Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.48%
1 Day
Dec 01 2023
0.48%
Current Month
December 2023
The DFA Dimensional Retirement Income Fund Portfolio is a Low Risk portfolio and can be implemented with 7 ETFs.
It's exposed for 20.4% on the Stock Market.
In the last 30 Years, the DFA Dimensional Retirement Income Fund Portfolio obtained a 5.36% compound annual return, with a 4.79% standard deviation.
Table of contents
Asset Allocation and ETFs
The DFA Dimensional Retirement Income Fund Portfolio has the following asset allocation:
20.4% Stocks
79.6% Fixed Income
0% Commodities
The DFA Dimensional Retirement Income Fund Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 6.40 |
DFEOX
|
USD | DFA US Core Equity 1 | Stocks |
| 6.40 |
DFUSX
|
USD | DFA US Large Company I | Stocks |
| 3.80 |
DFALX
|
USD | DFA Large Cap International I | Stocks |
| 1.90 |
DFCEX
|
USD | DFA Emerging Markets Core Equity I | Stocks |
| 1.90 |
DFIEX
|
USD | DFA International Core Equity I | Stocks |
| 47.60 |
DIPSX
|
USD | DFA Inflation-Protected Securities I | Fixed Income |
| 32.00 |
DFIHX
|
USD | DFA One-Year Fixed-Income I | Fixed Income |
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 DFA Dimensional Retirement Income Fund Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
DFA DIMENSIONAL RETIREMENT INCOME FUND 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
(~39Y) |
|||
| DFA Dimensional Retirement Income Fund Portfolio | 0.48 | 0.48 | 3.28 | 2.11 | 4.03 | 3.89 | 3.16 | 5.36 | 6.93 | |||
| US Inflation Adjusted return | 3.28 | 0.93 | 0.67 | -0.17 | 0.34 | 2.77 | 4.03 | |||||
| Components | ||||||||||||
|
DFEOX
|
USD | DFA US Core Equity 1 | 1.08 | Dec 01 2023 | 1.08 | 8.54 | 10.07 | 9.62 | 11.38 | 10.58 | 9.79 | 10.91 |
|
DFUSX
|
USD | DFA US Large Company I | 0.58 | Dec 01 2023 | 0.58 | 9.15 | 10.19 | 13.84 | 12.46 | 11.75 | 9.95 | 11.21 |
|
DFALX
|
USD | DFA Large Cap International I | 0.99 | Dec 01 2023 | 0.99 | 8.48 | 5.59 | 9.71 | 6.49 | 4.20 | 5.52 | 8.00 |
|
DFCEX
|
USD | DFA Emerging Markets Core Equity I | 0.14 | Dec 01 2023 | 0.14 | 7.73 | 6.72 | 8.45 | 4.86 | 3.51 | 5.86 | 9.60 |
|
DFIEX
|
USD | DFA International Core Equity I | 1.09 | Dec 01 2023 | 1.09 | 8.35 | 5.92 | 9.46 | 6.16 | 4.35 | 5.39 | 7.95 |
|
DIPSX
|
USD | DFA Inflation-Protected Securities I | 0.66 | Dec 01 2023 | 0.66 | 2.79 | -1.18 | 0.20 | 2.73 | 1.97 | 5.09 | 6.83 |
|
DFIHX
|
USD | DFA One-Year Fixed-Income I | 0.00 | Dec 01 2023 | 0.00 | 0.45 | 2.69 | 4.94 | 1.30 | 1.03 | 2.75 | 3.89 |
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%
Live update: World Markets and Indexes
In 2022, the DFA Dimensional Retirement Income Fund Portfolio granted a 4.29% dividend yield. If you are interested in getting periodic income, please refer to the DFA Dimensional Retirement Income Fund Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 4.79$, with a total return of 379.27% (5.36% annualized).
The Inflation Adjusted Capital now would be 2.27$, with a net total return of 127.12% (2.77% annualized).
The Inflation Adjusted Capital now would be 2.27$, with a net total return of 127.12% (2.77% annualized).
An investment of 1$, since January 1985,
now would be worth 13.57$, with a total return of 1257.09% (6.93% annualized).
