Consolidated Returns as of 31 May 2023
Live Update: Jun 02 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 6.60% compound annual return, with a 9.74% standard deviation.
Asset Allocation and ETFs
The Craig Israelsen 7Twelve Portfolio has the following asset allocation:
The Craig Israelsen 7Twelve Portfolio can be implemented with the following ETFs:
Weight (%) | Ticker | ETF Name | Investment Themes |
---|---|---|---|
8.34 |
VNQ
|
Vanguard Real Estate | Real Estate, U.S. |
8.34 |
VV
|
Vanguard Large-Cap | Equity, U.S., Large Cap |
8.33 |
EFA
|
iShares MSCI EAFE | Equity, EAFE, Large Cap |
8.33 |
EEM
|
iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
8.33 |
IJR
|
iShares Core S&P Small-Cap | Equity, U.S., Small Cap |
8.33 |
VO
|
Vanguard Mid-Cap | Equity, U.S., Mid Cap |
25.00 |
IEI
|
iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term |
8.34 |
BIL
|
SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term |
16.66 |
GSG
|
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 May 31, 2023
The Craig Israelsen 7Twelve 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
(~47Y) |
||
Craig Israelsen 7Twelve Portfolio | 1.26 | 2.15 | -2.34 | -2.59 | -7.68 | 3.63 | 3.71 | 6.60 | 9.16 | ||
US Inflation Adjusted return | -2.34 | -4.40 | -11.05 | -0.17 | 1.00 | 3.99 | 5.32 | ||||
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 |
VV
|
Vanguard Large-Cap | 1.46 | Jun 02 2023 | 2.50 | 0.73 | 3.57 | 2.95 | 10.80 | 11.85 | 9.84 | 8.93 |
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 |
EEM
|
iShares MSCI Emerging Markets | 1.72 | Jun 02 2023 | 3.53 | -2.40 | -1.90 | -8.29 | -1.39 | 1.39 | 5.57 | 7.36 |
IJR
|
iShares Core S&P Small-Cap | 4.12 | Jun 02 2023 | 5.01 | -1.67 | -8.53 | -7.27 | 3.75 | 8.89 | 9.76 | 11.34 |
VO
|
Vanguard Mid-Cap | 2.13 | Jun 02 2023 | 3.07 | -2.63 | -5.01 | -4.96 | 7.05 | 9.41 | 10.54 | 10.70 |
IEI
|
iShares 3-7 Year Treasury Bond | -0.62 | Jun 02 2023 | -0.33 | -0.93 | 1.68 | -1.33 | 0.87 | 0.91 | 4.24 | 4.49 |
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 |
GSG
|
iShares S&P GSCI Commodity Indexed Trust | 1.89 | Jun 02 2023 | 3.70 | -6.23 | -13.52 | -25.44 | 1.08 | -4.89 | 1.07 | 2.08 |
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.
Portfolio Metrics as of May 31, 2023
Metrics of Craig Israelsen 7Twelve 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
(~47Y) |
|
Portfolio Return (%) | -2.34 | -1.59 | -2.59 | -7.68 | 7.85 | 3.63 | 3.71 | 5.75 | 6.60 | 9.16 |
US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 3.65 |
