Developed World ex-US Stocks Momentum Portfolio: ETF allocation and returns

Data Source: from August 2009 to May 2023 (~14 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.27%
1 Day
Jun 02 2023
2.79%
Current Month
June 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:

100% Stocks
0% Fixed Income
0% Commodities

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.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    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
Returns over 1 year are annualized | Available data source: since Aug 2009
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68%
Live update: World Markets and Indexes

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.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Portfolio Metrics
Data Source: 1 August 2009 - 31 May 2023 (~14 years)
Swipe left to see all data
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
Terms and Definitions
  • 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).
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Capital Growth as of May 31, 2023

An investment of 1000$, since June 2013, now would be worth 1527.13$, with a total return of 52.71% (4.32% annualized).

The Inflation Adjusted Capital now would be 1172.64$, with a net total return of 17.26% (1.61% annualized).
An investment of 1000$, since August 2009, now would be worth 2108.42$, with a total return of 110.84% (5.54% 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.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
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
Swipe left to see all data
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.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Annualized Rolling Returns
Data Source: from August 2009 to May 2023
Swipe left to see all data
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%
Annualized rolling and average returns over full calendar month periods

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?

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
1.28
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 Seasonality over the period Jun 2018 - May 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
0.87
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 Seasonality over the period Jun 2013 - May 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
0.66
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 Seasonality over the period Aug 2009 - May 2023

