Craig Israelsen 7Twelve Portfolio: ETF allocation and returns

Data Source: from January 1976 to November 2023 (~48 years)
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: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
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%

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$, with a net total return of 224.73% (4.00% annualized).
An investment of 1$, 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).

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:
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
Terms and Definitions
  • 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).
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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 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)
Inflation Adjusted:
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)
Inflation Adjusted:
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.
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%)
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(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:
  • 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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.34 9.56 -32.52 60 40 0
Aim Bold Strategy Aim Ways +8.24 9.93 -30.09 45 40 15
Weird Portfolio Value Stock Geek +8.02 10.75 -32.97 60 20 20
Stocks/Bonds 60/40 +7.99 9.61 -30.55 60 40 0
Couch Potato Scott Burns +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 Tyler +7.46 7.68 -17.79 40 40 20
Coffeehouse Bill Schultheis +7.41 9.68 -33.93 60 40 0
Tilt Toward Value Time Inc +7.30 9.42 -34.63 60 40 0
Marc Faber Portfolio Marc Faber +7.22 9.65 -28.82 50 25 25
Dimensional 2030 Retirement Income DFA +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 Bill Bernstein +7.22 9.24 -34.12 58.2 40 1.8
Edge Select Moderate Merrill Lynch +7.20 8.97 -29.58 53 47 0
Five Fold Scott Burns +7.19 9.74 -37.94 60 40 0
All Weather Portfolio Ray Dalio +7.19 7.39 -20.58 30 55 15
Robo Advisor 50 Betterment +7.16 9.32 -30.72 49.9 50.1 0
Simple and Cheap Time Inc +7.10 9.41 -34.84 60 40 0
Nano Portfolio John Wasik +7.07 9.66 -36.66 60 40 0
LifeStrategy Moderate Growth Vanguard +7.01 9.53 -33.52 60 40 0
Simple Money Portfolio Tim Maurer +6.99 9.10 -32.39 60 40 0
Sandwich Portfolio Bob Clyatt +6.97 8.32 -28.96 55 45 0
Coward's Portfolio Bill Bernstein +6.93 9.11 -32.68 60 40 0
One-Decision Portfolio Marvin Appel +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 Credit Suisse +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 Larry Swedroe +6.83 9.15 -33.80 60 40 0
Ultimate Buy&Hold FundAdvice +6.82 9.29 -34.23 60 40 0
GAA Global Asset Allocation Mebane Faber +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 Bill Bernstein +6.71 7.82 -28.23 48.5 50 1.5
Four Square Scott Burns +6.66 8.45 -29.95 50 50 0
7Twelve Portfolio Craig Israelsen +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 Author 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 JL Collins +8.78 11.75 -38.53 75 25 0
Aim Bold Strategy Aim Ways +8.24 9.93 -30.09 45 40 15
Late Sixties and Beyond Burton Malkiel +8.13 11.69 -41.80 71 29 0
Talmud Portfolio Roger Gibson +8.01 10.81 -40.17 66.7 33.3 0
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