Gretchen Tai Portfolio: ETF allocation and returns

Data Source: from January 1986 to May 2023 (~37 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.13%
1 Day
Jun 02 2023
2.11%
Current Month
June 2023

The Gretchen Tai Portfolio is a High Risk portfolio and can be implemented with 9 ETFs.

It's exposed for 70% on the Stock Market.

In the last 30 Years, the Gretchen Tai Portfolio obtained a 7.16% compound annual return, with a 11.59% standard deviation.

Asset Allocation and ETFs

The Gretchen Tai Portfolio has the following asset allocation:

70% Stocks
30% Fixed Income
0% Commodities

The Gretchen Tai Portfolio can be implemented with the following ETFs:

Weight (%) Ticker ETF Name Investment Themes
26.00
VTI
Vanguard Total Stock Market Equity, U.S., Large Cap
26.00
VEA
Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
10.00
EEM
iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
5.00
REET
iShares Global REIT ETF Real Estate, Developed Markets
3.00
IJR
iShares Core S&P Small-Cap Equity, U.S., Small Cap
10.00
BND
Vanguard Total Bond Market Bond, U.S., All-Term
8.00
TIP
iShares TIPS Bond Bond, U.S., All-Term
8.00
HYG
iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term
4.00
TLT
iShares 20+ Year Treasury Bond Bond, U.S., Long-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 May 31, 2023

The Gretchen Tai Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
GRETCHEN TAI 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
(~37Y)
Gretchen Tai Portfolio 1.13 2.11 -1.83 1.44 -2.06 4.06 5.62 7.16 8.65
US Inflation Adjusted return -1.83 -0.45 -5.63 0.24 2.87 4.54 5.73
Components
VTI
Vanguard Total Stock Market 1.65 Jun 02 2023 2.67 0.43 2.44 2.13 9.99 11.40 9.70 9.04
VEA
Vanguard FTSE Developed Markets 1.48 Jun 02 2023 3.05 -3.73 4.40 1.18 3.21 4.92 4.86 8.10
EEM
iShares MSCI Emerging Markets 1.72 Jun 02 2023 3.53 -2.40 -1.90 -8.29 -1.39 1.39 5.57 7.36
REET
iShares Global REIT ETF 2.28 Jun 02 2023 2.23 -3.91 -4.50 -13.26 1.36 3.34 6.60 8.02
IJR
iShares Core S&P Small-Cap 4.12 Jun 02 2023 5.01 -1.67 -8.53 -7.27 3.75 8.89 9.76 11.34
BND
Vanguard Total Bond Market -0.56 Jun 02 2023 -0.29 -1.16 1.58 -2.40 0.80 1.34 4.28 4.50
TIP
iShares TIPS Bond -0.49 Jun 02 2023 -0.33 -1.71 0.52 -5.71 2.20 1.42 5.21 6.80
HYG
iShares iBoxx $ High Yield Corporate Bond 0.51 Jun 02 2023 1.12 -1.23 0.38 -1.98 2.06 2.93 5.40 7.36
TLT
iShares 20+ Year Treasury Bond -1.10 Jun 02 2023 -0.71 -3.01 1.50 -9.43 -1.20 1.31 5.54 4.84
Returns over 1 year are annualized | Available data source: since Jan 1986
(*) 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 Gretchen Tai Portfolio granted a 2.43% dividend yield. If you are interested in getting periodic income, please refer to the Gretchen Tai Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of Gretchen Tai Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
GRETCHEN TAI PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1986 - 31 May 2023 (~37 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~37Y)
Portfolio Return (%) -1.83 1.39 1.44 -2.06 5.49 4.06 5.62 7.37 7.16 8.65
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 2.77
Infl. Adjusted Return (%) -1.83 0.54 -0.45 -5.63 -0.26 0.24 2.87 4.70 4.54 5.73
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 17.80 13.69 13.78 11.12 12.02 11.59 11.84
Sharpe Ratio -0.29 0.33 0.20 0.44 0.52 0.43 0.39
Sortino Ratio -0.42 0.45 0.26 0.58 0.67 0.56 0.52
MAXIMUM DRAWDOWN
Drawdown Depth (%) -13.61 -23.59 -23.59 -23.59 -41.80 -41.80 -41.80
Start (yyyy mm) 2022 06 2022 01 2022 01 2022 01 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 9 9 9 16 16 16
Start to Recovery (# months) in progress
> 12
> 17
> 17
> 17
40
40
40
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 47.83 21.76 17.78 13.86 11.27 9.28
Worst Return (%) -35.66 -9.14 -0.83 2.79 5.28 7.16
% Positive Periods 79% 91% 99% 100% 100% 100%
MONTHS
Positive 0 2 3 6 22 36 77 156 229 290
Negative 1 1 3 6 14 24 43 84 131 159
% Positive 0% 67% 50% 50% 61% 60% 64% 65% 64% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 37.96 21.64 12.75 9.23 6.99 8.92
Perpetual WR (%) 0.00 0.24 2.79 4.49 4.34 5.42
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).

