Emerging Markets Stocks Portfolio: ETF allocation and returns

Data Source: from January 1976 to February 2024 (~48 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.23%
1 Day
Mar 01 2024
1.23%
Current Month
March 2024

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 4.45% compound annual return, with a 22.53% standard deviation.

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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 Feb 29, 2024

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.
  • the actual US Inflation rates.
EMERGING MARKETS STOCKS PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~48Y)
Emerging Markets Stocks Portfolio 1.23 1.23 4.17 4.06 7.46 1.11 2.35 4.45 7.41
US Inflation Adjusted return 4.17 2.88 4.62 -2.87 -0.41 1.88 3.65
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Emerging Markets Stocks Portfolio granted a 2.81% 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 Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 3.69$, with a total return of 268.88% (4.45% annualized).

The Inflation Adjusted Capital now would be 1.75$, with a net total return of 74.74% (1.88% annualized).
An investment of 1$, since January 1976, now would be worth 31.25$, with a total return of 3024.55% (7.41% annualized).

The Inflation Adjusted Capital now would be 5.61$, with a net total return of 460.97% (3.65% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Emerging Markets Stocks Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
EMERGING MARKETS STOCKS PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~48Y)
Investment Return (%) 4.17 3.03 4.06 7.46 -7.24 1.11 2.35 5.70 4.45 7.41
Infl. Adjusted Return (%) details 4.17 2.48 2.88 4.62 -12.09 -2.87 -0.41 3.06 1.88 3.65
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 3.63
Pending updates, the monthly inflation after Jan 2024 is set at 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 7* 32* 32* 32* 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) 4 16 16 16 104 104 104
End (yyyy mm) - - - - 2017 10 2017 10 2017 10
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-30.19
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 35
Start (yyyy mm) 2023 08 2021 07 2021 07 2014 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 16 16 18 16 16 16
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2016 02 2009 02 2009 02 2009 02
Bottom to End (# months) 4 16 16 17 104 104 104
End (yyyy mm) - - - 2017 07 2017 10 2017 10 2017 10
Longest negative period (# months) details 10 36* 57 110 195 195 195
Period Start (yyyy mm) 2023 04 2021 03 2019 05 2014 09 2007 11 2007 11 2007 11
Period End (yyyy mm) 2024 01 2024 02 2024 01 2023 10 2024 01 2024 01 2024 01
Annualized Return (%) -0.07 -7.24 -0.42 -0.14 -0.15 -0.15 -0.15
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -13.34 -42.32 -42.32 -42.32 -61.09 -61.09 -62.18
Start to Recovery (# months) details 7* 32* 32* 32* 159 159 131
Start (yyyy mm) 2023 08 2021 07 2021 07 2021 07 2007 11 2007 11 1979 09
Start to Bottom (# months) 3 16 16 16 16 16 100
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2009 02 2009 02 1987 12
Bottom to End (# months) 4 16 16 16 143 143 31
End (yyyy mm) - - - - 2021 01 2021 01 1990 07
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-32.22
same as
deepest

