfolio and can be implemented with 9 ETFs.
It's exposed for 50% on the Stock Market and for 16.66% on Commodities.
In the last 30 Years, the Craig Israelsen 7Twelve Portfolio obtained a 6.63% compound annual return, with a 9.81% standard deviation.
Table of contents
Asset Allocation and ETFs
The Craig Israelsen 7Twelve Portfolio has the following asset allocation:
50% Stocks
33.34% Fixed Income
16.66% Commodities
The Craig Israelsen 7Twelve Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 8.34 |
VNQ
|
USD | Vanguard Real Estate | Real Estate, U.S. |
| 8.34 |
VV
|
USD | Vanguard Large-Cap | Equity, U.S., Large Cap |
| 8.33 |
EEM
|
USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 8.33 |
EFA
|
USD | iShares MSCI EAFE | Equity, EAFE, Large Cap |
| 8.33 |
IJR
|
USD | iShares Core S&P Small-Cap | Equity, U.S., Small Cap |
| 8.33 |
VO
|
USD | Vanguard Mid-Cap | Equity, U.S., Mid Cap |
| 25.00 |
IEI
|
USD | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term |
| 8.34 |
BIL
|
USD | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term |
| 16.66 |
GSG
|
USD | iShares S&P GSCI Commodity Indexed Trust | Commodity, Broad Diversified |
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 Nov 30, 2023
The Craig Israelsen 7Twelve Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~48Y) |
|||
| Craig Israelsen 7Twelve Portfolio | 0.76 | 0.76 | 4.57 | 4.88 | 2.16 | 5.36 | 3.65 | 6.63 | 9.17 | |||
| US Inflation Adjusted return | 4.57 | 3.67 | -1.14 | 1.24 | 0.81 | 4.00 | 5.34 | |||||
| Components | ||||||||||||
|
VNQ
|
USD | Vanguard Real Estate | 2.46 | Dec 01 2023 | 2.46 | 12.08 | 4.30 | -2.99 | 3.66 | 6.41 | 8.34 | 11.72 |
|
VV
|
USD | Vanguard Large-Cap | 0.60 | Dec 01 2023 | 0.60 | 9.48 | 10.62 | 14.57 | 12.47 | 11.69 | 10.07 | 11.45 |
|
EEM
|
USD | iShares MSCI Emerging Markets | 0.43 | Dec 01 2023 | 0.43 | 7.79 | 4.40 | 2.42 | 1.46 | 1.42 | 4.65 | 7.38 |
|
EFA
|
USD | iShares MSCI EAFE | 1.05 | Dec 01 2023 | 1.05 | 8.22 | 4.37 | 10.33 | 5.92 | 3.86 | 5.03 | 8.32 |
|
IJR
|
USD | iShares Core S&P Small-Cap | 2.92 | Dec 01 2023 | 2.92 | 8.27 | 5.00 | -3.96 | 5.56 | 7.47 | 9.65 | 12.90 |
|
VO
|
USD | Vanguard Mid-Cap | 1.64 | Dec 01 2023 | 1.64 | 10.00 | 7.92 | 2.51 | 8.89 | 8.98 | 10.65 | 12.90 |
|
IEI
|
USD | iShares 3-7 Year Treasury Bond | 0.60 | Dec 01 2023 | 0.60 | 2.70 | -0.34 | 1.33 | 0.67 | 0.89 | 4.10 | 6.34 |
|
BIL
|
USD | SPDR Blmbg Barclays 1-3 Mth T-Bill | 0.02 | Dec 01 2023 | 0.02 | 0.47 | 2.67 | 4.88 | 1.67 | 1.05 | 2.24 | 4.21 |
|
GSG
|
USD | iShares S&P GSCI Commodity Indexed Trust | -0.92 | Dec 01 2023 | -0.92 | -4.39 | 10.77 | -4.21 | 6.48 | -4.20 | 1.82 | 4.73 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the Craig Israelsen 7Twelve Portfolio granted a 1.32% dividend yield. If you are interested in getting periodic income, please refer to the Craig Israelsen 7Twelve Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 6.85$, with a total return of 585.25% (6.63% annualized).
The Inflation Adjusted Capital now would be 3.25$, with a net total return of 224.73% (4.00% annualized).
The Inflation Adjusted Capital now would be 3.25$, with a net total return of 224.73% (4.00% annualized).
An investment of 1$, since January 1976,
now would be worth 67.01$, with a total return of 6600.82% (9.17% annualized).
The Inflation Adjusted Capital now would be 12.09$, with a net total return of 1108.74% (5.34% annualized).
