Credit Suisse Global Market Portfolio: ETF allocation and returns

Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 08 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.24%
1 Day
Dec 08 2023
1.27%
Current Month
December 2023

The Credit Suisse Global Market Portfolio is a Medium Risk portfolio and can be implemented with 8 ETFs.

It's exposed for 45% on the Stock Market.

In the last 30 Years, the Credit Suisse Global Market Portfolio obtained a 6.84% compound annual return, with a 8.29% standard deviation.

Table of contents

Asset Allocation and ETFs

The Credit Suisse Global Market Portfolio has the following asset allocation:

45% Stocks
55% Fixed Income
0% Commodities

The Credit Suisse Global Market Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
20.00
SPY
USD SPDR S&P 500 Equity, U.S., Large Cap
15.00
VEU
USD Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
5.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
5.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
22.00
LQD
USD iShares Investment Grade Corporate Bond Bond, U.S., All-Term
16.00
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, All-Term
15.00
TLT
USD iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
2.00
TIP
USD iShares TIPS Bond Bond, U.S., All-Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Nov 30, 2023

The Credit Suisse Global Market 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.
CREDIT SUISSE GLOBAL MARKET PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 08 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
(~39Y)
Credit Suisse Global Market Portfolio -0.24 1.27 7.77 2.27 3.75 4.06 4.63 6.84 8.75
US Inflation Adjusted return 7.77 1.09 0.39 -0.01 1.77 4.21 5.79
Components
SPY
USD SPDR S&P 500 0.43 Dec 08 2023 0.83 9.13 10.02 13.73 12.49 11.72 9.92 11.19
VEU
USD Vanguard FTSE All-World ex-US 0.09 Dec 08 2023 0.31 8.23 5.00 8.02 5.37 3.75 5.13 7.64
EEM
USD iShares MSCI Emerging Markets -0.43 Dec 08 2023 -1.39 7.79 4.40 2.42 1.46 1.42 4.65 8.63
VNQ
USD Vanguard Real Estate -0.17 Dec 08 2023 2.34 12.08 4.30 -2.99 3.66 6.41 8.34 9.08
LQD
USD iShares Investment Grade Corporate Bond -0.54 Dec 08 2023 1.38 7.57 0.87 2.70 2.20 2.52 5.02 6.65
BNDX
USD Vanguard Total International Bond -0.42 Dec 08 2023 0.97 3.43 1.56 2.49 0.52 2.06 4.69 6.57
TLT
USD iShares 20+ Year Treasury Bond -0.82 Dec 08 2023 3.58 9.92 -9.50 -8.15 -2.46 1.07 4.92 7.15
TIP
USD iShares TIPS Bond -0.12 Dec 08 2023 0.53 2.77 -1.03 -0.52 2.25 1.70 4.90 6.69
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) 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 Credit Suisse Global Market Portfolio granted a 2.08% dividend yield. If you are interested in getting periodic income, please refer to the Credit Suisse Global Market Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 7.27$, with a total return of 626.89% (6.84% annualized).

The Inflation Adjusted Capital now would be 3.44$, with a net total return of 244.46% (4.21% annualized).
An investment of 1$, since January 1985, now would be worth 26.13$, with a total return of 2513.18% (8.75% annualized).

The Inflation Adjusted Capital now would be 8.94$, with a net total return of 794.36% (5.79% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of Credit Suisse Global Market Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
CREDIT SUISSE GLOBAL MARKET PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 7.77 0.52 2.27 3.75 -1.78 4.06 4.63 6.33 6.84 8.75
Infl. Adjusted Return (%) details 7.77 0.31 1.09 0.39 -7.11 -0.01 1.77 3.64 4.21 5.79
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 2.79
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 (%) -8.81 -23.10 -23.10 -23.10 -25.90 -25.90 -25.90
Start to Recovery (# months) details 4* 23* 23* 23* 29 29 29
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 13 13 13
End (yyyy mm) - - - - 2010 03 2010 03 2010 03
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 13 13 13
End (yyyy mm) - - - - 2010 03 2010 03 2010 03
Longest negative period (# months) details 11 36* 50 50 50 50 50
Period Start (yyyy mm) 2022 12 2020 12 2019 09 2019 09 2005 01 2005 01 2005 01
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2009 02 2009 02 2009 02
Annualized Return (%) -4.06 -1.78 -0.01 -0.01 -0.33 -0.33 -0.33
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -9.40 -28.40 -28.40 -28.40 -28.40 -28.40 -28.40
Start to Recovery (# months) details 4* 27* 27* 27* 27* 27* 27*
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 3 13 13 13 13 13 13
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 14 14 14 14 14 14
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%) -4.34
same as
deepest

