Dynamic 60/40 Income Portfolio: ETF allocation and returns

Data Source: from January 1992 to May 2023 (~31 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.15%
1 Day
Jun 02 2023
1.61%
Current Month
June 2023

The Dynamic 60/40 Income Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 60% on the Stock Market.

In the last 30 Years, the Dynamic 60/40 Income Portfolio obtained a 6.83% compound annual return, with a 9.22% standard deviation.

Asset Allocation and ETFs

The Dynamic 60/40 Income Portfolio has the following asset allocation:

60% Stocks
40% Fixed Income
0% Commodities

The Dynamic 60/40 Income Portfolio can be implemented with the following ETFs:

Weight (%) Ticker ETF Name Investment Themes
20.00
PFF
iShares Preferred and Income Securities ETF Preferred Stock, U.S.
20.00
VTI
Vanguard Total Stock Market Equity, U.S., Large Cap
20.00
VNQ
Vanguard Real Estate Real Estate, U.S.
20.00
SHY
iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-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 May 31, 2023

The Dynamic 60/40 Income Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
DYNAMIC 60/40 INCOME 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 30Y MAX
(~31Y)
Dynamic 60/40 Income Portfolio 1.15 1.61 -1.48 -0.83 -4.63 3.97 4.90 6.83 7.21
US Inflation Adjusted return -1.48 -2.68 -8.11 0.15 2.17 4.21 4.56
Components
PFF
iShares Preferred and Income Securities ETF 1.41 Jun 02 2023 1.96 -2.36 -2.18 -7.75 1.02 2.72 5.59 6.37
VTI
Vanguard Total Stock Market 1.65 Jun 02 2023 2.67 0.43 2.44 2.13 9.99 11.40 9.70 9.04
VNQ
Vanguard Real Estate 2.44 Jun 02 2023 2.45 -3.96 -6.98 -15.87 4.07 5.34 8.35 6.94
SHY
iShares 1-3 Year Treasury Bond -0.28 Jun 02 2023 -0.13 -0.38 1.41 -0.24 0.88 0.65 3.03 4.43
HYG
iShares iBoxx $ High Yield Corporate Bond 0.51 Jun 02 2023 1.12 -1.23 0.38 -1.98 2.06 2.93 5.40 7.36
Returns over 1 year are annualized | Available data source: since Jan 1992
(*) 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% , 30Y: 2.51%
Live update: World Markets and Indexes

In 2022, the Dynamic 60/40 Income Portfolio granted a 2.82% dividend yield. If you are interested in getting periodic income, please refer to the Dynamic 60/40 Income Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of Dynamic 60/40 Income Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
DYNAMIC 60/40 INCOME PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1992 - 31 May 2023 (~31 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~31Y)
Portfolio Return (%) -1.48 -0.91 -0.83 -4.63 3.77 3.97 4.90 6.05 6.83 7.21
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 2.54
Infl. Adjusted Return (%) -1.48 -1.73 -2.68 -8.11 -1.88 0.15 2.17 3.42 4.21 4.56
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 14.03 11.02 11.28 8.82 10.53 9.22 9.06
Sharpe Ratio -0.56 0.25 0.23 0.47 0.46 0.50 0.36
Sortino Ratio -0.83 0.34 0.31 0.62 0.60 0.65 0.46
MAXIMUM DRAWDOWN
Drawdown Depth (%) -9.50 -18.21 -18.21 -18.21 -41.44 -41.44 -41.44
Start (yyyy mm) 2022 08 2022 01 2022 01 2022 01 2007 06 2007 06 2007 06
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 2 9 9 9 21 21 21
Start to Recovery (# months) in progress
> 10
> 17
> 17
> 17
40
40
40
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 57.27 24.89 18.49 11.81 8.51 8.11
Worst Return (%) -36.55 -12.45 -4.51 1.60 5.95 6.83
% Positive Periods 85% 94% 98% 100% 100% 100%
MONTHS
Positive 0 1 2 5 21 39 80 162 244 257
Negative 1 2 4 7 15 21 40 78 116 120
% Positive 0% 33% 33% 42% 58% 65% 67% 68% 68% 68%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.29 22.00 12.40 7.65 6.81 7.60
Perpetual WR (%) 0.00 0.15 2.12 3.31 4.04 4.36
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).