The Inflation Adjusted Capital now would be 12.09$, with a net total return of 1108.74% (5.34% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of Craig Israelsen 7Twelve Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~48Y) |
|
| Investment Return (%) | 4.57 | -0.42 | 4.88 | 2.16 | 5.15 | 5.36 | 3.65 | 5.43 | 6.63 | 9.17 |
| Infl. Adjusted Return (%) details | 4.57 | -0.63 | 3.67 | -1.14 | -0.55 | 1.24 | 0.81 | 2.77 | 4.00 | 5.34 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 3.64 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -6.61 | -13.28 | -17.90 | -17.90 | -37.96 | -37.96 | -37.96 | |||
| Start to Recovery (# months) details | 4* | 20* | 11 | 11 | 33 | 33 | 33 | |||
| Start (yyyy mm) | 2023 08 | 2022 04 | 2020 01 | 2020 01 | 2008 06 | 2008 06 | 2008 06 | |||
| Start to Bottom (# months) | 3 | 6 | 3 | 3 | 9 | 9 | 9 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 8 | 8 | 24 | 24 | 24 | |||
| End (yyyy mm) | - | - | 2020 11 | 2020 11 | 2011 02 | 2011 02 | 2011 02 | |||
| Longest Drawdown Depth (%) | -4.74 |
same as deepest |
-13.28 | -14.54 | -14.54 | -14.54 | -14.54 | |||
| Start to Recovery (# months) details | 6 | 20* | 37 | 37 | 37 | 37 | ||||
| Start (yyyy mm) | 2023 02 | 2022 04 | 2022 04 | 2014 07 | 2014 07 | 2014 07 | 2014 07 | |||
| Start to Bottom (# months) | 4 | 6 | 6 | 20 | 20 | 20 | 20 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2016 02 | 2016 02 | 2016 02 | 2016 02 | |||
| Bottom to End (# months) | 2 | 14 | 14 | 17 | 17 | 17 | 17 | |||
| End (yyyy mm) | 2023 07 | - | - | 2017 07 | 2017 07 | 2017 07 | 2017 07 | |||
| Longest negative period (# months) details | 11 | 30 | 30 | 73 | 73 | 73 | 73 | |||
| Period Start (yyyy mm) | 2022 12 | 2021 05 | 2021 05 | 2014 03 | 2014 03 | 2014 03 | 2014 03 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | |||
| Annualized Return (%) | -2.51 | -0.73 | -0.73 | -0.24 | -0.24 | -0.24 | -0.24 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -7.21 | -18.23 | -18.27 | -18.27 | -36.83 | -36.83 | -36.83 | |||
| Start to Recovery (# months) details | 4* | 25* | 12 | 12 | 42 | 42 | 42 | |||
| Start (yyyy mm) | 2023 08 | 2021 11 | 2020 01 | 2020 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 11 | 3 | 3 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 9 | 9 | 26 | 26 | 26 | |||
| End (yyyy mm) | - | - | 2020 12 | 2020 12 | 2011 04 | 2011 04 | 2011 04 | |||
| Longest Drawdown Depth (%) | -6.29 |
same as deepest |
-18.23 | -14.10 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 6 | 25* | 40 | |||||||
| Start (yyyy mm) | 2023 02 | 2021 11 | 2021 11 | 2014 07 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 4 | 11 | 11 | 20 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2016 02 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 14 | 14 | 20 | 26 | 26 | 26 | |||
| End (yyyy mm) | 2023 07 | - | - | 2017 10 | 2011 04 | 2011 04 | 2011 04 | |||
| Longest negative period (# months) details | 12* | 36* | 56 | 100 | 149 | 149 | 149 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2019 03 | 2014 06 | 2007 11 | 2007 11 | 2007 11 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2020 03 | |||
| Annualized Return (%) | -1.14 | -0.55 | -0.22 | -0.02 | -0.21 | -0.21 | -0.21 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 10.43 | 10.46 | 12.01 | 9.60 | 10.46 | 9.81 | 9.49 | |||
| Sharpe Ratio | -0.26 | 0.31 | 0.31 | 0.27 | 0.40 | 0.45 | 0.55 | |||