same as
deepest

same as
deepest
-27.03 -9.28 -9.28
Start to Recovery (# months) details 6 33 34 34
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2007 11 2000 09 2000 09
Start to Bottom (# months) 1 13 13 13 16 25 25
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 5 14 14 14 17 9 9
End (yyyy mm) 2023 07 - - - 2010 07 2003 06 2003 06
Longest negative period (# months) details 11 36* 60* 105 105 105 105
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2015 02 2015 02 2015 02 2015 02
Period End (yyyy mm) 2023 10 2023 11 2023 11 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -7.44 -7.11 -0.01 -0.32 -0.32 -0.32 -0.32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 13.20 12.21 11.31 8.93 8.92 8.29 8.60
Sharpe Ratio -0.09 -0.30 0.21 0.40 0.57 0.55 0.55
Sortino Ratio -0.13 -0.43 0.29 0.54 0.75 0.74 0.75
Ulcer Index 3.43 12.11 9.51 6.97 6.48 5.53 5.02
Ratio: Return / Standard Deviation 0.28 -0.15 0.36 0.52 0.71 0.82 1.02
Ratio: Return / Deepest Drawdown 0.43 -0.08 0.18 0.20 0.24 0.26 0.34
% Positive Months details 50% 52% 61% 64% 67% 67% 68%
Positive Months 6 19 37 77 163 244 318
Negative Months 6 17 23 43 77 116 149
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.63 9.73 9.73 13.64
Worst 10 Years Return (%) - Annualized 3.87 3.87 3.87
Best 10 Years Return (%) - Annualized 1.77 7.83 7.83 9.75
Worst 10 Years Return (%) - Annualized 1.04 1.04 1.04
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 34.43 19.16 14.29 9.73 8.65 6.84
Worst Rolling Return (%) - Annualized -22.58 -3.75 1.27 3.87 5.99
% Positive Periods 83% 95% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 31.61 16.40 12.00 7.83 6.28 4.21
Worst Rolling Return (%) - Annualized -26.80 -7.63 -2.02 1.04 3.32
% Positive Periods 77% 88% 93% 100% 100% 100%
Over all the available data source (Jan 1985 - Nov 2023)
Best Rolling Return (%) - Annualized 44.48 21.36 19.00 13.64 11.55 10.22
Worst Rolling Return (%) - Annualized -22.58 -3.75 1.27 3.87 5.99 6.47
% Positive Periods 85% 96% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 42.22 17.76 14.78 9.75 8.30 7.31
Worst Rolling Return (%) - Annualized -26.80 -7.63 -2.02 1.04 3.32 3.85
