Data Source: from January 1976 to November 2023 (~48 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)
0.43%
1 Day
Dec 01 2023
0.43%
Current Month
December 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 4.65% compound annual return, with a 22.91% standard deviation.
Table of contents
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 | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 100.00 |
EEM
|
USD | 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 Nov 30, 2023
The Emerging Markets Stocks Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
EMERGING MARKETS STOCKS 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
(~48Y) |
|||
| Emerging Markets Stocks Portfolio | 0.43 | 0.43 | 7.79 | 4.40 | 2.42 | 1.46 | 1.42 | 4.65 | 7.38 | |||
| US Inflation Adjusted return | 7.79 | 3.20 | -0.90 | -2.50 | -1.36 | 2.08 | 3.61 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) 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 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.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 3.91$, with a total return of 290.99% (4.65% annualized).
The Inflation Adjusted Capital now would be 1.85$, with a net total return of 85.28% (2.08% annualized).
The Inflation Adjusted Capital now would be 1.85$, with a net total return of 85.28% (2.08% annualized).
An investment of 1$, since January 1976,
now would be worth 30.33$, with a total return of 2932.55% (7.38% annualized).
The Inflation Adjusted Capital now would be 5.47$, with a net total return of 447.03% (3.61% annualized).
The Inflation Adjusted Capital now would be 5.47$, with a net total return of 447.03% (3.61% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of Emerging Markets Stocks Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
EMERGING MARKETS STOCKS PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~48Y) |
|
| Investment Return (%) | 7.79 | 1.00 | 4.40 | 2.42 | -4.79 | 1.46 | 1.42 | 6.27 | 4.65 | 7.38 |
| Infl. Adjusted Return (%) details | 7.79 | 0.78 | 3.20 | -0.90 | -9.96 | -2.50 | -1.36 | 3.59 | 2.08 | 3.61 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 3.64 |
| 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 (%) | -12.51 | -36.52 | -36.52 | -36.52 | -60.44 | -60.44 | -60.44 | |||
| Start to Recovery (# months) details | 4* | 29* | 29* | 29* | 120 | 120 | 120 | |||
| Start (yyyy mm) | 2023 08 | 2021 07 | 2021 07 | 2021 07 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 10 | 2022 10 | 2022 10 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 13 | 13 | 13 | 104 | 104 | 104 | |||
| End (yyyy mm) | - | - | - | - | 2017 10 | 2017 10 | 2017 10 | |||
| Longest Drawdown Depth (%) | -7.66 |
same as deepest |
same as deepest |
-30.19 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 6 | 35 | ||||||||
| Start (yyyy mm) | 2023 02 | 2021 07 | 2021 07 | 2014 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 4 | 16 | 16 | 18 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 10 | 2022 10 | 2016 02 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 13 | 13 | 17 | 104 | 104 | 104 | |||
| End (yyyy mm) | 2023 07 | - | - | 2017 07 | 2017 10 | 2017 10 | 2017 10 | |||