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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
VTI
VEA
EEM
REET
IJR
BND
TIP
HYG
TLT
VTI
-
0.89
0.64
0.92
0.92
0.74
0.90
0.94
0.58
VEA
0.89
-
0.85
0.94
0.79
0.86
0.86
0.89
0.74
EEM
0.64
0.85
-
0.75
0.50
0.87
0.67
0.61
0.88
REET
0.92
0.94
0.75
-
0.88
0.83
0.88
0.90
0.71
IJR
0.92
0.79
0.50
0.88
-
0.53
0.73
0.83
0.38
BND
0.74
0.86
0.87
0.83
0.53
-
0.87
0.78
0.96
TIP
0.90
0.86
0.67
0.88
0.73
0.87
-
0.89
0.73
HYG
0.94
0.89
0.61
0.90
0.83
0.78
0.89
-
0.59
TLT
0.58
0.74
0.88
0.71
0.38
0.96
0.73
0.59
-
Asset
VTI
VEA
EEM
REET
IJR
BND
TIP
HYG
TLT
VTI
-
0.91
0.73
0.85
0.91
0.44
0.59
0.85
0.06
VEA
0.91
-
0.85
0.85
0.87
0.49
0.56
0.84
0.08
EEM
0.73
0.85
-
0.68
0.73
0.49
0.44
0.72
0.12
REET
0.85
0.85
0.68
-
0.82
0.48
0.61
0.80
0.16
IJR
0.91
0.87
0.73
0.82
-
0.28
0.44
0.81
-0.13
BND
0.44
0.49
0.49
0.48
0.28
-
0.84
0.61
0.84
TIP
0.59
0.56
0.44
0.61
0.44
0.84
-
0.68
0.66
HYG
0.85
0.84
0.72
0.80
0.81
0.61
0.68
-
0.18
TLT
0.06
0.08
0.12
0.16
-0.13
0.84
0.66
0.18
-
Asset
VTI
VEA
EEM
REET
IJR
BND
TIP
HYG
TLT
VTI
-
0.88
0.69
0.78
0.89
0.34
0.46
0.82
-0.02
VEA
0.88
-
0.83
0.76
0.78
0.39
0.47
0.80
0.01
EEM
0.69
0.83
-
0.61
0.62
0.40
0.43
0.67
0.07
REET
0.78
0.76
0.61
-
0.73
0.52
0.61
0.73
0.26
IJR
0.89
0.78
0.62
0.73
-
0.18
0.31
0.75
-0.17
BND
0.34
0.39
0.40
0.52
0.18
-
0.83
0.54
0.85
TIP
0.46
0.47
0.43
0.61
0.31
0.83
-
0.61
0.67
HYG
0.82
0.80
0.67
0.73
0.75
0.54
0.61
-
0.15
TLT
-0.02
0.01
0.07
0.26
-0.17
0.85
0.67
0.15
-
Asset
VTI
VEA
EEM
REET
IJR
BND
TIP
HYG
TLT
VTI
-
0.84
0.74
0.68
0.88
0.14
0.19
0.69
-0.15
VEA
0.84
-
0.80
0.72
0.75
0.15
0.20
0.68
-0.13
EEM
0.74
0.80
-
0.61
0.69
0.14
0.20
0.60
-0.11
REET
0.68
0.72
0.61
-
0.67
0.28
0.33
0.67
0.02
IJR
0.88
0.75
0.69
0.67
-
0.05
0.11
0.66
-0.22
BND
0.14
0.15
0.14
0.28
0.05
-
0.83
0.38
0.84
TIP
0.19
0.20
0.20
0.33
0.11
0.83
-
0.39
0.67
HYG
0.69
0.68
0.60
0.67
0.66
0.38
0.39
-
0.04
TLT
-0.15
-0.13
-0.11
0.02
-0.22
0.84
0.67
0.04
-
Asset
VTI
VEA
EEM
REET
IJR
BND
TIP
HYG
TLT
VTI
-
0.72
0.70
0.64
0.89
0.17
0.21
0.66
-0.06
VEA
0.72
-
0.66
0.77
0.64
0.16
0.19
0.60
-0.05
EEM
0.70
0.66
-
0.56
0.65
0.18
0.21
0.54
-0.02
REET
0.64
0.77
0.56
-
0.63
0.27
0.30
0.63
0.06
IJR
0.89
0.64
0.65
0.63
-
0.07
0.11
0.65
-0.14
BND
0.17
0.16
0.18
0.27
0.07
-
0.87
0.38
0.84
TIP
0.21
0.19
0.21
0.30
0.11
0.87
-
0.38
0.72
HYG
0.66
0.60
0.54
0.63
0.65
0.38
0.38
-
0.09
TLT
-0.06
-0.05
-0.02
0.06
-0.14
0.84
0.72
0.09
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 7972.31$, with a total return of 697.23% (7.16% annualized).

The Inflation Adjusted Capital now would be 3789.54$, with a net total return of 278.95% (4.54% annualized).
An investment of 1000$, since January 1986, now would be worth 22301.46$, with a total return of 2130.15% (8.65% annualized).

The Inflation Adjusted Capital now would be 8035.09$, with a net total return of 703.51% (5.73% 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.

GRETCHEN TAI 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
-41.80% Nov 2007 Feb 2009 16 Feb 2011 24 40
-23.59% Jan 2022 Sep 2022 9 in progress 8 17
-22.92% Apr 2000 Sep 2002 30 Nov 2003 14 44
-16.24% Jan 2020 Mar 2020 3 Aug 2020 5 8
-14.25% May 2011 Sep 2011 5 Sep 2012 12 17
-12.86% May 1998 Aug 1998 4 Dec 1998 4 8
-10.37% Feb 2018 Dec 2018 11 Apr 2019 4 15
-10.09% May 2015 Feb 2016 10 Jul 2016 5 15
-7.04% Feb 1994 Mar 1994 2 May 1995 14 16
-4.43% Aug 1997 Aug 1997 1 Feb 1998 6 7
-4.17% May 2013 Jun 2013 2 Sep 2013 3 5
-4.15% Nov 1993 Nov 1993 1 Dec 1993 1 2
-4.14% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.77% May 2019 May 2019 1 Jun 2019 1 2
-3.37% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.36% Sep 2014 Sep 2014 1 Feb 2015 5 6
-3.34% May 2006 May 2006 1 Aug 2006 3 4
-3.30% Jan 2000 Jan 2000 1 Mar 2000 2 3
-3.29% Jul 1996 Jul 1996 1 Sep 1996 2 3
-3.19% Sep 2021 Sep 2021 1 Oct 2021 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-41.80% Nov 2007 Feb 2009 16 Feb 2011 24 40
-23.59% Jan 2022 Sep 2022 9 in progress 8 17
-22.92% Apr 2000 Sep 2002 30 Nov 2003 14 44
-17.50% Sep 1987 Nov 1987 3 Nov 1988 12 15
-16.24% Jan 2020 Mar 2020 3 Aug 2020 5 8
-16.12% Jan 1990 Sep 1990 9 Feb 1991 5 14
-14.25% May 2011 Sep 2011 5 Sep 2012 12 17
-12.86% May 1998 Aug 1998 4 Dec 1998 4 8
-10.37% Feb 2018 Dec 2018 11 Apr 2019 4 15
-10.09% May 2015 Feb 2016 10 Jul 2016 5 15
-7.04% Feb 1994 Mar 1994 2 May 1995 14 16
-4.54% Sep 1986 Oct 1986 2 Jan 1987 3 5
-4.43% Aug 1997 Aug 1997 1 Feb 1998 6 7
-4.36% Jan 1992 Mar 1992 3 May 1992 2 5
-4.17% May 2013 Jun 2013 2 Sep 2013 3 5
-4.15% Nov 1993 Nov 1993 1 Dec 1993 1 2
-4.14% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.13% Jun 1991 Jun 1991 1 Aug 1991 2 3
-3.77% May 2019 May 2019 1 Jun 2019 1 2
-3.41% Nov 1991 Nov 1991 1 Dec 1991 1 2

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.

GRETCHEN TAI PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1986 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 9.04 -2.06 47.83
Mar 2009 - Feb 2010 		-35.66
Mar 2008 - Feb 2009 		21.23%
2 Years
 8.68 -5.06 32.23
Mar 2009 - Feb 2011 		-18.83
Mar 2007 - Feb 2009 		12.68%
3 Years
 8.61 5.49 21.76
Mar 2009 - Feb 2012 		-9.14
Mar 2006 - Feb 2009 		8.94%
5 Years
 8.43 4.06 17.78
Nov 2002 - Oct 2007 		-0.83
Mar 2004 - Feb 2009 		0.51%
7 Years
 8.35 6.04 15.16
Oct 1990 - Sep 1997 		2.68
Mar 2002 - Feb 2009 		0.00%
10 Years
 8.24 5.62 13.86
Feb 1986 - Jan 1996 		2.79
Mar 1999 - Feb 2009 		0.00%
15 Years
 7.86 5.22 12.47
Feb 1986 - Jan 2001 		4.20
Oct 2007 - Sep 2022 		0.00%
20 Years
 8.03 7.37 11.27
Feb 1986 - Jan 2006 		5.28
Apr 2000 - Mar 2020 		0.00%
30 Years
 8.29 7.16 9.28
Jan 1986 - Dec 2015 		7.16
Jun 1993 - May 2023 		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 Gretchen Tai 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

GRETCHEN TAI PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 5.62% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in Gretchen Tai 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
1.78
40%
-1.41
40%
-1.19
80%
1.37
80%
-0.08
60%
0.20
60%
2.41
80%
0.13
60%
-2.46
20%
0.36
60%
3.48
80%
0.35
60%
 Capital Growth on monthly avg returns
100
101.78
100.34
99.15
100.51
100.43
100.62
103.05
103.19
100.65
101.02
104.54
104.90
Best 6.9
2023 		1.6
2019 		2.3
2023 		7.2
2020 		3.4
2020 		4.8
2019 		5.6
2022 		3.3
2020 		1.5
2019 		4.0
2022 		9.1
2020 		4.0
2020
Worst -3.9
2022 		-4.7
2020 		-11.4
2020 		-6.5
2022 		-3.8
2019 		-6.7
2022 		-0.3
2019 		-4.2
2022 		-8.5
2022 		-6.0
2018 		-2.1
2021 		-4.7
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
0.88
50%
-0.24
50%
0.07
70%
1.18
90%
0.35
70%
-0.04
60%
2.04
80%
-0.36
60%
-1.11
40%
1.10
70%
1.95
70%
0.30
60%
 Capital Growth on monthly avg returns
100
100.88
100.64
100.71
101.89
102.25
102.21
104.29
103.91
102.76
103.89
105.91
106.23
Best 6.9
2023 		3.7
2014 		6.0
2016 		7.2
2020 		3.4
2020 		4.8
2019 		5.6
2022 		3.3
2020 		4.7
2013 		5.1
2015 		9.1
2020 		4.0
2020
Worst -3.9
2022 		-4.7
2020 		-11.4
2020 		-6.5
2022 		-3.8
2019 		-6.7
2022 		-1.4
2014 		-5.1
2015 		-8.5
2022 		-6.0
2018 		-2.1
2021 		-4.7
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
0.89
61%
0.53
58%
0.75
66%
1.66
82%
0.57
63%
0.20
59%
1.31
62%
-0.08
62%
-0.39
51%
0.54
62%
1.10
68%
1.93
81%
 Capital Growth on monthly avg returns
100
100.89
101.43
102.19
103.89
104.48
104.69
106.06
105.98
105.57
106.14
107.30
109.37
Best 9.2
1987 		7.6
1986 		7.5
1986 		9.3
2009 		7.6
1990 		4.8
2019 		7.6
2009 		5.7
1986 		6.9
2010 		8.2
2011 		9.1
2020 		9.7
1991
Worst -8.5
2009 		-8.1
2009 		-11.4
2020 		-6.5
2022 		-6.6
2010 		-6.7
2022 		-6.1
2002 		-10.7
1998 		-8.5
2022 		-15.4
2008 		-4.2
2008 		-4.7
2018
Monthly Seasonality over the period Jan 1986 - May 2023

Monthly/Yearly Returns

Gretchen Tai Portfolio data source starts from January 1986: 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 1986 - May 2023
290 Positive Months (65%) - 159 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 1986 - 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
 +4.75 +2.48 6.9 -3.4 2.3 1.0 -1.8
2022
 -17.30 -22.31 -3.9 -2.0 0.1 -6.5 0.3 -6.7 5.6 -4.2 -8.5 4.0 7.4 -3.2
2021
 +12.15 +4.78 0.0 1.4 1.7 3.0 1.5 1.0 0.6 1.4 -3.2 3.4 -2.1 3.0
2020
 +12.24 +10.73 -0.9 -4.7 -11.4 7.2 3.4 2.4 4.2 3.3 -1.8 -1.6 9.1 4.0
2019
 +20.82 +18.12 6.7 1.6 1.3 2.1 -3.8 4.8 -0.3 -0.5 1.5 2.0 1.5 2.6
2018
 -7.59 -9.32 3.1 -3.8 -0.1 0.1 0.6 -0.5 2.0 0.6 -0.2 -6.0 1.5 -4.7
2017
 +18.32 +15.88 2.3 1.9 1.1 1.3 1.6 0.6 2.2 0.5 1.4 1.4 1.2 1.4
2016
 +7.93 +5.73 -3.5 -0.4 6.0 1.1 0.1 1.1 3.3 0.2 0.8 -2.1 -0.2 1.6
2015
 -2.21 -2.92 0.5 3.2 -0.7 1.6 -0.3 -2.2 0.6 -5.1 -2.3 5.1 -0.5 -1.8
2014
 +4.44 +3.66 -2.6 3.7 0.4 0.9 1.9 1.5 -1.4 2.2 -3.4 1.7 0.8 -1.2
2013
 +14.58 +12.88 2.5 0.1 1.7 2.7 -1.8 -2.5 3.6 -2.2 4.7 3.1 0.8 1.2
2012
 +14.85 +12.89 4.9 3.2 0.4 -0.5 -6.0 4.0 0.9 1.8 2.0 -0.2 1.4 2.4
2011
 -1.45 -4.28 0.8 2.5 0.1 3.6 -1.0 -1.2 -0.7 -4.9 -7.1 8.2 -1.0 0.1
2010
 +12.51 +10.85 -3.3 1.6 4.7 0.7 -6.6 -1.9 6.8 -2.1 6.9 2.9 -1.9 5.1
2009
 +26.58 +23.23 -8.5 -8.1 7.4 9.3 7.5 -0.3 7.6 2.5 4.6 -2.1 4.3 1.7
2008
 -27.67 -27.73 -4.4 -1.0 -0.2 3.8 0.9 -6.1 -1.5 -1.0 -8.3 -15.4 -4.2 7.4
2007
 +9.39 +5.10 1.3 -0.3 1.5 2.7 2.1 -0.8 -1.7 0.9 4.4 3.6 -3.1 -1.3
2006
 +17.39 +14.48 4.5 -0.3 1.7 1.9 -3.3 0.3 1.0 2.2 0.9 3.3 2.8 1.4
2005
 +10.26 +6.62 -1.5 2.7 -2.4 -0.7 2.0 1.5 3.0 0.9 2.0 -2.6 2.8 2.4
2004
 +15.60 +11.95 1.9 1.9 0.6 -4.1 1.1 1.8 -2.1 1.6 2.1 2.3 4.4 3.3
2003
 +29.40 +27.01 -1.9 -0.7 -0.4 6.4 5.0 1.9 1.3 2.4 1.5 4.6 1.6 4.7
2002
 -7.43 -9.58 -1.1 0.2 3.2 -0.3 0.2 -3.6 -6.1 1.2 -6.0 2.8 3.9 -1.5
2001
 -6.29 -7.72 3.0 -5.2 -4.6 5.0 -0.2 -1.4 -1.0 -1.7 -7.0 2.6 3.4 1.4
2000
 -4.67 -7.79 -3.3 2.6 2.7 -3.4 -2.3 3.9 -1.3 2.7 -2.9 -2.1 -4.1 3.1
1999
 +22.01 +18.82 1.1 -2.3 3.5 5.2 -2.3 3.5 -0.7 -0.2 -0.2 3.0 3.5 6.5
1998
 +10.02 +8.27 0.8 4.7 2.9 0.4 -1.9 0.3 -0.9 -10.7 3.0 5.2 4.2 2.5
1997
 +11.39 +9.52 1.1 0.7 -2.3 1.5 5.2 3.7 3.9 -4.4 4.5 -4.2 0.6 1.1
1996
 +10.62 +7.06 2.0 -0.2 0.8 2.1 0.6 0.1 -3.3 1.3 3.1 0.5 4.0 -0.8
1995
 +17.98 +15.06 -1.1 0.5 2.7 2.7 2.6 0.7 3.1 -0.3 2.0 -1.1 2.5 2.5
1994
 -0.51 -3.11 5.1 -2.5 -4.7 1.5 0.4 -0.4 2.0 2.8 -2.3 1.4 -3.8 0.5
1993
 +26.87 +23.48 2.6 2.0 5.1 2.9 1.4 1.2 2.3 4.1 -0.9 2.7 -4.1 5.2
1992
 +0.50 -2.34 -0.5 -0.9 -3.0 0.6 4.4 -3.2 1.9 0.7 -0.4 -1.5 1.8 0.9
1991
 +30.31 +26.43 3.2 7.4 -0.2 1.4 2.8 -4.1 3.3 2.4 2.4 2.7 -3.4 9.7
1990
 -8.54 -13.80 -4.5 -1.7 -2.2 -2.2 7.6 0.9 2.3 -9.1 -7.4 5.9 0.9 2.1
1989
 +25.15 +19.59 4.3 0.4 -0.7 3.2 1.8 -0.3 6.1 1.1 3.1 -2.1 2.6 3.5
1988
 +19.39 +14.33 5.6 4.4 0.4 1.0 -1.3 3.1 -0.2 -2.9 2.9 2.8 1.2 1.1
1987
 +4.96 +0.50 9.2 3.0 1.6 2.0 -0.8 0.5 2.4 3.8 -2.2 -14.1 -1.8 3.1
1986
 +29.74 +28.33 1.1 7.6 7.5 2.2 0.2 4.0 -0.2 5.7 -4.1 -0.5 2.8 0.7

Portofolio Returns, up to July 2014, 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:

  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • REET - iShares Global REIT ETF: simulated historical serie, up to July 2014
  • IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
  • BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
  • HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007
  • TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002

Portfolio efficiency

Compared to the Gretchen Tai 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
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Stocks/Bonds 80/20 +8.89 12.33 -41.09 80 20 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 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
Stocks/Bonds 60/40 +7.93 9.46 -30.55 60 40 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
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
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
Coffeehouse Bill Schultheis +7.42 9.53 -33.93 60 40 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

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 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