Data Source: from January 1976 to May 2023 (~47 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.72%
1 Day
Jun 02 2023
3.53%
Current Month
June 2023
The Emerging Markets Stocks 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 30 Years, the Emerging Markets Stocks Portfolio obtained a 5.57% compound annual return, with a 23.02% standard deviation.
Asset Allocation and ETFs
The Emerging Markets Stocks Portfolio has the following asset allocation:
100% Stocks
0% Fixed Income
0% Commodities
The Emerging Markets Stocks Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 100.00 |
EEM
|
iShares MSCI Emerging Markets | Equity, Emerging Markets, 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 Emerging Markets Stocks Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
EMERGING MARKETS STOCKS 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
(~47Y) |
||
| Emerging Markets Stocks Portfolio | 1.72 | 3.53 | -2.40 | -1.90 | -8.29 | -1.39 | 1.39 | 5.57 | 7.36 | ||
| US Inflation Adjusted return | -2.40 | -3.73 | -11.64 | -5.02 | -1.25 | 2.99 | 3.59 | ||||
| Components | |||||||||||
|
EEM
|
iShares MSCI Emerging Markets | 1.72 | Jun 02 2023 | 3.53 | -2.40 | -1.90 | -8.29 | -1.39 | 1.39 | 5.57 | 7.36 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) 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 Emerging Markets Stocks Portfolio granted a 1.95% dividend yield. If you are interested in getting periodic income, please refer to the Emerging Markets Stocks Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Emerging Markets Stocks 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
EMERGING MARKETS STOCKS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 May 2023 (~47 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~47Y) |
|
| Portfolio Return (%) | -2.40 | -0.10 | -1.90 | -8.29 | 2.40 | -1.39 | 1.39 | 7.61 | 5.57 | 7.36 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 3.65 |
| Infl. Adjusted Return (%) | -2.40 | -0.94 | -3.73 | -11.64 | -3.18 | -5.02 | -1.25 | 4.93 | 2.99 | 3.59 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 23.87 | 18.14 | 19.11 | 17.19 | 21.38 | 23.02 | 24.13 | |||
| Sharpe Ratio | -0.48 | 0.08 | -0.14 | 0.04 | 0.30 | 0.15 | 0.14 | |||
| Sortino Ratio | -0.80 | 0.12 | -0.20 | 0.05 | 0.42 | 0.20 | 0.19 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -19.12 | -36.52 | -36.52 | -36.52 | -60.44 | -60.44 | -60.44 | |||
| Start (yyyy mm) | 2022 06 | 2021 07 | 2021 07 | 2021 07 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 5 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 23
|
> 23
|
> 23
|
120
|
120
|
120
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 111.70 | 60.25 | 49.02 | 25.17 | 18.64 | 12.59 | ||||
| Worst Return (%) | -54.34 | -18.57 | -10.37 | -2.16 | 4.57 | 5.44 | ||||
| % Positive Periods | 65% | 69% | 74% | 97% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 2 | 3 | 18 | 29 | 61 | 132 | 199 | 317 |
| Negative | 1 | 2 | 4 | 9 | 18 | 31 | 59 | 108 | 161 | 252 |
| % Positive | 0% | 33% | 33% | 25% | 50% | 48% | 51% | 55% | 55% | 56% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 38.68 | 19.14 | 10.29 | 13.51 | 5.95 | 3.69 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 4.70 | 2.90 | 3.46 | ||||
- 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).
Readings that may interest you
Capital Growth as of May 31, 2023
An investment of 1000$, since June 1993,
now would be worth 5087.59$, with a total return of 408.76% (5.57% annualized).
The Inflation Adjusted Capital now would be 2418.32$, with a net total return of 141.83% (2.99% annualized).
The Inflation Adjusted Capital now would be 2418.32$, with a net total return of 141.83% (2.99% annualized).
An investment of 1000$, since January 1976,
now would be worth 29046.76$, with a total return of 2804.68% (7.36% annualized).
The Inflation Adjusted Capital now would be 5314.08$, with a net total return of 431.41% (3.59% annualized).
The Inflation Adjusted Capital now would be 5314.08$, with a net total return of 431.41% (3.59% 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.
