Fulvio Marchese In Saecula Saeculorum Portfolio: ETF allocation and returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.80%
1 Day
Mar 01 2024
0.80%
Current Month
March 2024

The Fulvio Marchese In Saecula Saeculorum Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 45% on the Stock Market and for 10% on Commodities.

In the last 30 Years, the Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 7.72% compound annual return, with a 7.83% standard deviation.

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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

The Fulvio Marchese In Saecula Saeculorum Portfolio has the following asset allocation:

45% Stocks
45% Fixed Income
10% Commodities

The Fulvio Marchese In Saecula Saeculorum Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
45.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
20.00
IEF
USD iShares 7-10 Year Treasury Bond Bond, U.S., Intermediate-Term
15.00
LQD
USD iShares Investment Grade Corporate Bond Bond, U.S., All-Term
10.00
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
10.00
GLD
USD SPDR Gold Trust Commodity, Gold

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 Feb 29, 2024

The Fulvio Marchese In Saecula Saeculorum Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
FULVIO MARCHESE IN SAECULA SAECULORUM PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
Fulvio Marchese In Saecula Saeculorum Portfolio 0.80 0.80 1.71 7.71 15.47 7.65 6.61 7.72 6.97
US Inflation Adjusted return 1.71 6.50 12.42 3.41 3.73 5.07 4.75
Components
VTI
USD Vanguard Total Stock Market 0.92 Mar 01 2024 0.92 5.30 13.69 28.61 13.82 11.96 10.22 9.14
IEF
USD iShares 7-10 Year Treasury Bond 0.46 Mar 01 2024 0.46 -2.08 0.99 1.36 -0.24 1.03 4.68 4.52
LQD
USD iShares Investment Grade Corporate Bond 0.61 Mar 01 2024 0.61 -1.93 3.66 5.99 1.67 2.43 5.11 4.63
SHY
USD iShares 1-3 Year Treasury Bond 0.20 Mar 01 2024 0.20 -0.39 2.35 4.12 1.03 0.87 3.03 4.42
GLD
USD SPDR Gold Trust 1.89 Mar 01 2024 1.89 0.46 5.16 11.50 8.83 4.02 5.46 2.92
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Fulvio Marchese In Saecula Saeculorum Portfolio granted a 2.35% dividend yield. If you are interested in getting periodic income, please refer to the Fulvio Marchese In Saecula Saeculorum Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 9.30$, with a total return of 829.71% (7.72% annualized).

The Inflation Adjusted Capital now would be 4.40$, with a net total return of 340.41% (5.07% annualized).
An investment of 1$, since January 1871, now would be worth 30246.37$, with a total return of 3024537.49% (6.97% annualized).

