Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 08 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 08 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.03%
1 Day
Dec 08 2023
1.08%
Current Month
December 2023
The FundAdvice Ultimate Buy&Hold Portfolio is a High Risk portfolio and can be implemented with 12 ETFs.
It's exposed for 60% on the Stock Market.
In the last 30 Years, the FundAdvice Ultimate Buy&Hold Portfolio obtained a 6.82% compound annual return, with a 9.29% standard deviation.
Table of contents
Asset Allocation and ETFs
The FundAdvice Ultimate Buy&Hold Portfolio has the following asset allocation:
60% Stocks
40% Fixed Income
0% Commodities
The FundAdvice Ultimate Buy&Hold Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 12.00 |
DLS
|
USD | WisdomTree International SmallCp Div | Equity, Developed Markets, Small Cap, Value |
| 6.00 |
EEM
|
USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 6.00 |
IJR
|
USD | iShares Core S&P Small-Cap | Equity, U.S., Small Cap |
| 6.00 |
IJS
|
USD | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
| 6.00 |
VTV
|
USD | Vanguard Value | Equity, U.S., Large Cap, Value |
| 6.00 |
VEA
|
USD | Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap |
| 6.00 |
EFV
|
USD | iShares MSCI EAFE Value | Equity, EAFE, Large Cap, Value |
| 6.00 |
VNQ
|
USD | Vanguard Real Estate | Real Estate, U.S. |
| 6.00 |
VV
|
USD | Vanguard Large-Cap | Equity, U.S., Large Cap |
| 20.00 |
IEI
|
USD | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term |
| 12.00 |
SHY
|
USD | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
| 8.00 |
TIP
|
USD | iShares TIPS Bond | Bond, U.S., All-Term |
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 FundAdvice Ultimate Buy&Hold Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
FUNDADVICE ULTIMATE BUY&HOLD PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 08 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
(~39Y) |
|||
| FundAdvice Ultimate Buy&Hold Portfolio | -0.03 | 1.08 | 5.94 | 3.50 | 2.96 | 3.88 | 4.10 | 6.82 | 8.85 | |||
| US Inflation Adjusted return | 5.94 | 2.31 | -0.38 | -0.18 | 1.25 | 4.19 | 5.89 | |||||
| Components | ||||||||||||
|
DLS
|
USD | WisdomTree International SmallCp Div | -0.07 | Dec 08 2023 | 1.41 | 7.79 | 3.59 | 5.64 | 1.97 | 3.06 | 6.19 | 9.28 |
|
EEM
|
USD | iShares MSCI Emerging Markets | -0.43 | Dec 08 2023 | -1.39 | 7.79 | 4.40 | 2.42 | 1.46 | 1.42 | 4.65 | 8.63 |
|
IJR
|
USD | iShares Core S&P Small-Cap | 0.63 | Dec 08 2023 | 4.27 | 8.27 | 5.00 | -3.96 | 5.56 | 7.47 | 9.65 | 10.69 |
|
IJS
|
USD | iShares S&P Small-Cap 600 Value | 0.59 | Dec 08 2023 | 4.75 | 9.07 | 4.59 | -5.38 | 5.50 | 6.78 | 10.07 | 11.60 |
|
VTV
|
USD | Vanguard Value | 0.40 | Dec 08 2023 | 0.63 | 6.68 | 7.69 | 0.61 | 8.52 | 9.41 | 9.12 | 10.72 |
|
VEA
|
USD | Vanguard FTSE Developed Markets | 0.24 | Dec 08 2023 | 0.72 | 8.81 | 4.66 | 9.27 | 6.03 | 4.14 | 5.23 | 7.81 |
|
EFV
|
USD | iShares MSCI EAFE Value | 0.14 | Dec 08 2023 | 1.19 | 6.94 | 9.04 | 12.93 | 4.80 | 2.65 | 5.54 | 8.82 |
|
VNQ
|
USD | Vanguard Real Estate | -0.17 | Dec 08 2023 | 2.34 | 12.08 | 4.30 | -2.99 | 3.66 | 6.41 | 8.34 | 9.08 |
|
VV
|
USD | Vanguard Large-Cap | 0.43 | Dec 08 2023 | 0.78 | 9.48 | 10.62 | 14.57 | 12.47 | 11.69 | 10.07 | 11.31 |
|
IEI
|
USD | iShares 3-7 Year Treasury Bond | -0.49 | Dec 08 2023 | 0.28 | 2.70 | -0.34 | 1.33 | 0.67 | 0.89 | 4.10 | 5.72 |
|
SHY
|
USD | iShares 1-3 Year Treasury Bond | -0.22 | Dec 08 2023 | 0.09 | 1.05 | 1.53 | 2.96 | 1.04 | 0.77 | 3.00 | 4.33 |
|
TIP
|
USD | iShares TIPS Bond | -0.12 | Dec 08 2023 | 0.53 | 2.77 | -1.03 | -0.52 | 2.25 | 1.70 | 4.90 | 6.69 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the FundAdvice Ultimate Buy&Hold Portfolio granted a 2.37% dividend yield. If you are interested in getting periodic income, please refer to the FundAdvice Ultimate Buy&Hold Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 7.23$, with a total return of 623.39% (6.82% annualized).
The Inflation Adjusted Capital now would be 3.43$, with a net total return of 242.80% (4.19% annualized).
The Inflation Adjusted Capital now would be 3.43$, with a net total return of 242.80% (4.19% annualized).
An investment of 1$, since January 1985,
now would be worth 27.14$, with a total return of 2613.54% (8.85% annualized).