same as
deepest
-61.09
Start to Recovery (# months) details 35 159
Start (yyyy mm) 2023 08 2021 07 2021 07 2018 02 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 16 16 26 16 16 16
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 4 16 16 9 143 143 143
End (yyyy mm) - - - 2020 12 2021 01 2021 01 2021 01
Longest negative period (# months) details 10 36* 60* 120* 213 213 213
Period Start (yyyy mm) 2023 04 2021 03 2019 03 2014 03 2006 02 2006 02 2006 02
Period End (yyyy mm) 2024 01 2024 02 2024 02 2024 02 2023 10 2023 10 2023 10
Annualized Return (%) -3.14 -12.09 -2.87 -0.41 -0.01 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.58 17.78 18.89 17.29 21.38 22.53 24.03
Sharpe Ratio 0.15 -0.54 -0.04 0.07 0.20 0.10 0.14
Sortino Ratio 0.20 -0.84 -0.05 0.10 0.28 0.13 0.20
Ulcer Index 5.50 21.53 17.53 16.91 19.80 21.70 22.80
Ratio: Return / Standard Deviation 0.48 -0.41 0.06 0.14 0.27 0.20 0.31
Ratio: Return / Deepest Drawdown 0.60 -0.20 0.03 0.06 0.09 0.07 0.12
% Positive Months details 50% 41% 51% 51% 53% 55% 55%
Positive Months 6 15 31 62 128 198 322
Negative Months 6 21 29 58 112 162 256
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 2.35 11.65 17.56 25.17
Worst 10 Years Return (%) - Annualized -0.02 -0.02 -2.16
Best 10 Years Return (%) - Annualized -0.41 9.14 14.19 20.75
Worst 10 Years Return (%) - Annualized -2.28 -2.28 -8.02
ROLLING PERIODS
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 4.45
Worst Rolling Return (%) - Annualized -54.34 -15.31 -8.82 -0.02 4.60
% Positive Periods 59% 65% 72% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 60.14 22.00 13.49 7.11 4.95 4.02
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.22 1.72
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 82.60 41.82 35.04 14.19 7.85 1.88
Worst Rolling Return (%) - Annualized -54.96 -17.17 -10.95 -2.28 2.38
% Positive Periods 55% 55% 60% 81% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 60.14 22.00 13.49 7.11 4.95 4.02
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.22 1.72
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1976 - Feb 2024)
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 3.80
% Positive Periods 64% 68% 73% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 60.14 19.24 11.31 5.97 4.17 3.46
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.14 1.07
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 105.57 53.18 43.40 20.75 15.11 9.76
Worst Rolling Return (%) - Annualized -54.96 -25.91 -14.70 -8.02 1.51 1.24
% Positive Periods 58% 59% 60% 74% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 60.14 19.24 11.31 5.97 4.17 3.46
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.14 1.07
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • 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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Inflation Adjusted:
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
-53.99% Aug 1997 Aug 1998 13 Jan 2004 65 78 29.43
-36.52% Jul 2021 Oct 2022 16 in progress 16 32 22.80
-29.69% Feb 2018 Mar 2020 26 Nov 2020 8 34 15.17
-27.16% Sep 1994 Mar 1995 7 Jan 1997 22 29 14.80
-14.20% Mar 1994 Mar 1994 1 Aug 1994 5 6 7.46
-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
-4.74% Mar 1997 Apr 1997 2 Jun 1997 2 4 2.55
-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
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 40 9.0 Months 11.08%
 