% Positive Periods 78% 91% 95% 100% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 30.82 22.21 12.09 7.91 6.57 9.95
Perpetual WR (%) 0.00 0.00 1.74 3.52 4.04 5.47
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
SPY
VEU
EEM
VNQ
LQD
BNDX
TLT
TIP
SPY
-
0.90
0.86
0.91
0.86
0.85
0.85
0.79
VEU
0.90
-
0.96
0.94
0.90
0.74
0.88
0.83
EEM
0.86
0.96
-
0.87
0.85
0.69
0.79
0.77
VNQ
0.91
0.94
0.87
-
0.87
0.75
0.86
0.74
LQD
0.86
0.90
0.85
0.87
-
0.89
0.98
0.94
BNDX
0.85
0.74
0.69
0.75
0.89
-
0.87
0.90
TLT
0.85
0.88
0.79
0.86
0.98
0.87
-
0.92
TIP
0.79
0.83
0.77
0.74
0.94
0.90
0.92
-
Asset
SPY
VEU
EEM
VNQ
LQD
BNDX
TLT
TIP
SPY
-
0.88
0.73
0.87
0.65
0.54
0.15
0.61
VEU
0.88
-
0.92
0.82
0.71
0.51
0.16
0.56
EEM
0.73
0.92
-
0.68
0.67
0.45
0.18
0.47
VNQ
0.87
0.82
0.68
-
0.70
0.58
0.29
0.66
LQD
0.65
0.71
0.67
0.70
-
0.89
0.72
0.83
BNDX
0.54
0.51
0.45
0.58
0.89
-
0.70
0.84
TLT
0.15
0.16
0.18
0.29
0.72
0.70
-
0.67
TIP
0.61
0.56
0.47
0.66
0.83
0.84
0.67
-
Asset
SPY
VEU
EEM
VNQ
LQD
BNDX
TLT
TIP
SPY
-
0.86
0.70
0.75
0.57
0.42
0.07
0.48
VEU
0.86
-
0.91
0.66
0.62
0.37
0.07
0.47
EEM
0.70
0.91
-
0.54
0.58
0.32
0.11
0.42
VNQ
0.75
0.66
0.54
-
0.69
0.58
0.38
0.63
LQD
0.57
0.62
0.58
0.69
-
0.85
0.72
0.81
BNDX
0.42
0.37
0.32
0.58
0.85
-
0.73
0.79
TLT
0.07
0.07
0.11
0.38
0.72
0.73
-
0.69
TIP
0.48
0.47
0.42
0.63
0.81
0.79
0.69
-
Asset
SPY
VEU
EEM
VNQ
LQD
BNDX
TLT
TIP
SPY
-
0.83
0.72
0.61
0.33
0.16
-0.10
0.22
VEU
0.83
-
0.86
0.60
0.35
0.17
-0.12
0.21
EEM
0.72
0.86
-
0.52
0.30
0.16
-0.10
0.19
VNQ
0.61
0.60
0.52
-
0.44
0.29
0.09
0.33
LQD
0.33
0.35
0.30
0.44
-
0.68
0.66
0.74
BNDX
0.16
0.17
0.16
0.29
0.68
-
0.51
0.61
TLT
-0.10
-0.12
-0.10
0.09
0.66
0.51
-
0.67
TIP
0.22
0.21
0.19
0.33
0.74
0.61
0.67
-
Asset
SPY
VEU
EEM
VNQ
LQD
BNDX
TLT
TIP
SPY
-
0.72
0.69
0.60
0.33
0.21
0.00
0.25
VEU
0.72
-
0.70
0.53
0.32
0.21
-0.02
0.22
EEM
0.69
0.70
-
0.49
0.28
0.20
0.00
0.21
VNQ
0.60
0.53
0.49
-
0.40
0.27
0.12
0.30
LQD
0.33
0.32
0.28
0.40
-
0.74
0.72
0.81
BNDX
0.21
0.21
0.20
0.27
0.74
-
0.59
0.72
TLT
0.00
-0.02
0.00
0.12
0.72
0.59
-
0.73
TIP
0.25
0.22
0.21
0.30
0.81
0.72
0.73
-

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.