The Inflation Adjusted Capital now would be 1218.75$, with a net total return of 121775.36% (4.75% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Fulvio Marchese In Saecula Saeculorum Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
FULVIO MARCHESE IN SAECULA SAECULORUM PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) 1.71 6.30 7.71 15.47 3.69 7.65 6.61 7.13 7.72 6.97
Infl. Adjusted Return (%) details 1.71 5.73 6.50 12.42 -1.74 3.41 3.73 4.45 5.07 4.75
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.12
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -6.32 -18.89 -18.89 -18.89 -20.39 -20.39 -50.22
Start to Recovery (# months) details 5 26 26 26 25 25 75
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 9 9 9 16 16 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 17 17 17 9 9 42
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2009 11 2009 11 1935 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-18.89 -10.13
same as
deepest
Start to Recovery (# months) details 26 33
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2000 09 1929 09
Start to Bottom (# months) 3 9 9 9 9 25 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2002 09 1932 05
Bottom to End (# months) 2 17 17 17 17 8 42
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2024 02 2003 05 1935 11
Longest negative period (# months) details 7 32 34 34 43 43 105
Period Start (yyyy mm) 2023 04 2021 03 2021 01 2021 01 2005 08 2005 08 1929 09
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 1938 05
Annualized Return (%) -2.80 -0.66 -0.96 -0.96 -0.07 -0.07 -0.10
Deepest Drawdown Depth (%) -7.21 -24.07 -24.07 -24.07 -24.07 -24.07 -45.23
Start to Recovery (# months) details 5 30* 30* 30* 30* 30* 108
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2021 09 1916 01
Start to Bottom (# months) 3 13 13 13 13 13 54
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 1920 06
Bottom to End (# months) 2 17 17 17 17 17 54
End (yyyy mm) 2023 12 - - - - - 1924 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-14.15
same as
deepest
Start to Recovery (# months) details 39
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2000 09 1916 01
Start to Bottom (# months) 3 13 13 13 13 25 54
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2002 09 1920 06
Bottom to End (# months) 2 17 17 17 17 14 54
End (yyyy mm) 2023 12 - - - - 2003 11 1924 12
Longest negative period (# months) details 8 36* 52 56 61 102 281
Period Start (yyyy mm) 2023 03 2021 03 2019 07 2018 02 2004 03 2000 09 1897 08
Period End (yyyy mm) 2023 10 2024 02 2023 10 2022 09 2009 03 2009 02 1920 12
Annualized Return (%) -0.32 -1.74 -0.06 -0.10 -0.33 -0.11 -0.10
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 9.46 11.12 10.56 8.43 8.01 7.83 8.07
Sharpe Ratio 1.09 0.12 0.55 0.64 0.72 0.70 0.37
Sortino Ratio 1.57 0.16 0.74 0.88 0.96 0.93 0.51
Ulcer Index 2.30 8.70 6.91 5.06 4.81 4.45 6.49
Ratio: Return / Standard Deviation 1.64 0.33 0.72 0.78 0.89 0.99 0.86
Ratio: Return / Deepest Drawdown 2.45 0.20 0.40 0.35 0.35 0.38 0.14
% Positive Months details 66% 58% 63% 62% 65% 65% 63%
Positive Months 8 21 38 75 156 237 1165
Negative Months 4 15 22 45 84 123 673
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.61 9.79 9.79 14.72
Worst 10 Years Return (%) - Annualized 5.69 3.51 1.33
Best 10 Years Return (%) - Annualized 3.73 7.89 7.89 12.54
Worst 10 Years Return (%) - Annualized 2.88 0.90 -4.38
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 28.46 17.66 15.10 9.79 8.72 7.72
Worst Rolling Return (%) - Annualized -19.20 -2.08 1.50 3.51 6.19
% Positive Periods 85% 97% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.37 30.37 19.16 10.46 6.55 6.91
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.96 3.57 5.34
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 25.75 14.91 12.43 7.89 6.26 5.07
Worst Rolling Return (%) - Annualized -21.54 -4.43 -1.12 0.90 3.95
% Positive Periods 79% 86% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.37 30.37 19.16 10.46 6.55 6.91
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.96 3.57 5.34
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Feb 2024)
Best Rolling Return (%) - Annualized 66.16 22.64 20.52 14.72 12.81 11.71
Worst Rolling Return (%) - Annualized -35.20 -18.75 -5.87 1.33 3.15 3.44
% Positive Periods 79% 94% 97% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.62 25.67 14.28 7.77 4.69 3.71
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.41
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 77.93 21.23 17.88 12.54 8.42 7.31
Worst Rolling Return (%) - Annualized -28.06 -12.96 -10.26 -4.38 -1.08 1.00
% Positive Periods 70% 83% 89% 93% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.62 25.67 14.28 7.77 4.69 3.71
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.41
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | 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.
  • 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.

