Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
The Developed World ex-US Stocks Momentum Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.
It's exposed for 100% on the Stock Market.
In the last 10 Years, the Developed World ex-US Stocks Momentum Portfolio obtained a 4.32% compound annual return, with a 13.56% standard deviation.
Asset Allocation and ETFs
The Developed World ex-US Stocks Momentum Portfolio has the following asset allocation:
The Developed World ex-US Stocks Momentum Portfolio can be implemented with the following ETFs:
Weight (%) | Ticker | ETF Name | Investment Themes |
---|---|---|---|
100.00 |
IMTM
|
iShares MSCI Intl Momentum Factor ETF | Equity, EAFE, Large Cap |
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 Developed World ex-US Stocks Momentum Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of May 31, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y |
MAX
(~14Y) |
||
Developed World ex-US Stocks Momentum Portfolio | 1.27 | 2.79 | -4.70 | 1.76 | -1.51 | 3.53 | 4.32 | 5.54 | ||
US Inflation Adjusted return | -4.70 | -0.13 | -5.10 | -0.27 | 1.61 | 2.96 | ||||
Components | ||||||||||
IMTM
|
iShares MSCI Intl Momentum Factor ETF | 1.27 | Jun 02 2023 | 2.79 | -4.70 | 1.76 | -1.51 | 3.53 | 4.32 | 5.54 |
In 2022, the Developed World ex-US Stocks Momentum Portfolio granted a 2.19% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Momentum Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Developed World ex-US Stocks Momentum Portfolio, updated as of 31 May 2023.
- No fees or capital gain taxes
- the reinvestment of dividends
Metrics as of May 31, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~14Y) |
|
Portfolio Return (%) | -4.70 | 0.76 | 1.76 | -1.51 | 4.93 | 3.53 | 4.32 | 5.54 |
US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.51 |
Infl. Adjusted Return (%) | -4.70 | -0.08 | -0.13 | -5.10 | -0.80 | -0.27 | 1.61 | 2.96 |
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||
RISK INDICATORS | ||||||||
Standard Deviation (%) | 20.25 | 16.45 | 16.20 | 13.56 | 15.28 | |||
Sharpe Ratio | -0.23 | 0.24 | 0.14 | 0.26 | 0.10 | |||
Sortino Ratio | -0.33 | 0.33 | 0.18 | 0.36 | 0.14 | |||
MAXIMUM DRAWDOWN | ||||||||
Drawdown Depth (%) | -17.92 | -28.57 | -28.57 | -28.57 | -28.57 | |||
Start (yyyy mm) | 2022 06 | 2021 11 | 2021 11 | 2021 11 | 2021 11 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
Start to Bottom (# months) | 4 | 11 | 11 | 11 | 11 | |||
Start to Recovery (# months) in progress |
8
|
> 19
|
> 19
|
> 19
|
> 19
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||
Best Return (%) | 43.71 | 17.48 | 11.76 | 8.72 | ||||
Worst Return (%) | -25.04 | -3.59 | -0.70 | 3.50 | ||||
% Positive Periods | 60% | 92% | 99% | 100% | ||||
MONTHS | ||||||||
Positive | 0 | 2 | 3 | 6 | 21 | 35 | 69 | 98 |
Negative | 1 | 1 | 3 | 6 | 15 | 25 | 51 | 68 |
% Positive | 0% | 67% | 50% | 50% | 58% | 58% | 58% | 59% |
WITHDRAWAL RATES (WR) | ||||||||
Safe WR (%) | 38.31 | 21.00 | 11.49 | 9.71 | ||||
Perpetual WR (%) | 0.00 | 0.00 | 1.58 | 2.87 |
- 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).
Capital Growth as of May 31, 2023
The Inflation Adjusted Capital now would be 1172.64$, with a net total return of 17.26% (1.61% annualized).