CREDIT SUISSE GLOBAL MARKET PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-25.90% Nov 2007 Feb 2009 16 Mar 2010 13 29 11.61
-23.10% Jan 2022 Sep 2022 9 in progress 14 23 15.01
-8.34% Feb 2020 Mar 2020 2 Jun 2020 3 5 3.77
-6.85% Feb 1994 Nov 1994 10 May 1995 6 16 4.92
-6.28% Feb 2001 Sep 2001 8 Apr 2003 19 27 3.57
-6.05% Mar 2015 Sep 2015 7 May 2016 8 15 3.35
-6.00% Feb 2018 Dec 2018 11 Mar 2019 3 14 3.08
-5.62% Jul 1998 Aug 1998 2 Oct 1998 2 4 2.67
-5.32% May 2013 Aug 2013 4 Nov 2013 3 7 3.21
-4.41% Aug 2016 Nov 2016 4 Mar 2017 4 8 2.12
-4.15% Apr 2004 Apr 2004 1 Sep 2004 5 6 2.55
-3.97% Aug 1997 Aug 1997 1 Jan 1998 5 6 1.83
-3.80% Jun 2011 Sep 2011 4 Oct 2011 1 5 1.81
-3.33% May 2010 May 2010 1 Jul 2010 2 3 2.22
-3.32% Sep 2000 Nov 2000 3 Jan 2001 2 5 1.82
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-28.40% Sep 2021 Sep 2022 13 in progress 14 27 19.59
-27.03% Nov 2007 Feb 2009 16 Jul 2010 17 33 12.50
-9.28% Sep 2000 Sep 2002 25 Jun 2003 9 34 5.30
-9.03% Feb 1994 Nov 1994 10 Jul 1995 8 18 6.21
-8.39% Feb 2020 Mar 2020 2 Jun 2020 3 5 3.70
-7.48% Feb 2018 Oct 2018 9 Jun 2019 8 17 3.91
-7.32% Mar 2015 Sep 2015 7 Jun 2016 9 16 4.22
-6.08% May 1998 Aug 1998 4 Oct 1998 2 6 2.54
-5.87% May 2013 Aug 2013 4 Dec 2013 4 8 3.35
-4.69% Aug 2016 Nov 2016 4 May 2017 6 10 2.25
-4.54% May 2011 Sep 2011 5 Oct 2011 1 6 2.06
-4.46% Apr 2004 Apr 2004 1 Oct 2004 6 7 3.03
-4.15% Aug 1997 Aug 1997 1 Feb 1998 6 7 1.99
-3.32% Sep 2005 Oct 2005 2 Dec 2005 2 4 1.55
-3.21% Mar 2006 May 2006 3 Aug 2006 3 6 1.83
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-25.90% Nov 2007 Feb 2009 16 Mar 2010 13 29 11.61
-23.10% Jan 2022 Sep 2022 9 in progress 14 23 15.01
-11.04% Sep 1987 Nov 1987 3 Jun 1988 7 10 5.43
-9.84% Aug 1990 Sep 1990 2 Jan 1991 4 6 5.37
-8.34% Feb 2020 Mar 2020 2 Jun 2020 3 5 3.77
-7.84% Jan 1990 Apr 1990 4 Jul 1990 3 7 4.17
-6.85% Feb 1994 Nov 1994 10 May 1995 6 16 4.92
-6.28% Feb 2001 Sep 2001 8 Apr 2003 19 27 3.57
-6.05% Mar 2015 Sep 2015 7 May 2016 8 15 3.35
-6.00% Feb 2018 Dec 2018 11 Mar 2019 3 14 3.08
-5.62% Jul 1998 Aug 1998 2 Oct 1998 2 4 2.67
-5.32% May 2013 Aug 2013 4 Nov 2013 3 7 3.21
-4.41% Aug 2016 Nov 2016 4 Mar 2017 4 8 2.12
-4.17% Jan 1992 Mar 1992 3 Jul 1992 4 7 2.20
-4.15% Apr 2004 Apr 2004 1 Sep 2004 5 6 2.55
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-28.40% Sep 2021 Sep 2022 13 in progress 14 27 19.59
-27.03% Nov 2007 Feb 2009 16 Jul 2010 17 33 12.50
-13.81% Jan 1990 Sep 1990 9 Apr 1991 7 16 7.02
-11.81% Sep 1987 Nov 1987 3 Jan 1989 14 17 5.24
-9.28% Sep 2000 Sep 2002 25 Jun 2003 9 34 5.30
-9.03% Feb 1994 Nov 1994 10 Jul 1995 8 18 6.21
-8.39% Feb 2020 Mar 2020 2 Jun 2020 3 5 3.70
-7.48% Feb 2018 Oct 2018 9 Jun 2019 8 17 3.91
-7.32% Mar 2015 Sep 2015 7 Jun 2016 9 16 4.22
-6.08% May 1998 Aug 1998 4 Oct 1998 2 6 2.54
-5.87% May 2013 Aug 2013 4 Dec 2013 4 8 3.35
-5.13% Jan 1992 Mar 1992 3 Dec 1992 9 12 2.34
-4.69% Aug 2016 Nov 2016 4 May 2017 6 10 2.25
-4.54% May 2011 Sep 2011 5 Oct 2011 1 6 2.06
-4.46% Apr 2004 Apr 2004 1 Oct 2004 6 7 3.03