The Inflation Adjusted Capital now would be 4.64$, with a net total return of 364.46% (4.03% annualized).
The Inflation Adjusted Capital now would be 4.64$, with a net total return of 364.46% (4.03% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of DFA Dimensional Retirement Income Fund Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
DFA DIMENSIONAL RETIREMENT INCOME FUND 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 (%) | 3.28 | 0.68 | 2.11 | 4.03 | 1.29 | 3.89 | 3.16 | 4.29 | 5.36 | 6.93 |
| Infl. Adjusted Return (%) details | 3.28 | 0.47 | 0.93 | 0.67 | -4.21 | -0.17 | 0.34 | 1.66 | 2.77 | 4.03 |
| 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 (%) | -3.33 | -12.16 | -12.16 | -12.16 | -12.91 | -12.91 | -12.91 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 16 | 16 | 16 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2008 06 | 2008 06 | 2008 06 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 9 | 9 | 9 | |||
| 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 | 7 | 7 | 7 | |||
| End (yyyy mm) | - | - | - | - | 2009 09 | 2009 09 | 2009 09 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-12.16 | -12.16 | -12.16 | |||
| Start to Recovery (# months) details | 23* | 23* | 23* | |||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 9 | 9 | 9 | |||
| 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 negative period (# months) details | 9 | 34 | 34 | 34 | 34 | 34 | 34 | |||
| Period Start (yyyy mm) | 2023 02 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -0.94 | -0.38 | -0.38 | -0.38 | -0.38 | -0.38 | -0.38 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -3.95 | -18.08 | -18.08 | -18.08 | -18.08 | -18.08 | -18.08 | |||
| 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 (%) | -1.94 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 6 | |||||||||
| Start (yyyy mm) | 2023 02 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | |||
| Start to Bottom (# months) | 1 | 13 | 13 | 13 | 13 | 13 | 13 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 5 | 14 | 14 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | 2023 07 | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 11 | 36* | 60* | 116 | 129 | 129 | 129 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2014 03 | 2013 02 | 2013 02 | 2013 02 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -2.75 | -4.21 | -0.17 | -0.04 | -0.02 | -0.02 | -0.02 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 5.76 | 6.58 | 6.10 | 4.81 | 4.95 | 4.79 | 5.15 | |||
| Sharpe Ratio | -0.15 | -0.10 | 0.36 | 0.44 | 0.61 | 0.65 | 0.57 | |||
| Sortino Ratio | -0.22 | -0.13 | 0.48 | 0.58 | 0.78 | 0.85 | 0.78 | |||
| Ulcer Index | 1.31 | 5.39 | 4.26 | 3.15 | 2.99 | 2.61 | 2.37 | |||
| Ratio: Return / Standard Deviation | 0.70 | 0.20 | 0.64 | 0.66 | 0.87 | 1.12 | 1.34 | |||