| Longest negative period (# months) details | 11 | 36* | 59 | 110 | 193* | 193* | 193* | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2014 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | 2023 11 | 2023 11 | 2023 11 | |||
| Annualized Return (%) | -5.43 | -4.79 | -0.05 | -0.14 | -0.09 | -0.09 | -0.09 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -13.08 | -42.25 | -42.25 | -42.25 | -61.05 | -61.05 | -62.07 | |||
| Start to Recovery (# months) details | 4* | 33* | 33* | 33* | 159 | 159 | 131 | |||
| Start (yyyy mm) | 2023 08 | 2021 03 | 2021 03 | 2021 03 | 2007 11 | 2007 11 | 1979 09 | |||
| Start to Bottom (# months) | 3 | 20 | 20 | 20 | 16 | 16 | 100 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 10 | 2022 10 | 2022 10 | 2009 02 | 2009 02 | 1987 12 | |||
| Bottom to End (# months) | 1 | 13 | 13 | 13 | 143 | 143 | 31 | |||
| End (yyyy mm) | - | - | - | - | 2021 01 | 2021 01 | 1990 07 | |||
| Longest Drawdown Depth (%) | -9.17 |
same as deepest |
same as deepest |
-32.49 |
same as deepest |
same as deepest |
-61.05 | |||
| Start to Recovery (# months) details | 6 | 35 | 159 | |||||||
| Start (yyyy mm) | 2023 02 | 2021 03 | 2021 03 | 2018 02 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 4 | 20 | 20 | 26 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 10 | 2022 10 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 13 | 13 | 9 | 143 | 143 | 143 | |||
| End (yyyy mm) | 2023 07 | - | - | 2020 12 | 2021 01 | 2021 01 | 2021 01 | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 120* | 213 | 213 | 213 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2013 12 | 2006 02 | 2006 02 | 2006 02 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -0.90 | -9.96 | -2.50 | -1.36 | -0.04 | -0.04 | -0.04 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 18.55 | 17.94 | 19.25 | 17.41 | 21.40 | 22.91 | 24.08 | |||
| Sharpe Ratio | -0.13 | -0.37 | -0.01 | 0.02 | 0.23 | 0.11 | 0.14 | |||
| Sortino Ratio | -0.20 | -0.58 | -0.02 | 0.03 | 0.32 | 0.14 | 0.20 | |||
| Ulcer Index | 6.26 | 20.47 | 16.75 | 16.53 | 19.63 | 22.25 | 22.79 | |||
| Ratio: Return / Standard Deviation | 0.13 | -0.27 | 0.08 | 0.08 | 0.29 | 0.20 | 0.31 | |||
| Ratio: Return / Deepest Drawdown | 0.19 | -0.13 | 0.04 | 0.04 | 0.10 | 0.08 | 0.12 | |||
| % Positive Months details | 41% | 44% | 50% | 50% | 53% | 55% | 55% | |||
| Positive Months | 5 | 16 | 30 | 61 | 129 | 198 | 320 | |||
| Negative Months | 7 | 20 | 30 | 59 | 111 | 162 | 255 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 1.42 | 11.65 | 17.56 | 25.17 | ||||||
| Worst 10 Years Return (%) - Annualized | -0.02 | -0.02 | -2.16 | |||||||
| Best 10 Years Return (%) - Annualized | -1.36 | 9.12 | 14.17 | 20.73 | ||||||
| Worst 10 Years Return (%) - Annualized | -2.30 | -2.30 | -8.04 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 86.53 | 45.77 | 38.98 | 17.56 | 10.20 | 4.65 | ||||
| Worst Rolling Return (%) - Annualized | -54.34 | -15.31 | -10.37 | -0.02 | 4.57 | |||||
| % Positive Periods | 59% | 66% | 72% | 99% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 82.62 | 41.87 | 35.09 | 14.17 | 7.85 | 2.08 | ||||
| Worst Rolling Return (%) - Annualized | -54.92 | -17.17 | -12.44 | -2.30 | 2.14 | |||||
| % Positive Periods | 55% | 55% | 60% | 82% | 100% | 100% | ||||
| Over all the available data source (Jan 1976 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 111.70 | 60.25 | 49.02 | 25.17 | 18.64 | 12.59 | ||||
