Marvin Appel One-Decision Portfolio: ETF allocation and returns

Data Source: from January 1928 to May 2023 (~95 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.17%
1 Day
Jun 02 2023
1.53%
Current Month
June 2023

The Marvin Appel One-Decision Portfolio is a Medium Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 50% on the Stock Market.

In the last 30 Years, the Marvin Appel One-Decision Portfolio obtained a 6.84% compound annual return, with a 8.25% standard deviation.

Asset Allocation and ETFs

The Marvin Appel One-Decision Portfolio has the following asset allocation:

50% Stocks
50% Fixed Income
0% Commodities

The Marvin Appel One-Decision Portfolio can be implemented with the following ETFs:

Weight (%) Ticker ETF Name Investment Themes
20.00
SPY
SPDR S&P 500 Equity, U.S., Large Cap
20.00
VNQ
Vanguard Real Estate Real Estate, U.S.
10.00
IJS
iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
30.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
20.00
LQD
iShares Investment Grade Corporate Bond Bond, U.S., All-Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of May 31, 2023

The Marvin Appel One-Decision 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.
MARVIN APPEL ONE-DECISION 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
(~95Y)
Marvin Appel One-Decision Portfolio 1.17 1.53 -1.28 -0.50 -2.78 4.58 5.37 6.84 7.20
US Inflation Adjusted return -1.28 -2.35 -6.32 0.74 2.62 4.23 4.03
Components
SPY
SPDR S&P 500 1.45 Jun 02 2023 2.41 0.46 3.37 2.92 10.94 11.90 9.71 9.02
VNQ
Vanguard Real Estate 2.44 Jun 02 2023 2.45 -3.96 -6.98 -15.87 4.07 5.34 8.35 6.94
IJS
iShares S&P Small-Cap 600 Value 4.49 Jun 02 2023 5.32 -3.66 -9.53 -8.86 3.20 8.10 10.13 12.72
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill 0.01 Jun 02 2023 0.07 0.38 2.15 3.16 1.33 0.77 2.20 3.99
LQD
iShares Investment Grade Corporate Bond -0.27 Jun 02 2023 0.04 -1.76 1.82 -2.52 1.68 2.34 5.20 4.63
Returns over 1 year are annualized | Available data source: since Jan 1928
(*) 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 Marvin Appel One-Decision Portfolio granted a 1.90% dividend yield. If you are interested in getting periodic income, please refer to the Marvin Appel One-Decision Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of Marvin Appel One-Decision Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
