European Stocks Portfolio: ETF allocation and returns

Data Source: from January 1970 to May 2023 (~53 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.18%
1 Day
Jun 02 2023
2.37%
Current Month
June 2023

The European 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 European Stocks Portfolio obtained a 7.11% compound annual return, with a 17.86% standard deviation.

Asset Allocation and ETFs

The European Stocks Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The European Stocks Portfolio can be implemented with the following ETFs:

Weight (%) Ticker ETF Name Investment Themes
100.00
VGK
Vanguard FTSE Europe Equity, Developed Europe, Large Cap

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of May 31, 2023

The European Stocks Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
EUROPEAN STOCKS PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~53Y)
European Stocks Portfolio 1.18 2.37 -5.12 7.20 4.26 4.15 5.05 7.11 8.65
US Inflation Adjusted return -5.12 5.20 0.46 0.33 2.31 4.49 4.49
Components
VGK
Vanguard FTSE Europe 1.18 Jun 02 2023 2.37 -5.12 7.20 4.26 4.15 5.05 7.11 8.65
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
Live update: World Markets and Indexes

In 2022, the European Stocks Portfolio granted a 2.67% dividend yield. If you are interested in getting periodic income, please refer to the European Stocks Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of European Stocks Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
EUROPEAN STOCKS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1970 - 31 May 2023 (~53 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~53Y)
Portfolio Return (%) -5.12 1.24 7.20 4.26 10.68 4.15 5.05 6.60 7.11 8.65
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 3.98
Infl. Adjusted Return (%) -5.12 0.40 5.20 0.46 4.65 0.33 2.31 3.96 4.49 4.49
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 25.84 20.68 20.17 16.88 18.68 17.86 17.41
Sharpe Ratio 0.04 0.47 0.14 0.25 0.29 0.27 0.27
Sortino Ratio 0.06 0.67 0.19 0.35 0.39 0.37 0.36
MAXIMUM DRAWDOWN
Drawdown Depth (%) -20.96 -30.98 -30.98 -30.98 -59.77 -59.77 -59.77
Start (yyyy mm) 2022 06 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 4 13 13 13 16 16 16
Start to Recovery (# months) in progress
8
> 21
> 21
> 21
78
78
78
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 92.07 53.23 38.41 21.29 16.28 13.84
Worst Return (%) -52.96 -18.37 -8.13 -1.57 2.21 6.13
% Positive Periods 69% 81% 90% 99% 100% 100%
MONTHS
Positive 0 2 3 6 21 34 68 141 215 385
Negative 1 1 3 6 15 26 52 99 145 256
% Positive 0% 67% 50% 50% 58% 57% 57% 59% 60% 60%
WITHDRAWAL RATES (WR)
Safe WR (%) 41.18 20.45 11.88 8.85 8.10 4.15
Perpetual WR (%) 4.44 0.32 2.26 3.81 4.29 4.30
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 7850.47$, with a total return of 685.05% (7.11% annualized).

The Inflation Adjusted Capital now would be 3731.63$, with a net total return of 273.16% (4.49% annualized).
An investment of 1000$, since January 1970, now would be worth 84234.92$, with a total return of 8323.49% (8.65% annualized).

The Inflation Adjusted Capital now would be 10468.17$, with a net total return of 946.82% (4.49% annualized).