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.

CREDIT SUISSE GLOBAL MARKET PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 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 -22.58 03/2008
02/2009
0.77$ -0.38 0.99$ 8.78 1.08$ 14.02 1.14$ 34.43 03/2009
02/2010
1.34$ 3.75 16.62%
2Y -10.20 03/2007
02/2009
0.80$ 1.83 1.03$ 8.43 1.17$ 11.85 1.25$ 23.94 03/2009
02/2011
1.53$ -6.15 11.28%
3Y -3.75 03/2006
02/2009
0.89$ 3.20 1.09$ 7.83 1.25$ 11.22 1.37$ 19.16 03/2009
02/2012
1.69$ -1.78 4.62%
5Y 1.27 03/2004
02/2009
1.06$ 5.21 1.28$ 6.84 1.39$ 10.10 1.61$ 14.29 03/2009
02/2014
1.94$ 4.06 0.00%
7Y 3.09 11/2016
10/2023
1.23$ 6.30 1.53$ 7.29 1.63$ 8.31 1.74$ 10.90 03/2009
02/2016
2.06$ 4.51 0.00%
10Y 3.87 11/2013
10/2023
1.46$ 6.16 1.81$ 7.65 2.08$ 8.51 2.26$ 9.73 03/2009
02/2019
2.53$ 4.63 0.00%
15Y 4.69 11/2007
10/2022
1.98$ 6.68 2.63$ 7.40 2.91$ 7.83 3.09$ 8.50 02/2003
01/2018
3.40$ 7.19 0.00%
20Y 5.99 11/2003
10/2023
3.19$ 6.84 3.75$ 7.36 4.13$ 7.92 4.59$ 8.65 02/1995
01/2015
5.25$ 6.33 0.00%
30Y 6.84 12/1993
11/2023
7.26$ 6.84 7.26$ 6.84 7.26$ 6.84 7.26$ 6.84 12/1993
11/2023
7.26$ 6.84 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -26.80 11/2021
10/2022
0.73$ -2.48 0.97$ 6.09 1.06$ 11.60 1.11$ 31.61 03/2009
02/2010
1.31$ 0.39 22.35%
2Y -14.56 11/2021
10/2023
0.72$ -0.43 0.99$ 6.09 1.12$ 9.25 1.19$ 21.36 03/2009
02/2011
1.47$ -10.80 16.62%
3Y -7.63 11/2020
10/2023
0.78$ 0.72 1.02$ 5.58 1.17$ 8.58 1.28$ 16.40 03/2009
02/2012
1.57$ -7.11 11.38%
5Y -2.02 11/2017
10/2022
0.90$ 2.89 1.15$ 4.83 1.26$ 7.58 1.44$ 12.00 03/2009
02/2014
1.76$ -0.01 6.31%
7Y -0.40 11/2016
10/2023
0.97$ 4.01 1.31$ 5.01 1.40$ 6.01 1.50$ 9.15 03/2009
02/2016
1.84$ 0.95 0.72%
10Y 1.04 11/2013
10/2023
1.10$ 3.61 1.42$ 5.40 1.69$ 6.07 1.80$ 7.83 03/2009
02/2019
2.12$ 1.77 0.00%
15Y 2.24 11/2007
10/2022
1.39$ 4.31 1.88$ 5.07 2.09$ 5.44 2.21$ 6.28 02/2003
01/2018
2.49$ 4.58 0.00%
20Y 3.32 11/2003
10/2023
1.92$ 4.44 2.38$ 5.07 2.69$ 5.55 2.94$ 6.28 02/1995
01/2015
3.37$ 3.64 0.00%
30Y 4.21 12/1993
11/2023
3.44$ 4.21 3.44$ 4.21 3.44$ 4.21 3.44$ 4.21 12/1993
11/2023
3.44$ 4.21 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 -22.58 03/2008
02/2009
0.77$ 0.11 1.00$ 9.55 1.09$ 16.33 1.16$ 44.48 05/1985
04/1986
1.44$ 3.75 14.47%
2Y -10.20 03/2007
02/2009
0.80$ 3.47 1.07$ 9.16 1.19$ 13.05 1.27$ 31.45 03/1985