DD = 0% 11.08%
 
0% < DD <= -5% 26 13.9 Months 7.20%
 
DD <= -5% 18.28%
 
-5% < DD <= -10% 47 7.7 Months 13.02%
 
DD <= -10% 31.30%
 
-10% < DD <= -15% 51 7.1 Months 14.13%
 
DD <= -15% 45.43%
 
-15% < DD <= -20% 48 7.5 Months 13.30%
 
DD <= -20% 58.73%
 
-20% < DD <= -25% 52 6.9 Months 14.40%
 
DD <= -25% 73.13%
 
-25% < DD <= -30% 43 8.4 Months 11.91%
 
DD <= -30% 85.04%
 
-30% < DD <= -35% 17 21.2 Months 4.71%
 
DD <= -35% 89.75%
 
-35% < DD <= -40% 20 18.1 Months 5.54%
 
DD <= -40% 95.29%
 
-40% < DD <= -45% 7 51.6 Months 1.94%
 
DD <= -45% 97.23%
 
-45% < DD <= -50% 3 120.3 Months 0.83%
 
DD <= -50% 98.06%
 
-50% < DD <= -55% 4 90.3 Months 1.11%
 
DD <= -55% 99.17%
 
-55% < DD <= -60% 2 180.5 Months 0.55%
 
DD <= -60% 99.72%
 
-60% < DD <= -65% 1 361.0 Months 0.28%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-61.09% Nov 2007 Feb 2009 16 Jan 2021 143 159 27.34
-54.84% Aug 1997 Aug 1998 13 Dec 2004 76 89 32.27
-42.32% Jul 2021 Oct 2022 16 in progress 16 32 29.18
-28.22% Sep 1994 Mar 1995 7 Jul 1997 28 35 15.59
-14.43% Mar 1994 Mar 1994 1 Aug 1994 5 6 7.85
-11.44% May 2006 Jun 2006 2 Nov 2006 5 7 8.11
-9.67% Mar 2005 Apr 2005 2 Jul 2005 3 5 6.01
-6.48% Oct 2005 Oct 2005 1 Dec 2005 2 3 3.25
-3.90% Feb 2006 Feb 2006 1 Apr 2006 2 3 2.18
-3.66% Jan 2007 Feb 2007 2 Mar 2007 1 3 1.83
-1.22% Mar 2021 Mar 2021 1 May 2021 2 3 0.71
-0.48% Jan 2005 Jan 2005 1 Feb 2005 1 2 0.28
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 25 14.4 Months 6.93%
 
DD = 0% 6.93%
 
0% < DD <= -5% 18 20.1 Months 4.99%
 
DD <= -5% 11.91%
 
-5% < DD <= -10% 27 13.4 Months 7.48%
 
DD <= -10% 19.39%
 
-10% < DD <= -15% 36 10.0 Months 9.97%
 
DD <= -15% 29.36%
 
-15% < DD <= -20% 43 8.4 Months 11.91%
 
DD <= -20% 41.27%
 
-20% < DD <= -25% 55 6.6 Months 15.24%
 
DD <= -25% 56.51%
 
-25% < DD <= -30% 51 7.1 Months 14.13%
 
DD <= -30% 70.64%
 
-30% < DD <= -35% 37 9.8 Months 10.25%
 
DD <= -35% 80.89%
 
-35% < DD <= -40% 35 10.3 Months 9.70%
 
DD <= -40% 90.58%
 
-40% < DD <= -45% 19 19.0 Months 5.26%
 
DD <= -45% 95.84%
 
-45% < DD <= -50% 6 60.2 Months 1.66%
 
DD <= -50% 97.51%
 
-50% < DD <= -55% 6 60.2 Months 1.66%
 
DD <= -55% 99.17%
 
-55% < DD <= -60% 2 180.5 Months 0.55%
 
DD <= -60% 99.72%
 
-60% < DD <= -65% 1 361.0 Months 0.28%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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 16 32 22.80
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 79 7.3 Months 13.64%
 
DD = 0% 13.64%
 
0% < DD <= -5% 54 10.7 Months 9.33%
 
DD <= -5% 22.97%
 
-5% < DD <= -10% 75 7.7 Months 12.95%
 
DD <= -10% 35.92%
 
-10% < DD <= -15% 70 8.3 Months 12.09%
 
DD <= -15% 48.01%
 
-15% < DD <= -20% 62 9.3 Months 10.71%
 
DD <= -20% 58.72%
 
-20% < DD <= -25% 71 8.2 Months 12.26%
 
DD <= -25% 70.98%
 
-25% < DD <= -30% 54 10.7 Months 9.33%
 
DD <= -30% 80.31%
 
-30% < DD <= -35% 31 18.7 Months 5.35%
 
DD <= -35% 85.66%
 
-35% < DD <= -40% 26 22.3 Months 4.49%
 
DD <= -40% 90.16%
 
-40% < DD <= -45% 30 19.3 Months 5.18%
 
DD <= -45% 95.34%
 
-45% < DD <= -50% 14 41.4 Months 2.42%
 
DD <= -50% 97.75%
 
-50% < DD <= -55% 8 72.4 Months 1.38%
 
DD <= -55% 99.14%
 
-55% < DD <= -60% 4 144.8 Months 0.69%
 
DD <= -60% 99.83%
 
-60% < DD <= -65% 1 579.0 Months 0.17%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-62.18% Sep 1979 Dec 1987 100 Jul 1990 31 131 38.64
-61.09% Nov 2007 Feb 2009 16 Jan 2021 143 159 27.34
-59.01% Feb 1994 Aug 1998 55 Feb 2005 78 133 33.62
-42.32% Jul 2021 Oct 2022 16 in progress 16 32 29.18
-35.46% Aug 1990 Sep 1990 2 May 1991 8 10 17.47
-24.42% Jun 1992 Dec 1992 7 Jun 1993 6 13 14.01
-14.45% Feb 1976 Feb 1978 25 Aug 1978 6 31 8.91
-11.44% May 2006 Jun 2006 2 Nov 2006 5 7 8.11
-9.67% Mar 2005 Apr 2005 2 Jul 2005 3 5 6.01
-9.43% Sep 1978 Oct 1978 2 Aug 1979 10 12 4.50
-7.88% Jun 1991 Jun 1991 1 Aug 1991 2 3 4.95
-7.85% Nov 1991 Nov 1991 1 Dec 1991 1 2 4.53
-6.56% Feb 1992 Mar 1992 2 May 1992 2 4 4.11
-6.48% Oct 2005 Oct 2005 1 Dec 2005 2 3 3.25
-3.90% Feb 2006 Feb 2006 1 Apr 2006 2 3 2.18
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 39 14.8 Months 6.74%
 