| Worst Rolling Return (%) - Annualized | -54.34 | -18.57 | -10.37 | -2.16 | 4.57 | 4.30 | ||||
| % Positive Periods | 64% | 68% | 74% | 96% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 105.41 | 53.21 | 43.45 | 20.73 | 15.14 | 9.77 | ||||
| Worst Rolling Return (%) - Annualized | -54.92 | -25.88 | -14.65 | -8.04 | 1.52 | 1.73 | ||||
| % Positive Periods | 58% | 59% | 60% | 75% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 29.77 | 21.15 | 9.89 | 10.08 | 4.38 | 3.69 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 3.46 | 2.03 | 3.48 | ||||
- 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).
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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
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 | 16 | Oct 2017 | 104 | 120 | 23.73 |
| -54.22% | Feb 1994 | Aug 1998 | 55 | Jan 2004 | 65 | 120 | 26.65 |
| -36.52% | Jul 2021 | Oct 2022 | 16 | in progress | 13 | 29 | 22.73 |
| -29.69% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 | 15.17 |
| -11.25% | Apr 2004 | Jul 2004 | 4 | Oct 2004 | 3 | 7 | 7.34 |
| -11.14% | May 2006 | May 2006 | 1 | Nov 2006 | 6 | 7 | 7.49 |
| -9.06% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 5.61 |
| -6.34% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 | 3.20 |
| -3.85% | Feb 2006 | Feb 2006 | 1 | Apr 2006 | 2 | 3 | 2.12 |
| -3.24% | Feb 2007 | Feb 2007 | 1 | Mar 2007 | 1 | 2 | 1.87 |
| -0.73% | Mar 2021 | Mar 2021 | 1 | Apr 2021 | 1 | 2 | 0.42 |
| -0.53% | Jan 2005 | Jan 2005 | 1 | Feb 2005 | 1 | 2 | 0.31 |
| -0.39% | Nov 2017 | Nov 2017 | 1 | Dec 2017 | 1 | 2 | 0.22 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -61.05% | Nov 2007 | Feb 2009 | 16 | Jan 2021 | 143 | 159 | 27.42 |
| -59.04% | Feb 1994 | Aug 1998 | 55 | Feb 2005 | 78 | 133 | 33.67 |
| -42.25% | Mar 2021 | Oct 2022 | 20 | in progress | 13 | 33 | 26.94 |
| -11.58% | May 2006 | May 2006 | 1 | Nov 2006 | 6 | 7 | 8.05 |
| -10.37% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 6.48 |
| -6.53% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 | 3.27 |
| -4.04% | Feb 2006 | Feb 2006 | 1 | Apr 2006 | 2 | 3 | 2.38 |
| -3.94% | Jan 2007 | Feb 2007 | 2 | Mar 2007 | 1 | 3 | 1.97 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 | 16 | Oct 2017 | 104 | 120 | 23.73 |
| -55.33% | Mar 1987 | Dec 1987 | 10 | Sep 1989 | 21 | 31 | 35.10 |
| -55.05% | Dec 1980 | Jul 1982 | 20 | May 1986 | 46 | 66 | 33.21 |
| -54.22% | Feb 1994 | Aug 1998 | 55 | Jan 2004 | 65 | 120 | 26.65 |
| -36.52% | Jul 2021 | Oct 2022 | 16 | in progress | 13 | 29 | 22.73 |
| -34.47% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 | 19.05 |
| -29.69% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 | 15.17 |
| -23.01% | Jun 1992 | Dec 1992 | 7 | Apr 1993 | 4 | 11 | 13.98 |
| -13.68% | Feb 1980 | Mar 1980 | 2 | Nov 1980 | 8 | 10 | 6.61 |
| -11.25% | Apr 2004 | Jul 2004 | 4 | Oct 2004 | 3 | 7 | 7.34 |
| -11.14% | May 2006 | May 2006 | 1 | Nov 2006 | 6 | 7 | 7.49 |
| -10.62% | Jan 1990 | Apr 1990 | 4 | Jun 1990 | 2 | 6 | 6.39 |
| -9.07% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 4.68 |
| -9.06% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 5.61 |