| Sortino Ratio | -0.41 | 0.41 | 0.39 | 0.35 | 0.50 | 0.57 | 0.71 | |||
| Ulcer Index | 3.07 | 5.08 | 5.67 | 5.59 | 8.30 | 7.08 | 5.83 | |||
| Ratio: Return / Standard Deviation | 0.21 | 0.49 | 0.45 | 0.38 | 0.52 | 0.68 | 0.97 | |||
| Ratio: Return / Deepest Drawdown | 0.33 | 0.39 | 0.30 | 0.20 | 0.14 | 0.17 | 0.24 | |||
| % Positive Months details | 50% | 63% | 65% | 65% | 65% | 65% | 67% | |||
| Positive Months | 6 | 23 | 39 | 78 | 156 | 235 | 389 | |||
| Negative Months | 6 | 13 | 21 | 42 | 84 | 125 | 186 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 3.65 | 7.76 | 11.14 | 16.25 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.73 | 2.73 | 2.73 | |||||||
| Best 10 Years Return (%) - Annualized | 0.81 | 5.89 | 8.25 | 12.08 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.43 | 0.43 | 0.43 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 37.90 | 18.84 | 15.96 | 11.14 | 8.33 | 6.63 | ||||
| Worst Rolling Return (%) - Annualized | -33.99 | -7.23 | -0.15 | 2.73 | 4.91 | |||||
| % Positive Periods | 76% | 91% | 99% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 35.00 | 15.79 | 12.72 | 8.25 | 5.82 | 4.00 | ||||
| Worst Rolling Return (%) - Annualized | -34.14 | -9.24 | -2.72 | 0.43 | 2.63 | |||||
| % Positive Periods | 69% | 82% | 95% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 1976 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 38.69 | 22.81 | 20.49 | 16.25 | 13.62 | 12.41 | ||||
| Worst Rolling Return (%) - Annualized | -33.99 | -7.23 | -0.15 | 2.73 | 4.91 | 6.35 | ||||
| % Positive Periods | 83% | 94% | 99% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 35.20 | 19.21 | 16.83 | 12.08 | 8.89 | 7.92 | ||||
| Worst Rolling Return (%) - Annualized | -34.14 | -9.24 | -2.72 | 0.43 | 2.63 | 3.73 | ||||
| % Positive Periods | 72% | 87% | 97% | 100% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 34.70 | 21.54 | 10.44 | 7.21 | 6.66 | 7.17 | ||||
| Perpetual WR (%) | 0.00 | 1.22 | 0.81 | 2.70 | 3.85 | 5.07 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- 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)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
VNQ
|
VV
|
EEM
|
EFA
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
|---|---|---|---|---|---|---|---|---|---|
|
VNQ
|
-
|
0.91
|
0.87
|
0.93
|
0.90
|
0.96
|
0.63
|
0.02
|
0.11
|
|
VV
|
0.91
|
-
|
0.85
|
0.88
|
0.85
|
0.94
|
0.64
|
0.11
|
0.11
|
|
EEM
|
0.87
|
0.85
|
-
|
0.92
|
0.79
|
0.87
|
0.70
|
-0.13
|
0.34
|
|
EFA
|
0.93
|
0.88
|
0.92
|
-
|
0.80
|
0.90
|
0.73
|
-0.15
|
0.18
|
|
IJR
|
0.90
|
0.85
|
0.79
|
0.80
|
-
|
0.96
|
0.31
|
-0.06
|
0.28
|
|
VO
|
0.96
|
0.94
|
0.87
|
0.90
|
0.96
|
-
|
0.49
|
0.05
|
0.24
|
|
IEI
|
0.63
|
0.64
|
0.70
|
0.73
|
0.31
|
0.49
|
-
|
0.00
|
-0.06
|
|
BIL
|
0.02
|
0.11
|
-0.13
|
-0.15
|
-0.06
|
0.05
|
0.00
|
-
|
0.07
|
|
GSG
|
0.11
|
0.11
|
0.34
|
0.18
|
0.28
|
0.24
|
-0.06
|
0.07
|
-
|
| Asset |
VNQ
|
VV
|
EEM
|
EFA
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
|---|---|---|---|---|---|---|---|---|---|
|
VNQ
|
-
|
0.87
|
0.68
|
0.83
|
0.81
|
0.89
|
0.22
|
-0.14
|
0.46
|
|
VV
|
0.87
|
-
|
0.73
|
0.89
|
0.89
|
0.96
|
0.16
|
-0.08
|
0.46
|
|
EEM
|
0.68
|
0.73
|
-
|
0.85
|
0.75
|
0.76
|
0.23
|
-0.04
|
0.50
|
|
EFA
|
0.83
|
0.89
|
0.85
|
-
|
0.86
|
0.90
|
0.24
|
-0.04
|
0.55
|
|
IJR
|
0.81
|
0.89
|
0.75
|
0.86
|
-
|
0.95
|
-0.03
|
-0.19
|
0.59
|
|
VO
|
0.89
|
0.96
|
0.76
|
0.90
|
0.95
|
-
|
0.10
|
-0.14
|
0.53
|
|
IEI
|
0.22
|
0.16