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

EUROPEAN STOCKS PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-59.77% Nov 2007 Feb 2009 16 Apr 2014 62 78
-45.88% Apr 2000 Sep 2002 30 Dec 2004 27 57
-30.98% Sep 2021 Sep 2022 13 in progress 8 21
-25.65% Jan 2020 Mar 2020 3 Nov 2020 8 11
-20.91% Jun 2014 Feb 2016 21 May 2017 15 36
-19.44% Feb 2018 Dec 2018 11 Dec 2019 12 23
-16.03% Aug 1998 Sep 1998 2 Apr 1999 7 9
-7.18% Jan 2000 Jan 2000 1 Mar 2000 2 3
-7.00% Feb 1994 Jun 1994 5 Aug 1994 2 7
-5.68% Aug 1997 Aug 1997 1 Sep 1997 1 2
-4.95% Oct 1997 Oct 1997 1 Jan 1998 3 4
-4.90% May 1999 May 1999 1 Oct 1999 5 6
-4.49% Mar 2005 May 2005 3 Jul 2005 2 5
-4.08% Sep 1994 Sep 1994 1 Mar 1995 6 7
-3.97% Aug 1995 Aug 1995 1 Dec 1995 4 5
-3.23% Oct 2005 Oct 2005 1 Dec 2005 2 3
-3.19% Jun 2007 Jul 2007 2 Sep 2007 2 4
-2.93% May 2006 May 2006 1 Aug 2006 3 4
-2.19% Nov 1993 Nov 1993 1 Dec 1993 1 2
-1.89% Jan 2005 Jan 2005 1 Feb 2005 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-59.77% Nov 2007 Feb 2009 16 Apr 2014 62 78
-45.88% Apr 2000 Sep 2002 30 Dec 2004 27 57
-38.16% Jan 1973 Sep 1974 21 Jun 1975 9 30
-33.23% Dec 1980 Jul 1982 20 Apr 1983 9 29
-30.98% Sep 2021 Sep 2022 13 in progress 8 21
-26.83% Jan 1970 Jun 1970 6 Mar 1971 9 15
-25.65% Jan 2020 Mar 2020 3 Nov 2020 8 11
-23.15% Oct 1987 Nov 1987 2 Jul 1989 20 22
-20.91% Jun 2014 Feb 2016 21 May 2017 15 36
-20.21% Aug 1990 Sep 1990 2 May 1992 20 22
-19.44% Feb 2018 Dec 2018 11 Dec 2019 12 23
-19.23% Feb 1976 Nov 1976 10 Dec 1977 13 23
-16.03% Aug 1998 Sep 1998 2 Apr 1999 7 9
-12.85% Jun 1992 Nov 1992 6 Aug 1993 9 15
-12.84% Feb 1980 Mar 1980 2 Sep 1980 6 8
-10.90% Jul 1975 Sep 1975 3 Jan 1976 4 7
-10.12% Dec 1983 Jul 1984 8 Jan 1985 6 14
-8.83% May 1986 May 1986 1 Aug 1986 3 4
-7.42% Sep 1979 Oct 1979 2 Jan 1980 3 5
-7.18% Jan 2000 Jan 2000 1 Mar 2000 2 3

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.

EUROPEAN STOCKS PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1970 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 10.92 4.26 92.07
May 1985 - Apr 1986 		-52.96
Mar 2008 - Feb 2009 		30.79%
2 Years
 10.05 -3.51 58.72
Jan 1985 - Dec 1986 		-30.58
Mar 2007 - Feb 2009 		21.20%
3 Years
 9.63 10.68 53.23
Aug 1984 - Jul 1987 		-18.37
Apr 2000 - Mar 2003 		18.98%
5 Years
 9.49 4.15 38.41
Aug 1982 - Jul 1987 		-8.13
Jun 2007 - May 2012 		9.97%
7 Years
 9.54 6.23 28.01
Aug 1982 - Jul 1989 		-1.10
Nov 2007 - Oct 2014 		0.72%
10 Years
 9.78 5.05 21.29
Aug 1982 - Jul 1992 		-1.57
Mar 1999 - Feb 2009 		0.77%
15 Years
 10.13 2.67 19.85
Aug 1982 - Jul 1997 		0.46
Oct 2007 - Sep 2022 		0.00%
20 Years
 10.24 6.60 16.28
Apr 1978 - Mar 1998 		2.21
Apr 2000 - Mar 2020 		0.00%
30 Years
 10.23 7.11 13.84
Jun 1977 - May 2007 		6.13
Apr 1990 - Mar 2020 		0.00%
Annualized rolling and average returns over full calendar month periods