| -7.97% | Feb 1976 | Nov 1976 | 10 | Nov 1977 | 12 | 22 | 4.49 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -62.07% | Sep 1979 | Dec 1987 | 100 | Jul 1990 | 31 | 131 | 38.56 |
| -61.05% | Nov 2007 | Feb 2009 | 16 | Jan 2021 | 143 | 159 | 27.42 |
| -59.04% | Feb 1994 | Aug 1998 | 55 | Feb 2005 | 78 | 133 | 33.67 |
| -42.25% | Mar 2021 | Oct 2022 | 20 | in progress | 13 | 33 | 26.94 |
| -35.61% | Aug 1990 | Sep 1990 | 2 | May 1991 | 8 | 10 | 17.52 |
| -24.21% | Jun 1992 | Dec 1992 | 7 | Jun 1993 | 6 | 13 | 14.00 |
| -14.62% | Feb 1976 | Feb 1978 | 25 | Aug 1978 | 6 | 31 | 9.17 |
| -11.58% | May 2006 | May 2006 | 1 | Nov 2006 | 6 | 7 | 8.05 |
| -10.37% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 6.48 |
| -9.30% | Sep 1978 | Oct 1978 | 2 | Aug 1979 | 10 | 12 | 4.33 |
| -7.88% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 | 4.95 |
| -7.72% | Nov 1991 | Nov 1991 | 1 | Dec 1991 | 1 | 2 | 4.46 |
| -6.83% | Feb 1992 | Mar 1992 | 2 | May 1992 | 2 | 4 | 4.26 |
| -6.53% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 | 3.27 |
| -4.04% | Feb 2006 | Feb 2006 | 1 | Apr 2006 | 2 | 3 | 2.38 |
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
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
| 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 | -54.34 |
12/2007 11/2008 |
0.45$ | -17.95 | 0.82$ | 5.65 | 1.05$ | 32.01 | 1.32$ | 86.53 |
03/2009 02/2010 |
1.86$ | 2.42 | 40.69% |
| 2Y | -25.90 |
09/1996 08/1998 |
0.54$ | -10.25 | 0.80$ | 2.35 | 1.04$ | 25.58 | 1.57$ | 49.17 |
03/2003 02/2005 |
2.22$ | -7.88 | 44.21% |
| 3Y | -15.31 |
09/1995 08/1998 |
0.60$ | -4.00 | 0.88$ | 3.10 | 1.09$ | 19.07 | 1.68$ | 45.77 |
04/2003 03/2006 |
3.09$ | -4.79 | 33.85% |
| 5Y | -10.37 |
02/1994 01/1999 |
0.57$ | -2.79 | 0.86$ | 3.97 | 1.21$ | 14.90 | 2.00$ | 38.98 |
11/2002 10/2007 |
5.18$ | 1.46 | 27.91% |
| 7Y | -6.71 |
10/1994 09/2001 |
0.61$ | -0.15 | 0.98$ | 4.23 | 1.33$ | 15.99 | 2.82$ | 23.59 |
12/2000 11/2007 |
4.40$ | 3.73 | 15.88% |
| 10Y | -0.02 |
04/2010 03/2020 |
0.99$ | 1.74 | 1.18$ | 7.15 | 1.99$ | 13.52 | 3.55$ | 17.56 |
09/1998 08/2008 |
5.04$ | 1.42 | 0.41% |
| 15Y | -1.21 |
11/2007 10/2022 |
0.83$ | 3.98 | 1.79$ | 7.53 | 2.97$ | 9.42 | 3.85$ | 12.28 |
04/2003 03/2018 |
5.68$ | 5.83 | 1.10% |
| 20Y | 4.57 |
02/1994 01/2014 |
2.44$ | 5.52 | 2.92$ | 7.05 | 3.90$ | 8.57 | 5.17$ | 10.20 |
10/2001 09/2021 |
6.97$ | 6.27 | 0.00% |
| 30Y | 4.65 |
12/1993 11/2023 |
3.90$ | 4.65 | 3.90$ | 4.65 | 3.90$ | 4.65 | 3.90$ | 4.65 |
12/1993 11/2023 |
3.90$ | 4.65 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| 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 | -54.92 |
11/2007 10/2008 |
0.45$ | -19.75 | 0.80$ | 4.00 | 1.03$ | 28.24 | 1.28$ | 82.62 |
03/2009 02/2010 |
1.82$ | -0.90 | 44.70% |
| 2Y | -27.30 |
09/1996 08/1998 |
0.52$ | -12.36 | 0.76$ | 0.75 | 1.01$ | 21.88 | 1.48$ | 46.06 |
03/2009 02/2011 |
2.13$ | -12.45 | 47.77% |
| 3Y | -17.17 |
09/1995 08/1998 |
0.56$ | -6.03 | 0.82$ | 1.11 | 1.03$ | 16.00 | 1.56$ | 41.87 |
04/2003 03/2006 |
2.85$ | -9.96 | 44.62% |
| 5Y | -12.44 |
02/1994 01/1999 |
0.51$ | -5.21 | 0.76$ | 2.09 | 1.10$ | 12.16 | 1.77$ | 35.09 |
11/2002 10/2007 |
4.49$ | -2.50 | 39.20% |
| 7Y | -9.04 |
10/1994 09/2001 |
0.51$ | -1.79 | 0.88$ | 1.89 | 1.14$ | 12.89 | 2.33$ | 20.31 |
12/2000 11/2007 |
3.64$ | 0.20 | 32.13% |
| 10Y | -2.30 |
11/2012 10/2022 |