|
0.23
|
0.24
|
-0.03
|
0.10
|
-
|
0.15
|
-0.32
|
|
BIL
|
-0.14
|
-0.08
|
-0.04
|
-0.04
|
-0.19
|
-0.14
|
0.15
|
-
|
-0.25
|
|
GSG
|
0.46
|
0.46
|
0.50
|
0.55
|
0.59
|
0.53
|
-0.32
|
-0.25
|
-
|
| Asset |
VNQ
|
VV
|
EEM
|
EFA
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
|---|---|---|---|---|---|---|---|---|---|
|
VNQ
|
-
|
0.74
|
0.54
|
0.67
|
0.70
|
0.79
|
0.28
|
-0.12
|
0.24
|
|
VV
|
0.74
|
-
|
0.70
|
0.87
|
0.86
|
0.95
|
0.05
|
-0.05
|
0.40
|
|
EEM
|
0.54
|
0.70
|
-
|
0.82
|
0.63
|
0.70
|
0.14
|
-0.03
|
0.44
|
|
EFA
|
0.67
|
0.87
|
0.82
|
-
|
0.77
|
0.86
|
0.12
|
-0.01
|
0.50
|
|
IJR
|
0.70
|
0.86
|
0.63
|
0.77
|
-
|
0.92
|
-0.09
|
-0.15
|
0.49
|
|
VO
|
0.79
|
0.95
|
0.70
|
0.86
|
0.92
|
-
|
0.02
|
-0.10
|
0.44
|
|
IEI
|
0.28
|
0.05
|
0.14
|
0.12
|
-0.09
|
0.02
|
-
|
0.10
|
-0.32
|
|
BIL
|
-0.12
|
-0.05
|
-0.03
|
-0.01
|
-0.15
|
-0.10
|
0.10
|
-
|
-0.09
|
|
GSG
|
0.24
|
0.40
|
0.44
|
0.50
|
0.49
|
0.44
|
-0.32
|
-0.09
|
-
|
| Asset |
VNQ
|
VV
|
EEM
|
EFA
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
|---|---|---|---|---|---|---|---|---|---|
|
VNQ
|
-
|
0.62
|
0.52
|
0.60
|
0.65
|
0.68
|
0.03
|
-0.02
|
0.26
|
|
VV
|
0.62
|
-
|
0.73
|
0.83
|
0.82
|
0.93
|
-0.10
|
-0.01
|
0.33
|
|
EEM
|
0.52
|
0.73
|
-
|
0.81
|
0.70
|
0.76
|
-0.10
|
-0.04
|
0.39
|
|
EFA
|
0.60
|
0.83
|
0.81
|
-
|
0.75
|
0.82
|
-0.11
|
-0.04
|
0.45
|
|
IJR
|
0.65
|
0.82
|
0.70
|
0.75
|
-
|
0.92
|
-0.19
|
-0.06
|
0.39
|
|
VO
|
0.68
|
0.93
|
0.76
|
0.82
|
0.92
|
-
|
-0.14
|
-0.03
|
0.39
|
|
IEI
|
0.03
|
-0.10
|
-0.10
|
-0.11
|
-0.19
|
-0.14
|
-
|
0.17
|
-0.08
|
|
BIL
|
-0.02
|
-0.01
|
-0.04
|
-0.04
|
-0.06
|
-0.03
|
0.17
|
-
|
0.04
|
|
GSG
|
0.26
|
0.33
|
0.39
|
0.45
|
0.39
|
0.39
|
-0.08
|
0.04
|
-
|
| Asset |
VNQ
|
VV
|
EEM
|
EFA
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
|---|---|---|---|---|---|---|---|---|---|
|
VNQ
|
-
|
0.61
|
0.50
|
0.54
|
0.67
|
0.68
|
0.10
|
0.01
|
0.21
|
|
VV
|
0.61
|
-
|
0.71
|
0.75
|
0.84
|
0.93
|
0.09
|
0.00
|
0.24
|
|
EEM
|
0.50
|
0.71
|
-
|
0.69
|
0.66
|
0.72
|
0.06
|
-0.03
|
0.24
|
|
EFA
|
0.54
|
0.75
|
0.69
|
-
|
0.67
|
0.73
|
0.07
|
0.01
|
0.32
|
|
IJR
|
0.67
|
0.84
|
0.66
|
0.67
|
-
|
0.94
|
0.01
|
-0.01
|
0.28
|
|
VO
|
0.68
|
0.93
|
0.72
|
0.73
|
0.94
|
-
|
0.08
|
-0.01
|
0.28
|
|
IEI
|
0.10
|
0.09
|
0.06
|
0.07
|
0.01
|
0.08
|
-
|
0.20
|
-0.07
|
|
BIL
|
0.01
|
0.00
|
-0.03
|
0.01
|
-0.01
|
-0.01
|
0.20
|
-
|
0.04
|
|
GSG
|
0.21
|
0.24
|
0.24
|
0.32
|
0.28
|
0.28
|
-0.07
|
0.04
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
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.
CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -37.96% | Jun 2008 | Feb 2009 | 9 | Feb 2011 | 24 | 33 | 18.93 |
| -17.90% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 8.97 |
| -14.54% | Jul 2014 | Feb 2016 | 20 | Jul 2017 | 17 | 37 | 6.60 |
| -13.54% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 | 6.14 |
| -13.50% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 | 4.88 |
| -13.28% | Apr 2022 | Sep 2022 | 6 | in progress | 14 | 20 | 6.69 |
| -10.05% | Feb 2001 | Sep 2001 | 8 | Apr 2003 | 19 | 27 | 4.49 |
| -9.83% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 4.66 |
| -6.66% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 4.30 |
| -5.06% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 3.00 |
| -4.35% | Nov 2007 | Jan 2008 | 3 | Apr 2008 | 3 | 6 | 2.51 |
| -3.93% | May 2019 | May 2019 | 1 | Oct 2019 | 5 | 6 | 1.58 |