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 31 May 2023
Swipe left to see all data
Asset
PFF
VTI
VNQ
SHY
HYG
PFF
-
0.70
0.87
0.49
0.73
VTI
0.70
-
0.92
0.64
0.94
VNQ
0.87
0.92
-
0.66
0.88
SHY
0.49
0.64
0.66
-
0.70
HYG
0.73
0.94
0.88
0.70
-
Asset
PFF
VTI
VNQ
SHY
HYG
PFF
-
0.79
0.83
0.14
0.83
VTI
0.79
-
0.85
0.06
0.85
VNQ
0.83
0.85
-
0.08
0.78
SHY
0.14
0.06
0.08
-
0.23
HYG
0.83
0.85
0.78
0.23
-
Asset
PFF
VTI
VNQ
SHY
HYG
PFF
-
0.71
0.75
0.16
0.77
VTI
0.71
-
0.73
0.00
0.82
VNQ
0.75
0.73
-
0.14
0.67
SHY
0.16
0.00
0.14
-
0.21
HYG
0.77
0.82
0.67
0.21
-
Asset
PFF
VTI
VNQ
SHY
HYG
PFF
-
0.46
0.52
0.09
0.64
VTI
0.46
-
0.62
-0.14
0.69
VNQ
0.52
0.62
-
-0.02
0.68
SHY
0.09
-0.14
-0.02
-
0.02
HYG
0.64
0.69
0.68
0.02
-
Asset
PFF
VTI
VNQ
SHY
HYG
PFF
-
0.45
0.51
0.10
0.64
VTI
0.45
-
0.62
-0.14
0.68
VNQ
0.51
0.62
-
-0.01
0.68
SHY
0.10
-0.14
-0.01
-
0.04
HYG
0.64
0.68
0.68
0.04
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 7253.33$, with a total return of 625.33% (6.83% annualized).

The Inflation Adjusted Capital now would be 3447.78$, with a net total return of 244.78% (4.21% annualized).
An investment of 1000$, since January 1992, now would be worth 8920.50$, with a total return of 792.05% (7.21% annualized).

The Inflation Adjusted Capital now would be 4055.00$, with a net total return of 305.50% (4.56% 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.

DYNAMIC 60/40 INCOME 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
-41.44% Jun 2007 Feb 2009 21 Sep 2010 19 40
-18.21% Jan 2022 Sep 2022 9 in progress 8 17
-14.24% Feb 2020 Mar 2020 2 Nov 2020 8 10
-10.41% Jun 2011 Sep 2011 4 Jan 2012 4 8
-7.02% Jul 1998 Aug 1998 2 Dec 1998 4 6
-6.80% Feb 1994 Nov 1994 10 Apr 1995 5 15
-6.80% Sep 2018 Dec 2018 4 Feb 2019 2 6
-6.19% Apr 2002 Oct 2002 7 Apr 2003 6 13
-4.42% Apr 2015 Sep 2015 6 Mar 2016 6 12
-4.29% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.78% May 2013 Aug 2013 4 Oct 2013 2 6
-3.60% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.30% Jul 1999 Sep 1999 3 Dec 1999 3 6
-3.29% Sep 2001 Sep 2001 1 Nov 2001 2 3
-3.09% May 2012 May 2012 1 Jun 2012 1 2
-2.92% Aug 2016 Nov 2016 4 Feb 2017 3 7
-2.58% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.49% Jan 2018 Feb 2018 2 Jun 2018 4 6
-2.37% Feb 2001 Mar 2001 2 May 2001 2 4
-2.32% Sep 2014 Sep 2014 1 Oct 2014 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-41.44% Jun 2007 Feb 2009 21 Sep 2010 19 40
-18.21% Jan 2022 Sep 2022 9 in progress 8 17
-14.24% Feb 2020 Mar 2020 2 Nov 2020 8 10
-10.41% Jun 2011 Sep 2011 4 Jan 2012 4 8
-7.02% Jul 1998 Aug 1998 2 Dec 1998 4 6
-6.80% Feb 1994 Nov 1994 10 Apr 1995 5 15
-6.80% Sep 2018 Dec 2018 4 Feb 2019 2 6
-6.19% Apr 2002 Oct 2002 7 Apr 2003 6 13
-4.42% Apr 2015 Sep 2015 6 Mar 2016 6 12
-4.29% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.78% May 2013 Aug 2013 4 Oct 2013 2 6
-3.60% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.30% Jul 1999 Sep 1999 3 Dec 1999 3 6
-3.29% Sep 2001 Sep 2001 1 Nov 2001 2 3
-3.09% May 2012 May 2012 1 Jun 2012 1 2
-2.92% Aug 2016 Nov 2016 4 Feb 2017 3 7
-2.58% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.49% Jan 2018 Feb 2018 2 Jun 2018 4 6
-2.37% Feb 2001 Mar 2001 2 May 2001 2 4
-2.32% Sep 2014 Sep 2014 1 Oct 2014 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.

DYNAMIC 60/40 INCOME PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1992 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 7.75 -4.63 57.27
Mar 2009 - Feb 2010 		-36.55
Mar 2008 - Feb 2009 		15.03%
2 Years
 7.58 -3.65 36.22
Mar 2009 - Feb 2011 		-22.81
Mar 2007 - Feb 2009 		7.06%
3 Years
 7.54 3.77 24.89
Mar 2009 - Feb 2012 		-12.45
Mar 2006 - Feb 2009 		6.43%
5 Years
 7.46 3.97 18.49
Mar 2009 - Feb 2014 		-4.51
Mar 2004 - Feb 2009 		1.57%
7 Years
 7.28 4.38 13.85
Mar 2009 - Feb 2016 		-0.10
Mar 2002 - Feb 2009 		0.34%
10 Years
 7.20 4.90 11.81
Mar 2009 - Feb 2019 		1.60
Mar 1999 - Feb 2009 		0.00%
15 Years
 6.87 5.28 9.93
Feb 1992 - Jan 2007 		4.43
Mar 1994 - Feb 2009 		0.00%
20 Years
 7.19 6.05 8.51
Dec 1994 - Nov 2014 		5.95
Apr 2000 - Mar 2020 		0.00%
30 Years
 7.31 6.83 8.11
Jan 1992 - Dec 2021 		6.83
Jun 1993 - May 2023 		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 Dynamic 60/40 Income Portfolio: Rolling Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

DYNAMIC 60/40 INCOME PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 4.90% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in Dynamic 60/40 Income 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
1.65
60%
-1.33
40%
-0.96
60%
1.38
80%
-0.05
60%
0.15
80%
2.71
100%
0.40
80%
-1.97
20%
0.46
60%
1.93
80%
0.18
60%
 Capital Growth on monthly avg returns
100
101.65
100.29
99.33
100.70
100.64
100.80
103.53
103.94
101.89
102.37
104.34
104.53
Best 6.4
2023 		1.2
2019 		2.6
2021 		6.9
2020 		2.3
2020 		2.7
2019 		6.0
2022 		1.9
2020 		1.0
2019 		3.2
2021 		5.8
2020 		4.1
2021
Worst -4.5
2022 		-4.1
2020 		-10.6
2020 		-4.8
2022 		-1.5
2019 		-5.5
2022 		1.0
2019 		-3.7
2022 		-6.1
2022 		-3.0
2018 		-1.4
2021 		-4.1
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
0.92
60%
-0.28
60%
0.02
70%
0.85
80%
0.45
80%
0.14
70%
1.94
90%
-0.18
60%
-1.07
30%
0.99
70%
1.10
60%
0.31
70%
 Capital Growth on monthly avg returns
100
100.92
100.64
100.66
101.52
101.97
102.12
104.09
103.91
102.79
103.81
104.95
105.28
Best 6.4
2023 		2.9
2014 		4.4
2016 		6.9
2020 		2.3
2020 		2.7
2019 		6.0
2022 		2.3
2014 		1.9
2013 		3.7
2015 		5.8
2020 		4.1
2021
Worst -4.5
2022 		-4.1
2020 		-10.6
2020 		-4.8
2022 		-1.5
2019 		-5.5
2022 		-1.0
2014 		-3.7
2022 		-6.1
2022 		-3.0
2018 		-1.4
2021 		-4.1
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
0.82
75%
-0.01
69%
0.69
72%
1.30
72%
0.55
66%
0.29
68%
1.25
71%
0.30
68%
-0.20
52%
0.37
58%
0.63
65%
1.40
84%
 Capital Growth on monthly avg returns
100
100.82
100.81
101.50
102.82
103.39
103.68
104.98
105.30
105.09
105.47
106.14
107.63
Best 6.4
2023 		2.9
2010 		6.2
2009 		13.5
2009 		5.9
2009 		3.3
2012 		7.5
2009 		2.7
2004 		4.5
2009 		7.8
2011 		5.8
2020 		8.3
2008
Worst -7.7
2009 		-12.7
2009 		-10.6
2020 		-4.8
2022 		-4.4
2010 		-6.4
2008 		-3.2
2007 		-5.4
1998 		-8.5
2008 		-11.8
2008 		-8.0
2008 		-4.1
2018
Monthly Seasonality over the period Jan 1992 - May 2023