The Inflation Adjusted Capital now would be 1496.72$, with a net total return of 49.67% (2.96% 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 |
-28.57% | Nov 2021 | Sep 2022 | 11 | in progress | 8 | 19 |
-19.22% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
-16.18% | Jul 2014 | Feb 2016 | 20 | May 2017 | 15 | 35 |
-15.97% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-5.15% | Jan 2014 | Jan 2014 | 1 | Jun 2014 | 5 | 6 |
-3.90% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-3.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.10% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
-1.80% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
-1.21% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
-1.01% | Jan 2021 | Jan 2021 | 1 | Apr 2021 | 3 | 4 |
-0.73% | Nov 2017 | Nov 2017 | 1 | Jan 2018 | 2 | 3 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-28.57% | Nov 2021 | Sep 2022 | 11 | in progress | 8 | 19 |
-26.91% | May 2011 | Sep 2011 | 5 | Apr 2013 | 19 | 24 |
-19.22% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
-16.18% | Jul 2014 | Feb 2016 | 20 | May 2017 | 15 | 35 |
-15.97% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-14.08% | Apr 2010 | Jun 2010 | 3 | Sep 2010 | 3 | 6 |
-7.18% | Jan 2010 | Jan 2010 | 1 | Mar 2010 | 2 | 3 |
-6.52% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-5.15% | Jan 2014 | Jan 2014 | 1 | Jun 2014 | 5 | 6 |
-3.90% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-3.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.43% | Nov 2010 | Nov 2010 | 1 | Dec 2010 | 1 | 2 |
-2.24% | Oct 2009 | Oct 2009 | 1 | Nov 2009 | 1 | 2 |
-1.80% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
-1.01% | Jan 2021 | Jan 2021 | 1 | Apr 2021 | 3 | 4 |
-0.73% | Nov 2017 | Nov 2017 | 1 | Jan 2018 | 2 | 3 |
-0.14% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 |
Rolling Returns ( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Rolling Period |
Annualized Return (%) | Negative Periods |
|||
---|---|---|---|---|---|
Average | Latest | Best | Worst | ||
1 Year |
6.11 | -1.51 |
43.71 Apr 2020 - Mar 2021 |
-25.04 Oct 2021 - Sep 2022 |
40.00% |
2 Years |
5.78 | -6.75 |
23.33 Jan 2019 - Dec 2020 |
-7.81 Oct 2020 - Sep 2022 |
22.38% |
3 Years |
6.15 | 4.93 |
17.48 Jan 2019 - Dec 2021 |
-3.59 Dec 2013 - Nov 2016 |
7.63% |
5 Years |
5.46 | 3.53 |
11.76 Jan 2017 - Dec 2021 |
-0.70 Jan 2014 - Dec 2018 |
0.93% |
7 Years |
5.44 | 5.61 |
8.37 Oct 2011 - Sep 2018 |
2.14 Apr 2013 - Mar 2020 |
0.00% |
10 Years |
5.86 | 4.32 |
8.72 Oct 2011 - Sep 2021 |
3.50 Apr 2010 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Developed World ex-US Stocks Momentum Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Developed World ex-US Stocks Momentum 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 |