| -3.70% | Oct 1997 | Jan 1998 | 4 | Mar 1998 | 2 | 6 | 2.57 |
| -3.52% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 | 2.03 |
| -3.44% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 | 1.82 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -36.83% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 | 16.72 |
| -18.27% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 8.95 |
| -18.23% | Nov 2021 | Sep 2022 | 11 | in progress | 14 | 25 | 11.52 |
| -14.51% | Oct 1997 | Aug 1998 | 11 | Jun 1999 | 10 | 21 | 5.96 |
| -14.26% | May 2011 | Sep 2011 | 5 | Jan 2013 | 16 | 21 | 5.63 |
| -14.10% | Jul 2014 | Feb 2016 | 20 | Oct 2017 | 20 | 40 | 6.55 |
| -11.86% | Sep 2000 | Sep 2001 | 13 | May 2003 | 20 | 33 | 5.93 |
| -9.77% | Feb 2018 | Dec 2018 | 11 | Nov 2019 | 11 | 22 | 3.45 |
| -8.99% | Feb 1994 | Jan 1995 | 12 | Jul 1995 | 6 | 18 | 5.76 |
| -5.36% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 | 3.45 |
| -3.63% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 | 1.84 |
| -3.45% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 | 1.88 |
| -3.44% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 | 1.84 |
| -2.95% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 1.82 |
| -2.88% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 | 1.61 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -37.96% | Jun 2008 | Feb 2009 | 9 | Feb 2011 | 24 | 33 | 18.93 |
| -17.90% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 8.97 |
| -14.54% | Jul 2014 | Feb 2016 | 20 | Jul 2017 | 17 | 37 | 6.60 |
| -13.54% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 | 6.14 |
| -13.50% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 | 4.88 |
| -13.43% | Sep 1987 | Nov 1987 | 3 | Oct 1988 | 11 | 14 | 6.31 |
| -13.28% | Apr 2022 | Sep 2022 | 6 | in progress | 14 | 20 | 6.69 |
| -10.52% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 | 5.02 |
| -10.05% | Feb 2001 | Sep 2001 | 8 | Apr 2003 | 19 | 27 | 4.49 |
| -9.83% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 4.66 |
| -8.68% | Dec 1980 | Sep 1981 | 10 | Sep 1982 | 12 | 22 | 4.25 |
| -6.66% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 4.30 |
| -6.26% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 | 3.21 |
| -5.84% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 | 3.17 |
| -5.15% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 | 2.85 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -36.83% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 | 16.72 |
| -18.27% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 8.95 |
| -18.23% | Nov 2021 | Sep 2022 | 11 | in progress | 14 | 25 | 11.52 |
| -18.03% | Dec 1980 | Jul 1982 | 20 | Feb 1983 | 7 | 27 | 10.68 |
| -14.51% | Oct 1997 | Aug 1998 | 11 | Jun 1999 | 10 | 21 | 5.96 |
| -14.26% | May 2011 | Sep 2011 | 5 | Jan 2013 | 16 | 21 | 5.63 |
| -14.18% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 6.94 |
| -14.10% | Jul 2014 | Feb 2016 | 20 | Oct 2017 | 20 | 40 | 6.55 |
| -13.63% | Sep 1979 | Mar 1980 | 7 | Sep 1980 | 6 | 13 | 5.63 |
| -11.86% | Sep 2000 | Sep 2001 | 13 | May 2003 | 20 | 33 | 5.93 |
| -9.77% | Feb 2018 | Dec 2018 | 11 | Nov 2019 | 11 | 22 | 3.45 |
| -8.99% | Feb 1994 | Jan 1995 | 12 | Jul 1995 | 6 | 18 | 5.76 |
| -7.21% | Jan 1990 | Apr 1990 | 4 | Feb 1991 | 10 | 14 | 4.43 |
| -6.68% | Oct 1978 | Oct 1978 | 1 | Mar 1979 | 5 | 6 | 3.54 |
| -5.36% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 | 3.45 |