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 29 February 2024
Swipe left to see all data
Asset
VTI
IEF
LQD
SHY
GLD
VTI
-
0.59
0.75
0.20
0.16
IEF
0.59
-
0.96
0.86
0.47
LQD
0.75
0.96
-
0.73
0.38
SHY
0.20
0.86
0.73
-
0.65
GLD
0.16
0.47
0.38
0.65
-
Asset
VTI
IEF
LQD
SHY
GLD
VTI
-
0.22
0.67
0.12
0.24
IEF
0.22
-
0.77
0.85
0.42
LQD
0.67
0.77
-
0.62
0.45
SHY
0.12
0.85
0.62
-
0.39
GLD
0.24
0.42
0.45
0.39
-
Asset
VTI
IEF
LQD
SHY
GLD
VTI
-
0.07
0.57
0.03
0.09
IEF
0.07
-
0.75
0.84
0.45
LQD
0.57
0.75
-
0.61
0.42
SHY
0.03
0.84
0.61
-
0.40
GLD
0.09
0.45
0.42
0.40
-
Asset
VTI
IEF
LQD
SHY
GLD
VTI
-
-0.11
0.32
-0.14
0.06
IEF
-0.11
-
0.69
0.80
0.25
LQD
0.32
0.69
-
0.51
0.26
SHY
-0.14
0.80
0.51
-
0.19
GLD
0.06
0.25
0.26
0.19
-
Asset
VTI
IEF
LQD
SHY
GLD
VTI
-
0.10
0.20
0.09
0.02
IEF
0.10
-
0.89
0.81
0.07
LQD
0.20
0.89
-
0.77
0.07
SHY
0.09
0.81
0.77
-
0.04
GLD
0.02
0.07
0.07
0.04
-

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.

FULVIO MARCHESE IN SAECULA SAECULORUM PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-20.39% Nov 2007 Feb 2009 16 Nov 2009 9 25 9.50
-18.89% Jan 2022 Sep 2022 9 Feb 2024 17 26 10.17
-10.13% Sep 2000 Sep 2002 25 May 2003 8 33 6.28
-8.50% Feb 2020 Mar 2020 2 May 2020 2 4 4.14
-7.93% Jul 1998 Aug 1998 2 Nov 1998 3 5 3.50
-5.64% Sep 2018 Dec 2018 4 Feb 2019 2 6 2.84
-4.77% Jun 2011 Sep 2011 4 Oct 2011 1 5 2.06
-4.59% Mar 2015 Sep 2015 7 Mar 2016 6 13 2.33
-4.42% Apr 2000 May 2000 2 Aug 2000 3 5 2.32
-4.10% Mar 1994 Jun 1994 4 Feb 1995 8 12 2.27
-4.00% May 2010 Jun 2010 2 Sep 2010 3 5 2.16
-3.39% Apr 2004 Apr 2004 1 Oct 2004 6 7 2.04
-3.35% Feb 2018 Apr 2018 3 Aug 2018 4 7 2.08
-3.31% Sep 2020 Oct 2020 2 Nov 2020 1 3 1.95
-3.03% Sep 2021 Sep 2021 1 Oct 2021 1 2 1.75
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 154 2.3 Months 42.66%
 
DD = 0% 42.66%
 
0% < DD <= -5% 148 2.4 Months 41.00%
 
DD <= -5% 83.66%
 
-5% < DD <= -10% 34 10.6 Months 9.42%
 
DD <= -10% 93.07%
 
-10% < DD <= -15% 18 20.1 Months 4.99%
 
DD <= -15% 98.06%
 
-15% < DD <= -20% 6 60.2 Months 1.66%
 
DD <= -20% 99.72%
 
-20% < DD <= -25% 1 361.0 Months 0.28%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-24.07% Sep 2021 Sep 2022 13 in progress 17 30 15.16
-21.71% Nov 2007 Feb 2009 16 Mar 2010 13 29 10.41
-14.15% Sep 2000 Sep 2002 25 Nov 2003 14 39 8.79
-8.26% Jul 1998 Aug 1998 2 Nov 1998 3 5 3.72
-8.24% Feb 2020 Mar 2020 2 May 2020 2 4 3.95
-6.18% Feb 2018 Dec 2018 11 Mar 2019 3 14 2.87
-5.81% May 2011 Sep 2011 5 Jan 2012 4 9 2.10
-5.46% Mar 2015 Sep 2015 7 Apr 2016 7 14 2.96
-4.95% Mar 1994 Nov 1994 9 Mar 1995 4 13 3.20
-4.53% Apr 2000 May 2000 2 Aug 2000 3 5 2.57
-3.97% Apr 2004 Jul 2004 4 Nov 2004 4 8 2.53
-3.91% May 2010 Jun 2010 2 Sep 2010 3 5 2.16
-3.64% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.15
-3.21% May 2013 Jun 2013 2 Jul 2013 1 3 1.62
-3.21% Aug 2016 Nov 2016 4 Feb 2017 3 7 1.90
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 122 3.0 Months 33.80%
 