Infl. Adjusted Return (%) | -2.34 | -2.40 | -4.40 | -11.05 | 1.97 | -0.17 | 1.00 | 3.12 | 3.99 | 5.32 |
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 13.08 | 10.68 | 11.76 | 9.40 | 10.37 | 9.74 | 9.48 | |||
Sharpe Ratio | -0.83 | 0.64 | 0.20 | 0.31 | 0.44 | 0.45 | 0.55 | |||
Sortino Ratio | -1.18 | 0.85 | 0.25 | 0.40 | 0.56 | 0.58 | 0.71 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -12.12 | -13.28 | -17.90 | -17.90 | -37.96 | -37.96 | -37.96 | |||
Start (yyyy mm) | 2022 06 | 2022 04 | 2020 01 | 2020 01 | 2008 06 | 2008 06 | 2008 06 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
Start to Bottom (# months) | 4 | 6 | 3 | 3 | 9 | 9 | 9 | |||
Start to Recovery (# months) in progress |
> 12
|
> 14
|
11
|
11
|
33
|
33
|
33
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||||
Best Return (%) | 38.69 | 22.81 | 20.49 | 16.25 | 13.62 | 12.41 | ||||
Worst Return (%) | -33.99 | -7.23 | -0.15 | 2.73 | 4.91 | 6.60 | ||||
% Positive Periods | 83% | 95% | 100% | 100% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 0 | 2 | 3 | 6 | 24 | 40 | 79 | 159 | 237 | 386 |
Negative | 1 | 1 | 3 | 6 | 12 | 20 | 41 | 81 | 123 | 183 |
% Positive | 0% | 67% | 50% | 50% | 67% | 67% | 66% | 66% | 66% | 68% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 39.26 | 20.80 | 11.00 | 8.02 | 6.93 | 7.17 | ||||
Perpetual WR (%) | 1.93 | 0.00 | 0.99 | 3.03 | 3.83 | 5.05 |
- 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 |
VNQ
|
VV
|
EFA
|
EEM
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
---|---|---|---|---|---|---|---|---|---|
VNQ
|
-
|
0.91
|
0.91
|
0.76
|
0.88
|
0.95
|
0.77
|
-0.10
|
0.69
|
VV
|
0.91
|
-
|
0.87
|
0.64
|
0.89
|
0.96
|
0.72
|
-0.03
|
0.76
|
EFA
|
0.91
|
0.87
|
-
|
0.85
|
0.77
|
0.88
|
0.81
|
0.16
|
0.74
|
EEM
|
0.76
|
0.64
|
0.85
|
-
|
0.50
|
0.66
|
0.79
|
0.22
|
0.44
|
IJR
|
0.88
|
0.89
|
0.77
|
0.50
|
-
|
0.96
|
0.46
|
-0.26
|
0.75
|
VO
|
0.95
|
0.96
|
0.88
|
0.66
|
0.96
|
-
|
0.63
|
-0.15
|
0.79
|
IEI
|
0.77
|
0.72
|
0.81
|
0.79
|
0.46
|
0.63
|
-
|
0.15
|
0.46
|
BIL
|
-0.10
|
-0.03
|
0.16
|
0.22
|
-0.26
|
-0.15
|
0.15
|
-
|
0.00
|
GSG
|
0.69
|
0.76
|
0.74
|
0.44
|
0.75
|
0.79
|
0.46
|
0.00
|
-
|
Asset |
VNQ
|
VV
|
EFA
|
EEM
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
---|---|---|---|---|---|---|---|---|---|
VNQ
|
-
|
0.84
|
0.79
|
0.64
|
0.79
|
0.87
|
0.17
|
-0.21
|
0.47
|
VV
|
0.84
|
-
|
0.88
|
0.71
|
0.89
|
0.96
|
0.12
|
-0.16
|
0.48
|
EFA
|
0.79
|
0.88
|
-
|
0.84
|
0.85
|
0.89
|
0.19
|
-0.08
|
0.57
|
EEM
|
0.64
|
0.71
|
0.84
|
-
|
0.73
|
0.74
|
0.19
|
-0.09
|
0.48
|
IJR
|
0.79
|