MARVIN APPEL ONE-DECISION PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1928 - 31 May 2023 (~95 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~95Y)
Portfolio Return (%) -1.28 -0.42 -0.50 -2.78 5.05 4.58 5.37 6.18 6.84 7.20
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 3.05
Infl. Adjusted Return (%) -1.28 -1.25 -2.35 -6.32 -0.68 0.74 2.62 3.55 4.23 4.03
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 12.98 10.34 10.63 8.49 9.12 8.25 9.37
Sharpe Ratio -0.46 0.39 0.31 0.54 0.55 0.56 0.34
Sortino Ratio -0.67 0.53 0.40 0.71 0.70 0.72 0.47
MAXIMUM DRAWDOWN
Drawdown Depth (%) -9.12 -16.74 -16.74 -16.74 -31.96 -31.96 -47.77
Start (yyyy mm) 2022 08 2022 01 2022 01 2022 01 2007 06 2007 06 1929 09
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Start to Bottom (# months) 2 9 9 9 21 21 33
Start to Recovery (# months) in progress
6
> 17
> 17
> 17
41
41
83
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 60.03 22.71 20.24 15.47 13.00 11.95
Worst Return (%) -34.89 -17.20 -5.17 -0.03 3.03 4.74
% Positive Periods 81% 92% 96% 100% 100% 100%
MONTHS
Positive 0 2 3 6 22 40 84 167 252 755
Negative 1 1 3 6 14 20 36 73 108 390
% Positive 0% 67% 50% 50% 61% 67% 70% 70% 70% 66%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.75 22.03 12.58 7.68 6.77 3.67
Perpetual WR (%) 0.00 0.73 2.55 3.43 4.06 3.87
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
SPY
VNQ
IJS
BIL
LQD
SPY
-
0.91
0.86
-0.03
0.82
VNQ
0.91
-
0.87
-0.10
0.88
IJS
0.86
0.87
-
-0.25
0.58
BIL
-0.03
-0.10
-0.25
-
0.13
LQD
0.82
0.88
0.58
0.13
-
Asset
SPY
VNQ
IJS
BIL
LQD
SPY
-
0.85
0.85
-0.16
0.63
VNQ
0.85
-
0.76
-0.21
0.65
IJS
0.85
0.76
-
-0.29
0.44
BIL
-0.16
-0.21
-0.29
-
0.05
LQD
0.63
0.65
0.44
0.05
-
Asset
SPY
VNQ
IJS
BIL
LQD
SPY
-
0.72
0.82
-0.12
0.55
VNQ
0.72
-
0.65
-0.16
0.66
IJS
0.82
0.65
-
-0.23
0.36
BIL
-0.12
-0.16
-0.23
-
0.03
LQD
0.55
0.66
0.36
0.03
-
Asset
SPY
VNQ
IJS
BIL
LQD
SPY
-
0.60
0.81
-0.02
0.32
VNQ
0.60
-
0.68
-0.02
0.42
IJS
0.81
0.68
-
-0.04
0.23
BIL
-0.02
-0.02
-0.04
-
0.00
LQD
0.32
0.42
0.23
0.00
-
Asset
SPY
VNQ
IJS
BIL
LQD
SPY
-
0.82
0.92
-0.03
0.19
VNQ
0.82
-
0.83
0.00
0.22
IJS
0.92
0.83
-
-0.03
0.17
BIL
-0.03
0.00
-0.03
-
0.10
LQD
0.19
0.22
0.17
0.10
-