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.
CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -33.99 |
03/2008 02/2009 |
0.66$ | -3.12 | 0.96$ | 7.94 | 1.07$ | 17.54 | 1.17$ | 37.90 |
03/2009 02/2010 |
1.37$ | 2.16 | 23.50% |
| 2Y | -15.17 |
03/2007 02/2009 |
0.71$ | -0.36 | 0.99$ | 7.66 | 1.15$ | 14.62 | 1.31$ | 27.21 |
03/2009 02/2011 |
1.61$ | 0.10 | 15.73% |
| 3Y | -7.23 |
03/2006 02/2009 |
0.79$ | 0.98 | 1.02$ | 7.12 | 1.22$ | 12.58 | 1.42$ | 18.84 |
04/2003 03/2006 |
1.67$ | 5.15 | 8.62% |
| 5Y | -0.15 |
03/2004 02/2009 |
0.99$ | 2.87 | 1.15$ | 5.69 | 1.31$ | 11.00 | 1.68$ | 15.96 |
11/2002 10/2007 |
2.09$ | 5.36 | 0.66% |
| 7Y | 0.86 |
04/2013 03/2020 |
1.06$ | 3.95 | 1.31$ | 5.99 | 1.50$ | 9.64 | 1.90$ | 12.42 |
09/1998 08/2005 |
2.26$ | 5.38 | 0.00% |
| 10Y | 2.73 |
11/2007 10/2017 |
1.30$ | 3.71 | 1.43$ | 6.85 | 1.93$ | 9.85 | 2.55$ | 11.14 |
09/1998 08/2008 |
2.87$ | 3.65 | 0.00% |
| 15Y | 3.07 |
06/2008 05/2023 |
1.57$ | 4.36 | 1.89$ | 6.52 | 2.58$ | 8.11 | 3.22$ | 8.80 |
04/1995 03/2010 |
3.54$ | 5.84 | 0.00% |
| 20Y | 4.91 |
04/2000 03/2020 |
2.60$ | 5.90 | 3.14$ | 6.52 | 3.53$ | 7.70 | 4.40$ | 8.33 |
07/1994 06/2014 |
4.95$ | 5.43 | 0.00% |
| 30Y | 6.63 |
12/1993 11/2023 |
6.85$ | 6.63 | 6.85$ | 6.63 | 6.85$ | 6.63 | 6.85$ | 6.63 |
12/1993 11/2023 |
6.85$ | 6.63 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -34.14 |
03/2008 02/2009 |
0.65$ | -5.22 | 0.94$ | 5.48 | 1.05$ | 14.17 | 1.14$ | 35.00 |
03/2009 02/2010 |
1.35$ | -1.14 | 30.66% |
| 2Y | -16.93 |
03/2007 02/2009 |
0.69$ | -2.75 | 0.94$ | 5.24 | 1.10$ | 11.18 | 1.23$ | 24.56 |
03/2009 02/2011 |
1.55$ | -4.86 | 24.04% |
| 3Y | -9.24 |
03/2006 02/2009 |
0.74$ | -0.38 | 0.98$ | 4.64 | 1.14$ | 9.37 | 1.30$ | 15.79 |
03/2009 02/2012 |
1.55$ | -0.55 | 17.85% |
| 5Y | -2.72 |
03/2004 02/2009 |
0.87$ | 0.65 | 1.03$ | 3.47 | 1.18$ | 8.32 | 1.49$ | 12.72 |
11/2002 10/2007 |
1.81$ | 1.24 | 4.65% |
| 7Y | -0.62 |
04/2013 03/2020 |
0.95$ | 1.97 | 1.14$ | 3.64 | 1.28$ | 6.92 | 1.59$ | 9.51 |
09/1998 08/2005 |
1.88$ | 1.78 | 0.72% |
| 10Y | 0.43 |
11/2013 10/2023 |
1.04$ | 1.59 | 1.17$ | 4.39 | 1.53$ | 7.06 | 1.97$ | 8.25 |
03/1995 02/2005 |
2.20$ | 0.81 | 0.00% |
| 15Y | 0.76 |
06/2008 05/2023 |
1.12$ | 2.24 | 1.39$ | 4.32 | 1.88$ | 5.54 | 2.24$ | 6.20 |
05/1995 04/2010 |
2.46$ | 3.25 | 0.00% |
| 20Y | 2.63 |
11/2003 10/2023 |
1.68$ | 3.54 | 2.00$ | 4.24 | 2.29$ | 5.31 | 2.81$ | 5.82 |
12/1994 11/2014 |
3.09$ | 2.77 | 0.00% |
| 30Y | 4.00 |
12/1993 11/2023 |
3.24$ | 4.00 | 3.24$ | 4.00 | 3.24$ | 4.00 | 3.24$ | 4.00 |
12/1993 11/2023 |
3.24$ | 4.00 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -33.99 |
03/2008 02/2009 |
0.66$ | -0.78 | 0.99$ | 10.26 | 1.10$ | 19.01 | 1.19$ | 38.69 |
07/1982 06/1983 |
1.38$ | 2.16 | 16.49% |
| 2Y | -15.17 |
03/2007 02/2009 |
0.71$ | 2.15 | 1.04$ | 10.32 | 1.21$ | 16.08 | 1.34$ | 27.21 |
03/2009 02/2011 |
1.61$ | 0.10 | 9.60% |
| 3Y | -7.23 |
03/2006 02/2009 |
0.79$ | 3.54 | 1.10$ | 9.55 | 1.31$ | 15.11 | 1.52$ | 22.81 |
08/1984 07/1987 |
1.85$ | 5.15 | 5.19% |
| 5Y | -0.15 |
03/2004 02/2009 |
0.99$ | 3.71 | 1.20$ | 10.31 | 1.63$ | 13.89 | 1.91$ | 20.49 |
08/1982 07/1987 |
2.53$ | 5.36 | 0.39% |
| 7Y | 0.86 |
04/2013 03/2020 |
1.06$ | 4.62 | 1.37$ | 9.56 | 1.89$ | 13.69 | 2.45$ | 17.56 |
08/1982 07/1989 |
3.10$ | 5.38 | 0.00% |
| 10Y | 2.73 |
11/2007 10/2017 |
1.30$ | 4.54 | 1.55$ | 9.67 | 2.51$ | 13.74 | 3.62$ | 16.25 |
08/1982 07/1992 |
