Emerging Markets Stocks Portfolio: ETF allocation and returns

Data Source: from January 1976 to November 2023 (~48 years)
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%

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$, with a net total return of 85.28% (2.08% annualized).
An investment of 1$, 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).

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
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 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)
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
-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)
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$ -17.95 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.
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
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
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
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
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:
  • 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.

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30 Years Stats (%)
% Allocation
Portfolio Author 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 Warren Buffett +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 Bill Bernstein +8.95 15.30 -54.91 97 0 3
Dedalo Three Dedalo Invest +8.90 15.41 -52.73 100 0 0
Simple Path to Wealth JL Collins +8.78 11.75 -38.53 75 25 0
Robust Alpha Architect +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 Bill Bernstein +8.56 13.73 -50.12 87.3 10 2.7
Edge Select Aggressive Merrill Lynch +8.30 13.28 -45.65 84 16 0
Dedalo Four Dedalo Invest +8.28 12.41 -43.94 80 20 0
Mid-Fifties Burton Malkiel +8.27 13.01 -46.21 80 20 0
Aim Bold Strategy Aim Ways +8.24 9.93 -30.09 45 40 15
Robo Advisor 100 Betterment +8.20 15.84 -54.55 100 0 0
Late Thirties to Early Forties Burton Malkiel +8.19 13.63 -48.28 85 15 0
Second Grader's Starter Paul Farrell +8.17 13.87 -48.52 90 10 0
Dedalo Eleven Dedalo Invest +8.16 12.77 -44.63 80 20 0
Sheltered Sam 80/20 Bill Bernstein +8.14 12.20 -45.06 77.6 20 2.4
Late Sixties and Beyond Burton Malkiel +8.13 11.69 -41.80 71 29 0
Mid-Twenties Burton Malkiel +8.10 13.96 -49.50 87 13 0
Robo Advisor 90 Betterment +8.07 14.48 -50.07 90.1 9.9 0
Ultimate Buy and Hold Strategy Paul Merriman +8.05 15.73 -57.21 100 0 0
Weird Portfolio Value Stock Geek +8.02 10.75 -32.97 60 20 20
Talmud Portfolio Roger Gibson +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 David Swensen +7.98 10.99 -39.48 70 30 0
Seven Value Scott Burns +7.96 11.31 -41.22 71.5 28.5 0
Core Four Rick Ferri +7.94 12.21 -44.44 80 20 0
Robo Advisor 80 Betterment +7.87 13.10 -45.47 80 20 0
Couch Potato Scott Burns +7.83 8.76 -27.04 50 50 0
Edge Select Moderately Aggressive Merrill Lynch +7.83 11.16 -38.23 69 31 0
Four Funds Bogleheads +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 Bogleheads +7.71 12.39 -43.68 80 20 0
Lazy Portfolio David Swensen +7.71 10.88 -40.89 70 30 0
Six Ways from Sunday Scott Burns +7.71 10.91 -39.14 66.7 33.3 0
Sheltered Sam 70/30 Bill Bernstein +7.69 10.70 -39.73 67.9 30 2.1
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.69 10.78 -39.55 70 30 0
LifeStrategy Growth Fund Vanguard +7.65 12.41 -44.18 80 20 0
Family Taxable Portfolio Ted Aronson +7.54 11.65 -38.46 70 30 0
Golden Butterfly Tyler +7.46 7.68 -17.79 40 40 20
No Brainer Portfolio Bill Bernstein +7.44 11.73 -40.40 75 25 0
Coffeehouse Bill Schultheis +7.41 9.68 -33.93 60 40 0
Long Term Portfolio Ben Stein +7.40 12.45 -45.92 80 20 0
Perfect Portfolio Ben Stein +7.39 12.39 -44.81 80 20 0
Gone Fishin' Portfolio Alexander Green +7.34 12.09 -43.02 65 30 5
Five Asset Roger Gibson +7.31 11.30 -44.75 60 20 20
Tilt Toward Value Time Inc +7.30 9.42 -34.63 60 40 0
Marc Faber Portfolio Marc Faber +7.22 9.65 -28.82 50 25 25
Dimensional 2030 Retirement Income DFA +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 Bill Bernstein +7.22 9.24 -34.12 58.2 40 1.8
Edge Select Moderate Merrill Lynch +7.20 8.97 -29.58 53 47 0
Five Fold Scott Burns +7.19 9.74 -37.94 60 40 0
All Weather Portfolio Ray Dalio +7.19 7.39 -20.58 30 55 15
Margaritaville Scott Burns +7.18 10.84 -38.70 67 33 0
Robo Advisor 50 Betterment +7.16 9.32 -30.72 49.9 50.1 0
Gretchen Tai Portfolio Gretchen Tai +7.14 11.69 -41.80 70 30 0
Simple and Cheap Time Inc +7.10 9.41 -34.84 60 40 0
Nano Portfolio John Wasik +7.07 9.66 -36.66 60 40 0
LifeStrategy Moderate Growth Vanguard +7.01 9.53 -33.52 60 40 0
Simple Money Portfolio Tim Maurer +6.99 9.10 -32.39 60 40 0
Sandwich Portfolio Bob Clyatt +6.97 8.32 -28.96 55 45 0
European Stocks +6.96 17.93 -59.77 100 0 0
Coward's Portfolio Bill Bernstein +6.93 9.11 -32.68 60 40 0
Ivy Portfolio Mebane Faber +6.87 11.59 -47.39 60 20 20
One-Decision Portfolio Marvin Appel +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 Credit Suisse +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 Larry Swedroe +6.83 9.15 -33.80 60 40 0
Ultimate Buy&Hold FundAdvice +6.82 9.29 -34.23 60 40 0
GAA Global Asset Allocation Mebane Faber +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 Frank Armstrong +6.72 10.67 -40.11 70 30 0
Sheltered Sam 50/50 Bill Bernstein +6.71 7.82 -28.23 48.5 50 1.5
Four Square Scott Burns +6.66 8.45 -29.95 50 50 0
7Twelve Portfolio Craig Israelsen +6.63 9.81 -37.96 50 33.3 16.7
Zefiro Portfolio Zefiro SCF +6.52 7.48 -20.61 20 50 30
Edge Select Moderately Conservative Merrill Lynch +6.49 6.86 -20.48 37 63 0
Desert Portfolio Gyroscopic Investing +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 Andrew Tobias +6.47 9.96 -36.42 66.7 33.3 0
Rob Arnott Portfolio Rob Arnott +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 Harry Browne +6.37 6.58 -15.92 25 50 25
Lifepath Fund iShares +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 Vanguard +6.23 6.89 -21.90 40 60 0
Sheltered Sam 40/60 Bill Bernstein +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 Paul Boyer +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 Larry Swedroe +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 Bill Bernstein +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 DFA +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 Vanguard +5.33 4.77 -16.61 20 80 0
Eliminate Fat Tails Larry Swedroe +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 Merrill Lynch +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 Bill Bernstein +5.04 4.14 -11.24 19.4 80 0.6
Robo Advisor 20 Betterment +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 Author 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
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