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

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

EUROPEAN STOCKS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 5.05% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in European 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
1.74
40%
-1.84
40%
-1.99
80%
2.61
80%
0.38
60%
-0.46
40%
2.26
80%
-1.16
40%
-3.11
40%
0.80
60%
5.12
60%
1.78
60%
 Capital Growth on monthly avg returns
100
101.74
99.86
97.87
100.43
100.81
100.35
102.62
101.42
98.27
99.05
104.13
105.98
Best 9.6
2023 		3.2
2019 		3.3
2021 		6.4
2020 		5.8
2020 		6.4
2019 		5.0
2022 		4.3
2020 		2.6
2019 		8.4
2022 		16.4
2020 		5.7
2020
Worst -3.6
2022 		-8.0
2020 		-16.7
2020 		-6.2
2022 		-5.7
2019 		-9.9
2022 		-2.6
2019 		-7.5
2022 		-9.7
2022 		-7.9
2018 		-4.9
2021 		-4.8
2018
Monthly Seasonality over the period Jun 2018 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.77
50%
-0.46
50%
-0.19
60%
2.87
90%
0.50
60%
-1.46
20%
2.36
80%
-1.28
50%
-1.25
50%
0.91
60%
2.51
50%
1.10
60%
 Capital Growth on monthly avg returns
100
100.77
100.31
100.11
102.99
103.50
101.99
104.39
103.05
101.77
102.70
105.27
106.42
Best 9.6
2023 		7.3
2014 		7.0
2016 		6.4
2020 		5.8
2020 		6.4
2019 		7.6
2013 		4.3
2020 		7.2
2013 		8.4
2022 		16.4
2020 		5.7
2020
Worst -5.6
2016 		-8.0
2020 		-16.7
2020 		-6.2
2022 		-5.7
2019 		-9.9
2022 		-4.3
2014 		-7.5
2022 		-9.7
2022 		-7.9
2018 		-4.9
2021 		-4.8
2018
Monthly Seasonality over the period Jun 2013 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.48
56%
0.45
54%
1.04
70%
2.39
72%
-0.16
54%
0.10
49%
1.30
62%
0.02
55%
-0.80
55%
0.93
58%
1.57
64%
2.55
72%
 Capital Growth on monthly avg returns
100
100.48
100.93
101.98
104.42
104.25
104.36
105.71
105.73
104.88
105.85
107.51
110.25
Best 12.7
1975 		11.1
1986 		8.8
1986 		13.5
2003 		14.3
2009 		8.3
2012 		14.2
2010 		12.2
1982 		11.3
2010 		18.1
1974 		16.4
2020 		10.2
1999
Worst -13.8
2009 		-10.4
2009 		-16.7
2020 		-10.4
1970 		-12.0
2012 		-9.9
2022 		-11.1
2002 		-12.5
1998 		-13.1
2002 		-21.8
2008 		-9.6
1973 		-5.1
1980
Monthly Seasonality over the period Jan 1970 - May 2023