EMERGING MARKETS STOCKS 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 |
| -60.44% | Nov 2007 | Feb 2009 | 16 | Oct 2017 | 104 | 120 |
| -54.22% | Feb 1994 | Aug 1998 | 55 | Jan 2004 | 65 | 120 |
| -36.52% | Jul 2021 | Oct 2022 | 16 | in progress | 7 | 23 |
| -29.69% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -11.25% | Apr 2004 | Jul 2004 | 4 | Oct 2004 | 3 | 7 |
| -11.14% | May 2006 | May 2006 | 1 | Nov 2006 | 6 | 7 |
| -9.06% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 |
| -6.34% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
| -3.85% | Feb 2006 | Feb 2006 | 1 | Apr 2006 | 2 | 3 |
| -3.24% | Feb 2007 | Feb 2007 | 1 | Mar 2007 | 1 | 2 |
| -2.61% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -1.11% | Sep 1993 | Sep 1993 | 1 | Oct 1993 | 1 | 2 |
| -0.73% | Mar 2021 | Mar 2021 | 1 | Apr 2021 | 1 | 2 |
| -0.53% | Jan 2005 | Jan 2005 | 1 | Feb 2005 | 1 | 2 |
| -0.39% | Nov 2017 | Nov 2017 | 1 | Dec 2017 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -60.44% | Nov 2007 | Feb 2009 | 16 | Oct 2017 | 104 | 120 |
| -55.33% | Mar 1987 | Dec 1987 | 10 | Sep 1989 | 21 | 31 |
| -55.05% | Dec 1980 | Jul 1982 | 20 | May 1986 | 46 | 66 |
| -54.22% | Feb 1994 | Aug 1998 | 55 | Jan 2004 | 65 | 120 |
| -36.52% | Jul 2021 | Oct 2022 | 16 | in progress | 7 | 23 |
| -34.47% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 |
| -29.69% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -23.01% | Jun 1992 | Dec 1992 | 7 | Apr 1993 | 4 | 11 |
| -13.68% | Feb 1980 | Mar 1980 | 2 | Nov 1980 | 8 | 10 |
| -11.25% | Apr 2004 | Jul 2004 | 4 | Oct 2004 | 3 | 7 |
| -11.14% | May 2006 | May 2006 | 1 | Nov 2006 | 6 | 7 |
| -10.62% | Jan 1990 | Apr 1990 | 4 | Jun 1990 | 2 | 6 |
| -9.07% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
| -9.06% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 |
| -7.97% | Feb 1976 | Nov 1976 | 10 | Nov 1977 | 12 | 22 |
| -7.84% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
| -7.61% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
| -7.45% | Nov 1991 | Nov 1991 | 1 | Dec 1991 | 1 | 2 |
| -6.39% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 |
| -6.36% | Jul 1986 | Jul 1986 | 1 | Aug 1986 | 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.
EMERGING MARKETS STOCKS PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1976 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
10.90 | -8.29 |
111.70 Jan 1991 - Dec 1991 |
-54.34 Dec 2007 - Nov 2008 |
35.48% |
| 2 Years |
9.40 | -14.76 |
64.67 Jan 1988 - Dec 1989 |
-29.06 Aug 1980 - Jul 1982 |
36.26% |
| 3 Years |
8.97 | 2.40 |
60.25 Jan 1989 - Dec 1991 |
-18.57 Oct 1979 - Sep 1982 |
30.90% |
| 5 Years |
8.50 | -1.39 |
49.02 Jan 1989 - Dec 1993 |
-10.37 Feb 1994 - Jan 1999 |
26.08% |
| 7 Years |
8.61 | 4.24 |
36.13 Nov 1987 - Oct 1994 |
-8.52 Dec 1980 - Nov 1987 |
16.26% |
| 10 Years |
9.00 | 1.39 |
25.17 Feb 1984 - Jan 1994 |
-2.16 Jan 1978 - Dec 1987 |
3.11% |
| 15 Years |
9.68 | 0.20 |
18.23 Aug 1982 - Jul 1997 |
-1.21 Nov 2007 - Oct 2022 |
0.51% |
| 20 Years |
9.50 | 7.61 |
18.64 Jan 1988 - Dec 2007 |
4.57 Feb 1994 - Jan 2014 |
0.00% |
| 30 Years |
9.76 | 5.57 |
12.59 Jan 1988 - Dec 2017 |
5.44 May 1993 - Apr 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 Emerging Markets Stocks 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
EMERGING MARKETS STOCKS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 1.39% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Emerging Markets Stocks 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.