The Inflation Adjusted Capital now would be 9.29$, with a net total return of 828.71% (5.89% annualized).
The Inflation Adjusted Capital now would be 9.29$, with a net total return of 828.71% (5.89% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of FundAdvice Ultimate Buy&Hold Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
FUNDADVICE ULTIMATE BUY&HOLD PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~39Y) |
|
| Investment Return (%) | 5.94 | 0.19 | 3.50 | 2.96 | 2.02 | 3.88 | 4.10 | 6.18 | 6.82 | 8.85 |
| Infl. Adjusted Return (%) details | 5.94 | -0.02 | 2.31 | -0.38 | -3.51 | -0.18 | 1.25 | 3.50 | 4.19 | 5.89 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 2.79 |
| 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 (%) | -7.58 | -18.44 | -18.44 | -18.44 | -34.23 | -34.23 | -34.23 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 36 | 36 | 36 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 20 | 20 | 20 | |||
| End (yyyy mm) | - | - | - | - | 2010 10 | 2010 10 | 2010 10 | |||
| Longest Drawdown Depth (%) | -3.84 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 6 | |||||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 4 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 14 | 14 | 14 | 20 | 20 | 20 | |||
| End (yyyy mm) | 2023 07 | - | - | - | 2010 10 | 2010 10 | 2010 10 | |||
| Longest negative period (# months) details | 11 | 34 | 35 | 35 | 52 | 52 | 52 | |||
| Period Start (yyyy mm) | 2022 12 | 2021 01 | 2019 11 | 2017 05 | 2004 11 | 2004 11 | 2004 11 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -3.07 | -1.10 | -0.16 | -0.14 | -0.11 | -0.11 | -0.11 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -8.65 | -24.63 | -24.63 | -24.63 | -35.24 | -35.24 | -35.24 | |||
| Start to Recovery (# months) details | 10* | 30* | 30* | 30* | 40 | 40 | 40 | |||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 9 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 24 | 24 | 24 | |||
| End (yyyy mm) | - | - | - | - | 2011 02 | 2011 02 | 2011 02 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 9 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 24 | 24 | 24 | |||
| End (yyyy mm) | - | - | - | - | 2011 02 | 2011 02 | 2011 02 | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 91 | 91 | 91 | 91 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2015 03 | 2015 03 | 2015 03 | 2015 03 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Annualized Return (%) | -0.38 | -3.51 | -0.18 | -0.27 | -0.27 | -0.27 | -0.27 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 11.07 | 10.99 | 11.59 | 9.21 | 9.88 | 9.29 | 9.54 | |||
| Sharpe Ratio | -0.17 | 0.01 | 0.19 | 0.33 | 0.50 | 0.49 | 0.51 | |||
| Sortino Ratio | -0.28 | 0.01 | 0.25 | 0.44 | 0.65 | 0.64 | 0.67 | |||
| Ulcer Index | 3.14 | 8.02 | 6.98 | 5.29 | 7.07 | 6.09 | 5.61 | |||
| Ratio: Return / Standard Deviation | 0.27 | 0.18 | 0.33 | 0.45 | 0.63 | 0.73 | 0.93 | |||
| Ratio: Return / Deepest Drawdown | 0.39 | 0.11 | 0.21 | 0.22 | 0.18 | 0.20 | 0.26 | |||
| % Positive Months details | 50% | 55% | 58% | 63% | 65% | 64% | 66% | |||
| Positive Months | 6 | 20 | 35 | 76 | 156 | 231 | 310 | |||
| Negative Months | 6 | 16 | 25 | 44 | 84 | 129 | 157 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 4.10 | 9.62 | 10.48 | 14.24 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.57 | 3.57 | 3.57 | |||||||
| Best 10 Years Return (%) - Annualized | 1.25 | 7.72 | 7.72 | 10.29 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.75 | 0.75 | 0.75 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 39.16 | 21.10 | 16.61 | 10.48 | 8.50 | 6.82 | ||||