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$, since June 1993, now would be worth 7283.30$, with a total return of 628.33% (6.84% annualized).

The Inflation Adjusted Capital now would be 3462.03$, with a net total return of 246.20% (4.23% annualized).
An investment of 1000$, since January 1928, now would be worth 760803.94$, with a total return of 75980.39% (7.20% annualized).

The Inflation Adjusted Capital now would be 43386.66$, with a net total return of 4238.67% (4.03% 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.

MARVIN APPEL ONE-DECISION 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
-31.96% Jun 2007 Feb 2009 21 Oct 2010 20 41
-16.74% Jan 2022 Sep 2022 9 in progress 8 17
-13.04% Feb 2020 Mar 2020 2 Nov 2020 8 10
-8.52% Jun 2011 Sep 2011 4 Jan 2012 4 8
-8.13% Jul 1998 Aug 1998 2 Dec 1998 4 6
-7.23% Apr 2002 Sep 2002 6 May 2003 8 14
-6.99% Sep 2018 Dec 2018 4 Mar 2019 3 7
-5.02% Feb 1994 Nov 1994 10 Mar 1995 4 14
-4.76% Apr 2015 Sep 2015 6 Mar 2016 6 12
-4.65% Apr 2004 Apr 2004 1 Aug 2004 4 5
-3.58% Aug 2001 Sep 2001 2 Dec 2001 3 5
-3.49% Feb 2001 Mar 2001 2 Jun 2001 3 5
-3.21% Aug 2016 Oct 2016 3 Jan 2017 3 6
-3.16% Jul 1999 Sep 1999 3 Dec 1999 3 6
-3.06% Feb 2018 Feb 2018 1 Jun 2018 4 5
-2.81% May 2012 May 2012 1 Jul 2012 2 3
-2.73% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.72% May 2013 Aug 2013 4 Oct 2013 2 6
-2.54% Sep 2014 Sep 2014 1 Oct 2014 1 2
-2.36% Aug 2005 Oct 2005 3 Nov 2005 1 4
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-47.77% Sep 1929 May 1932 33 Jul 1936 50 83
-31.96% Jun 2007 Feb 2009 21 Oct 2010 20 41
-23.43% Aug 1937 Mar 1938 8 Jan 1943 58 66
-18.44% Dec 1972 Sep 1974 22 Jun 1975 9 31
-16.74% Jan 2022 Sep 2022 9 in progress 8 17
-13.04% Feb 2020 Mar 2020 2 Nov 2020 8 10
-12.38% Sep 1987 Nov 1987 3 Sep 1988 10 13
-10.40% Dec 1968 Jun 1970 19 Nov 1970 5 24
-9.56% Dec 1961 Jun 1962 7 Jan 1963 7 14
-8.87% Jun 1946 Sep 1946 4 Apr 1948 19 23
-8.52% Jun 2011 Sep 2011 4 Jan 2012 4 8
-8.13% Jul 1998 Aug 1998 2 Dec 1998 4 6
-7.50% Jul 1990 Oct 1990 4 Jan 1991 3 7
-7.23% Apr 2002 Sep 2002 6 May 2003 8 14
-6.99% Sep 2018 Dec 2018 4 Mar 2019 3 7
-6.81% Sep 1979 Oct 1979 2 Jan 1980 3 5
-6.77% Feb 1980 Mar 1980 2 May 1980 2 4
-6.55% Nov 1948 May 1949 7 Oct 1949 5 12
-6.32% May 1966 Aug 1966 4 Jan 1967 5 9
-5.77% Sep 1978 Oct 1978 2 Jan 1979 3 5

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.

MARVIN APPEL ONE-DECISION PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1928 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 7.68 -2.78 60.03
Jul 1932 - Jun 1933 		-34.89
Jul 1931 - Jun 1932 		18.69%
2 Years
 7.49 -2.31 25.43
Mar 2009 - Feb 2011 		-24.62
Jun 1930 - May 1932 		9.54%
3 Years
 7.45 5.05 22.71
Jul 1982 - Jun 1985 		-17.20
Jul 1929 - Jun 1932 		8.29%
5 Years
 7.57 4.58 20.24
Aug 1982 - Jul 1987 		-5.17
Apr 1928 - Mar 1933 		4.05%
7 Years
 7.66 4.99 18.16
Apr 1980 - Mar 1987 		-0.37
Apr 1928 - Mar 1935 		0.09%
10 Years
 7.73 5.37 15.47
Jan 1975 - Dec 1984 		-0.03
Sep 1929 - Aug 1939 		0.10%
15 Years
 7.88 5.41 14.71
Oct 1974 - Sep 1989 		1.95
Sep 1929 - Aug 1944 		0.00%
20 Years
 8.04 6.18 13.00
Mar 1978 - Feb 1998 		3.03
Sep 1929 - Aug 1949 		0.00%
30 Years
 8.25 6.84 11.95
Jan 1975 - Dec 2004 		4.74
Oct 1929 - Sep 1959 		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 Marvin Appel One-Decision 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