DD = 0% 33.80%
 
0% < DD <= -5% 160 2.3 Months 44.32%
 
DD <= -5% 78.12%
 
-5% < DD <= -10% 34 10.6 Months 9.42%
 
DD <= -10% 87.53%
 
-10% < DD <= -15% 22 16.4 Months 6.09%
 
DD <= -15% 93.63%
 
-15% < DD <= -20% 16 22.6 Months 4.43%
 
DD <= -20% 98.06%
 
-20% < DD <= -25% 7 51.6 Months 1.94%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-50.22% Sep 1929 May 1932 33 Nov 1935 42 75 24.97
-24.35% Mar 1937 Mar 1938 13 Jan 1943 58 71 8.96
-20.39% Nov 2007 Feb 2009 16 Nov 2009 9 25 9.50
-18.89% Jan 2022 Sep 2022 9 Feb 2024 17 26 10.17
-17.26% Mar 1974 Sep 1974 7 Apr 1975 7 14 8.33
-15.82% Apr 1876 Jun 1877 15 Dec 1878 18 33 7.93
-15.41% Dec 1968 Jun 1970 19 Jan 1971 7 26 7.63
-13.99% Oct 1906 Nov 1907 14 Aug 1908 9 23 7.20
-13.51% Sep 1987 Nov 1987 3 Jan 1989 14 17 6.24
-12.36% Feb 1893 Aug 1893 7 Apr 1895 20 27 5.95
-11.74% Oct 1902 Oct 1903 13 Oct 1904 12 25 7.29
-11.22% Dec 1980 Sep 1981 10 Aug 1982 11 21 5.34
-10.74% Feb 1980 Mar 1980 2 May 1980 2 4 5.28
-10.51% Oct 1895 Aug 1896 11 Jun 1897 10 21 4.49
-10.29% Dec 1916 Dec 1917 13 Feb 1919 14 27 4.74
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 683 2.7 Months 37.14%
 
DD = 0% 37.14%
 
0% < DD <= -5% 787 2.3 Months 42.79%
 
DD <= -5% 79.93%
 
-5% < DD <= -10% 223 8.2 Months 12.13%
 
DD <= -10% 92.06%
 
-10% < DD <= -15% 76 24.2 Months 4.13%
 
DD <= -15% 96.19%
 
-15% < DD <= -20% 32 57.5 Months 1.74%
 
DD <= -20% 97.93%
 
-20% < DD <= -25% 16 114.9 Months 0.87%
 
DD <= -25% 98.80%
 
-25% < DD <= -30% 3 613.0 Months 0.16%
 
DD <= -30% 98.97%
 
-30% < DD <= -35% 4 459.8 Months 0.22%
 
DD <= -35% 99.18%
 
-35% < DD <= -40% 8 229.9 Months 0.44%
 
DD <= -40% 99.62%
 
-40% < DD <= -45% 4 459.8 Months 0.22%
 
DD <= -45% 99.84%
 
-45% < DD <= -50% 1 1839.0 Months 0.05%
 
DD <= -50% 99.89%
 
-50% < DD <= -55% 2 919.5 Months 0.11%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-45.23% Jan 1916 Jun 1920 54 Dec 1924 54 108 25.59
-37.14% Sep 1929 May 1932 33 May 1933 12 45 18.58
-28.83% Jun 1946 Feb 1948 21 Jan 1954 71 92 16.89
-26.94% Jan 1973 Sep 1974 21 Sep 1979 60 81 10.37
-24.35% Mar 1937 Mar 1938 13 Jan 1945 82 95 11.09
-24.07% Sep 2021 Sep 2022 13 in progress 17 30 15.16
-22.82% Dec 1968 Jun 1970 19 Feb 1972 20 39 11.21
-21.71% Nov 2007 Feb 2009 16 Mar 2010 13 29 10.41
-19.48% Nov 1905 Oct 1907 24 Jan 1909 15 39 8.71
-18.37% Dec 1980 Sep 1981 10 Oct 1982 13 23 11.78
-16.81% Jul 1901 Feb 1904 32 Feb 1905 12 44 9.76
-16.36% Jul 1876 May 1877 11 Jan 1878 8 19 9.80
-16.10% Jul 1911 Oct 1914 40 Dec 1915 14 54 8.65
-14.75% Feb 1899 Dec 1899 11 Jan 1901 13 24 9.02
-14.33% Sep 1987 Nov 1987 3 Jun 1989 19 22 7.50
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 472 3.9 Months 25.67%
 