0.79$ | -0.30 | 0.97$ | 4.72 | 1.58$ | 10.79 | 2.78$ | 14.17 |
09/1998 08/2008 |
3.76$ | -1.36 | 17.84% |
| 15Y | -3.52 |
11/2007 10/2022 |
0.58$ | 1.77 | 1.30$ | 5.19 | 2.13$ | 7.09 | 2.79$ | 10.03 |
04/2003 03/2018 |
4.19$ | 3.25 | 9.94% |
| 20Y | 2.14 |
02/1994 01/2014 |
1.52$ | 3.26 | 1.89$ | 4.78 | 2.54$ | 6.23 | 3.34$ | 7.85 |
10/2001 09/2021 |
4.53$ | 3.59 | 0.00% |
| 30Y | 2.08 |
12/1993 11/2023 |
1.85$ | 2.08 | 1.85$ | 2.08 | 1.85$ | 2.08 | 1.85$ | 2.08 |
12/1993 11/2023 |
1.85$ | 2.08 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| 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 | -54.34 |
12/2007 11/2008 |
0.45$ | -17.15 | 0.82$ | 10.47 | 1.10$ | 34.51 | 1.34$ | 111.70 |
01/1991 12/1991 |
2.11$ | 2.42 | 35.11% |
| 2Y | -29.06 |
08/1980 07/1982 |
0.50$ | -11.17 | 0.78$ | 7.82 | 1.16$ | 33.04 | 1.76$ | 64.67 |
01/1988 12/1989 |
2.71$ | -7.88 | 36.96% |
| 3Y | -18.57 |
10/1979 09/1982 |
0.53$ | -4.92 | 0.85$ | 5.19 | 1.16$ | 27.32 | 2.06$ | 60.25 |
01/1989 12/1991 |
4.11$ | -4.79 | 31.30% |
| 5Y | -10.37 |
02/1994 01/1999 |
0.57$ | -2.87 | 0.86$ | 5.34 | 1.29$ | 22.09 | 2.71$ | 49.02 |
01/1989 12/1993 |
7.34$ | 1.46 | 25.97% |
| 7Y | -8.52 |
12/1980 11/1987 |
0.53$ | -0.17 | 0.98$ | 4.99 | 1.40$ | 20.26 | 3.63$ | 36.13 |
11/1987 10/1994 |
8.66$ | 3.73 | 16.06% |
| 10Y | -2.16 |
01/1978 12/1987 |
0.80$ | 1.73 | 1.18$ | 7.88 | 2.13$ | 16.99 | 4.80$ | 25.17 |
02/1984 01/1994 |
9.44$ | 1.42 | 3.07% |
| 15Y | -1.21 |
11/2007 10/2022 |
0.83$ | 6.15 | 2.44$ | 9.93 | 4.13$ | 12.79 | 6.08$ | 18.23 |
08/1982 07/1997 |
12.33$ | 5.83 | 0.51% |
| 20Y | 4.57 |
02/1994 01/2014 |
2.44$ | 6.40 | 3.45$ | 8.87 | 5.46$ | 12.33 | 10.23$ | 18.64 |
01/1988 12/2007 |
30.52$ | 6.27 | 0.00% |
| 30Y | 4.30 |
11/1993 10/2023 |
3.53$ | 8.12 | 10.38$ | 9.86 | 16.77$ | 11.26 | 24.58$ | 12.59 |
01/1988 12/2017 |
35.05$ | 4.65 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| 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 | -54.92 |
11/2007 10/2008 |
0.45$ | -19.42 | 0.80$ | 5.31 | 1.05$ | 30.40 | 1.30$ | 105.41 |
01/1991 12/1991 |
2.05$ | -0.90 | 41.13% |
| 2Y | -34.66 |
08/1980 07/1982 |
0.42$ | -14.18 | 0.73$ | 3.07 | 1.06$ | 29.13 | 1.66$ | 57.53 |
01/1988 12/1989 |
2.48$ | -12.45 | 43.48% |
| 3Y | -25.88 |
08/1979 07/1982 |
0.40$ | -7.97 | 0.77$ | 1.83 | 1.05$ | 23.55 | 1.88$ | 53.21 |
01/1989 12/1991 |
3.59$ | -9.96 | 40.37% |
| 5Y | -14.65 |
08/1977 07/1982 |
0.45$ | -6.40 | 0.71$ | 2.67 | 1.14$ | 18.72 | 2.35$ | 43.45 |
01/1989 12/1993 |
6.07$ | -2.50 | 39.15% |
| 7Y | -12.35 |
12/1980 11/1987 |
0.39$ | -4.56 | 0.72$ | 2.80 | 1.21$ | 16.49 | 2.91$ | 31.17 |
11/1987 10/1994 |
6.67$ | 0.20 | 34.35% |
| 10Y | -8.04 |
01/1978 12/1987 |
0.43$ | -1.20 | 0.88$ | 5.21 | 1.66$ | 13.33 | 3.49$ | 20.73 |
02/1984 01/1994 |
6.58$ | -1.36 | 24.78% |
| 15Y | -3.52 |
11/2007 10/2022 |
0.58$ | 3.53 | 1.68$ | 6.53 | 2.58$ | 9.45 | 3.87$ | 14.37 |
08/1982 07/1997 |
7.49$ | 3.25 | 4.80% |
| 20Y | 1.52 |
09/1978 08/1998 |
1.35$ | 3.68 | 2.06$ | 5.63 | 2.98$ | 9.16 | 5.76$ | 15.14 |
01/1988 12/2007 |
16.77$ | 3.59 | 0.00% |
| 30Y | 1.73 |
11/1993 10/2023 |
1.67$ | 5.01 | 4.33$ | 6.53 | 6.67$ | 8.22 | 10.69$ | 9.77 |
01/1988 12/2017 |
16.40$ | 2.08 | 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 Emerging Markets Stocks Portfolio: Rolling Returns page.
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% |
2.61
80% |
0.97
40% |
-1.46
40% |
-3.57
20% |
0.28
60% |
5.64
60% |
2.05
60% |
| 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 |
-6.6 2023 |
-11.5 2022 |
-3.3 2023 |
-4.1 2021 |
-3.5 2018 |
Monthly Seasonality over the period Feb 1976 - Nov 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% |
1.34
70% |
1.46
60% |
-1.38
50% |
-2.69
20% |
0.29
60% |
2.42
40% |
0.55
40% |
| 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 |
2.5 2016 |
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 |
-5.1 2022 |
-6.4 2021 |
-8.8 2015 |
-11.5 2022 |
-8.8 2018 |
-4.4 2016 |
-4.0 2014 |
Monthly Seasonality over the period Feb 1976 - Nov 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
66% |
0.20
50% |
0.53
57% |
1.27
54% |
-0.28
51% |
-0.93
50% |
0.73
60% |
1.53
57% |
2.86
62% |
| 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 Feb 1976 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Emerging Markets Stocks Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
EMERGING MARKETS STOCKS PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
198 Positive Months (55%) - 162 Negative Months (45%)
320 Positive Months (56%) - 255 Negative Months (44%)
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(Scroll down to see all data)
Investment Returns, up to December 2003, 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:
- EEM - iShares MSCI Emerging Markets, up to December 2003
Portfolio efficiency
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 | +12.01 | 15.28 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.71 | 15.36 | -55.41 | 100 | 0 | 0 | ||
| US Stocks Minimum Volatility | +9.58 | 13.72 | -43.27 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +9.54 | 13.65 | -45.52 | 90 | 10 | 0 | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Stocks/Bonds 80/20 | +9.02 | 12.49 | -41.09 | 80 | 20 | 0 | ||
| Sheltered Sam 100/0 | +8.95 | 15.30 | -54.91 | 97 | 0 | 3 | ||
| Dedalo Three | +8.90 | 15.41 | -52.73 | 100 | 0 | 0 | ||
| Simple Path to Wealth | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Robust | +8.67 | 11.09 | -44.20 | 70 | 20 | 10 | ||
| Aggressive Global Income | +8.67 | 14.42 | -52.63 | 80 | 20 | 0 | ||
| Sheltered Sam 90/10 | +8.56 | 13.73 | -50.12 | 87.3 | 10 | 2.7 | ||
| Edge Select Aggressive | +8.30 | 13.28 | -45.65 | 84 | 16 | 0 | ||
| Dedalo Four | +8.28 | 12.41 | -43.94 | 80 | 20 | 0 | ||
| Mid-Fifties | +8.27 | 13.01 | -46.21 | 80 | 20 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Robo Advisor 100 | +8.20 | 15.84 | -54.55 | 100 | 0 | 0 | ||
| Late Thirties to Early Forties | +8.19 | 13.63 | -48.28 | 85 | 15 | 0 | ||
| Second Grader's Starter | +8.17 | 13.87 | -48.52 | 90 | 10 | 0 | ||
| Dedalo Eleven | +8.16 | 12.77 | -44.63 | 80 | 20 | 0 | ||
| Sheltered Sam 80/20 | +8.14 | 12.20 | -45.06 | 77.6 | 20 | 2.4 | ||
| Late Sixties and Beyond | +8.13 | 11.69 | -41.80 | 71 | 29 | 0 | ||
| Mid-Twenties | +8.10 | 13.96 | -49.50 | 87 | 13 | 0 | ||
| Robo Advisor 90 | +8.07 | 14.48 | -50.07 | 90.1 | 9.9 | 0 | ||
| Ultimate Buy and Hold Strategy | +8.05 | 15.73 | -57.21 | 100 | 0 | 0 | ||
| Weird Portfolio | +8.02 | 10.75 | -32.97 | 60 | 20 | 20 | ||
| Talmud Portfolio | +8.01 | 10.81 | -40.17 | 66.7 | 33.3 | 0 | ||