0.89
|
0.85
|
0.73
|
-
|
0.94
|
-0.06
|
-0.27
|
0.60
|
VO
|
0.87
|
0.96
|
0.89
|
0.74
|
0.94
|
-
|
0.05
|
-0.23
|
0.55
|
IEI
|
0.17
|
0.12
|
0.19
|
0.19
|
-0.06
|
0.05
|
-
|
0.22
|
-0.32
|
BIL
|
-0.21
|
-0.16
|
-0.08
|
-0.09
|
-0.27
|
-0.23
|
0.22
|
-
|
-0.38
|
GSG
|
0.47
|
0.48
|
0.57
|
0.48
|
0.60
|
0.55
|
-0.32
|
-0.38
|
-
|
Asset |
VNQ
|
VV
|
EFA
|
EEM
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
---|---|---|---|---|---|---|---|---|---|
VNQ
|
-
|
0.72
|
0.64
|
0.52
|
0.67
|
0.76
|
0.26
|
-0.16
|
0.25
|
VV
|
0.72
|
-
|
0.86
|
0.69
|
0.86
|
0.95
|
0.03
|
-0.12
|
0.42
|
EFA
|
0.64
|
0.86
|
-
|
0.82
|
0.76
|
0.85
|
0.11
|
-0.05
|
0.51
|
EEM
|
0.52
|
0.69
|
0.82
|
-
|
0.62
|
0.69
|
0.14
|
-0.06
|
0.44
|
IJR
|
0.67
|
0.86
|
0.76
|
0.62
|
-
|
0.92
|
-0.12
|
-0.22
|
0.49
|
VO
|
0.76
|
0.95
|
0.85
|
0.69
|
0.92
|
-
|
0.00
|
-0.18
|
0.45
|
IEI
|
0.26
|
0.03
|
0.11
|
0.14
|
-0.12
|
0.00
|
-
|
0.15
|
-0.31
|
BIL
|
-0.16
|
-0.12
|
-0.05
|
-0.06
|
-0.22
|
-0.18
|
0.15
|
-
|
-0.17
|
GSG
|
0.25
|
0.42
|
0.51
|
0.44
|
0.49
|
0.45
|
-0.31
|
-0.17
|
-
|
Asset |
VNQ
|
VV
|
EFA
|
EEM
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
---|---|---|---|---|---|---|---|---|---|
VNQ
|
-
|
0.61
|
0.59
|
0.51
|
0.64
|
0.68
|
0.03
|
-0.02
|
0.26
|
VV
|
0.61
|
-
|
0.82
|
0.72
|
0.82
|
0.92
|
-0.11
|
-0.02
|
0.34
|
EFA
|
0.59
|
0.82
|
-
|
0.80
|
0.74
|
0.82
|
-0.12
|
-0.04
|
0.45
|
EEM
|
0.51
|
0.72
|
0.80
|
-
|
0.69
|
0.75
|
-0.10
|
-0.03
|
0.38
|
IJR
|
0.64
|
0.82
|
0.74
|
0.69
|
-
|
0.92
|
-0.20
|
-0.06
|
0.39
|
VO
|
0.68
|
0.92
|
0.82
|
0.75
|
0.92
|
-
|
-0.15
|
-0.03
|
0.40
|
IEI
|
0.03
|
-0.11
|
-0.12
|
-0.10
|
-0.20
|
-0.15
|
-
|
0.18
|
-0.08
|
BIL
|
-0.02
|
-0.02
|
-0.04
|
-0.03
|
-0.06
|
-0.03
|
0.18
|
-
|
0.03
|
GSG
|
0.26
|
0.34
|
0.45
|
0.38
|
0.39
|
0.40
|
-0.08
|
0.03
|
-
|
Asset |
VNQ
|
VV
|
EFA
|
EEM
|
IJR
|
VO
|
IEI
|
BIL
|
GSG
|
---|---|---|---|---|---|---|---|---|---|
VNQ
|
-
|
0.61
|
0.54
|
0.49
|
0.66
|
0.67
|
0.09
|
0.00
|
0.21
|
VV
|
0.61
|
-
|
0.75
|
0.71
|
0.84
|
0.93
|
0.09
|
0.00
|
0.24
|
EFA
|
0.54
|
0.75
|
-
|
0.69
|
0.67
|
0.73
|
0.07
|
0.01
|
0.33
|
EEM
|
0.49
|
0.71
|
0.69
|
-
|
0.66
|
0.72
|
0.06
|
-0.03
|
0.24
|
IJR
|
0.66
|
0.84
|
0.67
|
0.66
|
-
|
0.93
|
0.01
|
-0.01
|
0.28
|
VO
|
0.67
|
0.93
|
0.73
|
0.72
|
0.93
|
-
|
0.08
|
-0.01
|
0.28
|
IEI
|
0.09
|
0.09
|
0.07
|
0.06
|
0.01
|
0.08
|
-
|
0.20
|
-0.06
|
BIL
|
0.00
|
0.00
|
0.01
|
-0.03
|
-0.01
|
-0.01
|
0.20
|
-
|
0.04
|
GSG
|
0.21
|
0.24
|
0.33
|
0.24
|
0.28
|
0.28
|
-0.06
|
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.
Capital Growth as of May 31, 2023
The Inflation Adjusted Capital now would be 3229.64$, with a net total return of 222.96% (3.99% annualized).
The Inflation Adjusted Capital now would be 11689.04$, with a net total return of 1068.90% (5.32% 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 |
-37.96% | Jun 2008 | Feb 2009 | 9 | Feb 2011 | 24 | 33 |
-17.90% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
-14.54% | Jul 2014 | Feb 2016 | 20 | Jul 2017 | 17 | 37 |
-13.54% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 |
-13.50% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 |
-13.28% | Apr 2022 | Sep 2022 | 6 | in progress | 8 | 14 |
-10.05% | Feb 2001 | Sep 2001 | 8 | Apr 2003 | 19 | 27 |
-9.83% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-6.66% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 |
-5.06% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
-4.35% | Nov 2007 | Jan 2008 | 3 | Apr 2008 | 3 | 6 |
-3.93% | May 2019 | May 2019 | 1 | Oct 2019 | 5 | 6 |
-3.70% | Oct 1997 | Jan 1998 | 4 | Mar 1998 | 2 | 6 |
-3.52% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
-3.44% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
-3.26% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
-3.22% | Feb 2018 | Feb 2018 | 1 | Jul 2018 | 5 | 6 |
-3.19% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
-2.79% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
-2.41% | May 2006 | May 2006 | 1 | Aug 2006 | 3 | 4 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-37.96% | Jun 2008 | Feb 2009 | 9 | Feb 2011 | 24 | 33 |
-17.90% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
-14.54% | Jul 2014 | Feb 2016 | 20 | Jul 2017 | 17 | 37 |
-13.54% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 |
-13.50% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 |
-13.43% | Sep 1987 | Nov 1987 | 3 | Oct 1988 | 11 | 14 |
-13.28% | Apr 2022 | Sep 2022 | 6 | in progress | 8 | 14 |
-10.52% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 |
-10.05% | Feb 2001 | Sep 2001 | 8 | Apr 2003 | 19 | 27 |
-9.83% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-8.68% | Dec 1980 | Sep 1981 | 10 | Sep 1982 | 12 | 22 |
-6.66% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 |
-6.26% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 |
-5.84% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
-5.15% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 |
-5.06% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
-4.35% | Nov 2007 | Jan 2008 | 3 | Apr 2008 | 3 | 6 |
-3.93% | May 2019 | May 2019 | 1 | Oct 2019 | 5 | 6 |