| Ratio: Return / Deepest Drawdown | 1.21 | 0.11 | 0.32 | 0.26 | 0.33 | 0.42 | 0.54 | |||
| % Positive Months details | 50% | 52% | 60% | 61% | 67% | 68% | 68% | |||
| Positive Months | 6 | 19 | 36 | 74 | 163 | 245 | 322 | |||
| Negative Months | 6 | 17 | 24 | 46 | 77 | 115 | 145 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 3.16 | 5.48 | 8.58 | 11.04 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.56 | 2.56 | 2.56 | |||||||
| Best 10 Years Return (%) - Annualized | 0.34 | 3.49 | 6.01 | 7.25 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.04 | 0.04 | 0.04 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 18.82 | 12.10 | 10.27 | 8.58 | 6.82 | 5.36 | ||||
| Worst Rolling Return (%) - Annualized | -12.74 | 0.33 | 2.16 | 2.56 | 4.15 | |||||
| % Positive Periods | 88% | 100% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 15.93 | 9.35 | 7.71 | 6.01 | 4.36 | 2.77 | ||||
| Worst Rolling Return (%) - Annualized | -16.75 | -4.32 | -1.29 | 0.04 | 1.53 | |||||
| % Positive Periods | 82% | 92% | 94% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 1985 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 31.96 | 15.76 | 13.99 | 11.04 | 9.73 | 8.05 | ||||
| Worst Rolling Return (%) - Annualized | -12.74 | 0.33 | 2.16 | 2.56 | 4.15 | 5.20 | ||||
| % Positive Periods | 90% | 100% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 29.06 | 12.33 | 9.95 | 7.25 | 6.53 | 5.21 | ||||
| Worst Rolling Return (%) - Annualized | -16.75 | -4.32 | -1.29 | 0.04 | 1.53 | 2.61 | ||||
| % Positive Periods | 83% | 94% | 95% | 100% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 32.03 | 21.14 | 10.63 | 6.34 | 5.65 | 7.43 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.34 | 1.63 | 2.70 | 3.87 | ||||
- 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
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 |
DFEOX
|
DFUSX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFEOX
|
-
|
0.98
|
0.91
|
0.89
|
0.90
|
0.69
|
0.22
|
|
DFUSX
|
0.98
|
-
|
0.89
|
0.87
|
0.87
|
0.77
|
0.30
|
|
DFALX
|
0.91
|
0.89
|
-
|
0.94
|
1.00
|
0.81
|
0.28
|
|
DFCEX
|
0.89
|
0.87
|
0.94
|
-
|
0.94
|
0.77
|
0.34
|
|
DFIEX
|
0.90
|
0.87
|
1.00
|
0.94
|
-
|
0.79
|
0.25
|
|
DIPSX
|
0.69
|
0.77
|
0.81
|
0.77
|
0.79
|
-
|
0.56
|
|
DFIHX
|
0.22
|
0.30
|
0.28
|
0.34
|
0.25
|
0.56
|
-
|
| Asset |
DFEOX
|
DFUSX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFEOX
|
-
|
0.99
|
0.93
|
0.80
|
0.93
|
0.54
|
0.18
|
|
DFUSX
|
0.99
|
-
|
0.91
|
0.77
|
0.90
|
0.60
|
0.22
|
|
DFALX
|
0.93
|
0.91
|
-
|
0.88
|
1.00
|
0.56
|
0.27
|
|
DFCEX
|
0.80
|
0.77
|
0.88
|
-
|
0.89
|
0.46
|
0.23
|
|
DFIEX
|
0.93
|
0.90
|
1.00
|
0.89
|
-
|
0.54
|
0.26
|
|
DIPSX
|
0.54
|
0.60
|
0.56
|
0.46
|
0.54
|
-
|
0.45
|
|
DFIHX
|
0.18
|
0.22
|
0.27
|
0.23
|
0.26
|
0.45
|
-
|
| Asset |
DFEOX
|
DFUSX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFEOX
|
-
|
0.98
|
0.89
|
0.73
|
0.89
|
0.40
|
0.14
|
|
DFUSX
|
0.98
|
-
|
0.88
|
0.72
|
0.88
|
0.45
|
0.18
|
|
DFALX
|
0.89
|
0.88
|
-
|
0.84
|
0.99
|
0.44
|
0.22
|
|
DFCEX
|
0.73
|
0.72
|
0.84
|
-
|
0.85
|
0.43
|
0.22
|
|
DFIEX
|
0.89
|
0.88
|
0.99
|
0.85
|
-
|
0.43
|
0.20
|
|
DIPSX
|
0.40
|
0.45
|
0.44
|
0.43
|
0.43
|
-
|
0.47
|
|
DFIHX
|
0.14
|
0.18
|
0.22
|
0.22
|
0.20
|
0.47
|
-
|
| Asset |
DFEOX
|
DFUSX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFEOX
|
-
|
0.98
|
0.85
|
0.75
|
0.85
|
0.18
|
0.01
|
|
DFUSX
|
0.98
|
-
|
0.84
|
0.73
|
0.84
|
0.21
|
0.04
|
|
DFALX
|
0.85
|
0.84
|
-
|
0.82
|
0.99
|
0.22
|
0.05
|
|
DFCEX
|
0.75
|
0.73
|
0.82
|
-
|
0.84
|
0.20
|
0.04
|
|
DFIEX
|
0.85
|
0.84
|
0.99
|
0.84
|
-
|
0.19
|
0.02
|
|
DIPSX
|
0.18
|
0.21
|
0.22
|
0.20
|
0.19
|
-
|
0.44
|
|
DFIHX
|
0.01
|
0.04
|
0.05
|
0.04
|
0.02
|
0.44
|
-
|
| Asset |
DFEOX
|
DFUSX
|
DFALX
|
DFCEX
|
DFIEX
|
DIPSX
|
DFIHX
|
|---|---|---|---|---|---|---|---|
|
DFEOX
|
-
|
0.98
|
0.74
|
0.71
|
0.74
|
0.21
|
0.06
|
|
DFUSX
|
0.98
|
-
|
0.73
|
0.69
|
0.73
|
0.24
|
0.09
|
|
DFALX
|
0.74
|
0.73
|
-
|
0.67
|
0.99
|
0.23
|
0.11
|
|
DFCEX
|
0.71
|
0.69
|
0.67
|
-
|
0.68
|
0.22
|
0.11
|
|
DFIEX
|
0.74
|
0.73
|
0.99
|
0.68
|
-
|
0.21
|
0.08
|
|
DIPSX
|
0.21
|
0.24
|
0.23
|
0.22
|
0.21
|
-
|
0.50
|
|
DFIHX
|
0.06
|
0.09
|
0.11
|
0.11
|
0.08
|
0.50
|
-
|
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.
DFA DIMENSIONAL RETIREMENT INCOME FUND 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)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -12.91% | Jun 2008 | Feb 2009 | 9 | Sep 2009 | 7 | 16 | 7.08 |
| -12.16% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 6.69 |
| -6.09% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 | 4.11 |
| -4.64% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 | 2.06 |
| -4.34% | May 2013 | Jun 2013 | 2 | Feb 2014 | 8 | 10 | 2.22 |
| -3.41% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 | 1.95 |
| -3.15% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 | 1.64 |
| -3.06% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 1.65 |
| -2.88% | Aug 2011 | Sep 2011 | 2 | Nov 2011 | 2 | 4 | 1.35 |
| -2.13% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 | 1.23 |
| -2.01% | Aug 1998 | Aug 1998 | 1 | Sep 1998 | 1 | 2 | 1.16 |
| -1.95% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 | 1.14 |
| -1.91% | May 2010 | May 2010 | 1 | Sep 2010 | 4 | 5 | 1.10 |
| -1.82% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 | 0.97 |
| -1.74% | Dec 1996 | Mar 1997 | 4 | Apr 1997 | 1 | 5 | 0.87 |
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Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -18.08% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 12.32 |
| -13.71% | Mar 2008 | Oct 2008 | 8 | Nov 2009 | 13 | 21 | 6.85 |