Monthly/Yearly Returns

European Stocks Portfolio data source starts from January 1970: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1970 - May 2023
385 Positive Months (60%) - 256 Negative Months (40%)
MONTHLY RETURNS TABLE
Jan 1970 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
 +9.02 +6.66 9.6 -1.7 2.5 4.1 -5.1
2022
 -16.00 -21.10 -3.6 -5.3 0.2 -6.2 2.4 -9.9 5.0 -7.5 -9.7 8.4 13.5 -1.7
2021
 +16.88 +9.20 -0.9 2.6 3.3 4.8 4.5 -1.4 1.9 1.8 -5.4 5.0 -4.9 5.2
2020
 +6.11 +4.69 -3.1 -8.0 -16.7 6.4 5.8 3.9 3.7 4.3 -3.1 -5.4 16.4 5.7
2019
 +24.86 +22.07 6.7 3.2 0.8 3.9 -5.7 6.4 -2.6 -1.6 2.6 3.8 1.3 4.5
2018
 -14.91 -16.50 5.6 -6.1 -0.4 2.1 -2.4 -1.3 3.4 -2.8 0.1 -7.9 -0.7 -4.8
2017
 +26.99 +24.36 3.0 0.6 4.4 3.9 4.9 -0.5 2.8 0.1 3.2 0.5 -0.1 1.5
2016
 -0.37 -2.39 -5.6 -3.2 7.0 2.8 -0.5 -4.0 3.5 0.7 0.8 -3.5 -2.3 4.9
2015
 -1.94 -2.65 0.5 6.1 -2.4 4.2 0.3 -3.3 2.7 -7.0 -4.1 5.9 -1.2 -2.6
2014
 -7.10 -7.80 -4.6 7.3 -0.6 2.6 0.8 -0.1 -4.3 0.7 -4.0 -1.9 2.1 -4.7
2013
 +24.38 +22.54 4.3 -3.4 0.3 4.5 0.0 -4.4 7.6 -1.5 7.2 4.2 1.0 2.9
2012
 +21.57 +19.49 5.5 5.4 0.1 -2.5 -12.0 8.3 0.3 4.7 2.9 1.8 2.5 4.3
2011
 -11.64 -14.19 3.7 3.1 -1.0 8.3 -2.8 -2.1 -4.6 -9.3 -12.2 12.4 -2.9 -2.3
2010
 +6.05 +4.49 -6.3 -0.6 6.5 -3.8 -11.7 -1.6 14.2 -4.6 11.3 4.9 -7.8 9.1
2009
 +31.33 +27.85 -13.8 -10.4 7.7 13.2 14.3 -2.4 11.3 5.5 4.8 -2.6 4.5 -0.2
2008
 -44.71 -44.76 -9.0 -0.3 1.3 4.1 0.7 -9.0 -2.9 -3.8 -12.9 -21.8 -7.4 7.1
2007
 +13.24 +8.80 1.6 -1.2 3.7 5.8 2.1 -0.4 -2.8 0.3 5.2 4.7 -3.8 -2.1
2006
 +33.06 +29.76 6.3 -0.3 4.0 5.2 -2.9 1.0 1.0 3.2 1.1 3.7 3.8 3.1
2005
 +9.26 +5.65 -1.9 4.9 -2.5 -2.0 -0.1 1.0 3.8 2.0 2.2 -3.2 1.3 3.8
2004
 +20.86 +17.05 1.1 2.9 -3.1 -0.8 1.5 1.6 -2.7 0.0 4.0 3.6 7.3 4.2
2003
 +38.70 +36.14 -4.7 -3.3 -1.5 13.5 6.6 1.0 2.0 -0.2 2.0 6.6 4.3 8.2
2002
 -17.95 -19.85 -5.1 0.0 5.4 -0.7 0.1 -3.4 -11.1 -0.1 -13.1 9.6 4.9 -3.7
2001
 -20.30 -21.52 0.0 -8.8 -7.5 7.1 -4.8 -3.8 0.3 -2.6 -10.0 3.1 3.5 2.6
2000
 -8.21 -11.22 -7.2 5.3 2.4 -4.3 -0.6 2.3 -1.7 -1.1 -4.8 -0.8 -4.0 6.9
1999
 +16.66 +13.61 -0.8 -2.7 1.3 3.1 -4.9 2.3 0.8 1.1 -0.8 3.6 3.0 10.2
1998