DD = 0% 25.67%
 
0% < DD <= -5% 614 3.0 Months 33.39%
 
DD <= -5% 59.05%
 
-5% < DD <= -10% 354 5.2 Months 19.25%
 
DD <= -10% 78.30%
 
-10% < DD <= -15% 179 10.3 Months 9.73%
 
DD <= -15% 88.04%
 
-15% < DD <= -20% 96 19.2 Months 5.22%
 
DD <= -20% 93.26%
 
-20% < DD <= -25% 50 36.8 Months 2.72%
 
DD <= -25% 95.98%
 
-25% < DD <= -30% 32 57.5 Months 1.74%
 
DD <= -30% 97.72%
 
-30% < DD <= -35% 19 96.8 Months 1.03%
 
DD <= -35% 98.75%
 
-35% < DD <= -40% 14 131.4 Months 0.76%
 
DD <= -40% 99.51%
 
-40% < DD <= -45% 7 262.7 Months 0.38%
 
DD <= -45% 99.89%
 
-45% < DD <= -50% 2 919.5 Months 0.11%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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.

FULVIO MARCHESE IN SAECULA SAECULORUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
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 -19.20 03/2008
02/2009
0.80$ 0.37 1.00$ 8.78 1.08$ 15.47 1.15$ 28.46 03/2009
02/2010
1.28$ 15.47 14.33%
2Y -7.17 03/2007
02/2009
0.86$ 1.09 1.02$ 8.34 1.17$ 13.57 1.28$ 22.16 03/2009
02/2011
1.49$ 2.61 12.46%
3Y -2.08 04/2000
03/2003
0.93$ 3.54 1.11$ 7.85 1.25$ 12.20 1.41$ 17.66 03/2009
02/2012
1.62$ 3.69 2.15%
5Y 1.50 03/2004
02/2009
1.07$ 4.94 1.27$ 7.10 1.40$ 10.26 1.62$ 15.10 01/1995
12/1999
2.01$ 7.65 0.00%
7Y 3.64 03/2002
02/2009
1.28$ 6.09 1.51$ 7.32 1.63$ 8.44 1.76$ 10.74 07/1994
06/2001
2.04$ 7.12 0.00%
10Y 3.51 03/1999
02/2009
1.41$ 6.28 1.83$ 7.60 2.07$ 8.68 2.29$ 9.79 03/2009
02/2019
2.54$ 6.61 0.00%
15Y 6.06 10/2007
09/2022
2.41$ 6.75 2.66$ 7.38 2.91$ 7.99 3.16$ 9.07 03/2009
02/2024
3.67$ 9.07 0.00%
20Y 6.19 04/2000
03/2020
3.32$ 6.80 3.72$ 7.35 4.12$ 8.06 4.71$ 8.72 12/1994
11/2014
5.32$ 7.13 0.00%
30Y 7.72 03/1994
02/2024
9.29$ 7.72 9.29$ 7.72 9.29$ 7.72 9.29$ 7.72 03/1994
02/2024
9.29$ 7.72 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 -21.54 11/2021
10/2022
0.78$ -2.70 0.97$ 6.50 1.06$ 13.15 1.13$ 25.75 03/2009
02/2010
1.25$ 12.42 20.06%
2Y -10.24 11/2021
10/2023
0.80$ -1.63 0.96$ 5.86 1.12$ 10.83 1.22$ 19.60 03/2009
02/2011
1.43$ -1.65 18.40%
3Y -4.43 04/2000
03/2003
0.87$ 0.17 1.00$ 5.41 1.17$ 9.63 1.31$ 14.91 03/2009
02/2012
1.51$ -1.74 13.54%
5Y -1.12 03/2004
02/2009
0.94$ 2.15 1.11$ 5.05 1.27$ 7.75 1.45$ 12.43 01/1995
12/1999
1.79$ 3.41 1.00%
7Y 1.04 03/2002
02/2009
1.07$ 3.13 1.24$ 5.06 1.41$ 6.52 1.55$ 8.99 03/2009
02/2016
1.82$ 3.53 0.00%
10Y 0.90 03/1999
02/2009
1.09$ 3.52 1.41$ 5.28 1.67$ 6.54 1.88$ 7.89 03/2009
02/2019
2.13$ 3.73 0.00%
15Y 3.60 10/2007
09/2022
1.70$ 4.32 1.88$ 4.99 2.07$ 5.76 2.31$ 6.37 03/2009