1.28
60% |
-1.99
40% |
-0.56
80% |
1.57
80% |
0.64
60% |
-0.26
40% |
1.90
80% |
-0.15
40% |
-2.14
40% |
0.16
60% |
3.19
60% |
1.16
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.28
|
99.26
|
98.71
|
100.27
|
100.91
|
100.64
|
102.55
|
102.40
|
100.21
|
100.37
|
103.57
|
104.77
|
Best |
6.8 2019 |
2.6 2019 |
2.4 2022 |
7.0 2020 |
6.7 2020 |
6.5 2019 |
5.0 2020 |
3.4 2020 |
1.6 2018 |
6.9 2022 |
10.3 2022 |
5.5 2020 |
Worst |
-5.7 2022 |
-7.0 2020 |
-9.7 2020 |
-8.0 2022 |
-4.7 2023 |
-8.5 2022 |
-1.3 2019 |
-4.5 2022 |
-8.8 2022 |
-9.8 2018 |
-4.6 2021 |
-5.8 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.87
60% |
-0.76
50% |
0.33
70% |
1.52
80% |
0.71
60% |
0.21
60% |
1.50
70% |
-0.90
40% |
-0.80
40% |
0.46
60% |
1.31
40% |
0.71
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.87
|
100.10
|
100.43
|
101.96
|
102.69
|
102.90
|
104.44
|
103.51
|
102.68
|
103.15
|
104.50
|
105.25
|
Best |
6.8 2019 |
4.3 2014 |
4.9 2016 |
7.0 2020 |
6.7 2020 |
6.5 2019 |
5.0 2020 |
3.4 2020 |
8.8 2013 |
6.9 2022 |
10.3 2022 |
5.5 2020 |
Worst |
-5.7 2022 |
-7.0 2020 |
-9.7 2020 |
-8.0 2022 |
-4.7 2023 |
-8.5 2022 |
-2.8 2014 |
-6.2 2015 |
-8.8 2022 |
-9.8 2018 |
-4.6 2021 |
-5.8 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.66
64% |
0.02
64% |
1.10
71% |
1.85
79% |
-1.54
43% |
0.45
54% |
2.00
69% |
-1.14
43% |
-0.20
50% |
1.22
64% |
0.98
43% |
1.26
64% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.66
|
100.68
|
101.79
|
103.67
|
102.08
|
102.54
|
104.59
|
103.41
|
103.20
|
104.46
|
105.49
|
106.82
|
Best |
6.8 2019 |
4.3 2014 |
8.8 2010 |
7.0 2020 |
6.7 2020 |
6.5 2019 |
11.2 2010 |
3.9 2009 |
12.4 2010 |
10.3 2011 |
10.3 2022 |
8.0 2010 |
Worst |
-7.2 2010 |
-7.0 2020 |
-9.7 2020 |
-8.0 2022 |
-11.7 2010 |
-8.5 2022 |
-2.8 2014 |
-10.0 2011 |
-13.8 2011 |
-9.8 2018 |
-4.6 2021 |
-5.8 2018 |
Monthly/Yearly Returns
Developed World ex-US Stocks Momentum Portfolio data source starts from August 2009: 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 |
+3.37 | +1.14 | 5.3 | -2.5 | 2.2 | 3.5 | -4.7 | |||||||
2022 |
-16.80 | -21.84 | -5.7 | -3.5 | 2.4 | -8.0 | 1.8 | -8.5 | 3.1 | -4.5 | -8.8 | 6.9 | 10.3 | -1.6 |
2021 |
+6.60 | -0.41 | -1.0 | 0.4 | 0.5 | 3.8 | 1.7 | -1.8 | 1.2 | 1.0 | -3.7 | 4.9 | -4.6 | 4.5 |
2020 |
+22.16 | +20.51 | 1.0 | -7.0 | -9.7 | 7.0 | 6.7 | 4.6 | 5.0 | 3.4 | -0.2 | -3.7 | 9.4 | 5.5 |
2019 |
+24.51 | +21.72 | 6.8 | 2.6 | 1.9 | 1.6 | -2.4 | 6.5 | -1.3 | -0.2 | 0.4 | 2.4 | 1.1 | 3.1 |
2018 |
-14.30 | -15.90 | 6.1 | -4.6 | -0.9 | 0.7 | -0.5 | -2.0 | 1.5 | -0.4 | 1.6 | -9.8 | -0.3 | -5.8 |
2017 |
+25.46 | +22.87 | 5.2 | 0.5 | 3.1 | 1.1 | 2.8 | 1.3 | 2.8 | 0.7 | 3.5 | 2.1 | -0.7 | 0.7 |
2016 |
+0.47 | -1.57 | -4.2 | -1.5 | 4.9 | 3.0 | 0.8 | 0.9 | 2.0 | -0.3 | -0.6 | -3.8 | -2.5 | 2.2 |
2015 |
-1.60 | -2.31 | 0.2 | 3.7 | 0.2 | 3.3 | -1.5 | 1.0 | -0.6 | -6.2 | -5.4 | 4.7 | -0.1 | -0.4 |
2014 |
-9.19 | -9.87 | -5.2 | 4.3 | -1.2 | -0.8 | 2.4 | 1.4 | -2.8 | 0.7 | -3.6 | -1.1 | -0.2 | -3.2 |
2013 |
+22.20 | +20.39 | 4.7 | 0.1 | 2.6 | 5.9 | -5.4 | -1.2 | 4.1 | -3.1 | 8.8 | 1.8 | 0.7 | 2.0 |
2012 |
+17.94 | +15.92 | 2.7 | 3.7 | 0.9 | 0.3 | -8.2 | 5.7 | 1.8 | 3.0 | 2.0 | 0.6 | 2.3 | 2.7 |
2011 |
-14.36 | -16.82 | 0.3 | 3.2 | -0.1 | 6.1 | -3.3 | -0.7 | -1.9 | -10.0 | -13.8 | 10.3 | -2.3 | -0.7 |
2010 |
+14.14 | +12.45 | -7.2 | 0.9 | 8.8 | -1.5 | -11.7 | -1.2 | 11.2 | -3.8 | 12.4 | 4.0 | -3.4 | 8.0 |
2009 |
- | - | 3.9 | 4.6 | -2.2 | 4.1 | 0.6 |
Portofolio Returns, up to January 2015, 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:
- IMTM - iShares MSCI Intl Momentum Factor ETF: simulated historical serie, up to January 2015
Portfolio efficiency
Compared to the Developed World ex-US Stocks Momentum Portfolio, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 60/40 with Bitcoin | +16.93 | 37.56 | -22.56 | 59 | 39 | 2 | ||
Golden Butterfly with Bitcoin | +15.38 | 39.15 | -23.09 | 40 | 40 | 20 | ||
Stocks/Bonds 40/60 with Bitcoin | +15.16 | 38.23 | -22.55 | 39 | 59 | 2 | ||
Permanent Portfolio with Bitcoin | +14.93 | 40.55 | -23.85 | 25 | 50 | 25 | ||
All Weather Portfolio with Bitcoin | +14.70 | 39.90 | -23.45 | 30 | 55 | 15 | ||
Desert Portfolio with Bitcoin | +14.44 | 38.82 | -23.13 | 30 | 60 | 10 | ||
Cape US Sector Value | +13.25 | 15.46 | -21.00 | 100 | 0 | 0 | ||
US Stocks | +11.40 | 15.16 | -24.81 | 100 | 0 | 0 | ||
Warren Buffett Portfolio | +10.82 | 13.39 | -23.08 | 90 | 10 | 0 | ||
Dedalo Three | +10.41 | 14.91 | -25.03 | 100 | 0 | 0 | ||
US Stocks Equal Weight | +10.24 | 16.05 | -26.65 | 100 | 0 | 0 | ||
US Stocks Minimum Volatility | +10.21 | 12.08 | -19.06 | 100 | 0 | 0 | ||
US Stocks ESG | +9.62 | 15.71 | -27.79 | 100 | 0 | 0 | ||
US Stocks Value | +9.61 | 15.15 | -26.06 | 100 | 0 | 0 | ||
Stocks/Bonds 80/20 Momentum | +9.51 | 12.54 | -27.23 | 80 | 20 | 0 | ||
Stocks/Bonds 80/20 | +9.50 | 12.42 | -22.75 | 80 | 20 | 0 | ||
Simple Path to Wealth | +9.02 | 11.75 | -22.24 | 75 | 25 | 0 | ||
Dedalo Four | +8.79 | 12.22 | -22.61 | 80 | 20 | 0 | ||
Second Grader's Starter | +8.37 | 13.26 | -24.21 | 90 | 10 | 0 | ||
Sheltered Sam 100/0 | +8.14 | 14.48 | -25.40 | 97 | 0 | 3 | ||
Edge Select Aggressive | +8.08 | 12.57 | -23.81 | 84 | 16 | 0 | ||
All Country World Stocks | +8.04 | 14.61 | -25.52 | 100 | 0 | 0 | ||
Robo Advisor 100 | +7.68 | 14.64 | -24.17 | 100 | 0 | 0 | ||
Stocks/Bonds 60/40 Momentum | +7.58 | 9.94 | -24.21 | 60 | 40 | 0 | ||
Stocks/Bonds 60/40 | +7.55 | 9.80 | -20.69 | 60 | 40 | 0 | ||