 +28.86 +26.82 4.2 7.8 7.2 1.9 2.4 1.2 1.9 -12.5 -4.0 7.8 5.4 4.2
1997
 +24.23 +22.15 0.2 1.3 3.4 -0.5 4.6 5.3 4.7 -5.7 9.7 -5.0 1.4 3.6
1996
 +21.25 +17.36 0.6 1.7 1.4 0.6 1.2 1.4 -1.2 3.0 2.0 2.2 4.9 1.9
1995
 +22.28 +19.25 -0.6 2.0 3.9 4.2 2.6 1.2 5.2 -4.0 3.0 -0.6 0.6 3.1
1994
 +1.88 -0.78 4.7 -3.6 -3.0 4.9 -4.1 -1.1 5.3 3.0 -4.1 4.1 -3.8 0.5
1993
 +29.13 +25.67 0.0 0.9 5.1 2.1 1.6 -1.4 0.4 8.8 -0.2 3.7 -2.2 7.7
1992
 -3.32 -6.04 0.1 0.5 -3.7 5.9 5.5 -0.8 -3.7 0.0 -1.6 -6.9 -0.4 2.5
1991
 +12.40 +9.06 2.8 7.7 -6.8 1.0 1.5 -8.0 7.2 1.8 3.2 -2.1 -2.6 7.6
1990
 -3.87 -9.40 -0.1 -2.5 1.7 -2.9 7.2 4.1 5.0 -9.9 -11.4 7.9 0.4 -1.4
1989
 +28.18 +22.48 4.4 -0.9 0.6 3.0 -4.5 2.4 11.7 -1.0 2.4 -6.9 5.6 9.8
1988
 +13.69 +8.88 -3.9 4.6 3.5 2.1 -1.5 -1.1 0.4 -4.7 5.1 8.2 1.6 -0.6
1987
 +7.05 +2.51 5.4 3.7 5.5 3.7 0.5 3.6 3.4 0.6 1.2 -19.6 -4.4 6.5
1986
 +40.96 +39.42 1.4 11.1 8.8 9.3 -8.8 4.2 -0.6 10.1 -6.7 0.7 4.6 3.0
1985
 +78.72 +72.18 11.5 4.9 3.4 3.0 8.4 4.2 2.6 2.2 0.2 6.0 7.7 5.8
1984
 +0.52 -3.29 -1.0 -3.8 1.2 0.2 -6.0 1.7 -2.0 11.1 -0.5 -0.2 -1.5 2.3
1983
 +20.82 +16.41 3.4 2.4 3.5 7.6 -0.9 3.7 -3.3 1.8 1.2 -1.4 2.2 -0.7
1982
 +3.86 +0.03 -2.9 -6.6 -2.3 2.7 -4.6 -3.4 -4.1 12.2 -0.4 11.1 3.4 0.6
1981
 -12.54 -19.71 -5.0 1.5 3.2 -2.8 0.0 -1.5 -0.6 -6.3 -6.0 4.8 4.0 -3.6
1980
 +11.80 -0.64 4.3 -1.2 -11.8 2.7 4.1 1.3 5.6 -0.2 1.4 0.7 11.1 -5.1
1979
 +12.18 -0.98 3.6 -3.3 5.3 -0.1 -2.2 3.6 0.7 5.9 -0.2 -7.2 4.9 1.4
1978
 +21.77 +11.70 -4.7 -0.3 3.9 9.5 2.5 -0.3 6.5 4.3 0.6 -7.0 3.4 2.6
1977
 +21.77 +14.12 -2.5 1.1 1.3 2.5 1.1 6.4 0.9 1.0 2.2 -1.2 4.9 2.5
1976
 -7.88 -12.15 9.5 -3.3 0.4 -3.6 -3.7 3.0 -3.4 -2.5 0.3 -5.4 -2.6 4.2
1975
 +41.32 +32.15 12.7 6.8 2.8 5.4 5.9 5.2 -6.3 -1.7 -3.3 6.6 3.4 -1.0
1974
 -24.15 -32.48 -0.9 -0.1 -2.0 -3.8 -2.2 -1.7 -7.6 -8.2 -11.0 18.1 -3.6 -1.9
1973
 -8.86 -16.16 -1.4 -3.1 0.3 -3.9 -0.7 -0.1 5.0 -2.3 4.9 0.4 -9.6 2.0
1972
 +14.25 +10.49 1.8 2.7 0.4 0.4 1.5 -2.3 -0.4 3.7 -0.8 0.9 4.7 1.1
1971
 +26.21 +22.21 5.3 2.1 4.8 4.7 -2.9 1.2 -2.8 4.5 0.4 -2.8 0.9 8.9
1970
 -10.74 -15.45 -8.6 4.3 -0.8 -10.4 -7.6 -6.6 6.8 3.8 2.7 -2.5 4.3 5.5