02/2024
2.52$ 6.37 0.00%
20Y 3.95 01/1999
12/2018
2.17$ 4.44 2.38$ 4.95 2.62$ 5.71 3.03$ 6.26 02/1995
01/2015
3.36$ 4.45 0.00%
30Y 5.07 03/1994
02/2024
4.40$ 5.07 4.40$ 5.07 4.40$ 5.07 4.40$ 5.07 03/1994
02/2024
4.40$ 5.07 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 -35.20 07/1931
06/1932
0.64$ -1.83 0.98$ 7.37 1.07$ 16.09 1.16$ 66.16 07/1932
06/1933
1.66$ 15.47 20.47%
2Y -26.21 06/1930
05/1932
0.54$ 0.74 1.01$ 7.21 1.14$ 13.49 1.28$ 29.65 07/1932
06/1934
1.68$ 2.61 12.62%
3Y -18.75 07/1929
06/1932
0.53$ 2.34 1.07$ 6.89 1.22$ 12.27 1.41$ 22.64 08/1984
07/1987
1.84$ 3.69 5.55%
5Y -5.87 06/1927
05/1932
0.73$ 3.23 1.17$ 6.95 1.39$ 10.98 1.68$ 20.52 08/1982
07/1987
2.54$ 7.65 2.81%
7Y -1.08 07/1925
06/1932
0.92$ 3.81 1.29$ 6.91 1.59$ 10.38 1.99$ 16.76 04/1980
03/1987
2.95$ 7.12 0.11%
10Y 1.33 09/1929
08/1939
1.14$ 4.21 1.51$ 6.87 1.94$ 9.75 2.53$ 14.72 09/1977
08/1987
3.94$ 6.61 0.00%
15Y 2.31 09/1881
08/1896
1.40$ 4.70 1.99$ 6.80 2.68$ 9.15 3.71$ 13.76 10/1974
09/1989
6.91$ 9.07 0.00%
20Y 3.15 07/1912
06/1932
1.86$ 4.86 2.58$ 6.83 3.75$ 9.47 6.11$ 12.81 04/1978
03/1998
11.13$ 7.13 0.00%
30Y 3.44 06/1902
05/1932
2.75$ 5.10 4.45$ 6.76 7.11$ 9.65 15.84$ 11.71 07/1970
06/2000
27.69$ 7.72 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 -28.06 07/1931
06/1932
0.71$ -5.07 0.94$ 5.37 1.05$ 15.12 1.15$ 77.93 07/1932
06/1933
1.77$ 12.42 29.17%
2Y -18.04 06/1930
05/1932
0.67$ -2.00 0.96$ 5.29 1.10$ 11.59 1.24$ 30.77 06/1932
05/1934
1.71$ -1.65 21.93%
3Y -12.96 01/1916
12/1918
0.65$ -0.33 0.99$ 4.98 1.15$ 10.65 1.35$ 21.23 07/1932
06/1935
1.78$ -1.74 16.25%
5Y -10.26 01/1916
12/1920
0.58$ 0.76 1.03$ 4.93 1.27$ 8.91 1.53$ 17.88 06/1932
05/1937
2.27$ 3.41 10.91%
7Y -6.92 06/1913
05/1920
0.60$ 1.31 1.09$ 5.05 1.41$ 8.35 1.75$ 13.75 01/1921
12/1927
2.46$ 3.53 8.15%
10Y -4.38 07/1911
06/1921
0.63$ 1.40 1.14$ 5.12 1.64$ 7.65 2.09$ 12.54 06/1920
05/1930
3.25$ 3.73 6.34%
15Y -2.73 08/1905
07/1920
0.66$ 2.01 1.34$ 4.73 1.99$ 6.87 2.70$ 10.23 09/1921
08/1936
4.30$ 6.37 2.47%
20Y -1.08 07/1901
06/1921
0.80$ 2.71 1.70$ 4.63 2.47$ 6.45 3.49$ 8.42 05/1920
04/1940
5.03$ 4.45 1.63%
30Y 1.00 08/1890
07/1920
1.34$ 3.23 2.59$ 4.28 3.51$ 5.90 5.59$ 7.31 04/1871
03/1901
8.29$ 5.07 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 Fulvio Marchese In Saecula Saeculorum Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Fulvio Marchese In Saecula Saeculorum 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
0.45
60%
-0.99
20%
0.03
80%
1.25
80%
0.27
40%
1.12
80%