-3.70% | Oct 1997 | Jan 1998 | 4 | Mar 1998 | 2 | 6 |
-3.66% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 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.
Rolling Period |
Annualized Return (%) | Negative Periods |
|||
---|---|---|---|---|---|
Average | Latest | Best | Worst | ||
1 Year |
9.73 | -7.68 |
38.69 Jul 1982 - Jun 1983 |
-33.99 Mar 2008 - Feb 2009 |
16.67% |
2 Years |
9.61 | -1.70 |
27.21 Mar 2009 - Feb 2011 |
-15.17 Mar 2007 - Feb 2009 |
8.97% |
3 Years |
9.49 | 7.85 |
22.81 Aug 1984 - Jul 1987 |
-7.23 Mar 2006 - Feb 2009 |
5.24% |
5 Years |
9.38 | 3.63 |
20.49 Aug 1982 - Jul 1987 |
-0.15 Mar 2004 - Feb 2009 |
0.39% |
7 Years |
9.42 | 4.95 |
17.56 Aug 1982 - Jul 1989 |
0.86 Apr 2013 - Mar 2020 |
0.00% |
10 Years |
9.50 | 3.71 |
16.25 Aug 1982 - Jul 1992 |
2.73 Nov 2007 - Oct 2017 |
0.00% |
15 Years |
9.47 | 3.07 |
14.84 Aug 1982 - Jul 1997 |
3.07 Jun 2008 - May 2023 |
0.00% |
20 Years |
9.53 | 5.75 |
13.62 Oct 1977 - Sep 1997 |
4.91 Apr 2000 - Mar 2020 |
0.00% |
30 Years |
9.50 | 6.60 |
12.41 Nov 1977 - Oct 2007 |
6.60 Jun 1993 - May 2023 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Craig Israelsen 7Twelve 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 3.71% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Craig Israelsen 7Twelve 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 |
1.83
60% |
-0.43
60% |
-1.52
80% |
1.32
80% |
0.08
60% |
0.47
80% |
1.49
100% |
-0.07
60% |
-1.72
40% |
0.57
60% |
1.70
60% |
0.55
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.83
|
101.39
|
99.85
|
101.17
|
101.25
|
101.73
|
103.25
|
103.18
|
101.41
|
101.99
|
103.72
|
104.29
|
Best |
6.4 2019 |
3.4 2021 |
1.8 2022 |
3.7 2020 |
3.9 2020 |
3.9 2019 |
3.2 2022 |
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 |
-4.9 2018 |
-3.5 2021 |
-4.7 2018 |
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% |
0.30
70% |
0.95
80% |
-0.34
60% |
-0.89
50% |
0.87
70% |
0.90
60% |
0.24
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.65
|
100.80
|
100.56
|
101.73
|
102.06
|
102.37
|
103.34
|
103.00
|
102.08
|
102.97
|
103.90
|
104.15
|
Best |
6.4 2019 |
3.4 2021 |
5.1 2016 |
3.7 2020 |
3.9 2020 |
3.9 2019 |
3.2 2013 |
2.4 2020 |
2.5 2013 |
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 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% |
0.53
64% |
0.71
62% |
0.67
70% |
0.17
64% |
0.21
62% |
1.16
70% |
1.44
81% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.95
|
101.41
|
102.25
|
103.77
|
104.42
|
104.97
|
105.72
|
106.44
|
106.62
|
106.85
|
108.08
|
109.63
|