02/1987
1.72$ -6.15 8.56%
3Y -3.75 03/2006
02/2009
0.89$ 4.14 1.12$ 8.94 1.29$ 12.41 1.42$ 21.36 03/1985
02/1988
1.78$ -1.78 3.47%
5Y 1.27 03/2004
02/2009
1.06$ 5.60 1.31$ 8.14 1.47$ 11.69 1.73$ 19.00 01/1985
12/1989
2.38$ 4.06 0.00%
7Y 3.09 11/2016
10/2023
1.23$ 6.57 1.56$ 7.70 1.68$ 11.31 2.11$ 16.70 01/1985
12/1991
2.94$ 4.51 0.00%
10Y 3.87 11/2013
10/2023
1.46$ 6.43 1.86$ 8.08 2.17$ 11.00 2.84$ 13.64 01/1985
12/1994
3.59$ 4.63 0.00%
15Y 4.69 11/2007
10/2022
1.98$ 7.02 2.76$ 7.65 3.02$ 9.56 3.93$ 13.31 01/1985
12/1999
6.51$ 7.19 0.00%
20Y 5.99 11/2003
10/2023
3.19$ 7.03 3.89$ 7.95 4.62$ 9.48 6.12$ 11.55 01/1985
12/2004
8.89$ 6.33 0.00%
30Y 6.47 11/1993
10/2023
6.55$ 7.34 8.36$ 8.38 11.17$ 8.86 12.75$ 10.22 01/1985
12/2014
18.50$ 6.84 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 -26.80 11/2021
10/2022
0.73$ -2.11 0.97$ 6.56 1.06$ 13.42 1.13$ 42.22 05/1985
04/1986
1.42$ 0.39 21.49%
2Y -14.56 11/2021
10/2023
0.72$ 0.98 1.01$ 6.20 1.12$ 10.27 1.21$ 28.11 03/1985
02/1987
1.64$ -10.80 12.61%
3Y -7.63 11/2020
10/2023
0.78$ 1.65 1.05$ 6.12 1.19$ 9.06 1.29$ 17.76 03/1985
02/1988
1.63$ -7.11 8.56%
5Y -2.02 11/2017
10/2022
0.90$ 3.30 1.17$ 5.52 1.30$ 8.36 1.49$ 14.78 01/1985
12/1989
1.99$ -0.01 4.66%
7Y -0.40 11/2016
10/2023
0.97$ 4.30 1.34$ 5.47 1.45$ 7.93 1.70$ 12.29 01/1985
12/1991
2.25$ 0.95 0.52%
10Y 1.04 11/2013
10/2023
1.10$ 4.38 1.53$ 5.70 1.74$ 7.43 2.04$ 9.75 10/1985
09/1995
2.53$ 1.77 0.00%
15Y 2.24 11/2007
10/2022
1.39$ 4.68 1.98$ 5.33 2.17$ 6.54 2.58$ 9.82 01/1985
12/1999
4.07$ 4.58 0.00%
20Y 3.32 11/2003
10/2023
1.92$ 4.71 2.51$ 5.44 2.88$ 6.29 3.38$ 8.30 01/1985
12/2004
4.92$ 3.64 0.00%
30Y 3.85 11/1993
10/2023
3.10$ 4.72 3.98$ 5.79 5.41$ 6.24 6.14$ 7.31 01/1985
12/2014
8.29$ 4.21 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 Credit Suisse Global Market Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Credit Suisse Global Market 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
1.57
60%
-1.53
20%
-0.35
60%
0.69
80%
0.06
60%
1.08
80%
2.29
100%
-0.53
60%
-3.10
20%
0.23
60%
4.16
80%
0.06
60%
Best 6.2
2023
0.7
2019
3.3
2023
5.5
2020
2.0
2020
3.8
2019
4.7
2022
2.1
2019
0.3
2019
2.9
2021
7.8
2023
2.0
2020
Worst -3.5
2022
-3.8
2023
-6.8
2020
-6.6
2022
-1.6
2023
-4.8
2022
0.3
2019
-4.1
2022
-7.6
2022
-2.6
2023
-0.7
2021
-3.1
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.15