Monthly/Yearly Returns

Developed World ex-US Stocks Momentum Portfolio data source starts from August 2009: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Aug 2009 - May 2023
98 Positive Months (59%) - 68 Negative Months (41%)
MONTHLY RETURNS TABLE
Aug 2009 - May 2023
(Scroll down to see all data)
Swipe left to see all data
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.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author 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 Harry Browne +14.93 40.55 -23.85 25 50 25
All Weather Portfolio with Bitcoin Ray Dalio +14.70 39.90 -23.45 30 55 15
Desert Portfolio with Bitcoin Gyroscopic Investing +14.44 38.82 -23.13 30 60 10
Cape US Sector Value Robert Shiller +13.25 15.46 -21.00 100 0 0
US Stocks +11.40 15.16 -24.81 100 0 0
Warren Buffett Portfolio Warren Buffett +10.82 13.39 -23.08 90 10 0
Dedalo Three Dedalo Invest +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 JL Collins +9.02 11.75 -22.24 75 25 0
Dedalo Four Dedalo Invest +8.79 12.22 -22.61 80 20 0
Second Grader's Starter Paul Farrell +8.37 13.26 -24.21 90 10 0
Sheltered Sam 100/0 Bill Bernstein +8.14 14.48 -25.40 97 0 3
Edge Select Aggressive Merrill Lynch +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 Betterment +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 Bill Bernstein +7.48 13.06 -22.65 87.3 10 2.7
Four Funds Bogleheads +7.41 12.01 -23.20 80 20 0
Core Four Rick Ferri +7.41 11.86 -23.46 80 20 0
Three Funds Bogleheads +7.40 11.94 -23.18 80 20 0
LifeStrategy Growth Fund Vanguard +7.29 11.91 -23.11 80 20 0
Robo Advisor 90 Betterment +7.15 13.50 -23.36 90.1 9.9 0
Edge Select Moderately Aggressive Merrill Lynch +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 Ben Stein +6.83 11.58 -18.62 80 20 0
Mid-Twenties Burton Malkiel +6.82 12.75 -24.50 87 13 0
Late Thirties to Early Forties Burton Malkiel +6.82 12.53 -24.26 85 15 0
Sheltered Sam 80/20 Bill Bernstein +6.82 11.66 -19.89 77.6 20 2.4
Jane Bryant Quinn Portfolio Jane Bryant Quinn +6.75 10.82 -22.74 70 30 0
No Brainer Portfolio Bill Bernstein +6.68 11.36 -19.76 75 25 0
Ultimate Buy and Hold Strategy Paul Merriman +6.63 14.98 -27.54 100 0 0
Couch Potato Scott Burns +6.61 9.01 -19.77 50 50 0
Mid-Fifties Burton Malkiel +6.57 12.08 -24.05 80 20 0
Robo Advisor 80 Betterment +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 Ben Stein +6.38 11.60 -20.52 80 20 0
Talmud Portfolio Roger Gibson +6.35 10.77 -22.88 66.7 33.3 0
Seven Value Scott Burns +6.25 11.65 -20.44 71.5 28.5 0
Robust Alpha Architect +6.20 11.01 -19.09 70 20 10
Late Sixties and Beyond Burton Malkiel +6.19 10.98 -22.44 71 29 0
Sheltered Sam 70/30 Bill Bernstein +6.13 10.29 -17.80 67.9 30 2.1
Yale Endowment David Swensen +6.09 10.89 -25.53 70 30 0
Family Taxable Portfolio Ted Aronson +6.00 11.17 -23.76 70 30 0
Margaritaville Scott Burns +5.94 10.53 -21.96 67 33 0
LifeStrategy Moderate Growth Vanguard +5.93 9.42 -20.84 60 40 0
Edge Select Moderate Merrill Lynch +5.89 8.97 -20.56 53 47 0
Lazy Portfolio David Swensen +5.89 10.47 -22.43 70 30 0
Andrew Tobias Portfolio Andrew Tobias +5.80 9.61 -18.85 66.7 33.3 0
Tilt Toward Value Time Inc +5.80 9.42 -20.45 60 40 0
Dimensional 2030 Retirement Income DFA +5.75 9.12 -20.34 55.9 44.1 0
Coffeehouse Bill Schultheis +5.68 9.79 -19.65 60 40 0
Simple and Cheap Time Inc +5.66 9.37 -21.27 60 40 0
Six Ways from Sunday Scott Burns +5.64 11.37 -19.67 66.7 33.3 0
Gretchen Tai Portfolio Gretchen Tai +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 Tyler +5.50 7.90 -17.79 40 40 20
Coward's Portfolio Bill Bernstein +5.45 8.83 -15.87 60 40 0
Sheltered Sam 60/40 Bill Bernstein +5.44 8.95 -16.49 58.2 40 1.8
Gone Fishin' Portfolio Alexander Green +5.43 10.99 -21.98 65 30 5
One-Decision Portfolio Marvin Appel +5.37 8.49 -16.74 50 50 0
Ideal Index Frank Armstrong +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 Scott Burns +5.18 9.57 -21.60 60 40 0
Nano Portfolio John Wasik +5.15 9.67 -22.12 60 40 0
Big Rocks Portfolio Larry Swedroe +5.07 8.97 -15.71 60 40 0
Sandwich Portfolio Bob Clyatt +5.00 8.15 -19.10 55 45 0
Marc Faber Portfolio Marc Faber +4.97 9.47 -19.93 50 25 25
Four Square Scott Burns +4.95 8.37 -19.67 50 50 0
Five Asset Roger Gibson +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 Tim Maurer +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 Bill Bernstein +4.74 7.64 -15.17 48.5 50 1.5
Edge Select Moderately Conservative Merrill Lynch +4.72 7.12 -18.53 37 63 0
Global Market Portfolio Credit Suisse +4.69 8.54 -23.10 45 55 0
Permanent Portfolio Harry Browne +4.66 7.02 -15.92 25 50 25
Robo Advisor 50 Betterment +4.65 8.86 -20.25 49.9 50.1 0
All Weather Portfolio Ray Dalio +4.61 7.67 -20.19 30 55 15
Lifepath Fund iShares +4.61 7.29 -18.92 40.4 59.6 0
Desert Portfolio Gyroscopic Investing +4.55 5.60 -14.72 30 60 10
LifeStrategy Conservative Growth Vanguard +4.51 7.12 -18.57 40 60 0
Simplified Permanent Portfolio +4.49 7.06 -16.43 25 50 25
Ultimate Buy&Hold FundAdvice +4.46 9.04 -18.44 60 40 0
GAA Global Asset Allocation Mebane Faber +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.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author 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.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author 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 Warren Buffett +10.82 13.39 -23.08 90 10 0
US Stocks Minimum Volatility +10.21 12.08 -19.06 100 0 0