Portofolio Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • VGK - Vanguard FTSE Europe: simulated historical serie, up to December 2005

Portfolio efficiency

Compared to the European Stocks Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
US Stocks Momentum +11.80 15.15 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum +10.63 12.22 -43.61 80 20 0
US Stocks +9.70 15.36 -50.84 100 0 0
US Stocks Value +9.50 15.19 -55.41 100 0 0
US Stocks Minimum Volatility +9.47 13.67 -43.27 100 0 0
Warren Buffett Portfolio Warren Buffett +9.33 13.50 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Sheltered Sam 100/0 Bill Bernstein +8.92 15.16 -54.91 97 0 3
Stocks/Bonds 80/20 +8.89 12.33 -41.09 80 20 0
Dedalo Three Dedalo Invest +8.68 15.26 -52.73 100 0 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Robust Alpha Architect +8.60 10.99 -44.20 70 20 10
Sheltered Sam 90/10 Bill Bernstein +8.55 13.61 -50.12 87.3 10 2.7
Aggressive Global Income +8.52 14.36 -52.63 80 20 0
Mid-Fifties Burton Malkiel +8.33 12.89 -46.21 80 20 0
Late Thirties to Early Forties Burton Malkiel +8.26 13.52 -48.28 85 15 0
Edge Select Aggressive Merrill Lynch +8.21 13.16 -45.65 84 16 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 0
Robo Advisor 100 Betterment +8.18 15.73 -54.55 100 0 0
Ultimate Buy and Hold Strategy Paul Merriman +8.17 15.60 -57.21 100 0 0
Mid-Twenties Burton Malkiel +8.17 13.85 -49.50 87 13 0
Dedalo Four Dedalo Invest +8.15 12.27 -43.94 80 20 0
Sheltered Sam 80/20 Bill Bernstein +8.15 12.09 -45.06 77.6 20 2.4
Robo Advisor 90 Betterment +8.08 14.37 -50.07 90.1 9.9 0
Yale Endowment David Swensen +8.06 10.83 -39.48 70 30 0
Talmud Portfolio Roger Gibson +8.00 10.64 -40.17 66.7 33.3 0
Second Grader's Starter Paul Farrell +7.94 13.75 -48.52 90 10 0
Stocks/Bonds 60/40 +7.93 9.46 -30.55 60 40 0
Robo Advisor 80 Betterment +7.91 13.00 -45.47 80 20 0
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Seven Value Scott Burns +7.85 11.26 -41.22 71.5 28.5 0
Core Four Rick Ferri +7.77 12.08 -44.44 80 20 0
Edge Select Moderately Aggressive Merrill Lynch +7.77 11.04 -38.23 69 31 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Sheltered Sam 70/30 Bill Bernstein +7.72 10.60 -39.73 67.9 30 2.1
Lazy Portfolio David Swensen +7.71 10.76 -40.89 70 30 0
Family Taxable Portfolio Ted Aronson +7.65 11.54 -38.46 70 30 0
Four Funds Bogleheads +7.61 12.35 -44.08 80 20 0
Six Ways from Sunday Scott Burns +7.60 10.87 -39.14 66.7 33.3 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.59 10.65 -39.55 70 30 0
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
Three Funds Bogleheads +7.51 12.28 -43.68 80 20 0
LifeStrategy Growth Fund Vanguard +7.45 12.31 -44.18 80 20 0
Gone Fishin' Portfolio Alexander Green +7.44 12.00 -43.02 65 30 5
Coffeehouse Bill Schultheis +7.42 9.53 -33.93 60 40 0
Long Term Portfolio Ben Stein +7.38 12.34 -45.92 80 20 0
Perfect Portfolio Ben Stein +7.34 12.31 -44.81 80 20 0
No Brainer Portfolio Bill Bernstein +7.30 11.63 -40.40 75 25 0
Robo Advisor 50 Betterment +7.29 9.24 -30.72 49.9 50.1 0
Sheltered Sam 60/40 Bill Bernstein +7.25 9.15 -34.12 58.2 40 1.8
Pinwheel +7.25 10.41 -36.89 65 25 10
Dimensional 2030 Retirement Income DFA +7.25 9.17 -31.78 55.9 44.1 0
Tilt Toward Value Time Inc +7.25 9.29 -34.63 60 40 0
Marc Faber Portfolio Marc Faber +7.20 9.54 -28.82 50 25 25
All Weather Portfolio Ray Dalio +7.19 7.21 -20.19 30 55 15
Edge Select Moderate Merrill Lynch +7.18 8.84 -29.58 53 47 0
Five Fold Scott Burns +7.18 9.64 -37.94 60 40 0
Gretchen Tai Portfolio Gretchen Tai +7.17 11.59 -41.80 70 30 0
European Stocks +7.11 17.86 -59.77 100 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 +13.50 23.92 -81.08 100 0 0
US Stocks Momentum +11.80 15.15 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum +10.63 12.22 -43.61 80 20 0
US Stocks +9.70 15.36 -50.84 100 0 0
US Stocks Value +9.50 15.19 -55.41 100 0 0