Fulvio Marchese In Saecula Saeculorum To EUR Portfolio: ETF allocation and returns

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Fulvio Marchese In Saecula Saeculorum To EUR Portfolio

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The Fulvio Marchese In Saecula Saeculorum To EUR Portfolio can be implemented with 5 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: 45% on the Stock Market, 45% on Fixed Income, 10% 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 45% allocation to bonds, leading to its classification as high risk.

With the current simulation settings, as of June 2026, in the previous 30 Years:

the Fulvio Marchese In Saecula Saeculorum To EUR Portfolio obtained a 8.40% compound annual return, with a 9.74% standard deviation. It suffered a maximum drawdown of -26.33% that required 112 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.

About the Author

I am Italian, living in Sanremo, Italy, near Monaco-Montecarlo. In 2023, I completed 50 years of work for a major Italian bank. Throughout my career, I assisted both institutional investors and individuals in building wealth through a life-strategy perspective, employing Strategic and Tactical Asset Allocation with modern 'liability-driven' Risk Management protocols, grounded in methodology and rules.

"Uncompromising quality" has been the guiding principle, where I consistently paired experience and innovation in the financial field.

Through my finance career, I've learned that long-term success is achieved by avoiding mistakes rather than attempting to predict market trends, approaching tasks with the tranquility of doing things well consistently.

Today, I offer my expertise to those in need. I am passionate about planning, organizing, and guiding important life decisions for individuals, extending beyond merely economic and financial aspects. As a 'life coach,' I help individuals grow and enhance their qualities in their professional, social, and economic lives, steering them towards the best path.

I enjoy sharing these topics on LinkedIn and Facebook and have initiated a Financial e-Learning Group on Telegram.
https://www.linkedin.com/in/fulviomarchese

'If we only walk on sunny days, we will never reach our destination.' (Paulo Coelho)

Portfolio Overview

Why Title an Asset Allocation "Saecula Saeculorum"?
Because it can be a choice based on various considerations, including aesthetics, inspiration, or symbolic meaning. "Saecula Saeculorum" is a Latin expression meaning "in the centuries of the centuries" or "forever." The use of such a significant term reflects the intention to create a long-term investment portfolio that can endure through generations.

As for the specific composition of the portfolio, each asset represents a different element and can play a specific role in risk management and achieving financial goals.

Total US Stock Market (45%): Represents a significant portion of US stocks, providing diversification within the stock market.

US Intermediate-Term Bond (20%): Intermediate-term bonds can provide stability and more predictable income flows compared to stocks. They may be considered less risky than stocks but still offer higher returns than short-term bonds.

US Investment Grade Corporate Bond (15%): Investment-grade corporate bonds are issued by companies with good financial strength, offering a balance between yield and risk.

US 1-3 Year Treasury Short-Term Bond (10%): Short-term US Treasury bonds are generally considered safer, being issued by the US government. They can be used for short-term stability and liquidity.

US Gold Trust Commodity (10%): Gold is often seen as a safe-haven asset in times of economic uncertainty. The allocation in gold can serve as diversification and protection against inflation.

The selection of these components depends on the investor's preferences, time horizon, risk tolerance, and financial goals. Titling the asset allocation with a symbolic term like 'In Saecula Saeculorum' may reflect the desire to build a robust and enduring portfolio over time.

Asset Allocation and ETFs

This asset allocation includes ETFs not denominated in EUR. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

To effectively implement the asset allocation of the Fulvio Marchese In Saecula Saeculorum To EUR 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.

          45% Stocks
        
          45% Fixed Income
        
          10% Commodities

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Weight (%)	ETF Ticker	ETF Currency	ETF Name	Investment Themes (Orig.Currency)
45.00	VTI	→EUR	Vanguard Total Stock Market	Equity, U.S., Large Cap (USD)
20.00	IEF	→EUR	iShares 7-10 Year Treasury Bond	Bond, U.S., Intermediate-Term (USD)
15.00	LQD	→EUR	iShares Investment Grade Corporate Bond	Bond, U.S., All-Term (USD)
10.00	SHY	→EUR	iShares 1-3 Year Treasury Bond	Bond, U.S., Short Term (USD)
10.00	GLD	→EUR	SPDR Gold Trust	Commodity, Gold (USD)
• Not denominated in EUR. Returns are hypotetical, retrieved from the original ETF, applying currency exchange rates or hedging costs when needed.