| Worst Rolling Return (%) - Annualized | -29.49 | -6.63 | 0.71 | 3.57 | 5.95 | |||||
| % Positive Periods | 80% | 96% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 36.47 | 17.86 | 13.35 | 7.72 | 6.08 | 4.19 | ||||
| Worst Rolling Return (%) - Annualized | -29.66 | -8.66 | -2.27 | 0.75 | 3.29 | |||||
| % Positive Periods | 72% | 84% | 92% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 1985 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 39.73 | 21.21 | 20.13 | 14.24 | 12.13 | 10.29 | ||||
| Worst Rolling Return (%) - Annualized | -29.49 | -6.63 | 0.71 | 3.57 | 5.95 | 6.53 | ||||
| % Positive Periods | 83% | 97% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 37.56 | 17.86 | 15.88 | 10.29 | 8.86 | 7.38 | ||||
| Worst Rolling Return (%) - Annualized | -29.66 | -8.66 | -2.27 | 0.75 | 3.29 | 3.91 | ||||
| % Positive Periods | 75% | 88% | 94% | 100% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 33.07 | 21.21 | 11.34 | 7.89 | 6.51 | 10.22 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 1.23 | 3.38 | 4.02 | 5.57 | ||||
- 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
DLS
|
EEM
|
IJR
|
IJS
|
VTV
|
VEA
|
EFV
|
VNQ
|
VV
|
IEI
|
SHY
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
DLS
|
-
|
0.88
|
0.83
|
0.87
|
0.88
|
0.97
|
0.97
|
0.93
|
0.80
|
0.64
|
0.43
|
0.75
|
|
EEM
|
0.88
|
-
|
0.79
|
0.81
|
0.83
|
0.93
|
0.87
|
0.87
|
0.85
|
0.70
|
0.54
|
0.77
|
|
IJR
|
0.83
|
0.79
|
-
|
0.99
|
0.85
|
0.82
|
0.82
|
0.90
|
0.85
|
0.31
|
0.06
|
0.49
|
|
IJS
|
0.87
|
0.81
|
0.99
|
-
|
0.85
|
0.85
|
0.86
|
0.91
|
0.83
|
0.33
|
0.08
|
0.51
|
|
VTV
|
0.88
|
0.83
|
0.85
|
0.85
|
-
|
0.90
|
0.90
|
0.90
|
0.88
|
0.50
|
0.31
|
0.65
|
|
VEA
|
0.97
|
0.93
|
0.82
|
0.85
|
0.90
|
-
|
0.94
|
0.95
|
0.90
|
0.72
|
0.51
|
0.84
|
|
EFV
|
0.97
|
0.87
|
0.82
|
0.86
|
0.90
|
0.94
|
-
|
0.88
|
0.76
|
0.53
|
0.33
|
0.65
|
|
VNQ
|
0.93
|
0.87
|
0.90
|
0.91
|
0.90
|
0.95
|
0.88
|
-
|
0.91
|
0.63
|
0.40
|
0.74
|
|
VV
|
0.80
|
0.85
|
0.85
|
0.83
|
0.88
|
0.90
|
0.76
|
0.91
|
-
|
0.64
|
0.42
|
0.78
|
|
IEI
|
0.64
|
0.70
|
0.31
|
0.33
|
0.50
|
0.72
|
0.53
|
0.63
|
0.64
|
-
|
0.94
|
0.93
|
|
SHY
|
0.43
|
0.54
|
0.06
|
0.08
|
0.31
|
0.51
|
0.33
|
0.40
|
0.42
|
0.94
|
-
|
0.83
|
|
TIP
|
0.75
|
0.77
|
0.49
|
0.51
|
0.65
|
0.84
|
0.65
|
0.74
|
0.78
|
0.93
|
0.83
|
-
|
| Asset |
DLS
|
EEM
|
IJR
|
IJS
|
VTV
|
VEA
|
EFV
|
VNQ
|
VV
|
IEI
|
SHY
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
DLS
|
-
|
0.85
|
0.87
|
0.86
|
0.89
|
0.96
|
0.93
|
0.83
|
0.87
|
0.12
|
0.07
|
0.52
|
|
EEM
|
0.85
|
-
|
0.75
|
0.75
|
0.72
|
0.86
|
0.81
|
0.68
|
0.73
|
0.23
|
0.20
|
0.47
|
|
IJR
|
0.87
|
0.75
|
-
|
0.99
|
0.92
|
0.88
|
0.85
|
0.81
|
0.89
|
-0.03
|
-0.08
|
0.45
|
|
IJS
|
0.86
|
0.75
|
0.99
|
-
|
0.91
|
0.86
|
0.87
|
0.78
|
0.85
|
-0.07
|
-0.11
|
0.39
|
|
VTV
|
0.89
|
0.72
|
0.92
|
0.91
|
-
|
0.91
|
0.90
|
0.82
|
0.92
|
-0.02
|
-0.05
|
0.45
|
|
VEA
|
0.96
|
0.86
|
0.88
|
0.86
|
0.91
|
-
|
0.96
|
0.84
|
0.91
|
0.23
|
0.17
|
0.58
|
|
EFV
|
0.93
|
0.81
|
0.85
|
0.87
|
0.90
|
0.96
|
-
|
0.75
|
0.81
|
0.06
|
0.03
|
0.41
|
|
VNQ
|
0.83
|
0.68
|
0.81
|
0.78
|
0.82
|
0.84
|
0.75
|
-
|
0.87
|
0.22
|
0.10
|
0.66
|
|
VV
|
0.87
|
0.73
|
0.89
|
0.85
|
0.92
|
0.91
|
0.81
|
0.87
|
-
|
0.16
|
0.10
|
0.61
|
|
IEI
|
0.12
|
0.23
|
-0.03
|
-0.07
|
-0.02
|
0.23
|
0.06
|
0.22
|
0.16
|
-
|
0.93
|
0.73
|
|
SHY
|
0.07
|
0.20
|
-0.08
|
-0.11
|
-0.05
|
0.17
|
0.03
|
0.10
|
0.10
|
0.93
|
-
|
0.62
|
|
TIP
|
0.52
|
0.47
|
0.45
|
0.39
|
0.45
|
0.58
|
0.41
|
0.66
|
0.61
|
0.73
|
0.62
|
-
|
| Asset |
DLS
|
EEM
|
IJR
|
IJS
|
VTV
|
VEA
|
EFV
|
VNQ
|
VV
|
IEI
|
SHY
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
DLS