| Stocks/Bonds 60/40 | +7.99 | 9.61 | -30.55 | 60 | 40 | 0 | ||
| Yale Endowment | +7.98 | 10.99 | -39.48 | 70 | 30 | 0 | ||
| Seven Value | +7.96 | 11.31 | -41.22 | 71.5 | 28.5 | 0 | ||
| Core Four | +7.94 | 12.21 | -44.44 | 80 | 20 | 0 | ||
| Robo Advisor 80 | +7.87 | 13.10 | -45.47 | 80 | 20 | 0 | ||
| Couch Potato | +7.83 | 8.76 | -27.04 | 50 | 50 | 0 | ||
| Edge Select Moderately Aggressive | +7.83 | 11.16 | -38.23 | 69 | 31 | 0 | ||
| Four Funds | +7.79 | 12.45 | -44.08 | 80 | 20 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.75 | 6.99 | -21.11 | 40 | 60 | 0 | ||
| Three Funds | +7.71 | 12.39 | -43.68 | 80 | 20 | 0 | ||
| Lazy Portfolio | +7.71 | 10.88 | -40.89 | 70 | 30 | 0 | ||
| Six Ways from Sunday | +7.71 | 10.91 | -39.14 | 66.7 | 33.3 | 0 | ||
| Sheltered Sam 70/30 | +7.69 | 10.70 | -39.73 | 67.9 | 30 | 2.1 | ||
| Jane Bryant Quinn Portfolio | +7.69 | 10.78 | -39.55 | 70 | 30 | 0 | ||
| LifeStrategy Growth Fund | +7.65 | 12.41 | -44.18 | 80 | 20 | 0 | ||
| Family Taxable Portfolio | +7.54 | 11.65 | -38.46 | 70 | 30 | 0 | ||
| Golden Butterfly | +7.46 | 7.68 | -17.79 | 40 | 40 | 20 | ||
| No Brainer Portfolio | +7.44 | 11.73 | -40.40 | 75 | 25 | 0 | ||
| Coffeehouse | +7.41 | 9.68 | -33.93 | 60 | 40 | 0 | ||
| Long Term Portfolio | +7.40 | 12.45 | -45.92 | 80 | 20 | 0 | ||
| Perfect Portfolio | +7.39 | 12.39 | -44.81 | 80 | 20 | 0 | ||
| Gone Fishin' Portfolio | +7.34 | 12.09 | -43.02 | 65 | 30 | 5 | ||
| Five Asset | +7.31 | 11.30 | -44.75 | 60 | 20 | 20 | ||
| Tilt Toward Value | +7.30 | 9.42 | -34.63 | 60 | 40 | 0 | ||
| Marc Faber Portfolio | +7.22 | 9.65 | -28.82 | 50 | 25 | 25 | ||
| Dimensional 2030 Retirement Income | +7.22 | 9.25 | -31.78 | 55.9 | 44.1 | 0 | ||
| Pinwheel | +7.22 | 10.50 | -36.89 | 65 | 25 | 10 | ||
| Sheltered Sam 60/40 | +7.22 | 9.24 | -34.12 | 58.2 | 40 | 1.8 | ||
| Edge Select Moderate | +7.20 | 8.97 | -29.58 | 53 | 47 | 0 | ||
| Five Fold | +7.19 | 9.74 | -37.94 | 60 | 40 | 0 | ||
| All Weather Portfolio | +7.19 | 7.39 | -20.58 | 30 | 55 | 15 | ||
| Margaritaville | +7.18 | 10.84 | -38.70 | 67 | 33 | 0 | ||
| Robo Advisor 50 | +7.16 | 9.32 | -30.72 | 49.9 | 50.1 | 0 | ||
| Gretchen Tai Portfolio | +7.14 | 11.69 | -41.80 | 70 | 30 | 0 | ||
| Simple and Cheap | +7.10 | 9.41 | -34.84 | 60 | 40 | 0 | ||
| Nano Portfolio | +7.07 | 9.66 | -36.66 | 60 | 40 | 0 | ||
| LifeStrategy Moderate Growth | +7.01 | 9.53 | -33.52 | 60 | 40 | 0 | ||
| Simple Money Portfolio | +6.99 | 9.10 | -32.39 | 60 | 40 | 0 | ||
| Sandwich Portfolio | +6.97 | 8.32 | -28.96 | 55 | 45 | 0 | ||
| European Stocks | +6.96 | 17.93 | -59.77 | 100 | 0 | 0 | ||
| Coward's Portfolio | +6.93 | 9.11 | -32.68 | 60 | 40 | 0 | ||
| Ivy Portfolio | +6.87 | 11.59 | -47.39 | 60 | 20 | 20 | ||
| One-Decision Portfolio | +6.85 | 8.38 | -31.96 | 50 | 50 | 0 | ||
| Dynamic 40/60 Income | +6.84 | 8.11 | -29.84 | 40 | 60 | 0 | ||
| Dynamic 60/40 Income | +6.84 | 9.33 | -41.44 | 60 | 40 | 0 | ||
| Global Market Portfolio | +6.84 | 8.29 | -25.90 | 45 | 55 | 0 | ||
| Stocks/Bonds 40/60 | +6.83 | 6.98 | -19.17 | 40 | 60 | 0 | ||
| Big Rocks Portfolio | +6.83 | 9.15 | -33.80 | 60 | 40 | 0 | ||
| Ultimate Buy&Hold | +6.82 | 9.29 | -34.23 | 60 | 40 | 0 | ||
| GAA Global Asset Allocation | +6.77 | 8.06 | -24.91 | 40.5 | 49.5 | 10 | ||