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 |
3.29
60% |
-3.28
20% |
-3.11
40% |
0.79
60% |
-0.90
60% |
0.82
60% |
0.47
40% |
-0.88
40% |
-3.06
20% |
-0.82
60% |
5.06
60% |
2.05
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
103.29
|
99.91
|
96.80
|
97.56
|
96.69
|
97.48
|
97.93
|
97.07
|
94.10
|
93.33
|
98.05
|
100.06
|
| Best |
10.3 2019 |
0.8 2021 |
3.2 2023 |
7.4 2020 |
3.0 2020 |
6.6 2020 |
8.3 2020 |
2.9 2020 |
1.7 2019 |
4.2 2019 |
15.6 2022 |
7.7 2019 |
| Worst |
-6.2 2020 |
-7.6 2023 |
-15.8 2020 |
-6.1 2022 |
-7.3 2019 |
-5.1 2022 |
-6.4 2021 |
-3.8 2019 |
-11.5 2022 |
-8.8 2018 |
-4.1 2021 |
-3.5 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 |
1.71
50% |
-1.36
40% |
0.40
60% |
1.09
70% |
-0.91
50% |
0.37
60% |
0.99
60% |
-0.97
50% |
-1.65
30% |
1.03
70% |
1.62
30% |
0.55
40% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.71
|
100.32
|
100.73
|
101.82
|
100.90
|
101.27
|
102.27
|
101.28
|
99.60
|
100.63
|
102.26
|
102.82
|
| Best |
10.3 2019 |
4.4 2015 |
13.0 2016 |
7.4 2020 |
3.0 2020 |
6.6 2020 |
8.3 2020 |
2.9 2020 |
7.2 2013 |
6.4 2015 |
15.6 2022 |
7.7 2019 |
| Worst |
-8.6 2014 |
-7.6 2023 |
-15.8 2020 |
-6.1 2022 |
-7.3 2019 |
-5.3 2013 |
-6.4 2021 |
-8.8 2015 |
-11.5 2022 |
-8.8 2018 |
-4.4 2016 |
-4.0 2014 |
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 |
2.05
56% |
0.08
50% |
-0.14
50% |
2.23
67% |
0.20
50% |
0.45
57% |
1.17
53% |
-0.15
53% |
-0.88
51% |
0.81
62% |
1.40
57% |
2.86
62% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.05
|
102.13
|
101.99
|
104.27
|
104.47
|
104.94
|
106.17
|
106.01
|
105.07
|
105.93
|
107.41
|
110.48
|
| Best |
20.8 1988 |
13.7 1991 |
16.9 2009 |
15.6 2009 |
15.9 2009 |
16.1 1988 |
18.4 1987 |
16.9 1989 |
13.4 1989 |
21.3 1990 |
15.6 2022 |
32.8 1991 |
| Worst |
-10.7 1995 |
-13.6 1994 |
-21.6 1987 |
-9.8 2004 |
-12.5 1998 |
-14.6 1992 |
-9.7 1982 |
-26.1 1998 |
-17.9 2011 |
-36.0 1987 |
-9.8 2000 |
-8.1 1994 |
Monthly Seasonality over the period Jan 1976 - May 2023
Monthly/Yearly Returns
Emerging Markets Stocks Portfolio data source starts from January 1976: 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 1976 - May 2023
317 Positive Months (56%) - 252 Negative Months (44%)
MONTHLY RETURNS TABLE
Jan 1976 - 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 |
+0.77 | -1.42 | 9.1 | -7.6 | 3.2 | -0.8 | -2.4 | |||||||
| 2022 |
-20.56 | -25.37 | 0.0 | -4.3 | -3.4 | -6.1 | 0.6 | -5.1 | -0.3 | -1.3 | -11.5 | -2.0 | 15.6 | -2.6 |