|
-
|
0.82
|
0.78
|
0.78
|
0.84
|
0.95
|
0.92
|
0.67
|
0.83
|
0.03
|
0.01
|
0.43
|
|
EEM
|
0.82
|
-
|
0.63
|
0.64
|
0.68
|
0.83
|
0.79
|
0.54
|
0.70
|
0.14
|
0.15
|
0.42
|
|
IJR
|
0.78
|
0.63
|
-
|
0.99
|
0.88
|
0.79
|
0.76
|
0.70
|
0.86
|
-0.09
|
-0.11
|
0.33
|
|
IJS
|
0.78
|
0.64
|
0.99
|
-
|
0.88
|
0.78
|
0.77
|
0.68
|
0.83
|
-0.13
|
-0.14
|
0.29
|
|
VTV
|
0.84
|
0.68
|
0.88
|
0.88
|
-
|
0.87
|
0.86
|
0.70
|
0.93
|
-0.11
|
-0.11
|
0.33
|
|
VEA
|
0.95
|
0.83
|
0.79
|
0.78
|
0.87
|
-
|
0.96
|
0.69
|
0.88
|
0.11
|
0.10
|
0.48
|
|
EFV
|
0.92
|
0.79
|
0.76
|
0.77
|
0.86
|
0.96
|
-
|
0.59
|
0.80
|
-0.04
|
-0.03
|
0.33
|
|
VNQ
|
0.67
|
0.54
|
0.70
|
0.68
|
0.70
|
0.69
|
0.59
|
-
|
0.74
|
0.28
|
0.16
|
0.63
|
|
VV
|
0.83
|
0.70
|
0.86
|
0.83
|
0.93
|
0.88
|
0.80
|
0.74
|
-
|
0.05
|
0.03
|
0.48
|
|
IEI
|
0.03
|
0.14
|
-0.09
|
-0.13
|
-0.11
|
0.11
|
-0.04
|
0.28
|
0.05
|
-
|
0.92
|
0.74
|
|
SHY
|
0.01
|
0.15
|
-0.11
|
-0.14
|
-0.11
|
0.10
|
-0.03
|
0.16
|
0.03
|
0.92
|
-
|
0.62
|
|
TIP
|
0.43
|
0.42
|
0.33
|
0.29
|
0.33
|
0.48
|
0.33
|
0.63
|
0.48
|
0.74
|
0.62
|
-
|
| Asset |
DLS
|
EEM
|
IJR
|
IJS
|
VTV
|
VEA
|
EFV
|
VNQ
|
VV
|
IEI
|
SHY
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
DLS
|
-
|
0.76
|
0.71
|
0.72
|
0.73
|
0.89
|
0.91
|
0.61
|
0.72
|
-0.10
|
-0.12
|
0.25
|
|
EEM
|
0.76
|
-
|
0.70
|
0.67
|
0.71
|
0.81
|
0.78
|
0.52
|
0.73
|
-0.10
|
-0.09
|
0.19
|
|
IJR
|
0.71
|
0.70
|
-
|
0.96
|
0.80
|
0.76
|
0.73
|
0.65
|
0.82
|
-0.19
|
-0.19
|
0.12
|
|
IJS
|
0.72
|
0.67
|
0.96
|
-
|
0.85
|
0.75
|
0.75
|
0.69
|
0.82
|
-0.19
|
-0.17
|
0.13
|
|
VTV
|
0.73
|
0.71
|
0.80
|
0.85
|
-
|
0.82
|
0.82
|
0.64
|
0.95
|
-0.14
|
-0.15
|
0.16
|
|
VEA
|
0.89
|
0.81
|
0.76
|
0.75
|
0.82
|
-
|
0.96
|
0.61
|
0.84
|
-0.12
|
-0.13
|
0.21
|
|
EFV
|
0.91
|
0.78
|
0.73
|
0.75
|
0.82
|
0.96
|
-
|
0.61
|
0.78
|
-0.14
|
-0.14
|
0.17
|
|
VNQ
|
0.61
|
0.52
|
0.65
|
0.69
|
0.64
|
0.61
|
0.61
|
-
|
0.62
|
0.03
|
-0.02
|
0.33
|
|
VV
|
0.72
|
0.73
|
0.82
|
0.82
|
0.95
|
0.84
|
0.78
|
0.62
|
-
|
-0.10
|
-0.12
|
0.21
|
|
IEI
|
-0.10
|
-0.10
|
-0.19
|
-0.19
|
-0.14
|
-0.12
|
-0.14
|
0.03
|
-0.10
|
-
|
0.90
|
0.76
|
|
SHY
|
-0.12
|
-0.09
|
-0.19
|
-0.17
|
-0.15
|
-0.13
|
-0.14
|
-0.02
|
-0.12
|
0.90
|
-
|
0.62
|
|
TIP
|
0.25
|
0.19
|
0.12
|
0.13
|
0.16
|
0.21
|
0.17
|
0.33
|
0.21
|
0.76
|
0.62
|
-
|
| Asset |
DLS
|
EEM
|
IJR
|
IJS
|
VTV
|
VEA
|
EFV
|
VNQ
|
VV
|
IEI
|
SHY
|
TIP
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
DLS
|
-
|
0.70
|
0.74
|
0.75
|
0.77
|
0.79
|
0.92
|
0.60
|
0.77
|
0.00
|
-0.02
|
0.27
|
|
EEM
|
0.70
|
-
|
0.66
|
0.64
|
0.68
|
0.67
|
0.71
|
0.49
|
0.69
|
0.02
|
0.02
|
0.21
|
|
IJR
|
0.74
|
0.66
|
-
|
0.96
|
0.82
|
0.65
|
0.74
|
0.65
|
0.84
|
-0.11
|
-0.12
|
0.13
|
|
IJS
|
0.75
|
0.64
|
0.96
|
-
|
0.86
|
0.65
|
0.77
|
0.70
|
0.83
|
-0.10
|
-0.10
|
0.14
|
|
VTV
|
0.77
|
0.68
|
0.82
|
0.86
|
-
|
0.72
|
0.83
|
0.64
|
0.95
|
-0.02
|
-0.03
|
0.21
|
|
VEA
|
0.79
|
0.67
|
0.65
|
0.65
|
0.72
|
-
|
0.85
|
0.53
|
0.72
|
0.00
|
0.00
|
0.22
|
|
EFV
|
0.92
|
0.71
|
0.74
|
0.77
|
0.83
|
0.85
|
-
|
0.60
|
0.81
|
-0.02
|
-0.02
|
0.21
|
|
VNQ
|
0.60
|
0.49
|
0.65
|
0.70
|
0.64
|
0.53
|
0.60
|
-
|
0.61
|
0.07
|
0.02
|
0.30
|
|
VV
|
0.77
|
0.69
|
0.84
|
0.83
|
0.95
|
0.72
|
0.81
|
0.61
|
-
|
0.01
|
-0.02
|
0.24
|
|
IEI
|
0.00
|
0.02
|
-0.11
|
-0.10
|
-0.02
|
0.00
|
-0.02
|
0.07
|
0.01
|
-
|
0.91
|
0.83
|
|
SHY
|
-0.02
|
0.02
|
-0.12
|
-0.10
|
-0.03
|
0.00
|
-0.02
|
0.02
|
-0.02
|
0.91
|
-
|
0.71
|
|
TIP
|
0.27
|
0.21
|
0.13
|
0.14
|
0.21
|
0.22
|
0.21
|
0.30
|
0.24
|
0.83
|
0.71
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
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.