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/Yearly Returns
Craig Israelsen 7Twelve Portfolio data source starts from January 1976: 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 |
-0.07 | -2.23 | 4.9 | -3.2 | 0.7 | 0.1 | -2.3 | |||||||
2022 |
-7.91 | -13.50 | -1.2 | 0.4 | 1.8 | -2.7 | 1.5 | -5.5 | 3.2 | -3.1 | -7.0 | 3.9 | 3.8 | -2.5 |
2021 |
+16.41 | +8.75 | 1.3 | 3.4 | 0.9 | 3.6 | 1.3 | 1.4 | 0.5 | 0.6 | -1.1 | 3.5 | -3.5 | 3.8 |
2020 |
+3.64 | +2.24 | -2.3 | -4.5 | -12.1 | 3.7 | 3.9 | 2.3 | 3.1 | 2.4 | -1.8 | -1.0 | 7.8 | 3.5 |
2019 |
+17.04 | +14.43 | 6.4 | 1.7 | 1.2 | 1.9 | -3.9 | 3.9 | 0.0 | -1.2 | 1.3 | 1.4 | 0.8 | 2.7 |
2018 |
-6.60 | -8.35 | 2.1 | -3.2 | 0.8 | 0.7 | 1.3 | 0.3 | 0.6 | 1.0 | 0.0 | -4.9 | -0.5 | -4.7 |
2017 |
+11.15 | +8.86 | 1.0 | 1.4 | -0.2 | 0.4 | 0.5 | 0.3 | 2.0 | 0.0 | 1.5 | 1.3 | 1.2 | 1.2 |
2016 |
+7.88 | +5.68 | -3.1 | -0.4 | 5.1 | 1.8 | 0.5 | 1.4 | 0.5 | 0.0 | 1.0 | -2.0 | 1.0 | 2.0 |
2015 |
-6.71 | -7.38 | -1.0 | 2.6 | -0.6 | 1.6 | -0.4 | -1.3 | -1.8 | -3.3 | -1.8 | 3.1 | -1.4 | -2.3 |
2014 |
-0.27 | -1.02 | -1.6 | 3.3 | 0.2 | 0.5 | 1.1 | 1.5 | -1.9 | 1.6 | -3.5 | 1.4 | -0.7 | -2.0 |
2013 |
+9.98 | +8.36 | 2.7 | -0.6 | 1.6 | 0.8 | -1.0 | -1.4 | 3.2 | -1.4 | 2.5 | 2.0 | 0.5 | 0.8 |
2012 |
+9.05 | +7.18 | 4.0 | 2.6 | 0.2 | -0.1 | -5.9 | 2.5 | 1.3 | 2.3 | 0.7 | -1.2 | 1.0 | 1.7 |
2011 |
-0.33 | -3.20 | 1.2 | 2.0 | 1.1 | 3.0 | -1.3 | -2.0 | 0.1 | -3.5 | -7.4 | 7.7 | -0.4 | -0.1 |
2010 |
+12.87 | +11.21 | -3.3 | 2.7 | 3.7 | 2.1 | -5.9 | -1.9 | 5.4 | -2.5 | 6.0 | 2.6 | -0.3 | 4.4 |
2009 |
+19.77 | +16.60 | -7.6 | -6.6 | 5.3 | 7.0 | 6.8 | -0.7 | 5.2 | 2.6 | 3.1 | -1.3 | 3.6 | 2.1 |
2008 |
-24.01 | -24.08 | -2.3 | 1.6 | 0.1 | 3.8 | 2.5 | -1.9 | -3.5 | -1.3 | -5.7 | -15.3 | -5.6 | 2.0 |
2007 |
+11.31 | +6.95 | 1.0 | 0.4 | 1.2 | 1.7 | 1.2 | -0.4 | -0.6 | 0.8 | 4.3 | 3.4 | -2.4 | 0.3 |
2006 |
+12.08 | +9.30 | 3.9 | -1.4 | 1.5 | 1.8 | -2.4 | 0.1 | 1.2 | 1.2 | -0.2 | 3.3 | 3.3 | -0.7 |
2005 |
+11.36 | +7.68 | -1.3 | 3.0 | -1.0 | -1.0 | 2.0 | 1.9 | 2.8 | 1.9 | 1.9 | -3.4 | 2.3 | 2.0 |
2004 |
+14.33 | +10.72 | 1.9 | 2.9 | 1.6 | -5.1 | 1.7 | 0.8 | -1.1 | 1.6 | 2.8 | 2.3 | 2.7 | 1.6 |
2003 |
+25.20 | +22.90 | -0.1 | 0.8 | -1.9 | 3.7 | 5.7 | 0.6 | 0.4 | 3.0 | 1.4 | 4.0 | 1.4 | 4.1 |
2002 |
+4.93 | +2.49 | -0.7 | 1.2 | 4.6 | 0.8 | -1.0 | -1.3 | -3.1 | 2.3 | -1.4 | 0.5 | 2.1 | 1.1 |
2001 |
-4.66 | -6.12 | 1.4 | -3.2 | -3.3 | 4.2 | 0.0 | -1.0 | -0.4 | -0.4 | -6.1 | 1.2 | 1.8 | 1.5 |
2000 |
+11.53 | +7.88 | -0.6 | 3.6 | 1.7 | -1.7 | 0.9 | 4.0 | -1.5 | 5.2 | -1.2 | -1.4 | -0.2 | 2.6 |
1999 |