MARVIN APPEL ONE-DECISION PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 5.37% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in Marvin Appel One-Decision 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
1.57
80%
-0.92
40%
-0.81
80%
1.28
80%
-0.15
40%
0.50
80%
2.26
100%
0.40
80%
-2.05
20%
0.71
60%
2.29
80%
-0.03
60%
 Capital Growth on monthly avg returns
100
101.57
100.64
99.82
101.10
100.95
101.45
103.74
104.16
102.03
102.76
105.11
105.08
Best 5.9
2019 		1.9
2021 		2.3
2021 		6.0
2020 		2.0
2020 		3.2
2019 		5.0
2022 		1.6
2018 		1.3
2019 		3.5
2021 		6.4
2020 		3.7
2021
Worst -3.9
2022 		-3.7
2020 		-9.7
2020 		-4.5
2022 		-2.0
2019 		-4.6
2022 		0.9
2019 		-3.1
2022 		-6.2
2022 		-3.5
2018 		-1.0
2021 		-4.3
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
0.72
80%
-0.22
60%
0.13
80%
0.67
80%
0.35
70%
0.37
70%
1.75
90%
-0.22
50%
-0.97
30%
1.14
70%
1.57
90%
0.29
70%
 Capital Growth on monthly avg returns
100
100.72
100.50
100.63
101.31
101.67
102.04
103.83
103.60
102.60
103.77
105.40
105.71
Best 5.9
2019 		2.6
2014 		5.0
2016 		6.0
2020 		2.0
2020 		3.2
2019 		5.0
2022 		2.3
2014 		2.3
2013 		3.5
2014 		6.4
2020 		3.7
2021
Worst -3.9
2022 		-3.7
2020 		-9.7
2020 		-4.5
2022 		-2.0
2019 		-4.6
2022 		-0.8
2014 		-3.1
2015 		-6.2
2022 		-3.5
2018 		-1.0
2021 		-4.3
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
1.02
71%
0.22
61%
0.57
71%
0.89
68%
0.17
66%
0.77
65%
1.12
69%
0.68
62%
-0.25
52%
0.30
64%
0.75
65%
1.19
77%
 Capital Growth on monthly avg returns
100
101.02
101.24
101.82
102.72
102.90
103.69
104.84
105.55
105.29
105.61
106.40
107.66
Best 8.2
1975 		6.5
1931 		5.0
2016 		19.7
1933 		9.1
1933 		11.8
1938 		14.3
1932 		17.0
1932 		6.9
1939 		7.1
1982 		6.9
1928 		6.2
2008
Worst -6.8
2009 		-9.6
1933 		-13.4
1938 		-8.8
1932 		-11.6
1940 		-8.0
1930 		-5.7
1933 		-6.1
1998 		-13.1
1931 		-12.1
2008 		-5.9
1929 		-4.9
1931
Monthly Seasonality over the period Jan 1928 - May 2023

Monthly/Yearly Returns

Marvin Appel One-Decision Portfolio data source starts from January 1928: 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 1928 - May 2023
755 Positive Months (66%) - 390 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1928 - 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
 +2.42 +0.20 5.7 -2.6 0.5 0.4 -1.3
2022
 -13.18 -18.44 -3.9 -1.5 1.4 -4.5 -0.3 -4.6 5.0 -3.1 -6.2 3.4 3.8 -2.8
2021
 +16.51 +8.85 0.1 1.9 2.3 3.1 0.9 1.3 1.2 1.3 -2.7 3.5 -1.0 3.7
2020
 +5.32 +3.90 0.1 -3.7 -9.7 6.0 2.0 1.5 2.7 1.5 -1.8 -0.9 6.4 2.0
2019
 +18.51 +15.87 5.9 1.3 1.4 1.4 -2.0 3.2 0.9 0.7 1.3 1.0 0.9 1.2
2018
 -3.64 -5.44 0.2 -3.1 0.4 0.2 1.9 1.0 1.5 1.6 -0.7 -3.5 1.3 -4.3
2017
 +8.07 +5.84 0.2 1.9 -0.6 0.6 0.2 1.0 0.9 -0.1 1.2 0.4 1.6 0.5
2016
 +8.52 +6.31 -2.2 0.3 5.0 0.1 0.7 2.2 2.4 -0.6 -0.3 -2.3 1.2 1.9
2015
 -0.25 -0.97 1.0 0.6 0.2 -1.4 0.0 -1.7 1.4 -3.1 -0.1 3.5 0.2 -0.7
2014
 +11.14 +10.31 0.2 2.6 0.4 0.9 1.3 1.0 -0.8 2.3 -2.5 3.5 1.2 0.6
2013
 +10.43 +8.80 2.0 0.9 1.8 2.2 -0.9 -1.3 2.2 -2.6 2.3 2.7 0.1 0.8
2012
 +10.65 +8.76 3.4 1.1 1.7 0.5 -2.8 2.6 1.3 0.9 0.7 -0.5 0.1 1.3
2011
 +3.87 +0.88 1.1 2.3 -0.2 2.4 0.1 -1.4 0.1 -3.0 -4.5 6.7 -1.5 2.1
2010
 +13.01 +11.34 -1.8 2.3 4.2 2.9 -3.9 -2.3 4.4 -1.3 3.7 2.1 -0.5 3.1
2009
 +15.30 +12.24 -6.8 -8.1 2.9 9.1 2.2 0.1 5.5 4.1 2.9 -2.1 3.4 2.4
2008
 -16.74 -16.82 -1.1 -1.6 1.1 2.7 0.2 -4.9 0.9 1.3 -4.2 -12.1 -5.3 6.2
2007
 -0.68 -4.58 2.4 -0.6 -0.1 1.3 1.0 -2.4 -2.9 2.2 1.8 1.1 -3.0 -1.3
2006
 +14.45 +11.62 2.9 0.8 1.6 -0.4 -1.6 1.2 1.0 2.0 1.4 2.9 2.1 -0.2
2005
 +5.08 +1.61 -2.2 1.2 -1.1 0.6 2.1 1.7 2.7 -0.9 0.2 -1.7 2.4 0.1
2004
 +12.05 +8.52 1.7 1.2 1.3 -4.6 1.8 1.5 -0.7 2.3 0.7 1.8 2.5 2.2
2003
 +18.87 +16.67 -1.6 0.1 0.5 3.8 4.0 1.0 0.8 1.4 1.0 2.2 1.8 2.6
2002
 -2.42 -4.69 0.2 0.2 2.5 -0.2 0.1 -1.2 -4.0 0.6 -2.7 0.2 2.4 -0.4
2001
 +4.32 +2.72 2.3 -2.4 -1.1 2.6 0.9 1.2 0.0 -0.1 -3.5 0.4 3.0 1.2
2000
 +9.42 +5.83 -1.3 0.2 3.4 0.6 -0.2 1.8 2.2 1.3 0.0 -0.9 -1.2 3.5
1999
 +4.70 +1.97 0.4 -2.2 1.0 3.6 0.2 1.4 -1.4 -0.7 -1.1 0.9 0.5 2.1
1998