Most Lazy Portfolios consist of common, well-defined asset classes.
For a more complete view, discover the most popular ETFs used to build these portfolios.

Portfolio and ETF Returns as of Jun 30, 2026

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
for non-EUR assets, the adjustment for actual currency exchange rates.
the actual Eurozone Inflation rates.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO

Capital Growth

Inflation Adj:

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			Chg (%)		Return (%)	Return (%) as of Jun 30, 2026
			1 Day	Time ET^(*)	---	YTD (6M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~73Y)
Investment Return			---		---	9.89	0.69	9.89	21.62	8.98	8.77	8.40	8.85
Eurozone Inflation Adjusted Return						7.36	0.79	7.36	18.42	4.54	5.81	6.22	6.01
Component Returns
VTI	→EUR	Vanguard Total Stock Market	---	0	---	16.83	1.59	16.83	30.90	13.81	15.08	10.73	11.28
IEF	→EUR	iShares 7-10 Year Treasury Bond	---	0	---	5.16	2.24	5.16	9.03	0.23	0.54	5.01	5.57
LQD	→EUR	iShares Investment Grade Corporate Bond	---	0	---	6.14	2.10	6.14	10.63	1.08	2.40	5.46	5.83
SHY	→EUR	iShares 1-3 Year Treasury Bond	---	0	---	5.85	2.05	5.85	9.23	3.16	1.64	3.34	5.01
GLD	→EUR	SPDR Gold Trust	---	0	---	-2.20	-9.93	-2.20	28.43	18.97	11.33	8.25	6.50
• Not denominated in EUR. Returns are hypotetical, retrieved from the original asset, applying currency exchange rates or hedging costs when needed.
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.
Eurozone Inflation is updated to Jun 2026. Inflation (annualized) is 1Y: 2.70% , 5Y: 4.25% , 10Y: 2.79% , 30Y: 2.06%

Components correlation, as of 30 June 2026

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Learn about historical correlations here: see how the main asset classes relate to each other.

Readings that may interest you

Portfolio Metrics as of Jun 30, 2026

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
for non-EUR assets, the adjustment for actual currency exchange rates.
the actual Eurozone Inflation rates.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO

Advanced Metrics

1 August 1953 - 30 June 2026 (~73 years)

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	Metrics as of Jun 30, 2026
	YTD (6M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~73Y)
Investment Return (%)	9.89	0.69	7.28	9.89	21.62	13.43	8.98	8.77	8.88	8.40	8.85
Growth of 1€	1.10	1.01	1.07	1.10	1.22	1.46	1.54	2.32	5.48	11.25	483.51
Infl. Adjusted Return (%)	7.36	0.79	6.21	7.36	18.42	10.76	4.54	5.81	6.61	6.22	6.01
Eurozone Inflation (%)	2.35	-0.11	1.01	2.35	2.70	2.41	4.25	2.79	2.12	2.06	2.67
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				0.00	-1.45	-9.66	-9.68	-9.68	-14.35	-26.33	-26.33
Start to Recovery (# months)					2	8	24	24	32	112	112
Start (yyyy mm)					2026 03	2025 03	2022 01	2022 01	2007 06	2000 11	2000 11
Start to Bottom (# months)					1	2	12	12	13	29	29
Bottom (yyyy mm)					2026 03	2025 04	2022 12	2022 12	2008 06	2003 03	2003 03
Bottom to End (# months)					1	6	12	12	19	83	83
End (yyyy mm)					2026 04	2025 10	2023 12	2023 12	2010 01	2010 02	2010 02
Longest Drawdown Depth (%)					-1.19	same	same	same	same	same	same
Start to Recovery (# months)					3	same	same	same	same	same	same
Start (yyyy mm)					2025 12	2025 03	2022 01	2022 01	2007 06	2000 11	2000 11
Start to Bottom (# months)					1	2	12	12	13	29	29
Bottom (yyyy mm)					2025 12	2025 04	2022 12	2022 12	2008 06	2003 03	2003 03
Bottom to End (# months)					2	6	12	12	19	83	83
End (yyyy mm)					2026 02	2025 10	2023 12	2023 12	2010 01	2010 02	2010 02
Longest negative period (# months)					2	9	24	24	39	115	115
Start (yyyy mm)					2025 11	2024 08	2021 11	2021 11	2006 08	2000 04	2000 04
End (yyyy mm)					2025 12	2025 04	2023 10	2023 10	2009 10	2009 10	2009 10
Annualized Return (%)					-1.56	-0.16	-1.02	-1.02	-0.33	-0.14	-0.14
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%)				0.00	-2.69	-10.81	-17.29	-17.29	-18.61	-32.14	-32.14
Start to Recovery (# months)					3	9	34	34	37	134	134
Start (yyyy mm)					2026 03	2025 02	2022 01	2022 01	2007 02	2000 11	2000 11
Start to Bottom (# months)					1	3	12	12	17	92	92
Bottom (yyyy mm)					2026 03	2025 04	2022 12	2022 12	2008 06	2008 06	2008 06
Bottom to End (# months)					2	6	22	22	20	42	42
End (yyyy mm)					2026 05	2025 10	2024 10	2024 10	2010 02	2011 12	2011 12
Longest Drawdown Depth (%)					same	same	same	same	same	same	same
Start to Recovery (# months)					same	same	same	same	same	same	same
Start (yyyy mm)					2026 03	2025 02	2022 01	2022 01	2007 02	2000 11	2000 11
Start to Bottom (# months)					1	3	12	12	17	92	92
Bottom (yyyy mm)					2026 03	2025 04	2022 12	2022 12	2008 06	2008 06	2008 06
Bottom to End (# months)					2	6	22	22	20	42	42
End (yyyy mm)					2026 05	2025 10	2024 10	2024 10	2010 02	2011 12	2011 12
Longest negative period (# months)					4	11	42	45	45	136	172
Start (yyyy mm)					2025 12	2024 08	2021 11	2020 02	2020 02	2000 05	1964 07
End (yyyy mm)					2026 03	2025 06	2025 04	2023 10	2023 10	2011 08	1978 10
Annualized Return (%)					-0.83	-0.39	-0.10	-0.64	-0.64	-0.14	0.00
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS - MISC					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					6.34	8.17	8.79	8.37	8.70	9.74	10.32
Sharpe Ratio					3.10	1.28	0.80	0.96	0.92	0.69	0.45
Sortino Ratio					4.13	1.67	1.09	1.35	1.30	0.96	0.64
Ulcer Index					0.52	2.90	3.70	3.39	4.20	8.59	7.34
Ratio: Return / Standard Deviation					3.41	1.64	1.02	1.05	1.02	0.86	0.86
Ratio: Return / Deepest Drawdown					14.92	1.39	0.93	0.91	0.62	0.32	0.34
Zero or Positive Months (%)					75.00	69.44	61.66	59.16	59.58	59.44	61.25
Zero or Positive Months					9	25	37	71	143	214	536
Negative Months					3	11	23	49	97	146	339
# Rebalances					1	3	5	10	20	30	73
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								8.77	11.68	11.68	19.38
Worst 10 Years Return (%) - Annualized								8.77	7.00	0.81	0.81
Best 10 Years Return (%) - Annualized								5.81	10.21	10.21	14.65
Worst 10 Years Return (%) - Annualized								5.81	4.39	-1.21	-2.08
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Jun 2026 - Over the previous 30Y
Best Rolling Return (%) - Annualized					47.57	22.64	18.27	11.68	8.91	8.40
Worst Rolling Return (%) - Annualized					-23.18	-7.14	-2.65	0.81	5.33	8.40
Positive Periods (%)					79.0	85.5	93.0	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					45.40	21.02	16.32	10.21	6.81	6.22
Worst Rolling Return (%) - Annualized					-24.96	-9.13	-4.80	-1.21	3.67	6.22
Positive Periods (%)					72.4	80.3	83.3	90.4	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		3.91	5.87	7.04	9.56	14.11	2.72	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		5.08	7.89	9.90	14.69	17.45	7.91	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		5.82	9.18	11.73	22.00	18.98	11.54	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		7.04	11.30	14.72	22.62	19.90	12.13	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					85.08	26.88	15.81	7.86	4.97	7.43
Perpetual Withdrawal Rate (%)					---	---	---	---	2.56	6.21
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Aug 1953 - Jun 2026)
Best Rolling Return (%) - Annualized					63.48	35.47	30.35	19.38	14.58	11.85
Worst Rolling Return (%) - Annualized					-23.18	-7.14	-2.65	0.81	5.07	7.42
Positive Periods (%)					78.2	91.3	97.1	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					58.14	31.43	25.20	14.65	11.67	8.16
Worst Rolling Return (%) - Annualized					-24.96	-9.18	-5.22	-2.08	1.55	4.27
Positive Periods (%)					70.9	82.1	85.4	92.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		4.15	6.23	7.49	9.59	6.61	0.00	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		5.39	8.37	10.52	13.87	14.29	2.07	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		6.18	9.75	12.46	17.06	17.66	7.68	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		7.47	11.99	15.63	20.38	18.57	10.70	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					85.08	26.88	15.81	7.86	4.97	4.91
Perpetual Withdrawal Rate (%)					---	---	---	---	1.71	3.60
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
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. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
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 based on the portfolio's composition currency:
- USD → BIL (SPDR Bloomberg 1-3 Month T-Bill ETF)
- CAD → CBIL.TO (CI First Asset Government 1-3 Month T-Bill ETF)
- EUR → XEON.DE (Xtrackers II EUR Overnight Rate Swap ETF)
- GBP → XSTR.L (Xtrackers II GBP Overnight Rate Swap ETF)
- any other currency → defaults to BIL (USD)
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.