4.50$ | 3.65 | 0.00% |
| 15Y | 3.07 |
06/2008 05/2023 |
1.57$ | 5.42 | 2.20$ | 10.07 | 4.21$ | 13.23 | 6.44$ | 14.84 |
08/1982 07/1997 |
7.97$ | 5.84 | 0.00% |
| 20Y | 4.91 |
04/2000 03/2020 |
2.60$ | 6.42 | 3.46$ | 9.07 | 5.67$ | 12.22 | 10.03$ | 13.62 |
10/1977 09/1997 |
12.85$ | 5.43 | 0.00% |
| 30Y | 6.35 |
11/1993 10/2023 |
6.34$ | 7.49 | 8.72$ | 9.79 | 16.48$ | 11.56 | 26.61$ | 12.41 |
11/1977 10/2007 |
33.40$ | 6.63 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -34.14 |
03/2008 02/2009 |
0.65$ | -3.49 | 0.96$ | 5.97 | 1.05$ | 15.14 | 1.15$ | 35.20 |
07/1982 06/1983 |
1.35$ | -1.14 | 27.30% |
| 2Y | -16.93 |
03/2007 02/2009 |
0.69$ | -0.93 | 0.98$ | 5.92 | 1.12$ | 11.92 | 1.25$ | 24.56 |
03/2009 02/2011 |
1.55$ | -4.86 | 17.93% |
| 3Y | -9.24 |
03/2006 02/2009 |
0.74$ | 0.61 | 1.01$ | 5.49 | 1.17$ | 11.04 | 1.36$ | 19.21 |
08/1984 07/1987 |
1.69$ | -0.55 | 12.96% |
| 5Y | -2.72 |
03/2004 02/2009 |
0.87$ | 1.23 | 1.06$ | 5.85 | 1.32$ | 10.06 | 1.61$ | 16.83 |
08/1982 07/1987 |
2.17$ | 1.24 | 2.91% |
| 7Y | -0.62 |
04/2013 03/2020 |
0.95$ | 2.46 | 1.18$ | 6.10 | 1.51$ | 9.18 | 1.84$ | 13.54 |
08/1982 07/1989 |
2.43$ | 1.78 | 0.41% |
| 10Y | 0.43 |
11/2013 10/2023 |
1.04$ | 2.62 | 1.29$ | 6.68 | 1.90$ | 8.77 | 2.31$ | 12.08 |
08/1982 07/1992 |
3.12$ | 0.81 | 0.00% |
| 15Y | 0.76 |
06/2008 05/2023 |
1.12$ | 3.25 | 1.61$ | 6.80 | 2.68$ | 8.46 | 3.38$ | 11.09 |
08/1982 07/1997 |
4.84$ | 3.25 | 0.00% |
| 20Y | 2.63 |
11/2003 10/2023 |
1.68$ | 4.15 | 2.25$ | 6.21 | 3.33$ | 8.24 | 4.87$ | 8.89 |
07/1982 06/2002 |
5.49$ | 2.77 | 0.00% |
| 30Y | 3.73 |
11/1993 10/2023 |
3.00$ | 5.01 | 4.33$ | 6.52 | 6.64$ | 7.42 | 8.55$ | 7.92 |
11/1977 10/2007 |
9.84$ | 4.00 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Craig Israelsen 7Twelve Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Craig Israelsen 7Twelve 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 |
1.83
60% |
-0.43
60% |
-1.52
80% |
1.32
80% |
0.08
60% |
1.13
80% |
2.10
100% |
-0.66
40% |
-2.17
20% |
1.03
60% |
2.70
80% |
0.55
60% |
| Best |
6.4 2019 |
3.4 2021 |
1.8 2022 |
3.7 2020 |
3.9 2020 |
3.9 2019 |
3.7 2023 |
2.4 2020 |
1.3 2019 |
3.9 2022 |
7.8 2020 |
3.8 2021 |
| Worst |
-2.3 2020 |
-4.5 2020 |
-12.1 2020 |
-2.7 2022 |
-3.9 2019 |
-5.5 2022 |
0.0 2019 |
-3.1 2022 |
-7.0 2022 |
-2.6 2023 |
-3.5 2021 |
-4.7 2018 |
Monthly Seasonality over the period Feb 1976 - Nov 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 |
0.65
50% |
0.15
60% |
-0.24
70% |
1.16
90% |
0.33
70% |
0.80
80% |
0.99
80% |
-0.39
60% |
-1.36
40% |
0.41
60% |
1.31
60% |
0.24
60% |
| Best |
6.4 2019 |
3.4 2021 |
5.1 2016 |
3.7 2020 |
3.9 2020 |
3.9 2019 |
3.7 2023 |
2.4 2020 |
1.5 2017 |
3.9 2022 |
7.8 2020 |
3.8 2021 |
| Worst |
-3.1 2016 |
-4.5 2020 |
-12.1 2020 |
-2.7 2022 |
-3.9 2019 |
-5.5 2022 |
-1.9 2014 |
-3.3 2015 |
-7.0 2022 |
-4.9 2018 |
-3.5 2021 |
-4.7 2018 |
Monthly Seasonality over the period Feb 1976 - Nov 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 |
0.95
58% |
0.45
60% |
0.83
77% |
1.49
83% |
0.63
63% |
0.59
65% |
0.78
63% |
0.62
69% |
0.12
63% |
0.15
60% |
1.23
71% |
1.44
81% |
| Best |
6.9 1987 |
5.0 1991 |
5.3 2009 |
7.0 2009 |
6.8 2009 |
4.0 2000 |
5.4 2010 |
6.0 1984 |
6.0 2010 |
7.7 2011 |
7.8 2020 |
7.2 1991 |
| Worst |
-7.6 2009 |
-6.6 2009 |
-12.1 2020 |
-5.1 2004 |
-5.9 2010 |
-5.5 2022 |
-3.5 2008 |
-8.1 1998 |
-7.4 2011 |
-15.3 2008 |
-5.6 2008 |
-4.7 2018 |