| 2021 |
-3.61 | -9.95 | 3.2 | 0.8 | -0.7 | 1.2 | 1.6 | 0.9 | -6.4 | 1.6 | -3.9 | 1.1 | -4.1 | 1.5 |
| 2020 |
+17.03 | +15.46 | -6.2 | -3.8 | -15.8 | 7.4 | 3.0 | 6.6 | 8.3 | 2.9 | -1.0 | 1.4 | 9.0 | 7.1 |
| 2019 |
+18.20 | +15.56 | 10.3 | -1.5 | 1.1 | 2.4 | -7.3 | 6.2 | -2.7 | -3.8 | 1.7 | 4.2 | -0.1 | 7.7 |
| 2018 |
-15.31 | -16.90 | 8.3 | -5.9 | 0.5 | -2.8 | -2.6 | -4.5 | 3.5 | -3.8 | -0.6 | -8.8 | 4.9 | -3.5 |
| 2017 |
+37.28 | +34.45 | 6.7 | 1.7 | 3.7 | 1.7 | 2.8 | 0.9 | 5.8 | 2.4 | 0.0 | 3.3 | -0.4 | 3.8 |
| 2016 |
+10.87 | +8.62 | -5.0 | -0.8 | 13.0 | 0.4 | -3.7 | 4.6 | 5.4 | 0.9 | 2.5 | -0.8 | -4.4 | -0.2 |
| 2015 |
-16.18 | -16.79 | -0.7 | 4.4 | -1.5 | 6.9 | -4.1 | -2.9 | -6.3 | -8.8 | -3.1 | 6.4 | -2.5 | -3.8 |
| 2014 |
-3.93 | -4.65 | -8.6 | 3.4 | 3.9 | 0.8 | 3.0 | 2.4 | 1.4 | 2.8 | -7.8 | 1.4 | -1.5 | -4.0 |
| 2013 |
-3.69 | -5.11 | -0.3 | -2.3 | -1.0 | 1.2 | -4.8 | -5.3 | 1.3 | -2.5 | 7.2 | 4.2 | -0.3 | -0.4 |
| 2012 |
+19.10 | +17.06 | 11.0 | 5.3 | -3.1 | -1.7 | -10.7 | 5.1 | 0.0 | 0.4 | 5.2 | -0.4 | 1.6 | 6.8 |
| 2011 |
-18.82 | -21.15 | -3.8 | 0.0 | 6.3 | 2.7 | -2.9 | -0.9 | -1.0 | -9.3 | -17.9 | 16.3 | -2.0 | -4.3 |
| 2010 |
+16.51 | +14.79 | -7.8 | 1.8 | 8.1 | -0.2 | -9.4 | -1.4 | 10.9 | -3.2 | 11.8 | 3.0 | -2.9 | 7.3 |
| 2009 |
+68.93 | +64.46 | -9.3 | -6.3 | 16.9 | 15.6 | 15.9 | -2.3 | 11.0 | -1.3 | 10.2 | -3.4 | 7.9 | 3.3 |
| 2008 |
-48.88 | -48.93 | -8.9 | 2.0 | -3.8 | 9.1 | 3.2 | -9.3 | -5.5 | -6.3 | -14.7 | -25.6 | -9.8 | 10.3 |
| 2007 |
+33.31 | +28.08 | 0.1 | -3.2 | 5.3 | 3.7 | 5.1 | 3.7 | 0.7 | 1.0 | 11.6 | 11.9 | -7.6 | -1.4 |
| 2006 |
+31.19 | +27.94 | 14.2 | -3.8 | 2.2 | 6.5 | -11.1 | 0.2 | 2.3 | 1.6 | -0.9 | 7.1 | 6.0 | 5.4 |
| 2005 |
+32.62 | +28.24 | -0.5 | 9.7 | -7.9 | -1.2 | 3.2 | 4.0 | 7.7 | 1.3 | 8.7 | -6.3 | 5.8 | 6.1 |
| 2004 |
+24.63 | +20.70 | 2.4 | 4.0 | 0.6 | -9.8 | 1.2 | 0.9 | -3.6 | 3.5 | 7.0 | 2.8 | 9.9 | 4.7 |
| 2003 |
+57.65 | +54.74 | 0.1 | -3.8 | -2.0 | 8.8 | 6.4 | 5.9 | 7.0 | 6.4 | 0.8 | 9.1 | 1.1 | 7.8 |
| 2002 |
-7.43 | -9.58 | 2.9 | 2.7 | 4.5 | 0.3 | -0.4 | -8.2 | -8.5 | 1.4 | -10.7 | 6.6 | 7.1 | -3.3 |
| 2001 |
-2.88 | -4.36 | 11.8 | -8.7 | -10.4 | 9.3 | 1.5 | -2.1 | -6.7 | -1.0 | -15.6 | 6.6 | 9.3 | 7.7 |
| 2000 |
-27.56 | -29.93 | -4.9 | 3.5 | -0.9 | -7.5 | -5.3 | 6.3 | -5.2 | 1.5 | -6.1 | -7.6 | -9.8 | 6.0 |
| 1999 |
+61.57 | +57.35 | -2.9 | 2.2 | 11.7 | 15.4 | -4.2 | 7.9 | -3.4 | -1.0 | -0.5 | 3.8 | 8.1 | 14.3 |