Monthly/Yearly Returns

Dynamic 60/40 Income Portfolio data source starts from January 1992: 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
Jan 1992 - May 2023
257 Positive Months (68%) - 120 Negative Months (32%)
MONTHLY RETURNS TABLE
Jan 1992 - 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
 +2.34 +0.13 6.4 -2.9 0.0 0.6 -1.5
2022
 -15.89 -20.99 -4.5 -2.0 1.3 -4.8 0.0 -5.5 6.0 -3.7 -6.1 2.1 3.9 -3.1
2021
 +15.27 +7.69 -0.5 1.1 2.6 3.1 0.4 1.6 1.5 1.3 -2.6 3.2 -1.4 4.1
2020
 +6.26 +4.83 0.6 -4.1 -10.6 6.9 2.3 0.6 3.8 1.9 -1.5 -0.9 5.8 2.5
2019
 +18.59 +15.94 6.2 1.2 1.8 1.1 -1.5 2.7 1.0 0.8 1.0 0.8 0.5 1.5
2018
 -3.28 -5.10 -0.1 -2.4 0.4 0.2 1.5 1.3 1.2 1.7 -0.7 -3.0 0.9 -4.1
2017
 +8.11 +5.88 1.0 2.2 -0.4 0.7 0.4 0.8 1.0 0.0 0.5 0.2 1.2 0.2
2016
 +7.39 +5.21 -2.2 0.3 4.4 0.4 1.1 2.2 2.2 -0.4 -0.3 -2.0 -0.2 1.8
2015
 +0.49 -0.24 1.4 0.9 0.0 -0.9 0.3 -1.8 1.6 -2.9 -0.7 3.7 -0.4 -0.5
2014
 +11.87 +11.03 0.9 2.9 0.5 1.2 1.4 1.0 -1.0 2.3 -2.3 3.1 1.0 0.2
2013
 +8.15 +6.55 2.2 0.8 1.8 2.4 -1.4 -1.5 1.9 -2.8 1.9 2.5 -0.2 0.5
2012
 +12.84 +10.91 4.0 1.6 1.5 0.8 -3.1 3.3 1.2 1.1 0.4 -0.2 0.4 1.4
2011
 +3.16 +0.19 1.6 2.3 -0.1 2.5 0.3 -1.3 -0.4 -3.2 -5.8 7.8 -2.0 2.1
2010
 +14.75 +13.06 -1.8 2.9 4.0 2.4 -4.4 -1.6 5.8 -0.8 3.5 2.2 -0.7 2.9
2009
 +25.31 +21.99 -7.7 -12.7 6.2 13.5 5.9 0.8 7.5 2.5 4.5 -2.3 3.2 4.0
2008
 -21.78 -21.85 0.5 -1.3 0.1 4.0 0.1 -6.4 -0.2 0.7 -8.5 -11.8 -8.0 8.3
2007
 -3.54 -7.32 2.4 -0.4 0.0 1.1 0.6 -2.8 -3.2 2.1 1.5 1.3 -4.3 -1.6
2006
 +14.28 +11.45 2.6 0.9 1.3 -0.6 -1.3 0.9 1.2 2.3 1.5 2.6 2.2 0.0
2005
 +5.27 +1.79 -1.9 1.3 -1.5 1.1 2.1 1.4 2.1 -0.5 -0.2 -1.4 2.2 0.5
2004
 +12.11 +8.58 2.1 1.1 1.2 -4.3 0.8 1.1 -0.2 2.7 1.0 1.9 1.6 2.7
2003
 +22.26 +20.00 0.5 0.7 1.0 3.7 3.5 1.7 0.6 1.3 1.7 1.8 1.4 2.3
2002
 -0.78 -3.08 0.0 0.0 2.0 -0.1 0.0 -0.9 -3.1 1.3 -2.4 -1.2 3.4 0.2
2001
 +5.55 +3.93 2.2 -1.4 -0.9 1.8 1.1 0.9 0.5 0.4 -3.3 0.9 3.0 0.5
2000
 +5.79 +2.32 -0.9 0.1 2.2 -0.2 -1.1 3.1 2.2 1.2 -0.1 -1.8 -1.7 2.9
1999
 +4.89 +2.15 0.6 -1.2 1.1 3.1 -0.4 0.5 -1.5 -0.6 -1.3 0.9 0.7 2.9
1998
 +5.13 +3.46 0.6 1.4 1.9 -0.2 -0.2 1.2 -1.7 -5.4 2.9 0.7 2.6 1.4
1997
 +16.74 +14.79 1.4 0.7 -0.9 0.7 3.0 2.6 3.4 -0.8 3.8 -0.9 1.3 1.5
1996
 +16.21 +12.47 1.1 0.4 0.3 0.5 1.5 0.5 -0.8 1.8 2.3 1.6 3.8 2.0
1995
 +20.42 +17.44 0.9 2.6 1.0 1.6 3.5 1.5 1.4 1.1 1.7 -0.1 1.8 1.9
1994
 -3.20 -5.72 1.8 -0.8 -3.0 -0.7 -0.1 -0.8 1.1 1.5 -1.4 -0.6 -2.2 2.0
1993
 +14.00 +10.95 2.7 2.6 2.9 -0.8 0.5 1.7 0.8 1.9 1.4 0.7 -1.8 0.7
1992
 +13.92 +10.70 2.3 1.0 -0.4 0.9 2.3 -0.1 3.0 0.6 1.2 -0.5 1.6 1.4