| Simplified Permanent Portfolio | +6.75 | 6.88 | -16.43 | 25 | 50 | 25 | ||
| Ideal Index | +6.72 | 10.67 | -40.11 | 70 | 30 | 0 | ||
| Sheltered Sam 50/50 | +6.71 | 7.82 | -28.23 | 48.5 | 50 | 1.5 | ||
| Four Square | +6.66 | 8.45 | -29.95 | 50 | 50 | 0 | ||
| 7Twelve Portfolio | +6.63 | 9.81 | -37.96 | 50 | 33.3 | 16.7 | ||
| Zefiro Portfolio | +6.52 | 7.48 | -20.61 | 20 | 50 | 30 | ||
| Edge Select Moderately Conservative | +6.49 | 6.86 | -20.48 | 37 | 63 | 0 | ||
| Desert Portfolio | +6.48 | 5.50 | -14.72 | 30 | 60 | 10 | ||
| All Country World 80/20 | +6.48 | 12.79 | -47.32 | 80 | 20 | 0 | ||
| Andrew Tobias Portfolio | +6.47 | 9.96 | -36.42 | 66.7 | 33.3 | 0 | ||
| Rob Arnott Portfolio | +6.46 | 7.22 | -24.27 | 30 | 60 | 10 | ||
| All Country World Stocks | +6.45 | 15.66 | -57.06 | 100 | 0 | 0 | ||
| High Yield Bonds Income | +6.42 | 8.80 | -23.97 | 0 | 100 | 0 | ||
| Permanent Portfolio | +6.37 | 6.58 | -15.92 | 25 | 50 | 25 | ||
| Lifepath Fund | +6.37 | 7.00 | -21.23 | 40.4 | 59.6 | 0 | ||
| All Country World 60/40 | +6.34 | 10.09 | -36.70 | 60 | 40 | 0 | ||
| LifeStrategy Conservative Growth | +6.23 | 6.89 | -21.90 | 40 | 60 | 0 | ||
| Sheltered Sam 40/60 | +6.18 | 6.47 | -22.05 | 38.8 | 60 | 1.2 | ||
| All Country World 40/60 | +6.06 | 7.63 | -25.16 | 40 | 60 | 0 | ||
| Paul Boyer Portfolio | +6.05 | 7.50 | -18.04 | 25 | 50 | 25 | ||
| Stocks/Bonds 20/80 Momentum | +6.01 | 4.94 | -17.91 | 20 | 80 | 0 | ||
| Larry Portfolio | +5.81 | 5.57 | -15.96 | 30 | 70 | 0 | ||
| All Country World 20/80 | +5.64 | 5.63 | -17.97 | 20 | 80 | 0 | ||
| Sheltered Sam 30/70 | +5.62 | 5.22 | -16.58 | 29.1 | 70 | 0.9 | ||
| Gold | +5.55 | 15.48 | -42.91 | 0 | 0 | 100 | ||
| Stocks/Bonds 20/80 | +5.54 | 4.90 | -16.57 | 20 | 80 | 0 | ||
| Developed World ex-US 60/40 | +5.46 | 10.22 | -37.49 | 60 | 40 | 0 | ||
| Developed World ex-US 80/20 | +5.42 | 13.31 | -47.74 | 80 | 20 | 0 | ||
| Dimensional Retirement Income Fund | +5.36 | 4.79 | -12.91 | 20.4 | 79.6 | 0 | ||
| Developed World ex-US 40/60 | +5.34 | 7.43 | -26.17 | 40 | 60 | 0 | ||
| LifeStrategy Income Fund | +5.33 | 4.77 | -16.61 | 20 | 80 | 0 | ||
| Eliminate Fat Tails | +5.30 | 6.36 | -18.42 | 30 | 70 | 0 | ||
| Developed World ex-US Stocks | +5.23 | 16.59 | -57.00 | 100 | 0 | 0 | ||
| Edge Select Conservative | +5.12 | 4.26 | -12.44 | 21 | 79 | 0 | ||
| All Country World Bonds | +5.11 | 4.61 | -17.60 | 0 | 100 | 0 | ||
| Developed World ex-US 20/80 | +5.08 | 5.26 | -16.80 | 20 | 80 | 0 | ||
| Sheltered Sam 20/80 | +5.04 | 4.14 | -11.24 | 19.4 | 80 | 0.6 | ||
| Robo Advisor 20 | +5.01 | 4.18 | -12.16 | 19.9 | 80.1 | 0 | ||
| US Inflation Protection | +4.90 | 6.05 | -14.76 | 0 | 100 | 0 | ||
| Total Bond Developed World ex-US | +4.69 | 4.57 | -14.88 | 0 | 100 | 0 | ||
| Emerging Markets Stocks | +4.65 | 22.91 | -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.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.75 | 24.01 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +12.01 | 15.28 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.71 | 15.36 | -55.41 | 100 | 0 | 0 | ||
Analyze your Portfolio: Backtest Now!
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Explore historical data since 1871 and fine-tune your investment strategy for better results.