| 1998 |
-18.12 | -19.42 | -8.0 | 11.9 | 3.6 | -1.0 | -12.5 | -9.3 | 1.8 | -26.1 | 9.4 | 15.4 | 6.3 | -3.1 |
| 1997 |
-16.82 | -18.22 | 5.1 | 3.0 | -3.2 | -1.6 | 4.5 | 3.9 | 1.5 | -15.1 | 5.2 | -18.1 | -1.4 | 1.3 |
| 1996 |
+15.83 | +12.10 | 10.2 | -1.6 | 1.5 | 2.7 | 1.5 | 0.0 | -6.7 | 3.1 | 2.3 | -1.5 | 3.5 | 0.6 |
| 1995 |
+0.56 | -1.93 | -10.7 | 0.4 | -1.0 | 5.2 | 7.7 | -0.5 | 2.9 | -2.4 | 0.2 | -4.3 | 0.4 | 4.1 |
| 1994 |
-20.17 | -22.25 | 6.3 | -13.6 | -14.2 | 6.9 | 2.7 | -2.6 | 4.8 | 10.2 | -4.2 | 2.5 | -9.1 | -8.1 |
| 1993 |
+100.42 | +95.06 | 14.7 | 0.7 | 10.5 | 3.4 | -5.9 | 11.1 | 5.7 | 6.5 | -1.1 | 12.9 | -2.6 | 18.8 |
| 1992 |
-10.90 | -13.41 | 2.3 | -5.5 | -0.6 | 4.1 | 15.7 | -14.6 | 6.8 | -6.9 | -5.2 | 1.9 | -0.8 | -5.5 |
| 1991 |
+111.70 | +105.41 | 6.8 | 13.7 | -2.4 | 3.3 | 14.3 | -7.6 | 2.2 | 14.7 | 3.2 | 10.2 | -7.5 | 32.8 |
| 1990 |
-1.92 | -7.56 | -5.7 | -1.7 | -1.8 | -1.8 | 9.2 | 5.0 | 16.0 | -21.4 | -16.6 | 21.3 | 1.0 | 2.7 |
| 1989 |
+98.20 | +89.40 | 12.7 | 8.5 | -6.5 | 8.3 | 10.3 | -4.7 | 1.3 | 16.9 | 13.4 | -4.5 | 4.9 | 13.4 |
| 1988 |
+36.81 | +31.02 | 20.8 | 3.5 | -6.7 | 1.9 | -1.8 | 16.1 | -3.1 | -3.2 | 3.3 | 0.5 | 0.0 | 3.7 |
| 1987 |
-46.69 | -48.95 | 14.1 | 4.6 | -21.6 | 0.0 | -11.5 | -1.4 | 18.4 | 0.0 | -4.4 | -36.0 | -7.3 | -2.8 |
| 1986 |
+11.58 | +10.36 | -0.1 | 7.1 | 5.0 | -1.9 | 5.1 | 1.2 | -6.4 | 7.2 | -9.1 | 5.4 | 2.2 | -3.3 |
| 1985 |
+27.58 | +22.91 | 7.3 | 1.1 | -0.3 | -0.6 | 5.8 | 1.2 | -0.5 | -1.0 | -3.5 | 4.2 | 6.9 | 4.6 |
| 1984 |
+16.85 | +12.42 | 0.4 | -2.4 | 2.5 | 1.6 | -4.3 | 3.0 | -0.5 | 11.4 | 0.8 | 1.0 | -0.1 | 3.2 |
| 1983 |
+14.20 | +10.03 | 2.8 | 1.9 | 3.0 | 7.2 | -1.4 | 3.3 | -3.9 | 1.4 | 0.8 | -2.0 | 1.9 | -1.2 |
| 1982 |
-31.65 | -34.17 | -5.9 | -10.0 | -5.9 | -0.7 | -9.0 | -8.2 | -9.7 | 11.5 | -5.0 | 11.2 | 0.6 | -3.3 |
| 1981 |
-20.21 | -26.74 | -5.7 | 0.8 | 2.5 | -3.6 | -0.7 | -2.3 | -1.4 | -7.4 | -7.1 | 4.4 | 3.5 | -4.7 |
| 1980 |
+6.80 | -5.08 | 3.9 | -1.6 | -12.3 | 2.3 | 3.8 | 0.9 | 5.3 | -0.6 | 1.0 | 0.3 | 11.2 | -5.6 |
| 1979 |
+19.35 | +5.34 | 4.2 | -2.8 | 5.8 | 0.5 | -1.6 | 4.1 | 1.2 | 6.2 | 0.3 | -6.4 | 5.2 | 1.8 |
| 1978 |
+14.19 | +4.75 | -5.3 | -1.0 | 3.3 | 9.1 | 1.9 | -0.9 | 6.1 | 3.9 | 0.1 | -7.8 | 3.1 | 2.2 |
| 1977 |
+6.78 | +0.08 | -3.7 | -0.1 | 0.0 | 1.3 | -0.2 | 5.5 | -0.2 | -0.1 | 1.2 | -2.5 | 4.3 | 1.6 |
| 1976 |