+19.24 | +16.12 | 0.0 | -3.0 | 5.0 | 5.1 | -1.9 | 3.5 | -0.3 | 0.7 | 0.6 | 0.4 | 3.0 | 5.0 |
1998 |
-1.40 | -2.97 | -0.4 | 2.0 | 2.0 | -0.4 | -2.5 | -0.5 | -2.6 | -8.1 | 5.0 | 2.5 | 0.8 | 1.5 |
1997 |
+7.34 | +5.54 | 0.9 | -0.8 | -1.5 | 1.2 | 3.7 | 1.7 | 3.7 | -2.1 | 4.0 | -2.5 | -1.0 | 0.2 |
1996 |
+16.09 | +12.36 | 1.6 | 0.6 | 1.5 | 2.3 | 0.7 | 0.8 | -3.3 | 2.2 | 2.9 | 0.7 | 4.5 | 0.7 |
1995 |
+18.64 | +15.70 | -1.1 | 1.6 | 1.5 | 2.2 | 2.6 | 1.0 | 2.4 | 0.7 | 1.4 | -0.8 | 2.4 | 3.5 |
1994 |
-1.53 | -4.09 | 4.1 | -2.5 | -3.8 | 1.3 | 0.5 | -0.5 | 1.9 | 1.1 | -1.8 | 0.4 | -3.1 | 1.3 |
1993 |
+17.28 | +14.14 | 3.2 | 1.6 | 3.7 | 0.2 | 0.0 | 1.3 | 1.1 | 3.1 | 0.4 | 1.3 | -3.2 | 3.5 |
1992 |
+5.45 | +2.48 | 1.0 | -0.4 | -1.4 | 1.0 | 3.4 | -2.1 | 2.2 | -0.3 | 0.6 | -0.5 | 1.2 | 1.0 |
1991 |
+26.17 | +22.42 | 1.9 | 5.0 | 2.0 | 1.4 | 2.8 | -3.3 | 3.0 | 2.8 | 1.6 | 2.5 | -2.8 | 7.2 |
1990 |
+1.68 | -4.17 | -3.4 | -0.3 | 0.1 | -1.7 | 4.3 | 0.6 | 2.7 | -3.3 | 0.6 | 0.5 | 0.6 | 1.1 |
1989 |
+27.09 | +21.45 | 3.3 | 1.2 | 1.0 | 3.6 | 2.2 | 0.7 | 3.2 | 2.2 | 2.8 | -1.5 | 1.8 | 3.9 |
1988 |
+17.78 | +12.79 | 4.7 | 3.0 | 0.6 | 1.1 | -0.2 | 3.1 | -0.4 | -1.6 | 1.6 | 2.0 | 0.5 | 2.4 |
1987 |
+3.08 | -1.30 | 6.9 | 1.6 | 0.7 | 0.6 | 0.0 | 1.8 | 3.1 | 1.2 | -1.3 | -11.0 | -1.4 | 2.0 |
1986 |
+16.22 | +14.96 | -0.4 | 3.9 | 4.6 | 1.5 | 0.3 | 2.9 | -1.4 | 5.3 | -3.7 | 1.5 | 1.7 | -0.7 |
1985 |
+24.57 | +20.02 | 5.1 | 0.4 | 1.3 | 0.1 | 4.2 | 0.9 | 0.1 | 0.3 | -0.7 | 3.8 | 4.0 | 2.8 |
1984 |
+8.53 | +4.41 | 0.5 | -1.6 | 1.3 | 0.2 | -2.4 | 1.1 | -1.0 | 6.0 | 1.1 | 1.4 | 0.5 | 1.4 |
1983 |
+17.12 | +12.84 | 2.2 | 2.0 | 3.3 | 4.5 | 0.5 | 2.2 | -1.5 | 0.4 | 1.0 | -1.2 | 1.9 | 0.7 |
1982 |
+15.88 | +11.60 | -0.1 | -2.5 | -0.1 | 3.1 | -1.1 | -2.6 | 0.4 | 5.7 | 1.5 | 6.9 | 3.5 | 0.8 |
1981 |
-1.36 | -9.44 | -2.1 | -0.2 | 3.1 | -0.9 | 1.5 | -1.2 | -0.3 | -3.7 | -2.8 | 4.7 | 3.6 | -2.6 |
1980 |
+16.18 | +3.26 | 3.5 | -2.4 | -8.4 | 5.3 | 5.2 | 3.4 | 4.1 | 0.2 | 1.9 | 1.7 | 3.7 | -2.2 |
1979 |
+20.37 | +6.25 | 4.4 | -0.2 | 3.5 | 1.5 | -1.1 | 3.5 | 0.5 | 5.8 | 0.5 | -6.3 | 5.2 | 2.1 |
1978 |
+13.62 | +4.22 | -1.6 | 0.4 | 4.1 | 4.2 | 2.5 | -2.0 | 3.6 | 3.4 | 0.9 | -5.8 | 2.8 | 0.8 |
1977 |
+7.11 | +0.38 | -1.2 | -0.3 | 0.9 | 1.8 | -0.5 | 2.6 | -1.8 | 0.2 | 1.0 | -0.9 | 3.6 | 1.6 |
1976 |
+15.46 | +10.11 | 6.1 | 1.9 | 1.1 | 0.2 | -1.0 | 2.5 | -1.3 | 0.0 | -0.1 | -0.8 | 2.0 | 4.2 |
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:
- VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
- VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
- EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