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.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO

Drawdown periods

Inflation Adj:

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Rolling Return Analysis

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.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO

Annualized Rolling Returns — Over Time & Distribution

The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and two user-defined percentiles. The lower and upper percentiles (default: 15th and 85th) can be adjusted using the inputs above. They give insight into the distribution of the data, while the median represents the middle value.

Holding Periods and Returns

Holding periods are based on rolling periods: each rolling window represents the return an investor would have achieved by holding the investment for a fixed period (e.g., 10, 20, or 30 years) starting from different dates.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO

Annualized Rolling Returns

Inflation Adj:

Percentiles: – Changes pending. Click 'Update' to refresh

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Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO

Time to reach your Target Capital

Monthly Returns and Seasonality

This section provides a visual/tabular representation of the performance variability in the Fulvio Marchese In Saecula Saeculorum To EUR Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO

Monthly Returns Distribution

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Monthly Seasonality Analysis

72 full years are available for analysis


Avg Return (%)
Win Count
Loss Count
Win %
Worst Return (%)
Best Return (%)

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

Methodology

Returns, up to December 2004, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

For non-EUR assets, returns are calculated based on the performance of the original asset, adjusted for actual currency exchange rates.

You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:

Vanguard Total Stock Market (VTI) to EUR, up to December 2001
iShares 7-10 Year Treasury Bond (IEF) to EUR, up to December 2002
iShares Investment Grade Corporate Bond (LQD) to EUR, up to December 2002
iShares 1-3 Year Treasury Bond (SHY) to EUR, up to December 2002
SPDR Gold Trust (GLD) to EUR, up to December 2004

Portfolio efficiency

Compare Fulvio Marchese In Saecula Saeculorum To EUR Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

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			Allocation
			Stocks	Bonds	Comm	Ann. Return▾	Standard Deviation	Ulcer Index	Deepest Drawdown	Longest Drawdown	Longest Neg.Period	Avg Rank

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			Allocation
			Stocks	Bonds	Comm	Ann. Return▾	Standard Deviation	Ulcer Index	Deepest Drawdown	Longest Drawdown	Longest Neg.Period	Avg Rank

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			Allocation
			Stocks	Bonds	Comm	Ann. Return▾	Standard Deviation	Ulcer Index	Deepest Drawdown	Longest Drawdown	Longest Neg.Period	Avg Rank

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Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

Rolling Period	Worst Period			Latest	Negative Periods
Rolling Period	Ann. Return	From To	Ann. Return	Latest	Negative Periods	Ann. Return	Ann. Return	Ann. Return	From To

Annualized rolling and percentiles/median returns over full calendar month periods.

	Intra Year Stats		Monthly Return (%)
Year	Return	Drawdown	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec

Table of contents

About the Author

Portfolio Overview

Asset Allocation and ETFs

Portfolio and ETF Returns as of Jun 30, 2026

Portfolio Metrics as of Jun 30, 2026

Drawdowns

Rolling Return Analysis

Holding Periods and Returns

Time to Target

Monthly Returns and Seasonality

Portfolio efficiency