 +5.32 +3.65 0.3 1.9 2.2 0.0 -0.8 1.1 -2.2 -6.1 3.6 1.5 2.1 1.8
1997
 +17.36 +15.40 1.7 0.3 -1.2 1.2 3.1 2.8 3.6 -1.2 4.1 -1.1 1.4 1.6
1996
 +15.52 +11.81 1.2 0.2 0.6 0.5 1.3 0.8 -1.3 1.7 2.4 1.8 3.6 1.9
1995
 +19.02 +16.08 0.6 2.3 1.0 1.3 3.0 1.5 1.5 0.9 1.8 -0.7 2.2 2.2
1994
 -1.28 -3.85 1.9 -1.2 -2.8 0.1 0.3 -1.0 1.3 1.7 -1.4 -0.2 -1.8 2.0
1993
 +11.41 +8.43 2.3 2.0 2.7 -1.5 0.6 1.4 0.8 2.3 1.1 0.3 -1.8 0.8
1992
 +9.68 +6.58 0.9 0.5 -0.9 0.6 1.8 -0.4 2.7 -0.4 1.1 0.0 1.9 1.6
1991
 +23.01 +19.36 4.2 3.1 3.1 1.3 1.7 -2.0 2.3 1.5 0.8 0.6 -1.3 5.9
1990
 -1.89 -7.54 -3.3 0.5 1.1 -1.4 3.3 0.6 -0.2 -4.5 -2.5 -0.4 3.9 1.4
1989
 +15.28 +10.16 2.8 -0.6 1.2 2.7 2.3 1.2 3.7 0.6 -0.1 -0.9 0.9 0.6
1988
 +12.57 +7.81 3.5 2.9 -0.5 0.5 -0.3 3.1 0.1 -0.7 2.1 1.2 -1.1 1.3
1987
 +2.00 -2.33 5.2 2.4 0.8 -1.4 0.1 2.6 1.6 0.8 -1.2 -10.0 -1.4 3.3
1986
 +13.98 +12.75 1.3 4.1 4.3 0.0 0.5 2.8 -1.9 3.5 -3.0 2.2 0.8 -1.1
1985
 +20.92 +16.49 4.2 0.5 0.9 0.8 3.9 1.3 0.4 0.0 -1.3 2.6 2.9 3.1
1984
 +12.26 +7.99 1.3 -0.9 0.4 0.6 -2.6 1.1 0.6 4.5 2.5 1.8 0.9 1.5
1983
 +19.12 +14.77 1.9 2.1 3.3 4.6 0.5 1.8 -1.5 0.4 1.5 0.2 2.0 0.9
1982
 +23.18 +18.64 -0.3 -0.9 0.0 2.8 0.0 -1.5 1.0 5.4 3.3 7.1 2.7 1.9
1981
 +6.73 -2.01 -0.1 0.5 2.8 -0.2 1.4 0.6 -0.6 -2.5 -2.6 4.4 4.2 -1.2
1980
 +17.14 +4.11 2.9 -1.2 -5.6 4.2 4.0 2.9 3.2 0.8 0.5 2.7 2.5 -0.4
1979
 +17.24 +3.48 3.1 -0.4 3.9 0.6 0.1 4.1 1.7 4.9 -0.6 -6.2 3.3 2.1
1978
 +7.38 -1.50 -1.8 0.3 2.3 3.2 0.2 -0.3 2.8 3.1 -0.1 -5.7 2.1 1.3
1977
 +6.67 -0.03 -0.2 0.0 0.2 0.8 0.2 2.9 -0.3 0.1 0.3 -0.9 2.7 0.7
1976
 +25.20 +19.39 7.5 2.1 1.3 0.4 -1.2 2.9 0.8 1.3 1.4 0.1 2.1 4.2
1975
 +21.70 +13.80 8.2 2.8 1.6 2.2 2.4 3.8 -2.3 -1.0 -2.5 2.5 1.6 1.0
1974
 -10.56 -20.39 1.6 1.1 -1.5 -2.6 -2.3 -0.3 -3.4 -3.8 -2.2 4.8 -1.6 -0.6
1973
 -6.39 -13.88 -0.6 -2.3 0.3 -2.0 -1.4 0.3 1.7 -1.2 3.8 0.8 -5.9 0.3
1972
 +8.28 +4.72 1.0 1.4 0.2 1.2 -1.3 1.2 1.2 0.6 0.5 0.2 1.9 -0.2
1971
 +8.61 +5.17 2.8 0.6 3.0 1.2 -2.5 -0.3 -2.2 2.9 0.2 -1.8 0.0 4.6
1970
 +8.28 +2.56 -3.1 4.4 0.3 -5.0 -2.5 -1.3 4.2 2.3 2.4 -0.2 4.0 3.1
1969