60%
-0.52
50%
0.38
70%
0.59
80%
0.38
70%
0.68
70%
1.80
90%
-0.22
60%
-1.86
20%
0.12
60%
2.20
70%
0.23
70%
Best 6.2
2023
2.5
2014
4.5
2016
5.5
2020
2.0
2020
3.8
2019
4.7
2022
2.6
2014
0.3
2019
3.4
2015
7.8
2023
2.0
2020
Worst -3.5
2022
-3.8
2023
-6.8
2020
-6.6
2022
-1.6
2023
-4.8
2022
-0.3
2014
-4.1
2022
-7.6
2022
-4.2
2018
-2.1
2016
-3.1
2022
Monthly Seasonality over the period Feb 1985 - 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
0.93
67%
0.30
62%
0.60
67%
1.04
85%
0.74
62%
0.58
69%
1.23
67%
0.25
67%
-0.24
49%
0.49
69%
1.23
69%
1.65
87%
Best 6.2
2023
7.8
1986
7.1
1986
5.6
2009
6.6
1985
4.5
1986
6.0
2009
5.0
1986
3.9
1998
4.6
2011
7.8
2023
9.3
2008
Worst -7.1
2009
-6.2
2009
-6.8
2020
-6.6
2022
-3.3
2010
-4.8
2022
-2.7
2002
-6.6
1990
-7.6
2022
-10.1
2008
-2.8
1993
-3.1
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Credit Suisse Global Market Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

CREDIT SUISSE GLOBAL MARKET PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
244 Positive Months (68%) - 116 Negative Months (32%)
318 Positive Months (68%) - 149 Negative Months (32%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can see details about extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • SPY - SPDR S&P 500, up to December 1993
  • VEU - Vanguard FTSE All-World ex-US, up to December 2007
  • EEM - iShares MSCI Emerging Markets, up to December 2003
  • VNQ - Vanguard Real Estate, up to December 2004
  • LQD - iShares Investment Grade Corporate Bond, up to December 2002
  • BNDX - Vanguard Total International Bond, up to December 2013
  • TLT - iShares 20+ Year Treasury Bond, up to December 2002
  • TIP - iShares TIPS Bond, up to December 2003

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 40/60 Momentum +7.75 6.99 -21.11 40 60 0
Golden Butterfly Tyler +7.46 7.68 -17.79 40 40 20
All Weather Portfolio Ray Dalio +7.19 7.39 -20.58 30 55 15
Global Market Portfolio Credit Suisse +6.84 8.29 -25.90 45 55 0

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

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
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
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
One-Decision Portfolio Marvin Appel +6.85 8.38 -31.96 50 50 0
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