DD = 0% 6.74%
 
0% < DD <= -5% 38 15.2 Months 6.56%
 
DD <= -5% 13.30%
 
-5% < DD <= -10% 46 12.6 Months 7.94%
 
DD <= -10% 21.24%
 
-10% < DD <= -15% 53 10.9 Months 9.15%
 
DD <= -15% 30.40%
 
-15% < DD <= -20% 58 10.0 Months 10.02%
 
DD <= -20% 40.41%
 
-20% < DD <= -25% 74 7.8 Months 12.78%
 
DD <= -25% 53.20%
 
-25% < DD <= -30% 61 9.5 Months 10.54%
 
DD <= -30% 63.73%
 
-30% < DD <= -35% 58 10.0 Months 10.02%
 
DD <= -35% 73.75%
 
-35% < DD <= -40% 44 13.2 Months 7.60%
 
DD <= -40% 81.35%
 
-40% < DD <= -45% 27 21.4 Months 4.66%
 
DD <= -45% 86.01%
 
-45% < DD <= -50% 28 20.7 Months 4.84%
 
DD <= -50% 90.85%
 
-50% < DD <= -55% 36 16.1 Months 6.22%
 
DD <= -55% 97.06%
 
-55% < DD <= -60% 13 44.5 Months 2.25%
 
DD <= -60% 99.31%
 
-60% < DD <= -65% 4 144.8 Months 0.69%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Inflation Adjusted:
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$ -17.60 0.82$ 5.74 1.05$ 32.01 1.32$ 86.53 03/2009
02/2010
1.86$ 7.46 40.40%
2Y -25.90 09/1996
08/1998
0.54$ -10.00 0.80$ 2.35 1.04$ 25.58 1.57$ 49.17 03/2003
02/2005
2.22$ -5.12 44.21%
3Y -15.31 09/1995
08/1998
0.60$ -4.23 0.87$ 3.06 1.09$ 19.07 1.68$ 45.77 04/2003
03/2006
3.09$ -7.24 34.15%
5Y -8.82 08/1997
07/2002
0.63$ -2.29 0.89$ 3.97 1.21$ 14.90 2.00$ 38.98 11/2002
10/2007
5.18$ 1.11 27.24%
7Y -6.71 10/1994
09/2001
0.61$ 0.02 1.00$ 4.24 1.33$ 15.99 2.82$ 23.59 12/2000
11/2007
4.40$ 3.00 14.80%
10Y -0.02 04/2010
03/2020
0.99$ 1.82 1.19$ 7.15 1.99$ 13.52 3.55$ 17.56 09/1998
08/2008
5.04$ 2.35 0.41%
15Y -1.21 11/2007
10/2022
0.83$ 4.67 1.98$ 7.53 2.97$ 9.42 3.85$ 12.28 04/2003
03/2018
5.68$ 6.49 1.10%
20Y 4.60 02/1996
01/2016
2.45$ 5.58 2.95$ 7.05 3.90$ 8.57 5.17$ 10.20 10/2001
09/2021
6.97$ 5.70 0.00%
30Y 4.45 03/1994
02/2024
3.68$ 4.45 3.68$ 4.45 3.68$ 4.45 3.68$ 4.45 03/1994
02/2024
3.68$ 4.45 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 -54.96 11/2007
10/2008
0.45$ -19.42 0.80$ 4.26 1.04$ 28.33 1.28$ 82.60 03/2009
02/2010
1.82$ 4.62 44.41%
2Y -27.32 09/1996
08/1998
0.52$ -12.36 0.76$ 0.74 1.01$ 21.87 1.48$ 46.04 03/2009
02/2011
2.13$ -9.06 47.77%
3Y -17.17 09/1995
08/1998
0.56$ -6.28 0.82$ 1.08 1.03$ 16.04 1.56$ 41.82 04/2003
03/2006
2.85$ -12.09 44.92%
5Y -10.95 10/1996
09/2001
0.55$ -5.14 0.76$ 2.11 1.10$ 12.13 1.77$ 35.04 11/2002
10/2007
4.49$ -2.87 39.20%
7Y -9.04 10/1994
09/2001
0.51$ -1.58 0.89$ 1.89 1.13$ 12.96 2.34$ 20.26 12/2000
11/2007
3.63$ -0.45 31.77%
10Y -2.28 11/2012
10/2022
0.79$ -0.28 0.97$ 4.71 1.58$ 10.82 2.79$ 14.19 09/1998
08/2008
3.76$ -0.41 18.26%
15Y -3.51 11/2007
10/2022
0.58$ 2.50 1.44$ 5.21 2.14$ 7.10 2.79$ 10.02 04/2003
03/2018
4.18$ 3.86 9.39%
20Y 2.38 02/1996
01/2016
1.60$ 3.26 1.90$ 4.80 2.55$ 6.22 3.34$ 7.85 10/2001
09/2021
4.53$ 3.06 0.00%
30Y 1.88 03/1994
02/2024
1.74$ 1.88 1.74$ 1.88 1.74$ 1.88 1.74$ 1.88 03/1994