Monthly Seasonality over the period Feb 1976 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Craig Israelsen 7Twelve Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
235 Positive Months (65%) - 125 Negative Months (35%)
389 Positive Months (68%) - 186 Negative Months (32%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- VNQ - Vanguard Real Estate, up to December 2004
- VV - Vanguard Large-Cap, up to December 2004
- EEM - iShares MSCI Emerging Markets, up to December 2003
- EFA - iShares MSCI EAFE, up to December 2001
- IJR - iShares Core S&P Small-Cap, up to December 2000
- VO - Vanguard Mid-Cap, up to December 2004
- IEI - iShares 3-7 Year Treasury Bond, up to December 2007
- BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill, up to December 2007
- GSG - iShares S&P GSCI Commodity Indexed Trust, up to December 2006
Portfolio efficiency
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 | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Weird Portfolio | +8.02 | 10.75 | -32.97 | 60 | 20 | 20 | ||
| Stocks/Bonds 60/40 | +7.99 | 9.61 | -30.55 | 60 | 40 | 0 | ||
| Couch Potato | +7.83 | 8.76 | -27.04 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.75 | 6.99 | -21.11 | 40 | 60 | 0 | ||
| Golden Butterfly | +7.46 | 7.68 | -17.79 | 40 | 40 | 20 | ||
| Coffeehouse | +7.41 | 9.68 | -33.93 | 60 | 40 | 0 | ||
| Tilt Toward Value | +7.30 | 9.42 | -34.63 | 60 | 40 | 0 | ||
| Marc Faber Portfolio | +7.22 | 9.65 | -28.82 | 50 | 25 | 25 | ||
| Dimensional 2030 Retirement Income | +7.22 | 9.25 | -31.78 | 55.9 | 44.1 | 0 | ||
| Pinwheel | +7.22 | 10.50 | -36.89 | 65 | 25 | 10 | ||
| Sheltered Sam 60/40 | +7.22 | 9.24 | -34.12 | 58.2 | 40 | 1.8 | ||
| Edge Select Moderate | +7.20 | 8.97 | -29.58 | 53 | 47 | 0 | ||
| Five Fold | +7.19 | 9.74 | -37.94 | 60 | 40 | 0 | ||
| All Weather Portfolio | +7.19 | 7.39 | -20.58 | 30 | 55 | 15 | ||
| Robo Advisor 50 | +7.16 | 9.32 | -30.72 | 49.9 | 50.1 | 0 | ||
| Simple and Cheap | +7.10 | 9.41 | -34.84 | 60 | 40 | 0 | ||
| Nano Portfolio | +7.07 | 9.66 | -36.66 | 60 | 40 | 0 | ||
| LifeStrategy Moderate Growth | +7.01 | 9.53 | -33.52 | 60 | 40 | 0 | ||
| Simple Money Portfolio | +6.99 | 9.10 | -32.39 | 60 | 40 | 0 | ||
| Sandwich Portfolio | +6.97 | 8.32 | -28.96 | 55 | 45 | 0 | ||
| Coward's Portfolio | +6.93 | 9.11 | -32.68 | 60 | 40 | 0 | ||
| One-Decision Portfolio | +6.85 | 8.38 | -31.96 | 50 | 50 | 0 | ||
| Dynamic 40/60 Income | +6.84 | 8.11 | -29.84 | 40 | 60 | 0 | ||
| Global Market Portfolio | +6.84 | 8.29 | -25.90 | 45 | 55 | 0 | ||
| Stocks/Bonds 40/60 | +6.83 | 6.98 | -19.17 | 40 | 60 | 0 | ||
| Big Rocks Portfolio | +6.83 | 9.15 | -33.80 | 60 | 40 | 0 | ||
| Ultimate Buy&Hold | +6.82 | 9.29 | -34.23 | 60 | 40 | 0 | ||
| GAA Global Asset Allocation | +6.77 | 8.06 | -24.91 | 40.5 | 49.5 | 10 | ||
| Simplified Permanent Portfolio | +6.75 | 6.88 | -16.43 | 25 | 50 | 25 | ||
| Sheltered Sam 50/50 | +6.71 | 7.82 | -28.23 | 48.5 | 50 | 1.5 | ||
| Four Square | +6.66 | 8.45 | -29.95 | 50 | 50 | 0 | ||
| 7Twelve Portfolio | +6.63 | 9.81 | -37.96 | 50 | 33.3 | 16.7 | ||
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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Simple Path to Wealth | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Late Sixties and Beyond | +8.13 | 11.69 | -41.80 | 71 | 29 | 0 | ||
| Talmud Portfolio | +8.01 | 10.81 | -40.17 | 66.7 | 33.3 | 0 | ||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