Sheltered Sam 90/10 | +7.48 | 13.06 | -22.65 | 87.3 | 10 | 2.7 | ||
Four Funds | +7.41 | 12.01 | -23.20 | 80 | 20 | 0 | ||
Core Four | +7.41 | 11.86 | -23.46 | 80 | 20 | 0 | ||
Three Funds | +7.40 | 11.94 | -23.18 | 80 | 20 | 0 | ||
LifeStrategy Growth Fund | +7.29 | 11.91 | -23.11 | 80 | 20 | 0 | ||
Robo Advisor 90 | +7.15 | 13.50 | -23.36 | 90.1 | 9.9 | 0 | ||
Edge Select Moderately Aggressive | +7.10 | 10.82 | -22.31 | 69 | 31 | 0 | ||
All Country World 80/20 | +6.85 | 12.15 | -23.52 | 80 | 20 | 0 | ||
Perfect Portfolio | +6.83 | 11.58 | -18.62 | 80 | 20 | 0 | ||
Mid-Twenties | +6.82 | 12.75 | -24.50 | 87 | 13 | 0 | ||
Late Thirties to Early Forties | +6.82 | 12.53 | -24.26 | 85 | 15 | 0 | ||
Sheltered Sam 80/20 | +6.82 | 11.66 | -19.89 | 77.6 | 20 | 2.4 | ||
Jane Bryant Quinn Portfolio | +6.75 | 10.82 | -22.74 | 70 | 30 | 0 | ||
No Brainer Portfolio | +6.68 | 11.36 | -19.76 | 75 | 25 | 0 | ||
Ultimate Buy and Hold Strategy | +6.63 | 14.98 | -27.54 | 100 | 0 | 0 | ||
Couch Potato | +6.61 | 9.01 | -19.77 | 50 | 50 | 0 | ||
Mid-Fifties | +6.57 | 12.08 | -24.05 | 80 | 20 | 0 | ||
Robo Advisor 80 | +6.54 | 12.28 | -22.63 | 80 | 20 | 0 | ||
Stocks/Bonds 60/40 ESG | +6.52 | 10.02 | -22.44 | 60 | 40 | 0 | ||
Long Term Portfolio | +6.38 | 11.60 | -20.52 | 80 | 20 | 0 | ||
Talmud Portfolio | +6.35 | 10.77 | -22.88 | 66.7 | 33.3 | 0 | ||
Seven Value | +6.25 | 11.65 | -20.44 | 71.5 | 28.5 | 0 | ||
Robust | +6.20 | 11.01 | -19.09 | 70 | 20 | 10 | ||
Late Sixties and Beyond | +6.19 | 10.98 | -22.44 | 71 | 29 | 0 | ||
Sheltered Sam 70/30 | +6.13 | 10.29 | -17.80 | 67.9 | 30 | 2.1 | ||
Yale Endowment | +6.09 | 10.89 | -25.53 | 70 | 30 | 0 | ||
Family Taxable Portfolio | +6.00 | 11.17 | -23.76 | 70 | 30 | 0 | ||
Margaritaville | +5.94 | 10.53 | -21.96 | 67 | 33 | 0 | ||
LifeStrategy Moderate Growth | +5.93 | 9.42 | -20.84 | 60 | 40 | 0 | ||
Edge Select Moderate | +5.89 | 8.97 | -20.56 | 53 | 47 | 0 | ||
Lazy Portfolio | +5.89 | 10.47 | -22.43 | 70 | 30 | 0 | ||
Andrew Tobias Portfolio | +5.80 | 9.61 | -18.85 | 66.7 | 33.3 | 0 | ||
Tilt Toward Value | +5.80 | 9.42 | -20.45 | 60 | 40 | 0 | ||
Dimensional 2030 Retirement Income | +5.75 | 9.12 | -20.34 | 55.9 | 44.1 | 0 | ||
Coffeehouse | +5.68 | 9.79 | -19.65 | 60 | 40 | 0 | ||
Simple and Cheap | +5.66 | 9.37 | -21.27 | 60 | 40 | 0 | ||
Six Ways from Sunday | +5.64 | 11.37 | -19.67 | 66.7 | 33.3 | 0 | ||
Gretchen Tai Portfolio | +5.62 | 11.12 | -23.59 | 70 | 30 | 0 | ||
All Country World 60/40 | +5.61 | 9.80 | -21.52 | 60 | 40 | 0 | ||
Stocks/Bonds 40/60 Momentum | +5.58 | 7.52 | -21.11 | 40 | 60 | 0 | ||
Stocks/Bonds 40/60 | +5.55 | 7.38 | -18.63 | 40 | 60 | 0 | ||
Golden Butterfly | +5.50 | 7.90 | -17.79 | 40 | 40 | 20 | ||
Coward's Portfolio | +5.45 | 8.83 | -15.87 | 60 | 40 | 0 | ||