Portofolio Returns, up to December 2007, 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:

  • PFF - iShares Preferred and Income Securities ETF: simulated historical serie, up to December 2007
  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
  • HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the Dynamic 60/40 Income Portfolio, the following portfolios 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 Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Stocks/Bonds 80/20 +8.89 12.33 -41.09 80 20 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Yale Endowment David Swensen +8.06 10.83 -39.48 70 30 0
Talmud Portfolio Roger Gibson +8.00 10.64 -40.17 66.7 33.3 0
Stocks/Bonds 60/40 +7.93 9.46 -30.55 60 40 0
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Seven Value Scott Burns +7.85 11.26 -41.22 71.5 28.5 0
Edge Select Moderately Aggressive Merrill Lynch +7.77 11.04 -38.23 69 31 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Sheltered Sam 70/30 Bill Bernstein +7.72 10.60 -39.73 67.9 30 2.1
Lazy Portfolio David Swensen +7.71 10.76 -40.89 70 30 0
Family Taxable Portfolio Ted Aronson +7.65 11.54 -38.46 70 30 0
Six Ways from Sunday Scott Burns +7.60 10.87 -39.14 66.7 33.3 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.59 10.65 -39.55 70 30 0
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
Coffeehouse Bill Schultheis +7.42 9.53 -33.93 60 40 0
No Brainer Portfolio Bill Bernstein +7.30 11.63 -40.40 75 25 0
Robo Advisor 50 Betterment +7.29 9.24 -30.72 49.9 50.1 0
Sheltered Sam 60/40 Bill Bernstein +7.25 9.15 -34.12 58.2 40 1.8
Pinwheel +7.25 10.41 -36.89 65 25 10
Dimensional 2030 Retirement Income DFA +7.25 9.17 -31.78 55.9 44.1 0
Tilt Toward Value Time Inc +7.25 9.29 -34.63 60 40 0
Marc Faber Portfolio Marc Faber +7.20 9.54 -28.82 50 25 25
All Weather Portfolio Ray Dalio +7.19 7.21 -20.19 30 55 15
Edge Select Moderate Merrill Lynch +7.18 8.84 -29.58 53 47 0
Five Fold Scott Burns +7.18 9.64 -37.94 60 40 0
Simple Money Portfolio Tim Maurer +7.08 9.00 -32.39 60 40 0
Sandwich Portfolio Bob Clyatt +7.08 8.23 -28.96 55 45 0
Margaritaville Scott Burns +7.07 10.78 -38.70 67 33 0
Nano Portfolio John Wasik +7.04 9.55 -36.66 60 40 0
Simple and Cheap Time Inc +7.02 9.29 -34.84 60 40 0
Global Market Portfolio Credit Suisse +6.96 8.14 -25.90 45 55 0
Ultimate Buy&Hold FundAdvice +6.95 9.20 -34.23 60 40 0
Coward's Portfolio Bill Bernstein +6.94 9.02 -32.68 60 40 0
LifeStrategy Moderate Growth Vanguard +6.90 9.43 -33.52 60 40 0
Dynamic 40/60 Income +6.88 8.02 -29.84 40 60 0
Big Rocks Portfolio Larry Swedroe +6.87 9.06 -33.80 60 40 0
One-Decision Portfolio Marvin Appel +6.84 8.25 -31.96 50 50 0
GAA Global Asset Allocation Mebane Faber +6.84 7.93 -24.91 40.5 49.5 10
Stocks/Bonds 40/60 +6.84 6.83 -19.17 40 60 0
Dynamic 60/40 Income +6.83 9.22 -41.44 60 40 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years

and High Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 0
Yale Endowment David Swensen +8.06 10.83 -39.48 70 30 0
Talmud Portfolio Roger Gibson +8.00 10.64 -40.17 66.7 33.3 0