02/2024
1.74$ 1.88 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$ 10.41 1.10$ 34.51 1.34$ 111.70 01/1991
12/1991
2.11$ 7.46 35.10%
2Y -29.06 08/1980
07/1982
0.50$ -11.17 0.78$ 7.77 1.16$ 33.04 1.76$ 64.67 01/1988
12/1989
2.71$ -5.12 37.30%
3Y -18.57 10/1979
09/1982
0.53$ -5.01 0.85$ 5.18 1.16$ 27.32 2.06$ 60.25 01/1989
12/1991
4.11$ -7.24 31.68%
5Y -10.37 02/1994
01/1999
0.57$ -2.84 0.86$ 5.32 1.29$ 21.96 2.69$ 49.02 01/1989
12/1993
7.34$ 1.11 26.01%
7Y -8.52 12/1980
11/1987
0.53$ -0.17 0.98$ 4.98 1.40$ 20.26 3.63$ 36.13 11/1987
10/1994
8.66$ 3.00 15.96%
10Y -2.16 01/1978
12/1987
0.80$ 1.74 1.18$ 7.81 2.12$ 16.99 4.80$ 25.17 02/1984
01/1994
9.44$ 2.35 3.05%
15Y -1.21 11/2007
10/2022
0.83$ 6.12 2.43$ 9.82 4.07$ 12.79 6.08$ 18.23 08/1982
07/1997
12.33$ 6.49 0.50%
20Y 4.57 02/1994
01/2014
2.44$ 6.33 3.41$ 8.85 5.45$ 12.32 10.21$ 18.64 01/1988
12/2007
30.52$ 5.70 0.00%
30Y 3.80 02/1994
01/2024
3.06$ 8.04 10.17$ 9.83 16.64$ 11.26 24.54$ 12.59 01/1988
12/2017
35.05$ 4.45 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 -54.96 11/2007
10/2008
0.45$ -19.42 0.80$ 5.22 1.05$ 30.39 1.30$ 105.57 01/1991
12/1991
2.05$ 4.62 41.09%
2Y -34.70 08/1980
07/1982
0.42$ -14.20 0.73$ 2.99 1.06$ 29.21 1.66$ 57.54 01/1988
12/1989
2.48$ -9.06 43.60%
3Y -25.91 08/1979
07/1982
0.40$ -8.09 0.77$ 1.79 1.05$ 23.50 1.88$ 53.18 01/1989
12/1991
3.59$ -12.09 40.88%
5Y -14.70 08/1977
07/1982
0.45$ -6.32 0.72$ 2.64 1.13$ 18.55 2.34$ 43.40 01/1989
12/1993
6.06$ -2.87 39.50%
7Y -12.34 12/1980
11/1987
0.39$ -4.53 0.72$ 2.78 1.21$ 16.52 2.91$ 31.13 11/1987
10/1994
6.66$ -0.45 34.55%
10Y -8.02 01/1978
12/1987
0.43$ -1.18 0.88$ 5.17 1.65$ 13.30 3.48$ 20.75 02/1984
01/1994
6.58$ -0.41 25.49%
15Y -3.51 11/2007
10/2022
0.58$ 3.43 1.65$ 6.51 2.57$ 9.43 3.86$ 14.37 08/1982
07/1997
7.49$ 3.86 4.76%
20Y 1.51 09/1978
08/1998
1.34$ 3.66 2.05$ 5.60 2.97$ 9.10 5.70$ 15.11 01/1988
12/2007
16.69$ 3.06 0.00%
30Y 1.24 02/1994
01/2024
1.44$ 4.35 3.59$ 6.52 6.65$ 8.20 10.65$ 9.76 01/1988
12/2017
16.35$ 1.88 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.
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
0.32
40%
-2.14
40%
-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%
3.47
80%
Best 9.1
2023
4.2
2024
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
-2.6
2022
Monthly Seasonality over the period Feb 1976 - Feb 2024
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
2.12
50%
-1.28
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%
0.95
50%
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 -6.2
2020
-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 - Feb 2024
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
1.91
55%
0.17
51%
-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%
2.87
63%
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 - Feb 2024

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
198 Positive Months (55%) - 162 Negative Months (45%)
322 Positive Months (56%) - 256 Negative Months (44%)
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(Scroll down to see all data)
Investment Returns, up to December 2003, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • EEM - iShares MSCI Emerging Markets (EEM), 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 Author Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Momentum +12.68 15.38 -53.85 100 0 0
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
US Stocks Value +9.96 15.37 -55.41 100 0 0
Warren Buffett Portfolio Warren Buffett +9.85 13.66 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
US Stocks Minimum Volatility +9.77 13.71 -43.27 100 0 0
Stocks/Bonds 80/20 +9.29 12.51 -41.09 80 20 0
Dedalo Three Dedalo Invest +9.11 15.42 -52.73 100 0 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Sheltered Sam 100/0 Bill Bernstein +9.03 15.31 -54.91 97 0 3
Robust Alpha Architect +8.91 11.10 -44.20 70 20 10
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Sheltered Sam 90/10 Bill Bernstein +8.64 13.74 -50.12 87.3 10 2.7
Aggressive Global Income +8.62 14.42 -52.63 80 20 0
Dedalo Four Dedalo Invest +8.47 12.42 -43.94 80 20 0
Edge Select Aggressive Merrill Lynch +8.37 13.26 -45.65 84 16 0
Mid-Fifties Burton Malkiel +8.30 12.98 -46.21 80 20 0
Second Grader's Starter Paul Farrell +8.26 13.87 -48.52 90 10 0
Dedalo Eleven Dedalo Invest +8.24 12.74 -44.63 80 20 0
Late Thirties to Early Forties Burton Malkiel +8.22 13.59 -48.28 85 15 0
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
Sheltered Sam 80/20 Bill Bernstein +8.21 12.20 -45.06 77.6 20 2.4
Robo Advisor 100 Betterment +8.20 15.80 -54.55 100 0 0
Talmud Portfolio Roger Gibson +8.20 10.85 -40.17 66.7 33.3 0
Late Sixties and Beyond Burton Malkiel +8.20 11.68 -41.80 71 29 0
Mid-Twenties Burton Malkiel +8.11 13.92 -49.50 87 13 0
Weird Portfolio Value Stock Geek +8.09 10.84 -32.97 60 20 20
Robo Advisor 90 Betterment +8.06 14.44 -50.07 90.1 9.9 0
Stocks/Bonds 40/60 Momentum +8.06 7.02 -21.11 40 60 0
Ultimate Buy and Hold Strategy Paul Merriman +8.05 15.74 -57.21 100 0 0
Couch Potato Scott Burns +8.04 8.75 -27.04 50 50 0
Core Four Rick Ferri +8.04 12.21 -44.44 80 20 0
Seven Value Scott Burns +8.03 11.31 -41.22 71.5 28.5 0
Edge Select Moderately Aggressive Merrill Lynch +7.90 11.14 -38.23 69 31 0
Robo Advisor 80 Betterment +7.88 13.06 -45.47 80 20 0
Four Funds Bogleheads +7.86 12.45 -44.08 80 20 0
Yale Endowment David Swensen +7.80 10.83 -40.68 70 30 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.79 10.79 -39.55 70 30 0
Lazy Portfolio David Swensen +7.78 10.88 -40.89 70 30 0
Three Funds Bogleheads +7.78 12.39 -43.68 80 20 0
Sheltered Sam 70/30 Bill Bernstein +7.76 10.70 -39.73 67.9 30 2.1
Six Ways from Sunday Scott Burns +7.76 10.91 -39.14 66.7 33.3 0
Gold Pivot Ptf Aim Ways +7.76 8.20 -19.49 22 44 34
In Saecula Saeculorum Fulvio Marchese +7.72 7.83 -20.39 45 45 10
LifeStrategy Growth Fund Vanguard +7.70 12.41 -44.18 80 20 0
Golden Butterfly Tyler +7.56 7.73 -17.79 40 40 20
Family Taxable Portfolio Ted Aronson +7.56 11.63 -38.46 70 30 0
Coffeehouse Bill Schultheis +7.50 9.72 -33.93 60 40 0
No Brainer Portfolio Bill Bernstein +7.48 11.75 -40.40 75 25 0
Aim comfortable trip Aim Ways +7.42 7.59 -20.15 40 45 15
Long Term Portfolio Ben Stein +7.41 12.44 -45.92 80 20 0
Perfect Portfolio Ben Stein +7.41 12.35 -44.81 80 20 0
Tilt Toward Value Time Inc +7.38 9.44 -34.63 60 40 0
All Weather Portfolio Ray Dalio +7.34 7.40 -20.58 30 55 15
Gone Fishin' Portfolio Alexander Green +7.31 12.06 -43.02 65 30 5
Five Asset Roger Gibson +7.30 11.29 -44.75 60 20 20
Sheltered Sam 60/40 Bill Bernstein +7.28 9.24 -34.12 58.2 40 1.8
Edge Select Moderate Merrill Lynch +7.27 8.96 -29.58 53 47 0
Marc Faber Portfolio Marc Faber +7.25 9.66 -28.82 50 25 25
Five Fold Scott Burns +7.25 9.75 -37.94 60 40 0
Pinwheel +7.20 10.50 -36.89 65 25 10
Margaritaville Scott Burns +7.20 10.82 -38.70 67 33 0
Robo Advisor 50 Betterment +7.19 9.28 -30.72 49.9 50.1 0
Simple and Cheap Time Inc +7.16 9.42 -34.84 60 40 0
Nano Portfolio John Wasik +7.14 9.67 -36.66 60 40 0
Gretchen Tai Portfolio Gretchen Tai +7.11 11.65 -41.80 70 30 0
LifeStrategy Moderate Growth Vanguard +7.06 9.53 -33.52 60 40 0
Simple Money Portfolio Tim Maurer +7.04 9.11 -32.39 60 40 0
Sandwich Portfolio Bob Clyatt +7.03 8.32 -28.96 55 45 0
Stocks/Bonds 40/60 +7.00 6.99 -19.17 40 60 0
PISI Portfolio Davide Pisicchio +7.00 6.48 -18.36 30 60 10
One-Decision Portfolio Marvin Appel +6.99 8.42 -31.96 50 50 0
Coward's Portfolio Bill Bernstein +6.99 9.11 -32.68 60 40 0
Dynamic 60/40 Income +6.98 9.36 -41.44 60 40 0
Dynamic 40/60 Income +6.97 8.12 -29.84 40 60 0
European Stocks +6.89 17.88 -59.77 100 0 0
Ivy Portfolio Mebane Faber +6.89 11.58 -47.39 60 20 20
Global Market Portfolio Credit Suisse +6.89 8.28 -25.90 45 55 0
Big Rocks Portfolio Larry Swedroe +6.88 9.17 -33.80 60 40 0
Simplified Permanent Portfolio +6.85 6.88 -16.43 25 50 25
Ultimate Buy&Hold FundAdvice +6.84 9.28 -34.23 60 40 0
GAA Global Asset Allocation Mebane Faber +6.82 8.05 -24.91 40.5 49.5 10
Sheltered Sam 50/50 Bill Bernstein +6.77 7.82 -28.23 48.5 50 1.5