 -0.95 -6.73 0.1 -1.9 2.2 1.8 -0.1 -2.4 -2.2 2.2 -1.5 3.5 -1.5 -1.0
1968
 +8.59 +3.69 -0.8 -1.2 0.5 4.3 0.8 1.2 -0.2 2.9 0.1 0.5 2.5 -2.4
1967
 +11.78 +8.48 4.4 0.1 2.6 2.1 -2.6 0.6 2.7 1.4 0.1 -1.8 0.2 1.8
1966
 -0.03 -3.37 0.8 -0.9 -0.1 1.4 -2.2 -0.5 -0.2 -3.6 0.8 2.8 0.5 1.3
1965
 +7.42 +5.39 2.0 0.2 -0.4 2.0 -0.1 -2.2 0.9 1.3 1.8 1.6 -0.3 0.5
1964
 +7.72 +6.69 1.4 0.6 0.8 0.4 0.7 1.0 1.0 -0.8 1.7 0.6 -0.2 0.3
1963
 +8.66 +6.90 2.4 -1.6 1.7 2.5 0.7 -1.2 -0.2 2.5 -0.7 1.6 -0.5 1.2
1962
 -0.86 -2.16 -1.6 1.4 0.3 -2.6 -3.7 -3.5 3.1 1.2 -1.7 0.7 4.8 1.1
1961
 +9.51 +8.78 3.0 1.3 1.3 0.0 1.0 -2.0 1.6 0.8 -1.1 1.5 2.1 -0.1
1960
 +3.46 +2.07 -3.3 1.2 0.1 -0.6 1.4 1.6 -0.5 1.7 -2.6 0.0 2.1 2.6
1959
 +4.93 +3.14 0.3 0.2 0.1 1.9 0.8 -0.1 1.9 -0.7 -2.6 1.0 0.9 1.4
1958
 +15.16 +13.17 2.1 -1.2 1.4 1.5 0.4 1.0 1.7 -0.1 2.2 1.2 1.2 2.8
1957
 -0.23 -3.04 -1.5 -0.8 1.4 2.2 2.2 0.1 0.9 -2.3 -2.4 -1.0 1.7 -0.5
1956
 +2.65 -0.32 -1.6 2.0 3.5 -0.3 -3.0 2.3 2.7 -2.2 -2.2 0.6 -0.6 1.8
1955
 +8.77 +8.36 0.4 -0.2 -0.6 1.5 -0.4 4.0 2.9 -0.9 0.4 -1.9 4.0 -0.4
1954
 +17.75 +18.63 2.3 -0.3 1.3 2.3 1.2 -0.4 2.9 -2.5 4.4 -1.7 4.4 2.8
1953
 +3.01 +2.24 0.0 -0.5 -0.8 -0.9 0.0 -0.3 2.1 -2.3 0.7 3.3 0.9 0.8
1952
 +6.69 +5.89 0.8 -1.9 2.4 -2.0 1.3 2.3 0.9 -0.9 -1.2 0.2 2.6 1.9
1951
 +7.69 +1.60 3.1 0.2 -1.2 2.3 -2.3 -1.4 3.8 2.6 -0.5 -0.8 -0.2 2.2
1950
 +12.10 +5.82 0.8 0.5 0.3 2.3 2.2 -3.2 0.6 1.9 3.1 0.3 0.1 2.8
1949
 +6.86 +9.12 0.2 -1.9 1.6 -1.0 -1.8 0.1 3.3 0.8 1.2 1.7 0.2 2.5
1948
 +2.07 -0.89 -1.8 -2.1 3.9 1.5 4.3 0.2 -2.7 0.6 -1.3 3.6 -5.5 1.8
1947
 +5.70 -2.89 1.7 -0.2 -0.3 -1.5 0.1 3.0 2.3 -0.9 -0.3 1.4 -1.1 1.3
1946
 +2.54 -13.20 4.3 -2.8 3.0 2.3 1.8 -1.3 -0.7 -3.0 -4.2 0.5 0.1 2.8
1945
 +17.56 +14.97 1.1 3.3 -2.2 4.8 0.7 0.0 -1.0 3.2 2.4 1.9 2.0 0.5
1944
 +12.01 +9.49 1.2 0.3 1.2 -0.3 2.4 3.0 -0.7 0.9 0.2 0.4 0.6 2.2
1943
 +13.73 +10.46 4.0 2.9 3.1 0.4 2.8 1.4 -2.8 0.8 1.6 -0.5 -3.9 3.5
1942
 +7.74 -1.19 0.8 -1.6 -2.8 -2.1 3.2 1.0 1.6 0.4 1.5 3.5 -0.7 3.0
1941
 -3.99 -12.66 -2.0 -0.5 0.9 -2.6 0.6 3.2 3.3 -0.1 -0.1 -2.8 -1.7 -2.0
1940