FUNDADVICE ULTIMATE BUY&HOLD PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -34.23% | Nov 2007 | Feb 2009 | 16 | Oct 2010 | 20 | 36 | 14.90 |
| -18.44% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 9.93 |
| -15.07% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 6.88 |
| -11.43% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 4.95 |
| -10.85% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 | 4.53 |
| -8.84% | Jun 2002 | Sep 2002 | 4 | May 2003 | 8 | 12 | 6.00 |
| -8.59% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 3.42 |
| -7.07% | Feb 2001 | Sep 2001 | 8 | Mar 2002 | 6 | 14 | 3.06 |
| -6.96% | May 2015 | Feb 2016 | 10 | Jul 2016 | 5 | 15 | 3.64 |
| -6.89% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 | 4.69 |
| -5.29% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 | 2.36 |
| -4.14% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 2.36 |
| -3.64% | Sep 2000 | Nov 2000 | 3 | Dec 2000 | 1 | 4 | 2.00 |
| -3.32% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 | 1.68 |
| -3.25% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 1.88 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -35.24% | Nov 2007 | Feb 2009 | 16 | Feb 2011 | 24 | 40 | 16.00 |
| -24.63% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 14.97 |
| -15.44% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 7.21 |
| -12.20% | May 2011 | Sep 2011 | 5 | Nov 2012 | 14 | 19 | 4.70 |
| -11.50% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 | 5.00 |
| -10.18% | Jun 2002 | Mar 2003 | 10 | May 2003 | 2 | 12 | 6.89 |
| -9.81% | Feb 2018 | Dec 2018 | 11 | Nov 2019 | 11 | 22 | 4.36 |
| -8.91% | Feb 1994 | Nov 1994 | 10 | Jul 1995 | 8 | 18 | 6.03 |
| -8.74% | Feb 2001 | Sep 2001 | 8 | Apr 2002 | 7 | 15 | 3.92 |
| -7.16% | May 2015 | Feb 2016 | 10 | Jul 2016 | 5 | 15 | 4.04 |
| -4.45% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 | 2.82 |
| -4.36% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 | 2.27 |
| -3.60% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 1.93 |
| -3.52% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 | 1.84 |
| -3.40% | Aug 1997 | Nov 1997 | 4 | Feb 1998 | 3 | 7 | 2.24 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -34.23% | Nov 2007 | Feb 2009 | 16 | Oct 2010 | 20 | 36 | 14.90 |
| -18.44% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 9.93 |
| -16.12% | Sep 1987 | Nov 1987 | 3 | Oct 1988 | 11 | 14 | 7.39 |
| -15.07% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 6.88 |
| -11.54% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 | 5.74 |
| -11.43% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 4.95 |
| -10.85% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 | 4.53 |
| -8.84% | Jun 2002 | Sep 2002 | 4 | May 2003 | 8 | 12 | 6.00 |
| -8.59% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 3.42 |
| -7.07% | Feb 2001 | Sep 2001 | 8 | Mar 2002 | 6 | 14 | 3.06 |
| -6.96% | May 2015 | Feb 2016 | 10 | Jul 2016 | 5 | 15 | 3.64 |
| -6.89% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 | 4.69 |
| -5.29% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 | 2.36 |
| -4.14% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 2.36 |
| -3.78% | Sep 1986 | Sep 1986 | 1 | Nov 1986 | 2 | 3 | 1.97 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -35.24% | Nov 2007 | Feb 2009 | 16 | Feb 2011 | 24 | 40 | 16.00 |
| -24.63% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 14.97 |
| -16.85% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 7.94 |
| -15.94% | Jan 1990 | Sep 1990 | 9 | Aug 1991 | 11 | 20 | 7.70 |
| -15.44% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 7.21 |
| -12.20% | May 2011 | Sep 2011 | 5 | Nov 2012 | 14 | 19 | 4.70 |
| -11.50% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 | 5.00 |
| -10.18% | Jun 2002 | Mar 2003 | 10 | May 2003 | 2 | 12 | 6.89 |
| -9.81% | Feb 2018 | Dec 2018 | 11 | Nov 2019 | 11 | 22 | 4.36 |
| -8.91% | Feb 1994 | Nov 1994 | 10 | Jul 1995 | 8 | 18 | 6.03 |
| -8.74% | Feb 2001 | Sep 2001 | 8 | Apr 2002 | 7 | 15 | 3.92 |
| -7.16% | May 2015 | Feb 2016 | 10 | Jul 2016 | 5 | 15 | 4.04 |
| -4.45% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 | 2.82 |
| -4.36% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 | 2.27 |
| -4.22% | Sep 1986 | Sep 1986 | 1 | Nov 1986 | 2 | 3 | 2.27 |
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.
