US Stocks Equal Weight Portfolio: ETF allocation and returns

Data Source: from January 1971 to June 2024 (~54 years)
Consolidated Returns as of 30 June 2024
Live Update: Jul 15 2024, 11:00AM Eastern Time
Currency: USD
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.31%
1 Day
Jul 15 2024, 11:00AM Eastern Time
2.90%
Current Month
July 2024

The US Stocks Equal Weight Portfolio can be implemented with 1 ETF. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.

The asset allocation is the following: 100% on the Stock Market, 0% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 0% allocation to bonds, leading to its classification as very high risk.

In the last 30 Years, the US Stocks Equal Weight Portfolio obtained a 10.90% compound annual return, with a 16.52% standard deviation. It suffered a maximum drawdown of -55.58% that required 45 months to be recovered.

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Asset Allocation and ETFs

The US Stocks Equal Weight Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

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The US Stocks Equal Weight Portfolio can be implemented with the following ETFs:

Weight
(%)
ETF
Ticker
ETF
Currency
ETF Name Investment Themes (Orig.Currency)
100.00
RSP
USD Invesco S&P 500® Equal Weight ETF Equity, U.S. (USD)

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.

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Portfolio and ETF Returns as of Jun 30, 2024

The US Stocks Equal Weight 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.
US STOCKS EQUAL WEIGHT PORTFOLIO
Consolidated returns as of 30 June 2024
Live Update: Jul 15 2024, 11:00AM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
US Stocks Equal Weight Portfolio 0.31 2.90 -0.51 4.96 11.60 10.75 9.76 10.90 12.07
US Inflation Adjusted return -0.45 3.51 8.37 6.31 6.76 8.16 7.83
Returns over 1 year are annualized | Available data source: since Jan 1971
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jun 2024. Current inflation (annualized) is 1Y: 2.98% , 5Y: 4.17% , 10Y: 2.81% , 30Y: 2.53%
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In 2023, the US Stocks Equal Weight Portfolio granted a 1.84% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Equal Weight Portfolio: Dividend Yield page.

Capital Growth as of Jun 30, 2024

An investment of 1$, since July 1994, now would be worth 22.26$, with a total return of 2125.62% (10.90% annualized).

The Inflation Adjusted Capital now would be 10.51$, with a net total return of 951.49% (8.16% annualized).

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An investment of 1$, since January 1971, now would be worth 444.46$, with a total return of 44345.71% (12.07% annualized).

The Inflation Adjusted Capital now would be 56.51$, with a net total return of 5550.68% (7.83% annualized).

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Portfolio Metrics as of Jun 30, 2024

Metrics of US Stocks Equal Weight Portfolio, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
US STOCKS EQUAL WEIGHT PORTFOLIO
Advanced Metrics
Data Source: 1 January 1971 - 30 June 2024 (~54 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~54Y)
Investment Return (%) -0.51 -2.62 4.96 11.60 4.66 10.75 9.76 9.62 10.90 12.07
Infl. Adjusted Return (%)
-0.45 -2.87 3.51 8.37 -0.30 6.31 6.76 6.89 8.16 7.83
US Inflation (%) -0.06 0.26 1.40 2.98 4.97 4.17 2.81 2.56 2.53 3.93
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -11.92 -20.69 -26.65 -26.65 -55.58 -55.58 -55.58
Start to Recovery (# months)
5 24 11 11 45 45 45
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 15 8 8 24 24 24
End (yyyy mm) 2023 12 2023 12 2020 11 2020 11 2011 02 2011 02 2011 02
Longest Drawdown Depth (%)
same

same
-20.69 -20.69
same

same

same
Start to Recovery (# months)
24 24
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 9 9 9 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 15 15 15 24 24 24
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2011 02 2011 02 2011 02
Longest negative period (# months)
5 28 31 37 60 121 121
Period Start (yyyy mm) 2023 07 2021 07 2021 04 2017 03 2004 07 1999 02 1999 02
Period End (yyyy mm) 2023 11 2023 10 2023 10 2020 03 2009 06 2009 02 2009 02
Annualized Return (%) -1.11 -2.78 -0.03 -0.60 -1.60 -0.25 -0.25
Deepest Drawdown Depth (%) -12.75 -24.85 -26.52 -26.52 -56.82 -56.82 -56.82
Start to Recovery (# months)
5 30* 11 11 68 68 68
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 21 8 8 47 47 47
End (yyyy mm) 2023 12 - 2020 11 2020 11 2013 01 2013 01 2013 01
Longest Drawdown Depth (%)
same