+6.79 | +1.84 | 10.7 | -2.1 | 1.5 | -2.3 | -2.4 | 4.0 | -2.1 | -1.1 | 1.4 | -3.7 | -1.1 | 4.8 |
Portofolio Returns, up to December 2003, 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:
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
Portfolio efficiency
Compared to the Emerging Markets Stocks Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| US Stocks Momentum | +11.80 | 15.15 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.63 | 12.22 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.70 | 15.36 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.50 | 15.19 | -55.41 | 100 | 0 | 0 | ||
| US Stocks Minimum Volatility | +9.47 | 13.67 | -43.27 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +9.33 | 13.50 | -45.52 | 90 | 10 | 0 | ||
| Stocks/Bonds 60/40 Momentum | +9.28 | 9.43 | -32.52 | 60 | 40 | 0 | ||
| Sheltered Sam 100/0 | +8.92 | 15.16 | -54.91 | 97 | 0 | 3 | ||
| Stocks/Bonds 80/20 | +8.89 | 12.33 | -41.09 | 80 | 20 | 0 | ||
| Dedalo Three | +8.68 | 15.26 | -52.73 | 100 | 0 | 0 | ||
| Simple Path to Wealth | +8.66 | 11.60 | -38.53 | 75 | 25 | 0 | ||
| Robust | +8.60 | 10.99 | -44.20 | 70 | 20 | 10 | ||
| Sheltered Sam 90/10 | +8.55 | 13.61 | -50.12 | 87.3 | 10 | 2.7 | ||
| Aggressive Global Income | +8.52 | 14.36 | -52.63 | 80 | 20 | 0 | ||
| Mid-Fifties | +8.33 | 12.89 | -46.21 | 80 | 20 | 0 | ||
| Late Thirties to Early Forties | +8.26 | 13.52 | -48.28 | 85 | 15 | 0 | ||
| Edge Select Aggressive | +8.21 | 13.16 | -45.65 | 84 | 16 | 0 | ||
| Late Sixties and Beyond | +8.19 | 11.57 | -41.80 | 71 | 29 | 0 | ||
| Robo Advisor 100 | +8.18 | 15.73 | -54.55 | 100 | 0 | 0 | ||
| Ultimate Buy and Hold Strategy | +8.17 | 15.60 | -57.21 | 100 | 0 | 0 | ||
| Mid-Twenties | +8.17 | 13.85 | -49.50 | 87 | 13 | 0 | ||
| Dedalo Four | +8.15 | 12.27 | -43.94 | 80 | 20 | 0 | ||
| Sheltered Sam 80/20 | +8.15 | 12.09 | -45.06 | 77.6 | 20 | 2.4 | ||
| Robo Advisor 90 | +8.08 | 14.37 | -50.07 | 90.1 | 9.9 | 0 | ||
| Yale Endowment | +8.06 | 10.83 | -39.48 | 70 | 30 | 0 | ||
| Talmud Portfolio | +8.00 | 10.64 | -40.17 | 66.7 | 33.3 | 0 | ||
| Second Grader's Starter | +7.94 | 13.75 | -48.52 | 90 | 10 | 0 | ||
| Stocks/Bonds 60/40 | +7.93 | 9.46 | -30.55 | 60 | 40 | 0 | ||
| Robo Advisor 80 | +7.91 | 13.00 | -45.47 | 80 | 20 | 0 | ||
| Couch Potato | +7.88 | 8.66 | -27.04 | 50 | 50 | 0 | ||
| Seven Value | +7.85 | 11.26 | -41.22 | 71.5 | 28.5 | 0 | ||
| Core Four | +7.77 | 12.08 | -44.44 | 80 | 20 | 0 | ||
| Edge Select Moderately Aggressive | +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 | +7.72 | 10.60 | -39.73 | 67.9 | 30 | 2.1 | ||
| Lazy Portfolio | +7.71 | 10.76 | -40.89 | 70 | 30 | 0 | ||
| Family Taxable Portfolio | +7.65 | 11.54 | -38.46 | 70 | 30 | 0 | ||
| Four Funds | +7.61 | 12.35 | -44.08 | 80 | 20 | 0 | ||
| Six Ways from Sunday | +7.60 | 10.87 | -39.14 | 66.7 | 33.3 | 0 | ||
| Jane Bryant Quinn Portfolio | +7.59 | 10.65 | -39.55 | 70 | 30 | 0 | ||
| Golden Butterfly | +7.52 | 7.52 | -17.79 | 40 | 40 | 20 | ||
| Three Funds | +7.51 | 12.28 | -43.68 | 80 | 20 | 0 | ||
| LifeStrategy Growth Fund | +7.45 | 12.31 | -44.18 | 80 | 20 | 0 | ||
| Gone Fishin' Portfolio | +7.44 | 12.00 | -43.02 | 65 | 30 | 5 | ||
| Coffeehouse | +7.42 | 9.53 | -33.93 | 60 | 40 | 0 | ||
| Long Term Portfolio | +7.38 | 12.34 | -45.92 | 80 | 20 | 0 | ||
| Perfect Portfolio | +7.34 | 12.31 | -44.81 | 80 | 20 | 0 | ||
| No Brainer Portfolio | +7.30 | 11.63 | -40.40 | 75 | 25 | 0 | ||
| Robo Advisor 50 | +7.29 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
| Sheltered Sam 60/40 | +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 | +7.25 | 9.17 | -31.78 | 55.9 | 44.1 | 0 | ||
| Tilt Toward Value | +7.25 | 9.29 | -34.63 | 60 | 40 | 0 | ||
| Marc Faber Portfolio | +7.20 | 9.54 | -28.82 | 50 | 25 | 25 | ||
| All Weather Portfolio | +7.19 | 7.21 | -20.19 | 30 | 55 | 15 | ||
| Edge Select Moderate | +7.18 | 8.84 | -29.58 | 53 | 47 | 0 | ||
| Five Fold | +7.18 | 9.64 | -37.94 | 60 | 40 | 0 | ||
| Gretchen Tai Portfolio | +7.17 | 11.59 | -41.80 | 70 | 30 | 0 | ||
| European Stocks | +7.11 | 17.86 | -59.77 | 100 | 0 | 0 | ||
| Five Asset | +7.10 | 11.23 | -44.75 | 60 | 20 | 20 | ||
| Simple Money Portfolio | +7.08 | 9.00 | -32.39 | 60 | 40 | 0 | ||
| Sandwich Portfolio | +7.08 | 8.23 | -28.96 | 55 | 45 | 0 | ||
| Margaritaville | +7.07 | 10.78 | -38.70 | 67 | 33 | 0 | ||
| Nano Portfolio | +7.04 | 9.55 | -36.66 | 60 | 40 | 0 | ||
| Simple and Cheap | +7.02 | 9.29 | -34.84 | 60 | 40 | 0 | ||
| Global Market Portfolio | +6.96 | 8.14 | -25.90 | 45 | 55 | 0 | ||
| Ultimate Buy&Hold | +6.95 | 9.20 | -34.23 | 60 | 40 | 0 | ||
| Coward's Portfolio | +6.94 | 9.02 | -32.68 | 60 | 40 | 0 | ||
| LifeStrategy Moderate Growth | +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 | +6.87 | 9.06 | -33.80 | 60 | 40 | 0 | ||
| One-Decision Portfolio | +6.84 | 8.25 | -31.96 | 50 | 50 | 0 | ||
| GAA Global Asset Allocation | +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 | ||
| Simplified Permanent Portfolio | +6.79 | 6.79 | -16.43 | 25 | 50 | 25 | ||
| Sheltered Sam 50/50 | +6.77 | 7.75 | -28.23 | 48.5 | 50 | 1.5 | ||
| Four Square | +6.64 | 8.39 | -29.95 | 50 | 50 | 0 | ||
| Ivy Portfolio | +6.63 | 11.52 | -47.39 | 60 | 20 | 20 | ||
| 7Twelve Portfolio | +6.60 | 9.74 | -37.96 | 50 | 33.3 | 16.7 | ||
| Ideal Index | +6.58 | 10.60 | -40.11 | 70 | 30 | 0 | ||
| High Yield Bonds Income | +6.57 | 8.71 | -23.97 | 0 | 100 | 0 | ||
| Zefiro Portfolio | +6.56 | 7.41 | -20.61 | 20 | 50 | 30 | ||
| Edge Select Moderately Conservative | +6.51 | 6.73 | -20.48 | 37 | 63 | 0 | ||
| Rob Arnott Portfolio | +6.50 | 7.11 | -24.27 | 30 | 60 | 10 | ||
| Desert Portfolio | +6.48 | 5.42 | -14.72 | 30 | 60 | 10 | ||
| Permanent Portfolio | +6.41 | 6.46 | -15.92 | 25 | 50 | 25 | ||
| Lifepath Fund | +6.36 | 6.89 | -21.23 | 40.4 | 59.6 | 0 | ||
| Paul Boyer Portfolio | +6.32 | 7.43 | -18.04 | 25 | 50 | 25 | ||
| All Country World 80/20 | +6.32 | 12.69 | -47.32 | 80 | 20 | 0 | ||
| Andrew Tobias Portfolio | +6.28 | 9.90 | -36.42 | 66.7 | 33.3 | 0 | ||
| All Country World 60/40 | +6.27 | 9.99 | -36.70 | 60 | 40 | 0 | ||
| Sheltered Sam 40/60 | +6.25 | 6.41 | -22.05 | 38.8 | 60 | 1.2 | ||
| LifeStrategy Conservative Growth | +6.22 | 6.79 | -21.90 | 40 | 60 | 0 | ||
| All Country World Stocks | +6.21 | 15.57 | -57.06 | 100 | 0 | 0 | ||
| Stocks/Bonds 20/80 Momentum | +6.10 | 4.82 | -17.91 | 20 | 80 | 0 | ||
| All Country World 40/60 | +6.07 | 7.54 | -25.16 | 40 | 60 | 0 | ||
| Larry Portfolio | +6.04 | 5.51 | -15.96 | 30 | 70 | 0 | ||
| All Country World 20/80 | +5.75 | 5.54 | -17.97 | 20 | 80 | 0 | ||
| Sheltered Sam 30/70 | +5.71 | 5.18 | -16.58 | 29.1 | 70 | 0.9 | ||
| Stocks/Bonds 20/80 | +5.62 | 4.76 | -16.57 | 20 | 80 | 0 | ||
| Eliminate Fat Tails | +5.59 | 6.36 | -18.42 | 30 | 70 | 0 | ||
| Emerging Markets Stocks | +5.57 | 23.02 | -60.44 | 100 | 0 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years
and Very High Risk categorization.Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.50 | 23.92 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +11.80 | 15.15 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.63 | 12.22 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.70 | 15.36 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.50 | 15.19 | -55.41 | 100 | 0 | 0 | ||