Ideal Index Frank Armstrong +6.70 10.68 -40.11 70 30 0
Four Square Scott Burns +6.69 8.44 -29.95 50 50 0
7Twelve Portfolio Craig Israelsen +6.63 9.77 -37.96 50 33.3 16.7
Ulcer Free Strategy Aim Ways +6.61 5.50 -17.05 7 82 11
Desert Portfolio Gyroscopic Investing +6.60 5.50 -14.72 30 60 10
Edge Select Moderately Conservative Merrill Lynch +6.56 6.85 -20.48 37 63 0
Rob Arnott Portfolio Rob Arnott +6.50 7.22 -24.27 30 60 10
High Yield Bonds Income +6.50 8.82 -23.97 0 100 0
Andrew Tobias Portfolio Andrew Tobias +6.49 9.95 -36.42 66.7 33.3 0
All Country World 80/20 +6.48 12.76 -47.32 80 20 0
Permanent Portfolio Harry Browne +6.47 6.59 -15.92 25 50 25
All Country World Stocks +6.44 15.63 -57.06 100 0 0
Lifepath Fund iShares +6.44 7.01 -21.23 40.4 59.6 0
All Country World 60/40 +6.36 10.07 -36.70 60 40 0
LifeStrategy Conservative Growth Vanguard +6.29 6.89 -21.90 40 60 0
Sheltered Sam 40/60 Bill Bernstein +6.24 6.46 -22.05 38.8 60 1.2
Stocks/Bonds 20/80 Momentum +6.20 4.95 -17.91 20 80 0
All Country World 40/60 +6.10 7.62 -25.16 40 60 0
Paul Boyer Portfolio Paul Boyer +6.03 7.47 -18.04 25 50 25
Larry Portfolio Larry Swedroe +5.83 5.55 -15.96 30 70 0
All Country World 20/80 +5.70 5.63 -17.97 20 80 0
Sheltered Sam 30/70 Bill Bernstein +5.68 5.20 -16.58 29.1 70 0.9
Stocks/Bonds 20/80 +5.66 4.92 -16.57 20 80 0
Gold +5.46 15.44 -42.91 0 0 100
Dimensional Retirement Income Fund DFA +5.44 4.76 -12.91 20.4 79.6 0
LifeStrategy Income Fund Vanguard +5.40 4.78 -16.61 20 80 0
Developed World ex-US 60/40 +5.29 10.17 -37.49 60 40 0
Eliminate Fat Tails Larry Swedroe +5.29 6.29 -18.42 30 70 0
Developed World ex-US 40/60 +5.26 7.40 -26.17 40 60 0
Developed World ex-US 80/20 +5.19 13.24 -47.74 80 20 0
All Country World Bonds +5.18 4.62 -17.60 0 100 0
Edge Select Conservative Merrill Lynch +5.18 4.27 -12.44 21 79 0
Sheltered Sam 20/80 Bill Bernstein +5.09 4.12 -11.24 19.4 80 0.6
Developed World ex-US 20/80 +5.08 5.25 -16.80 20 80 0
Robo Advisor 20 Betterment +5.04 4.15 -12.16 19.9 80.1 0
US Inflation Protection +4.98 6.01 -14.76 0 100 0
Developed World ex-US Stocks +4.92 16.50 -57.00 100 0 0
Total Bond Developed World ex-US +4.76 4.56 -14.88 0 100 0
10-year Treasury +4.68 6.82 -23.18 0 100 0
Sheltered Sam 10/90 Bill Bernstein +4.48 3.37 -9.93 9.7 90 0.3
Emerging Markets Stocks +4.45 22.53 -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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.98 24.02 -81.08 100 0 0
US Stocks Momentum +12.68 15.38 -53.85 100 0 0
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
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