same
-24.85 -24.85
same

same
-54.64
Start to Recovery (# months)
30* 30* 91
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06 1973 01
Start to Bottom (# months) 3 9 9 9 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 21 21 21 47 47 70
End (yyyy mm) 2023 12 - - - 2013 01 2013 01 1980 07
Longest negative period (# months)
5 36* 38* 44 81 141 141
Period Start (yyyy mm) 2023 07 2021 07 2021 05 2016 08 2005 01 1997 06 1997 06
Period End (yyyy mm) 2023 11 2024 06 2024 06 2020 03 2011 09 2009 02 2009 02
Annualized Return (%) -4.18 -0.30 -0.14 0.00 -0.22 -0.37 -0.37
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.89 18.08 19.90 16.63 17.14 16.52 16.11
Sharpe Ratio 0.40 0.09 0.44 0.51 0.48 0.52 0.50
Sortino Ratio 0.57 0.14 0.60 0.69 0.64 0.69 0.68
Ulcer Index 4.54 8.00 7.92 6.23 12.17 11.12 10.56
Ratio: Return / Standard Deviation 0.73 0.26 0.54 0.59 0.56 0.66 0.75
Ratio: Return / Deepest Drawdown 0.97 0.23 0.40 0.37 0.17 0.20 0.22
Positive Months (%)
50.00 50.00 58.33 65.00 64.58 65.27 62.92
Positive Months 6 18 35 78 155 235 404
Negative Months 6 18 25 42 85 125 238
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 9.76 18.33 18.33 22.47
Worst 10 Years Return (%) - Annualized 6.90 0.14 0.14
Best 10 Years Return (%) - Annualized 6.76 16.28 16.28 16.28
Worst 10 Years Return (%) - Annualized 5.03 -2.38 -2.38
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· Over the latest 30Y
Best Rolling Return (%) - Annualized 79.06 33.05 28.31 18.33 11.54 10.90
Worst Rolling Return (%) - Annualized -47.46 -18.35 -7.39 0.14 6.79
Positive Periods (%) 79.3 86.7 97.0 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 75.29 29.95 25.72 16.28 9.02 8.16
Worst Rolling Return (%) - Annualized -47.46 -20.09 -9.77 -2.38 4.61
Positive Periods (%) 74.2 84.3 88.7 97.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.86 10.64 13.33 17.35 18.91 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.84 14.07 18.18 29.74 33.03 9.22 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
10.11 16.27 21.29 42.60 51.89 26.40 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 12.18 19.85 26.35 45.16 61.36 36.42 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 69.11 23.69 15.33 9.71 6.56 9.98
Perpetual Withdrawal Rate (%) --- --- --- --- 4.10 9.03
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1971 - Jun 2024)
Best Rolling Return (%) - Annualized 79.06 33.05 30.43 22.47 18.62 16.60
Worst Rolling Return (%) - Annualized -47.46 -18.35 -7.39 0.14 6.79 9.95
Positive Periods (%) 80.0 88.7 98.4 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 75.29 29.95 26.46 16.28 13.51 11.63
Worst Rolling Return (%) - Annualized -47.46 -20.50 -9.77 -2.38 4.61 7.33
Positive Periods (%) 73.5 86.3 89.5 98.6 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.59 10.06 12.36 16.34 15.97 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.52 13.40 17.08 26.04 30.40 1.07 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
9.75 15.55 20.12 39.70 40.58 8.61 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 11.77 19.04 25.06 42.79 53.56 24.64 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 69.11 22.61 14.73 8.35 6.03 5.49
Perpetual Withdrawal Rate (%) --- --- --- --- 4.10 5.02
% based on initial capital, inflation-adj. monthly withdrawals afterwards | 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.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • 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.
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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.

US STOCKS EQUAL WEIGHT PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1971 - 30 June 2024 (~54 years)
Inflation Adjusted:

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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.

US STOCKS EQUAL WEIGHT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1971 - 30 June 2024 (~54 years)
Inflation Adjusted:

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If you need a deeper detail about rolling returns, please refer to the US Stocks Equal Weight Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in US Stocks Equal Weight Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the US Stocks Equal Weight Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

US STOCKS EQUAL WEIGHT PORTFOLIO
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1971 - 30 June 2024 (~54 years)
235 Positive Months (65%) - 125 Negative Months (35%)
404 Positive Months (63%) - 238 Negative Months (37%)

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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:
  • Invesco S&P 500® Equal Weight ETF (RSP), 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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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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The following portfolios share asset allocation strategy and/or similar asset weights.

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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing