Gretchen Tai Portfolio: ETF allocation and returns

Simulation Settings
Period: January 1986 - November 2024 (~39 years)
Consolidated Returns as of 30 November 2024
Live Update available for December 2024
Rebalancing: at every Jan 1st
Currency: USD
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1.00$
Initial Capital
December 1994
8.98$
Final Capital
November 2024
7.59%
Yearly Return
11.63
Std Deviation
-41.80%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1986
27.48$
Final Capital
November 2024
8.89%
Yearly Return
11.81
Std Deviation
-41.80%
Max Drawdown
40months
Recovery Period
Live update: December 2024 (USD)
-0.08%
1 day - Dec 02 2024, 01:00PM Eastern Time
-0.08%
Month - December 2024

The Gretchen Tai Portfolio can be implemented with 9 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.

The portfolio asset allocation is: 70% on the Stock Market, 30% 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 30% allocation to bonds, leading to its classification as high risk.

As of November 2024, in the previous 30 Years, the Gretchen Tai Portfolio obtained a 7.59% compound annual return, with a 11.63% standard deviation. It suffered a maximum drawdown of -41.80% that required 40 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

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Asset Allocation and ETFs

To effectively implement the asset allocation of the Gretchen Tai Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

70% Stocks
30% Fixed Income
0% Commodities

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Weight
(%)
ETF
Ticker
ETF
Currency
ETF Name Investment Themes (Orig.Currency)
26.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap (USD)
26.00
VEA
USD Vanguard FTSE Developed Markets Equity, EAFE, Large Cap (USD)
10.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap (USD)
5.00
REET
USD iShares Global REIT ETF Real Estate, Developed Markets (USD)
3.00
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap (USD)
10.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term (USD)
8.00
TIP
USD iShares TIPS Bond Bond, U.S., All-Term (USD)
8.00
HYG
USD iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term (USD)
4.00
TLT
USD iShares 20+ Year Treasury Bond Bond, U.S., Long-Term (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 Nov 30, 2024

The Gretchen Tai Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
GRETCHEN TAI PORTFOLIO
1 January 1986 - 30 November 2024 (~39 years)
Live Update: December 2024
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  Chg (%) Return (%) Return (%) as of Nov 30, 2024
  1 Day Time ET(*) Dec 2024 YTD
(11M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Investment Return -0.08 -0.08 12.13 2.55 7.53 17.94 6.62 6.35 7.59 8.89
US Inflation Adjusted Return 9.75 2.55 6.77 15.17 2.41 3.36 4.95 5.97
Components
VTI
USD Vanguard Total Stock Market 0.17 01:00PM, Dec 02 2024 0.17 27.69 6.70 15.90 34.45 15.16 12.85 10.97 11.06
VEA
USD Vanguard FTSE Developed Markets -0.05 01:00PM, Dec 02 2024 -0.05 6.90 0.40 0.37 12.87 6.25 5.46 5.15 6.92
EEM
USD iShares MSCI Emerging Markets 0.29 12:59PM, Dec 02 2024 0.29 8.33 -2.68 4.23 12.19 2.64 2.63 4.94 8.28
REET
USD iShares Global REIT ETF -1.33 12:57PM, Dec 02 2024 -1.33 10.81 3.14 15.38 21.19 1.85 4.03 7.24 8.28
IJR
USD iShares Core S&P Small-Cap 0.07 01:00PM, Dec 02 2024 0.07 18.19 11.07 16.33 33.28 10.78 10.14 10.70 10.68
BND
USD Vanguard Total Bond Market -0.29 01:00PM, Dec 02 2024 -0.29 3.12 1.07 4.63 6.78 -0.05 1.49 4.46 5.31
TIP
USD iShares TIPS Bond -0.15 12:59PM, Dec 02 2024 -0.15 3.43 0.50 3.44 5.94 1.75 1.97 5.38 6.21
HYG
USD iShares iBoxx $ High Yield Corporate Bond -0.46 01:00PM, Dec 02 2024 -0.46 8.82 1.64 6.91 12.29 3.50 3.97 5.82 6.60
TLT
USD iShares 20+ Year Treasury Bond -0.11 12:59PM, Dec 02 2024 -0.11 -1.79 1.99 5.96 6.74 -5.46 -0.19 5.45 6.46
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to Oct 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.41% , 5Y: 4.11% , 10Y: 2.90% , 30Y: 2.51%

In 2023, the Gretchen Tai Portfolio granted a 3.10% dividend yield. If you are interested in getting periodic income, please refer to the Gretchen Tai Portfolio: Dividend Yield page.

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Capital Growth as of Nov 30, 2024

An investment of 1$, from December 1994 to November 2024, would be worth 8.98$, with a total return of 797.93% (7.59% annualized).

The Inflation Adjusted Capital would be 4.26$, with a net total return of 326.40% (4.95% annualized).

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An investment of 1$, from January 1986 to November 2024, would be worth 27.48$, with a total return of 2648.06% (8.89% annualized).

The Inflation Adjusted Capital would be 9.54$, with a net total return of 853.90% (5.97% annualized).

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Portfolio Metrics as of Nov 30, 2024

Metrics of Gretchen Tai Portfolio, updated as of 30 November 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:
GRETCHEN TAI PORTFOLIO
Advanced Metrics
1 January 1986 - 30 November 2024 (~39 years)
Swipe left to see all data
Metrics as of Nov 30, 2024
YTD
(11M)
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%)
12.13 2.55 1.72 7.53 17.94 3.22 6.62 6.35 6.94 7.59 8.89
Growth of 1$ 1.12 1.03 1.02 1.08 1.18 1.10 1.38 1.85 3.82 8.98 27.48
Infl. Adjusted Return (%)
9.75 2.55 1.29 6.77 15.17 -0.95 2.41 3.36 4.31 4.95 5.97
US Inflation (%) 2.17 0.00 0.42 0.71 2.41 4.20 4.11 2.90 2.52 2.51 2.76
Pending updates, the monthly inflation of Nov 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -0.31 -3.29 -23.59 -23.59 -23.59 -41.80 -41.80 -41.80
Start to Recovery (# months)
2* 2 30 30 30 40 40 40
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 1 9 9 9 16 16 16
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 21 21 21 24 24 24
End (yyyy mm) 2024 05 2024 06 2024 06 2024 06 2011 02 2011 02 2011 02
Longest Drawdown Depth (%) -2.79
same

same

same

same
-22.92 -22.92
Start to Recovery (# months)
2* 44 44
Start (yyyy mm) 2024 10 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 1 9 9 9 16 30 30
Bottom (yyyy mm) 2024 10 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 1 21 21 21 24 14 14
End (yyyy mm) - 2024 06 2024 06 2024 06 2011 02 2003 11 2003 11
Longest negative period (# months)
2 29 35 35 55 62 62
Start (yyyy mm) 2024 03 2021 12 2020 12 2020 12 2007 11 2004 01 2004 01
End (yyyy mm) 2024 04 2024 04 2023 10 2023 10 2012 05 2009 02 2009 02
Annualized Return (%) -4.69 -0.53 -0.70 -0.70 -0.28 -0.07 -0.07
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -6.75 -3.59 -27.59 -28.95 -28.95 -42.76 -42.76 -42.76
Start to Recovery (# months)
39* 3 35* 39* 39* 62 62 62
Start (yyyy mm) 2024 04 2022 01 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 1 9 13 13 16 16 16
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 26 26 26 46 46 46
End (yyyy mm) 2024 06 - - - 2012 12 2012 12 2012 12
Longest Drawdown Depth (%)
same