| -7.61% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 5.43 |
| -4.74% | May 2013 | Jun 2013 | 2 | May 2014 | 11 | 13 | 2.33 |
| -4.69% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 | 2.23 |
| -4.32% | Mar 2015 | Sep 2015 | 7 | Feb 2017 | 17 | 24 | 2.12 |
| -3.93% | Jan 2018 | Oct 2018 | 10 | Jun 2019 | 8 | 18 | 1.93 |
| -3.37% | Apr 2004 | Apr 2004 | 1 | Nov 2004 | 7 | 8 | 2.09 |
| -3.30% | Aug 2011 | Sep 2011 | 2 | Dec 2011 | 3 | 5 | 1.44 |
| -2.93% | Feb 1996 | Aug 1996 | 7 | Oct 1996 | 2 | 9 | 2.11 |
| -2.60% | Dec 1996 | Mar 1997 | 4 | May 1997 | 2 | 6 | 1.18 |
| -2.51% | Jan 2005 | Oct 2005 | 10 | Dec 2005 | 2 | 12 | 1.25 |
| -2.40% | Feb 2006 | May 2006 | 4 | Sep 2006 | 4 | 8 | 1.39 |
| -2.38% | Feb 2001 | Sep 2001 | 8 | Feb 2002 | 5 | 13 | 1.05 |
| -2.31% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 | 1.07 |
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Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -12.91% | Jun 2008 | Feb 2009 | 9 | Sep 2009 | 7 | 16 | 7.08 |
| -12.16% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 6.69 |
| -6.09% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 | 4.11 |
| -4.85% | Sep 1987 | Nov 1987 | 3 | Jan 1988 | 2 | 5 | 2.92 |
| -4.64% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 | 2.06 |
| -4.34% | May 2013 | Jun 2013 | 2 | Feb 2014 | 8 | 10 | 2.22 |
| -3.95% | Aug 1990 | Sep 1990 | 2 | Nov 1990 | 2 | 4 | 2.41 |
| -3.41% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 | 1.95 |
| -3.37% | Jan 1990 | Apr 1990 | 4 | May 1990 | 1 | 5 | 2.08 |
| -3.15% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 | 1.64 |
| -3.06% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 1.65 |
| -2.88% | Aug 2011 | Sep 2011 | 2 | Nov 2011 | 2 | 4 | 1.35 |
| -2.86% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 1.41 |
| -2.39% | Jan 1992 | Mar 1992 | 3 | May 1992 | 2 | 5 | 1.55 |
| -2.13% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 | 1.23 |
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Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -18.08% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 12.32 |
| -13.71% | Mar 2008 | Oct 2008 | 8 | Nov 2009 | 13 | 21 | 6.85 |
| -7.61% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 5.43 |
| -6.68% | Mar 1987 | Nov 1987 | 9 | Feb 1988 | 3 | 12 | 3.20 |
| -6.21% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 | 3.37 |
| -4.74% | May 2013 | Jun 2013 | 2 | May 2014 | 11 | 13 | 2.33 |
| -4.69% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 | 2.23 |
| -4.32% | Mar 2015 | Sep 2015 | 7 | Feb 2017 | 17 | 24 | 2.12 |
| -3.93% | Jan 2018 | Oct 2018 | 10 | Jun 2019 | 8 | 18 | 1.93 |
| -3.37% | Apr 2004 | Apr 2004 | 1 | Nov 2004 | 7 | 8 | 2.09 |
| -3.37% | Jan 1992 | Mar 1992 | 3 | Jul 1992 | 4 | 7 | 1.96 |
| -3.30% | Aug 2011 | Sep 2011 | 2 | Dec 2011 | 3 | 5 | 1.44 |
| -3.30% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 1.75 |
| -3.14% | Mar 1988 | Aug 1988 | 6 | Oct 1988 | 2 | 8 | 1.89 |
| -2.93% | Feb 1996 | Aug 1996 | 7 | Oct 1996 | 2 | 9 | 2.11 |
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.
DFA DIMENSIONAL RETIREMENT INCOME FUND 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)
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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 | -12.74 |
03/2008 02/2009 |
0.87$ | 1.17 | 1.01$ | 5.86 | 1.05$ | 10.06 | 1.10$ | 18.82 |
01/1995 12/1995 |
1.18$ | 4.03 | 11.75% |
| 2Y | -3.39 |
11/2021 10/2023 |
0.93$ | 2.09 | 1.04$ | 6.02 | 1.12$ | 9.02 | 1.18$ | 13.38 |
12/1994 11/1996 |
1.28$ | -1.75 | 5.93% |
| 3Y | 0.33 |
03/2006 02/2009 |
1.00$ | 2.84 | 1.08$ | 5.57 | 1.17$ | 8.08 | 1.26$ | 12.10 |
01/1995 12/1997 |
1.40$ | 1.29 | 0.00% |
| 5Y | 2.16 |
03/2004 02/2009 |
1.11$ | 3.10 | 1.16$ | 5.43 | 1.30$ | 7.55 | 1.43$ | 10.27 |
01/1995 12/1999 |
1.63$ | 3.89 | 0.00% |
| 7Y | 2.41 |
04/2013 03/2020 |
1.18$ | 3.66 | 1.28$ | 5.36 | 1.44$ | 7.11 | 1.61$ | 9.03 |
06/1994 05/2001 |
1.83$ | 3.68 | 0.00% |
| 10Y | 2.56 |
10/2012 09/2022 |
1.28$ | 3.97 | 1.47$ | 5.21 | 1.66$ | 7.19 | 2.00$ | 8.58 |
01/1995 12/2004 |
2.27$ | 3.16 | 0.00% |
| 15Y | 3.44 |
10/2007 09/2022 |
1.66$ | 4.40 | 1.90$ | 5.09 | 2.10$ | 6.62 | 2.61$ | 7.37 |
12/1994 11/2009 |
2.90$ | 4.67 | 0.00% |
| 20Y | 4.15 |
11/2003 10/2023 |
2.25$ | 4.68 | 2.49$ | 5.16 | 2.73$ | 6.27 | 3.37$ | 6.82 |
07/1994 06/2014 |
3.74$ | 4.29 | 0.00% |
| 30Y | 5.36 |
12/1993 11/2023 |
4.79$ | 5.36 | 4.79$ | 5.36 | 4.79$ | 5.36 | 4.79$ | 5.36 |
12/1993 11/2023 |
4.79$ | 5.36 | 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 | -16.75 |
10/2021 09/2022 |
0.83$ | -0.52 | 0.99$ | 3.30 | 1.03$ | 7.16 | 1.07$ | 15.93 |
12/2008 11/2009 |
1.15$ | 0.67 | 17.19% |
| 2Y | -8.40 |
11/2021 10/2023 |
0.83$ | 0.53 | 1.01$ | 3.23 | 1.06$ | 6.24 | 1.12$ | 11.42 |
11/2008 10/2010 |
1.24$ | -6.62 | 10.09% |
| 3Y | -4.32 |
11/2020 10/2023 |
0.87$ | 1.08 | 1.03$ | 3.07 | 1.09$ | 5.46 | 1.17$ | 9.35 |
01/1995 12/1997 |
1.30$ | -4.21 | 7.69% |
| 5Y | -1.29 |
10/2017 09/2022 |
0.93$ | 1.39 | 1.07$ | 3.17 | 1.16$ | 4.94 | 1.27$ | 7.71 |
01/1995 12/1999 |
1.45$ | -0.17 | 5.98% |
| 7Y | -0.40 |
11/2016 10/2023 |
0.97$ | 1.59 | 1.11$ | 3.05 | 1.23$ | 4.61 | 1.37$ | 6.40 |
12/1994 11/2001 |
1.54$ | 0.14 | 1.81% |
| 10Y | 0.04 |
11/2013 10/2023 |
1.00$ | 2.21 | 1.24$ | 2.97 | 1.34$ | 4.56 | 1.56$ | 6.01 |
01/1995 12/2004 |
1.79$ | 0.34 | 0.00% |
| 15Y | 1.04 |
10/2007 09/2022 |
1.16$ | 2.25 | 1.39$ | 2.94 | 1.54$ | 4.11 | 1.82$ | 4.76 |
12/1994 11/2009 |
2.00$ | 2.12 | 0.00% |
| 20Y | 1.53 |
11/2003 10/2023 |
1.35$ | 2.32 | 1.58$ | 2.93 | 1.78$ | 3.83 | 2.12$ | 4.36 |
12/1994 11/2014 |
2.34$ | 1.66 | 0.00% |
| 30Y | 2.77 |
12/1993 11/2023 |