 -0.89 -1.59 -1.3 0.8 1.2 0.1 -11.6 4.2 2.0 1.7 1.2 2.4 -1.2 0.5
1939
 -0.68 -0.68 -3.3 1.8 -6.4 0.0 3.2 -2.9 5.1 -3.5 6.9 -0.2 -2.1 1.5
1938
 +10.93 +14.10 0.6 3.0 -13.4 6.4 -2.3 11.8 3.7 -1.7 0.5 4.2 -2.3 2.0
1937
 -10.52 -13.01 2.8 1.5 -0.2 -3.5 0.4 -1.7 5.7 -2.0 -5.8 -3.5 -3.1 -1.0
1936
 +13.90 +12.28 3.2 0.9 1.3 -4.2 2.3 1.5 3.6 0.5 0.0 4.2 0.4 -0.4
1935
 +16.78 +13.40 -2.2 -2.3 -2.0 4.3 1.2 3.1 4.1 0.6 0.9 4.2 2.0 2.0
1934
 +2.19 +0.66 5.8 -1.3 0.6 -0.9 -3.7 1.4 -5.2 2.6 -0.1 -0.9 4.3 0.2
1933
 +21.91 +20.99 0.5 -9.6 1.2 19.7 9.1 7.9 -5.7 6.9 -7.3 -5.7 5.7 1.1
1932
 -1.37 +9.93 -1.5 3.4 -5.3 -8.8 -9.5 0.2 14.3 17.0 -1.4 -6.7 -2.3 2.9
1931
 -15.40 -6.70 3.4 6.5 -2.9 -4.1 -5.7 7.2 -2.8 1.3 -13.1 3.4 -2.9 -4.9
1930
 -6.85 -0.49 3.7 1.8 4.9 -0.1 -0.2 -8.0 2.4 1.0 -5.7 -3.3 -0.2 -2.5
1929
 -2.21 -2.78 3.0 -0.2 0.0 1.3 -1.9 5.9 2.8 5.5 -2.5 -10.6 -5.9 1.5
1928
 +12.69 +14.01 -0.8 -1.4 4.9 1.2 0.1 -2.8 0.0 3.5 0.9 0.4 6.9 -0.4

Portofolio Returns, up to December 2007, 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:

  • SPY - SPDR S&P 500: simulated historical serie, up to December 1993
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002

Portfolio efficiency

Compared to the Marvin Appel One-Decision 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 +7.93 9.46 -30.55 60 40 0
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
Robo Advisor 50 Betterment +7.29 9.24 -30.72 49.9 50.1 0
Dimensional 2030 Retirement Income DFA +7.25 9.17 -31.78 55.9 44.1 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
Sandwich Portfolio Bob Clyatt +7.08 8.23 -28.96 55 45 0
Global Market Portfolio Credit Suisse +6.96 8.14 -25.90 45 55 0
Dynamic 40/60 Income +6.88 8.02 -29.84 40 60 0
One-Decision Portfolio Marvin Appel +6.84 8.25 -31.96 50 50 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years

and Medium Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Robo Advisor 50 Betterment +7.29 9.24 -30.72 49.9 50.1 0
All Weather Portfolio Ray Dalio +7.19 7.21 -20.19 30 55 15
Global Market Portfolio Credit Suisse +6.96 8.14 -25.90 45 55 0