2.69
100%
0.03
60%
-3.02
20%
1.00
60%
3.51
80%
1.60
80%
Best 5.3
2023
1.7
2024
3.5
2023
6.7
2020
2.9
2020
4.8
2019
4.9
2022
2.5
2020
0.1
2019
3.4
2021
6.7
2023
4.2
2023
Worst -3.9
2022
-3.0
2023
-5.9
2020
-6.2
2022
-2.1
2019
-4.5
2022
0.7
2019
-3.5
2022
-6.3
2022
-1.3
2020
-0.6
2021
-2.8
2022
Monthly Seasonality over the period Feb 1871 - Feb 2024
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
1.04
70%
-0.09
50%
0.23
50%
0.84
70%
0.52
60%
0.82
70%
1.75
90%
0.22
60%
-1.77
30%
0.55
60%
2.09
70%
0.57
70%
Best 5.3
2023
2.3
2017
3.5
2023
6.7
2020
2.9
2020
4.8
2019
4.9
2022
2.6
2014
0.5
2017
3.6
2015
6.7
2023
4.2
2023
Worst -3.9
2022
-3.0
2023
-5.9
2020
-6.2
2022
-2.1
2019
-4.5
2022
-1.4
2014
-3.5
2022
-6.3
2022
-3.7
2018
-0.6
2021
-2.9
2018
Monthly Seasonality over the period Feb 1871 - Feb 2024
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
0.94
68%
0.39
60%
0.39
65%
0.76
63%
0.34
58%
0.50
60%
0.72
62%
0.69
66%
0.13
58%
0.39
59%
0.89
65%
0.94
75%
Best 7.0
1933
5.6
1970
5.0
1986
16.9
1933
8.4
1933
10.6
1938
13.0
1932
15.3
1932
5.4
1998
8.6
1982
6.7
2023
6.8
1873
Worst -4.2
2009
-7.7
1933
-11.7
1938
-7.3
1932
-11.1
1940
-7.6
1930
-4.5
1934
-6.8
1998
-12.8
1931
-9.7
1929
-4.9
1929
-6.0
1931
Monthly Seasonality over the period Feb 1871 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Fulvio Marchese In Saecula Saeculorum 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 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
237 Positive Months (66%) - 123 Negative Months (34%)
1165 Positive Months (63%) - 673 Negative Months (37%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2004, 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:
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • IEF - iShares 7-10 Year Treasury Bond (IEF), up to December 2002
  • LQD - iShares Investment Grade Corporate Bond (LQD), up to December 2002
  • SHY - iShares 1-3 Year Treasury Bond (SHY), up to December 2002
  • GLD - SPDR Gold Trust (GLD), up to December 2004

Portfolio efficiency

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
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Gold Pivot Ptf Aim Ways +7.76 8.20 -19.49 22 44 34
In Saecula Saeculorum Fulvio Marchese +7.72 7.83 -20.39 45 45 10

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 +9.77 9.60 -32.52 60 40 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.30 9.92 -30.09 45 40 15
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
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