2.27$ | 2.77 | 2.27$ | 2.77 | 2.27$ | 2.77 | 2.27$ | 2.77 |
12/1993 11/2023 |
2.27$ | 2.77 | 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 | -12.74 |
03/2008 02/2009 |
0.87$ | 2.07 | 1.02$ | 6.74 | 1.06$ | 12.56 | 1.12$ | 31.96 |
04/1985 03/1986 |
1.31$ | 4.03 | 9.65% |
| 2Y | -3.39 |
11/2021 10/2023 |
0.93$ | 2.61 | 1.05$ | 6.69 | 1.13$ | 10.83 | 1.22$ | 21.99 |
03/1985 02/1987 |
1.48$ | -1.75 | 4.50% |
| 3Y | 0.33 |
03/2006 02/2009 |
1.00$ | 3.35 | 1.10$ | 6.70 | 1.21$ | 9.95 | 1.32$ | 15.76 |
03/1985 02/1988 |
1.55$ | 1.29 | 0.00% |
| 5Y | 2.16 |
03/2004 02/2009 |
1.11$ | 3.34 | 1.17$ | 6.47 | 1.36$ | 9.61 | 1.58$ | 13.99 |
01/1985 12/1989 |
1.92$ | 3.89 | 0.00% |
| 7Y | 2.41 |
04/2013 03/2020 |
1.18$ | 3.97 | 1.31$ | 6.26 | 1.52$ | 9.56 | 1.89$ | 13.22 |
01/1985 12/1991 |
2.38$ | 3.68 | 0.00% |
| 10Y | 2.56 |
10/2012 09/2022 |
1.28$ | 4.23 | 1.51$ | 6.23 | 1.83$ | 9.32 | 2.43$ | 11.04 |
10/1985 09/1995 |
2.84$ | 3.16 | 0.00% |
| 15Y | 3.44 |
10/2007 09/2022 |
1.66$ | 4.57 | 1.95$ | 6.44 | 2.55$ | 8.65 | 3.47$ | 10.68 |
01/1985 12/1999 |
4.57$ | 4.67 | 0.00% |
| 20Y | 4.15 |
11/2003 10/2023 |
2.25$ | 4.99 | 2.64$ | 6.50 | 3.52$ | 8.22 | 4.85$ | 9.73 |
01/1985 12/2004 |
6.40$ | 4.29 | 0.00% |
| 30Y | 5.20 |
11/1993 10/2023 |
4.57$ | 5.74 | 5.33$ | 6.56 | 6.73$ | 7.01 | 7.64$ | 8.05 |
01/1985 12/2014 |
10.19$ | 5.36 | 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 | -16.75 |
10/2021 09/2022 |
0.83$ | -0.51 | 0.99$ | 3.75 | 1.03$ | 9.28 | 1.09$ | 29.06 |
05/1985 04/1986 |
1.29$ | 0.67 | 16.89% |
| 2Y | -8.40 |
11/2021 10/2023 |
0.83$ | 1.03 | 1.02$ | 3.75 | 1.07$ | 7.23 | 1.14$ | 18.89 |
03/1985 02/1987 |
1.41$ | -6.62 | 7.88% |
| 3Y | -4.32 |
11/2020 10/2023 |
0.87$ | 1.54 | 1.04$ | 3.71 | 1.11$ | 6.82 | 1.21$ | 12.33 |
03/1985 02/1988 |
1.41$ | -4.21 | 5.79% |
| 5Y | -1.29 |
10/2017 09/2022 |
0.93$ | 1.58 | 1.08$ | 3.86 | 1.20$ | 6.35 | 1.36$ | 9.95 |
01/1985 12/1989 |
1.60$ | -0.17 | 4.41% |
| 7Y | -0.40 |
11/2016 10/2023 |
0.97$ | 2.14 | 1.15$ | 3.58 | 1.27$ | 6.24 | 1.52$ | 8.94 |
01/1985 12/1991 |
1.82$ | 0.14 | 1.30% |
| 10Y | 0.04 |
11/2013 10/2023 |
1.00$ | 2.39 | 1.26$ | 3.61 | 1.42$ | 6.10 | 1.80$ | 7.25 |
10/1985 09/1995 |
2.01$ | 0.34 | 0.00% |
| 15Y | 1.04 |
10/2007 09/2022 |
1.16$ | 2.46 | 1.44$ | 3.88 | 1.77$ | 5.50 | 2.23$ | 7.27 |
01/1985 12/1999 |
2.86$ | 2.12 | 0.00% |
| 20Y | 1.53 |
11/2003 10/2023 |
1.35$ | 2.78 | 1.73$ | 4.13 | 2.24$ | 4.99 | 2.64$ | 6.53 |
01/1985 12/2004 |
3.54$ | 1.66 | 0.00% |
| 30Y | 2.61 |
11/1993 10/2023 |
2.16$ | 3.15 | 2.53$ | 4.03 | 3.26$ | 4.29 | 3.52$ | 5.21 |
03/1985 02/2015 |
4.59$ | 2.77 | 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 DFA Dimensional Retirement Income Fund Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in DFA Dimensional Retirement Income Fund 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.