FUNDADVICE ULTIMATE BUY&HOLD PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -29.49 |
03/2008 02/2009 |
0.70$ | -1.48 | 0.98$ | 8.04 | 1.08$ | 15.86 | 1.15$ | 39.16 |
03/2009 02/2010 |
1.39$ | 2.96 | 19.48% |
| 2Y | -15.21 |
03/2007 02/2009 |
0.71$ | 1.07 | 1.02$ | 7.14 | 1.14$ | 13.41 | 1.28$ | 27.26 |
03/2009 02/2011 |
1.61$ | -2.50 | 10.98% |
| 3Y | -6.63 |
03/2006 02/2009 |
0.81$ | 3.00 | 1.09$ | 7.08 | 1.22$ | 11.99 | 1.40$ | 21.10 |
04/2003 03/2006 |
1.77$ | 2.02 | 3.69% |
| 5Y | 0.71 |
03/2004 02/2009 |
1.03$ | 3.80 | 1.20$ | 6.72 | 1.38$ | 10.27 | 1.63$ | 16.61 |
11/2002 10/2007 |
2.15$ | 3.88 | 0.00% |
| 7Y | 3.38 |
04/2013 03/2020 |
1.26$ | 5.39 | 1.44$ | 6.80 | 1.58$ | 9.62 | 1.90$ | 11.75 |
11/2000 10/2007 |
2.17$ | 4.46 | 0.00% |
| 10Y | 3.57 |
11/2013 10/2023 |
1.42$ | 5.33 | 1.68$ | 7.50 | 2.06$ | 9.39 | 2.45$ | 10.48 |
05/1997 04/2007 |
2.70$ | 4.10 | 0.00% |
| 15Y | 3.89 |
10/2007 09/2022 |
1.77$ | 5.69 | 2.29$ | 7.54 | 2.97$ | 8.23 | 3.27$ | 8.93 |
02/2003 01/2018 |
3.60$ | 6.73 | 0.00% |
| 20Y | 5.95 |
11/2003 10/2023 |
3.17$ | 6.90 | 3.79$ | 7.40 | 4.16$ | 8.02 | 4.67$ | 8.50 |
07/1994 06/2014 |
5.11$ | 6.18 | 0.00% |
| 30Y | 6.82 |
12/1993 11/2023 |
7.23$ | 6.82 | 7.23$ | 6.82 | 7.23$ | 6.82 | 7.23$ | 6.82 |
12/1993 11/2023 |
7.23$ | 6.82 | 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 | -29.66 |
03/2008 02/2009 |
0.70$ | -3.52 | 0.96$ | 5.32 | 1.05$ | 13.40 | 1.13$ | 36.47 |
04/2003 03/2004 |
1.36$ | -0.38 | 27.22% |
| 2Y | -16.96 |
03/2007 02/2009 |
0.68$ | -0.56 | 0.98$ | 4.85 | 1.09$ | 10.42 | 1.21$ | 24.61 |
03/2009 02/2011 |
1.55$ | -7.33 | 16.91% |
| 3Y | -8.66 |
03/2006 02/2009 |
0.76$ | -0.05 | 0.99$ | 4.83 | 1.15$ | 9.19 | 1.30$ | 17.86 |
04/2003 03/2006 |
1.63$ | -3.51 | 15.38% |
| 5Y | -2.27 |
10/2017 09/2022 |
0.89$ | 1.44 | 1.07$ | 4.84 | 1.26$ | 7.59 | 1.44$ | 13.35 |
11/2002 10/2007 |
1.87$ | -0.18 | 7.31% |
| 7Y | 0.22 |
11/2016 10/2023 |
1.01$ | 3.20 | 1.24$ | 4.92 | 1.39$ | 6.84 | 1.58$ | 8.87 |
11/2000 10/2007 |
1.81$ | 0.90 | 0.00% |
| 10Y | 0.75 |
11/2013 10/2023 |
1.07$ | 3.38 | 1.39$ | 5.17 | 1.65$ | 6.71 | 1.91$ | 7.72 |
03/2009 02/2019 |
2.10$ | 1.25 | 0.00% |
| 15Y | 1.47 |
10/2007 09/2022 |
1.24$ | 3.61 | 1.70$ | 5.09 | 2.10$ | 5.72 | 2.30$ | 6.70 |
02/2003 01/2018 |
2.64$ | 4.13 | 0.00% |
| 20Y | 3.29 |
11/2003 10/2023 |
1.90$ | 4.50 | 2.41$ | 5.12 | 2.71$ | 5.56 | 2.95$ | 6.08 |
03/1995 02/2015 |
3.25$ | 3.50 | 0.00% |
| 30Y | 4.19 |
12/1993 11/2023 |
3.42$ | 4.19 | 3.42$ | 4.19 | 3.42$ | 4.19 | 3.42$ | 4.19 |
12/1993 11/2023 |
3.42$ | 4.19 | 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 | -29.49 |
03/2008 02/2009 |
0.70$ | -0.58 | 0.99$ | 9.22 | 1.09$ | 18.61 | 1.18$ | 39.73 |
04/1985 03/1986 |
1.39$ | 2.96 | 16.23% |
| 2Y | -15.21 |
03/2007 02/2009 |
0.71$ | 2.30 | 1.04$ | 8.78 | 1.18$ | 14.65 | 1.31$ | 31.68 |
03/1985 02/1987 |
1.73$ | -2.50 | 8.33% |
| 3Y | -6.63 |
03/2006 02/2009 |
0.81$ | 3.98 | 1.12$ | 8.28 | 1.26$ | 13.37 | 1.45$ | 21.21 |
03/1985 02/1988 |
1.78$ | 2.02 | 2.78% |
| 5Y | 0.71 |
03/2004 02/2009 |
1.03$ | 4.38 | 1.23$ | 8.21 | 1.48$ | 12.29 | 1.78$ | 20.13 |
01/1985 12/1989 |
2.50$ | 3.88 | 0.00% |
| 7Y | 3.38 |
04/2013 03/2020 |
1.26$ | 5.60 | 1.46$ | 8.09 | 1.72$ | 11.09 | 2.08$ | 16.76 |
01/1985 12/1991 |
2.95$ | 4.46 | 0.00% |