same

same

same

same

same

same
Start to Recovery (# months)
Start (yyyy mm) 2024 04 2022 01 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 1 9 13 13 16 16 16
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 26 26 26 46 46 46
End (yyyy mm) 2024 06 - - - 2012 12 2012 12 2012 12
Longest negative period (# months)
4 36* 52 75 75 121 121
Start (yyyy mm) 2024 01 2021 12 2020 01 2017 08 2017 08 1999 02 1999 02
End (yyyy mm) 2024 04 2024 11 2024 04 2023 10 2023 10 2009 02 2009 02
Annualized Return (%) -2.30 -0.95 -0.09 -0.09 -0.09 -0.04 -0.04
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 8.37 14.04 14.00 11.53 12.21 11.63 11.81
Sharpe Ratio 1.52 -0.03 0.31 0.41 0.45 0.46 0.50
Sortino Ratio 1.89 -0.05 0.41 0.56 0.59 0.60 0.65
Ulcer Index 1.22 10.77 8.87 6.80 9.32 8.89 8.15
Ratio: Return / Standard Deviation 2.14 0.23 0.47 0.55 0.57 0.65 0.75
Ratio: Return / Deepest Drawdown 5.45 0.14 0.28 0.27 0.17 0.18 0.21
Positive Months (%)
75.00 58.33 61.66 63.33 63.33 63.88 64.66
Positive Months 9 21 37 76 152 230 302
Negative Months 3 15 23 44 88 130 165
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.35 11.11 11.11 13.86
Worst 10 Years Return (%) - Annualized 4.62 2.79 2.79
Best 10 Years Return (%) - Annualized 3.36 9.19 9.19 10.22
Worst 10 Years Return (%) - Annualized 1.78 0.19 0.19
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Nov 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized 47.83 21.76 17.78 11.11 8.37 7.59
Worst Rolling Return (%) - Annualized -35.66 -9.14 -0.83 2.79 5.28
Positive Periods (%) 76.5 88.6 99.3 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 44.72 18.92 14.90 9.19 6.02 4.95
Worst Rolling Return (%) - Annualized -35.67 -11.07 -3.38 0.19 3.14
Positive Periods (%) 72.4 76.9 92.6 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
4.85 7.56 9.52 12.88 8.75 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 6.25 9.97 12.93 23.73 15.48 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
7.14 11.52 15.12 32.74 20.81 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 8.60 14.04 18.69 34.58 23.17 2.50 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 77.54 26.55 16.96 9.83 6.26 6.92
Perpetual Withdrawal Rate (%) --- --- --- 0.23 2.88 5.30
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1986 - Nov 2024)
Best Rolling Return (%) - Annualized 47.83 21.76 17.78 13.86 11.27 9.28
Worst Rolling Return (%) - Annualized -35.66 -9.14 -0.83 2.79 5.28 6.73
Positive Periods (%) 79.6 91.4 99.5 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 44.72 18.92 14.90 10.22 8.00 6.50
Worst Rolling Return (%) - Annualized -35.67 -11.07 -3.38 0.19 3.14 4.10
Positive Periods (%) 74.3 82.4 94.6 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
4.84 7.40 9.12 10.70 6.11 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 6.25 9.86 12.58 20.61 13.13 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
7.16 11.43 14.81 30.73 18.80 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 8.64 13.99 18.43 33.17 22.38 0.90 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 77.54 26.55 16.96 9.83 6.26 6.12
Perpetual Withdrawal Rate (%) --- --- --- 0.23 2.88 4.39
% 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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Portfolio Components Correlation

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2024
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Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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.

GRETCHEN TAI PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 January 1986 - 30 November 2024 (~39 years)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
Gretchen Tai Portfolio: Rolling Returns

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
Annualized Rolling Returns - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 January 1986 - 30 November 2024 (~39 years)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

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. They are retrieved considering the time period from January 1986 to November 2024.

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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 Gretchen Tai Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

GRETCHEN TAI PORTFOLIO
Monthly Returns Distribution
1 December 1994 - 30 November 2024 (30 Years)
1 January 1986 - 30 November 2024 (~39 years)
230 Positive Months (64%) - 130 Negative Months (36%)
302 Positive Months (65%) - 165 Negative Months (35%)

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Methodology

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

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