- VO - Vanguard Mid-Cap: simulated historical serie, up to December 2004
- IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
- BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
- GSG - iShares S&P GSCI Commodity Indexed Trust: simulated historical serie, up to December 2006
Portfolio efficiency
Compared to the Craig Israelsen 7Twelve 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 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 | +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 | +7.52 | 7.52 | -17.79 | 40 | 40 | 20 | ||
Coffeehouse | +7.42 | 9.53 | -33.93 | 60 | 40 | 0 | ||
Robo Advisor 50 | +7.29 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
Sheltered Sam 60/40 | +7.25 | 9.15 | -34.12 | 58.2 | 40 | 1.8 | ||
Pinwheel | +7.25 | 10.41 | -36.89 | 65 | 25 | 10 | ||
Dimensional 2030 Retirement Income | +7.25 | 9.17 | -31.78 | 55.9 | 44.1 | 0 | ||
Tilt Toward Value | +7.25 | 9.29 | -34.63 | 60 | 40 | 0 | ||
Marc Faber Portfolio | +7.20 | 9.54 | -28.82 | 50 | 25 | 25 | ||
All Weather Portfolio | +7.19 | 7.21 | -20.19 | 30 | 55 | 15 | ||
Edge Select Moderate | +7.18 | 8.84 | -29.58 | 53 | 47 | 0 | ||
Five Fold | +7.18 | 9.64 | -37.94 | 60 | 40 | 0 | ||
Simple Money Portfolio | +7.08 | 9.00 | -32.39 | 60 | 40 | 0 | ||
Sandwich Portfolio | +7.08 | 8.23 | -28.96 | 55 | 45 | 0 | ||
Nano Portfolio | +7.04 | 9.55 | -36.66 | 60 | 40 | 0 | ||
Simple and Cheap | +7.02 | 9.29 | -34.84 | 60 | 40 | 0 | ||
Global Market Portfolio | +6.96 | 8.14 | -25.90 | 45 | 55 | 0 | ||
Ultimate Buy&Hold | +6.95 | 9.20 | -34.23 | 60 | 40 | 0 | ||
Coward's Portfolio | +6.94 | 9.02 | -32.68 | 60 | 40 | 0 | ||
LifeStrategy Moderate Growth | +6.90 | 9.43 | -33.52 | 60 | 40 | 0 | ||
Dynamic 40/60 Income | +6.88 | 8.02 | -29.84 | 40 | 60 | 0 | ||
Big Rocks Portfolio | +6.87 | 9.06 | -33.80 | 60 | 40 | 0 | ||
One-Decision Portfolio | +6.84 | 8.25 | -31.96 | 50 | 50 | 0 | ||
GAA Global Asset Allocation | +6.84 | 7.93 | -24.91 | 40.5 | 49.5 | 10 | ||
Stocks/Bonds 40/60 | +6.84 | 6.83 | -19.17 | 40 | 60 | 0 | ||
Simplified Permanent Portfolio | +6.79 | 6.79 | -16.43 | 25 | 50 | 25 | ||
Sheltered Sam 50/50 | +6.77 | 7.75 | -28.23 | 48.5 | 50 | 1.5 | ||
Four Square | +6.64 | 8.39 | -29.95 | 50 | 50 | 0 | ||
7Twelve Portfolio | +6.60 | 9.74 | -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.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | 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 | +8.66 | 11.60 | -38.53 | 75 | 25 | 0 | ||
Late Sixties and Beyond | +8.19 | 11.57 | -41.80 | 71 | 29 | 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 |