For further information about the seasonality, check the Asset Class Seasonality page.
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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 |
0.85
80% |
-0.45
20% |
-0.02
60% |
0.75
80% |
0.11
40% |
0.25
80% |
1.77
100% |
-0.05
60% |
-1.82
0% |
0.48
60% |
1.86
80% |
0.28
60% |
| Best |
2.7 2023 |
0.6 2019 |
2.2 2023 |
3.2 2020 |
1.3 2020 |
2.0 2019 |
3.8 2022 |
1.9 2020 |
0.0 2019 |
1.8 2022 |
3.3 2023 |
1.7 2020 |
| Worst |
-2.0 2022 |
-1.4 2023 |
-3.6 2020 |
-2.7 2022 |
-0.9 2023 |
-3.4 2022 |
0.2 2019 |
-2.2 2022 |
-5.2 2022 |
-0.8 2023 |
-0.1 2021 |
-1.3 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 |
0.76
80% |
-0.07
50% |
0.20
60% |
0.65
80% |
0.23
50% |
0.20
70% |
1.12
90% |
0.00
60% |
-1.16
20% |
0.25
60% |
1.02
70% |
0.03
50% |
| Best |
2.7 2023 |
1.2 2014 |
2.4 2016 |
3.2 2020 |
1.5 2014 |
2.0 2019 |
3.8 2022 |
1.9 2020 |
0.6 2016 |
1.8 2022 |
3.3 2023 |
1.7 2020 |
| Worst |
-2.0 2022 |
-1.4 2023 |
-3.6 2020 |
-2.7 2022 |
-0.9 2023 |
-3.4 2022 |
-0.4 2014 |
-2.2 2022 |
-5.2 2022 |
-2.2 2018 |
-0.8 2016 |
-1.3 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 |
0.86
77% |
0.37
69% |
0.42
62% |
0.64
77% |
0.62
59% |
0.51
74% |
0.86
72% |
0.37
67% |
0.01
54% |
0.52
74% |
0.79
72% |
0.90
71% |
| Best |
3.7 1988 |
5.2 1986 |
4.9 2009 |
3.2 2020 |
5.4 1985 |
3.6 1986 |
3.8 2022 |
3.5 1986 |
2.6 1988 |
2.8 2011 |
3.4 1985 |
5.6 1991 |
| Worst |
-2.2 1990 |
-3.1 2009 |
-3.6 2020 |
-3.1 2004 |
-1.9 2010 |
-3.4 2022 |
-1.6 2003 |
-3.1 1990 |
-5.2 2022 |
-7.4 2008 |
-1.4 1993 |
-1.3 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 DFA Dimensional Retirement Income Fund Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
DFA DIMENSIONAL RETIREMENT INCOME FUND PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
245 Positive Months (68%) - 115 Negative Months (32%)
322 Positive Months (69%) - 145 Negative Months (31%)
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(Scroll down to see all data)
Investment Returns, up to December 2006, 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:
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:
- DFEOX - DFA US Core Equity 1, up to December 2005
- DFUSX - DFA US Large Company I, up to December 1999
- DFALX - DFA Large Cap International I, up to December 1991
- DFCEX - DFA Emerging Markets Core Equity I, up to December 2005
- DFIEX - DFA International Core Equity I, up to December 2005
- DIPSX - DFA Inflation-Protected Securities I, up to December 2006
Portfolio efficiency
No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Dimensional Retirement Income Fund | +5.36 | 4.79 | -12.91 | 20.4 | 79.6 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| High Yield Bonds Income | +6.42 | 8.80 | -23.97 | 0 | 100 | 0 | ||
| Stocks/Bonds 20/80 Momentum | +6.01 | 4.94 | -17.91 | 20 | 80 | 0 | ||
| All Country World 20/80 | +5.64 | 5.63 | -17.97 | 20 | 80 | 0 | ||
| Stocks/Bonds 20/80 | +5.54 | 4.90 | -16.57 | 20 | 80 | 0 | ||
| Dimensional Retirement Income Fund | +5.36 | 4.79 | -12.91 | 20.4 | 79.6 | 0 | ||
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