Sheltered Sam 60/40 | +5.44 | 8.95 | -16.49 | 58.2 | 40 | 1.8 | ||
Gone Fishin' Portfolio | +5.43 | 10.99 | -21.98 | 65 | 30 | 5 | ||
One-Decision Portfolio | +5.37 | 8.49 | -16.74 | 50 | 50 | 0 | ||
Ideal Index | +5.25 | 10.12 | -18.25 | 70 | 30 | 0 | ||
Aggressive Global Income | +5.25 | 12.62 | -23.84 | 80 | 20 | 0 | ||
Pinwheel | +5.19 | 9.79 | -19.49 | 65 | 25 | 10 | ||
Five Fold | +5.18 | 9.57 | -21.60 | 60 | 40 | 0 | ||
Nano Portfolio | +5.15 | 9.67 | -22.12 | 60 | 40 | 0 | ||
Big Rocks Portfolio | +5.07 | 8.97 | -15.71 | 60 | 40 | 0 | ||
Sandwich Portfolio | +5.00 | 8.15 | -19.10 | 55 | 45 | 0 | ||
Marc Faber Portfolio | +4.97 | 9.47 | -19.93 | 50 | 25 | 25 | ||
Four Square | +4.95 | 8.37 | -19.67 | 50 | 50 | 0 | ||
Five Asset | +4.94 | 10.79 | -19.30 | 60 | 20 | 20 | ||
Developed World ex-US Stocks | +4.92 | 15.26 | -28.08 | 100 | 0 | 0 | ||
Dynamic 60/40 Income | +4.90 | 8.82 | -18.21 | 60 | 40 | 0 | ||
Simple Money Portfolio | +4.88 | 9.17 | -18.44 | 60 | 40 | 0 | ||
Stocks/Bonds 40/60 ESG | +4.83 | 7.46 | -19.76 | 40 | 60 | 0 | ||
Sheltered Sam 50/50 | +4.74 | 7.64 | -15.17 | 48.5 | 50 | 1.5 | ||
Edge Select Moderately Conservative | +4.72 | 7.12 | -18.53 | 37 | 63 | 0 | ||
Global Market Portfolio | +4.69 | 8.54 | -23.10 | 45 | 55 | 0 | ||
Permanent Portfolio | +4.66 | 7.02 | -15.92 | 25 | 50 | 25 | ||
Robo Advisor 50 | +4.65 | 8.86 | -20.25 | 49.9 | 50.1 | 0 | ||
All Weather Portfolio | +4.61 | 7.67 | -20.19 | 30 | 55 | 15 | ||
Lifepath Fund | +4.61 | 7.29 | -18.92 | 40.4 | 59.6 | 0 | ||
Desert Portfolio | +4.55 | 5.60 | -14.72 | 30 | 60 | 10 | ||
LifeStrategy Conservative Growth | +4.51 | 7.12 | -18.57 | 40 | 60 | 0 | ||
Simplified Permanent Portfolio | +4.49 | 7.06 | -16.43 | 25 | 50 | 25 | ||
Ultimate Buy&Hold | +4.46 | 9.04 | -18.44 | 60 | 40 | 0 | ||
GAA Global Asset Allocation | +4.45 | 8.31 | -20.65 | 40.5 | 49.5 | 10 | ||
Developed World ex-US 80/20 | +4.45 | 12.41 | -25.24 | 80 | 20 | 0 | ||
Developed World ex-US Stocks Momentum | +4.32 | 13.56 | -28.57 | 100 | 0 | 0 |
The following portfolios share asset allocation strategy and/or similar asset weights.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Developed World ex-US Stocks Momentum | +3.53 | 16.20 | -28.57 | 100 | 0 | 0 | ||
Developed World ex-US Stocks | +3.21 | 18.40 | -28.08 | 100 | 0 | 0 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Very High Risk categorization.
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Technology | +17.93 | 18.04 | -32.58 | 100 | 0 | 0 | ||
US Stocks | +11.40 | 15.16 | -24.81 | 100 | 0 | 0 | ||
US Stocks Momentum | +11.37 | 15.22 | -30.16 | 100 | 0 | 0 | ||
Warren Buffett Portfolio | +10.82 | 13.39 | -23.08 | 90 | 10 | 0 | ||
US Stocks Minimum Volatility | +10.21 | 12.08 | -19.06 | 100 | 0 | 0 |