| 10Y | 3.57 |
11/2013 10/2023 |
1.42$ | 5.76 | 1.75$ | 8.32 | 2.22$ | 10.29 | 2.66$ | 14.24 |
01/1985 12/1994 |
3.78$ | 4.10 | 0.00% |
| 15Y | 3.89 |
10/2007 09/2022 |
1.77$ | 6.16 | 2.45$ | 8.06 | 3.20$ | 10.13 | 4.25$ | 13.03 |
01/1985 12/1999 |
6.27$ | 6.73 | 0.00% |
| 20Y | 5.95 |
11/2003 10/2023 |
3.17$ | 7.15 | 3.98$ | 8.12 | 4.76$ | 10.22 | 6.99$ | 12.13 |
01/1985 12/2004 |
9.87$ | 6.18 | 0.00% |
| 30Y | 6.53 |
11/1993 10/2023 |
6.66$ | 7.38 | 8.47$ | 8.27 | 10.85$ | 8.96 | 13.12$ | 10.29 |
01/1985 12/2014 |
18.86$ | 6.82 | 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 | -29.66 |
03/2008 02/2009 |
0.70$ | -2.87 | 0.97$ | 6.31 | 1.06$ | 15.01 | 1.15$ | 37.56 |
09/1985 08/1986 |
1.37$ | -0.38 | 24.78% |
| 2Y | -16.96 |
03/2007 02/2009 |
0.68$ | 0.53 | 1.01$ | 5.69 | 1.11$ | 11.26 | 1.23$ | 28.33 |
03/1985 02/1987 |
1.64$ | -7.33 | 13.06% |
| 3Y | -8.66 |
03/2006 02/2009 |
0.76$ | 1.16 | 1.03$ | 5.52 | 1.17$ | 9.95 | 1.32$ | 17.86 |
04/2003 03/2006 |
1.63$ | -3.51 | 11.81% |
| 5Y | -2.27 |
10/2017 09/2022 |
0.89$ | 2.25 | 1.11$ | 5.70 | 1.31$ | 8.77 | 1.52$ | 15.88 |
01/1985 12/1989 |
2.08$ | -0.18 | 5.39% |
| 7Y | 0.22 |
11/2016 10/2023 |
1.01$ | 3.37 | 1.26$ | 5.69 | 1.47$ | 7.83 | 1.69$ | 12.35 |
01/1985 12/1991 |
2.25$ | 0.90 | 0.00% |
| 10Y | 0.75 |
11/2013 10/2023 |
1.07$ | 3.79 | 1.45$ | 5.73 | 1.74$ | 7.25 | 2.01$ | 10.29 |
01/1985 12/1994 |
2.66$ | 1.25 | 0.00% |
| 15Y | 1.47 |
10/2007 09/2022 |
1.24$ | 4.13 | 1.83$ | 5.56 | 2.25$ | 7.16 | 2.82$ | 9.55 |
01/1985 12/1999 |
3.92$ | 4.13 | 0.00% |
| 20Y | 3.29 |
11/2003 10/2023 |
1.90$ | 4.77 | 2.53$ | 5.52 | 2.92$ | 6.92 | 3.81$ | 8.86 |
01/1985 12/2004 |
5.46$ | 3.50 | 0.00% |
| 30Y | 3.91 |
11/1993 10/2023 |
3.15$ | 4.76 | 4.03$ | 5.70 | 5.28$ | 6.23 | 6.13$ | 7.38 |
01/1985 12/2014 |
8.45$ | 4.19 | 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 FundAdvice Ultimate Buy&Hold Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in FundAdvice Ultimate Buy&Hold Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.56
60% |
-0.90
40% |
-1.38
60% |
1.11
80% |
-0.21
60% |
0.59
60% |
1.77
80% |
-0.57
40% |
-2.46
20% |
0.90
60% |
3.57
80% |
0.52
60% |
| Best |
5.7 2023 |
2.4 2021 |
2.2 2021 |
5.2 2020 |
2.3 2020 |
3.6 2019 |
4.1 2022 |
2.6 2020 |
1.9 2019 |
3.8 2022 |
7.4 2020 |
3.4 2020 |
| Worst |
-2.7 2022 |
-4.4 2020 |
-9.9 2020 |
-4.3 2022 |
-3.3 2019 |
-5.2 2022 |
-0.4 2019 |
-3.5 2022 |
-7.2 2022 |
-2.4 2023 |
-2.3 2021 |
-4.2 2018 |
Monthly Seasonality over the period Feb 1985 - 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 |
0.73
60% |
-0.08
50% |
-0.05
70% |
0.89
90% |
0.19
70% |
0.35
60% |
1.39
80% |
-0.45
50% |
-1.51
30% |
0.45
60% |
2.12
80% |
0.41
60% |
| Best |
5.7 2023 |
3.0 2014 |
5.2 2016 |
5.2 2020 |
2.3 2020 |
3.6 2019 |
4.1 2022 |
2.6 2020 |
1.9 2019 |
3.8 2022 |
7.4 2020 |
3.4 2020 |
| Worst |
-2.7 2022 |
-4.4 2020 |
-9.9 2020 |
-4.3 2022 |
-3.3 2019 |
-5.2 2022 |
-1.3 2014 |
-3.8 2015 |
-7.2 2022 |
-4.8 2018 |
-2.3 2021 |
-4.2 2018 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.09
64% |
0.58
62% |
0.78
74% |
1.26
82% |
0.79
67% |
0.43
59% |
1.03
64% |
0.09
62% |
-0.27
54% |
0.38
64% |
1.09
67% |
1.76
79% |
| Best |
7.8 1987 |
6.2 1986 |
5.9 2009 |
8.0 2009 |
5.6 1985 |
4.3 1988 |
6.0 2009 |
5.4 1986 |
5.7 2010 |
6.3 2011 |
7.4 2020 |
8.9 1991 |
| Worst |
-7.7 2009 |
-7.1 2009 |
-9.9 2020 |
-4.3 2022 |
-5.4 2010 |
-5.3 2008 |
-4.6 2002 |
-7.9 1998 |
-7.2 2022 |
-12.6 1987 |
-3.6 2008 |
-4.2 2018 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the FundAdvice Ultimate Buy&Hold Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
FUNDADVICE ULTIMATE BUY&HOLD PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
231 Positive Months (64%) - 129 Negative Months (36%)
310 Positive Months (66%) - 157 Negative Months (34%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can see details about extended Data Sources here.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can see details about extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- DLS - WisdomTree International SmallCp Div, up to December 2006
- EEM - iShares MSCI Emerging Markets, up to December 2003
- IJR - iShares Core S&P Small-Cap, up to December 2000
- IJS - iShares S&P Small-Cap 600 Value, up to December 2000
- VTV - Vanguard Value, up to December 2004
- VEA - Vanguard FTSE Developed Markets, up to December 2007
- EFV - iShares MSCI EAFE Value, up to December 2005
- VNQ - Vanguard Real Estate, up to December 2004
- VV - Vanguard Large-Cap, up to December 2004
- IEI - iShares 3-7 Year Treasury Bond, up to December 2007
- SHY - iShares 1-3 Year Treasury Bond, up to December 2002
- TIP - iShares TIPS Bond, 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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Weird Portfolio | +8.02 | 10.75 | -32.97 | 60 | 20 | 20 | ||
| Stocks/Bonds 60/40 | +7.99 | 9.61 | -30.55 | 60 | 40 | 0 | ||
| Couch Potato | +7.83 | 8.76 | -27.04 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.75 | 6.99 | -21.11 | 40 | 60 | 0 | ||
| Golden Butterfly | +7.46 | 7.68 | -17.79 | 40 | 40 | 20 | ||
| Coffeehouse | +7.41 | 9.68 | -33.93 | 60 | 40 | 0 | ||
| Marc Faber Portfolio | +7.22 | 9.65 | -28.82 | 50 | 25 | 25 | ||
| Dimensional 2030 Retirement Income | +7.22 | 9.25 | -31.78 | 55.9 | 44.1 | 0 | ||
| Sheltered Sam 60/40 | +7.22 | 9.24 | -34.12 | 58.2 | 40 | 1.8 | ||
| Edge Select Moderate | +7.20 | 8.97 | -29.58 | 53 | 47 | 0 | ||
| All Weather Portfolio | +7.19 | 7.39 | -20.58 | 30 | 55 | 15 | ||
| Robo Advisor 50 | +7.16 | 9.32 | -30.72 | 49.9 | 50.1 | 0 | ||
| LifeStrategy Moderate Growth | +7.01 | 9.53 | -33.52 | 60 | 40 | 0 | ||
| Simple Money Portfolio | +6.99 | 9.10 | -32.39 | 60 | 40 | 0 | ||
| Sandwich Portfolio | +6.97 | 8.32 | -28.96 | 55 | 45 | 0 | ||
| Coward's Portfolio | +6.93 | 9.11 | -32.68 | 60 | 40 | 0 | ||
| One-Decision Portfolio | +6.85 | 8.38 | -31.96 | 50 | 50 | 0 | ||
| Dynamic 40/60 Income | +6.84 | 8.11 | -29.84 | 40 | 60 | 0 | ||
| Global Market Portfolio | +6.84 | 8.29 | -25.90 | 45 | 55 | 0 | ||
| Stocks/Bonds 40/60 | +6.83 | 6.98 | -19.17 | 40 | 60 | 0 | ||
| Big Rocks Portfolio | +6.83 | 9.15 | -33.80 | 60 | 40 | 0 | ||
| Ultimate Buy&Hold | +6.82 | 9.29 | -34.23 | 60 | 40 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Simple Path to Wealth | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Late Sixties and Beyond | +8.13 | 11.69 | -41.80 | 71 | 29 | 0 | ||
| Talmud Portfolio | +8.01 | 10.81 | -40.17 | 66.7 | 33.3 | 0 | ||
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