Data Source: from August 1953 to June 2024 (~71 years)
Consolidated Returns as of 30 June 2024
Currency: EUR
Consolidated Returns as of 30 June 2024
Currency: EUR
The Ray Dalio All Weather Portfolio To EUR Bond Hedged can be implemented with 5 ETFs. This portfolio has a medium risk, signifying moderate fluctuations in value. It is suitable for investors with a balanced approach to risk and return, seeking steady growth while tolerating some level of volatility.
The asset allocation is the following: 30% on the Stock Market, 55% on Fixed Income, 15% 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 55% allocation to bonds, leading to its classification as medium risk.
As of June 2024, in the previous 30 Years, the Ray Dalio All Weather Portfolio To EUR Bond Hedged obtained a 7.54% compound annual return, with a 7.10% standard deviation. It suffered a maximum drawdown of -18.77% that required 30 months to be recovered.
Table of contents
The first official book of 
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Asset Allocation and ETFs
The Ray Dalio All Weather Portfolio To EUR Bond Hedged has the following asset allocation:
30% Stocks
55% Fixed Income
15% Commodities
Loading data
Please wait
The Ray Dalio All Weather Portfolio To EUR Bond Hedged can be implemented with the following ETFs:
| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 30.00 |
XD9U.DE
|
EUR | Xtrackers MSCI USA | Equity, U.S., Large Cap (USD) |
| 40.00 |
IUSV.DE
|
EUR Hedged |
iShares USD Treasury Bond 20+yr EUR Hedged | Bond, U.S., Long-Term (USD) |
| 15.00 |
CBUE.DE
|
EUR Hedged |
iShares USD Treasury Bond 3-7yr Eur Hedged | Bond, U.S., Intermediate-Term (USD) |
| 7.50 |
PHAU
|
EUR | WisdomTree Physical Gold | Commodity, Gold (USD) |
| 7.50 |
UIQK.DE
|
EUR | UBS CMCI Composite SF | Commodity, Broad Diversified (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.
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Portfolio and ETF Returns as of Jun 30, 2024
The Ray Dalio All Weather Portfolio To EUR Bond Hedged guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
RAY DALIO ALL WEATHER PORTFOLIO TO EUR BOND HEDGED
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Jun 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jul 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~71Y) |
|||
| Ray Dalio All Weather Portfolio To EUR Bond Hedged | n.a. | n.a. | 3.52 | 5.22 | 7.63 | 4.39 | 5.37 | 7.54 | 7.96 | |||
| Components | ||||||||||||
|
XD9U.DE
|
EUR | Xtrackers MSCI USA | n.a. | - | n.a. | 6.95 | 19.00 | 27.83 | 16.23 | 15.22 | 11.19 | 11.34 |
|
IUSV.DE
|
EUR Hedged |
iShares USD Treasury Bond 20+yr EUR Hedged | n.a. | - | n.a. | 2.73 | -5.74 | -8.24 | -6.38 | -1.08 | 4.58 | 5.00 |
|
CBUE.DE
|
EUR Hedged |
iShares USD Treasury Bond 3-7yr Eur Hedged | n.a. | - | n.a. | 1.05 | -0.69 | 1.47 | -1.75 | -0.46 | 3.58 | 4.90 |
|
PHAU
|
EUR | WisdomTree Physical Gold | n.a. | - | n.a. | 1.06 | 16.15 | 23.21 | 11.44 | 8.06 | 6.28 | 6.11 |
|
UIQK.DE
|
EUR | UBS CMCI Composite SF | n.a. | - | n.a. | 0.19 | 9.46 | 11.92 | 12.35 | 3.78 | 5.03 | 6.53 |
| Returns over 1 year are annualized | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Capital Growth as of Jun 30, 2024
An investment of 1€, from July 1994 to June 2024,
would be worth 8.85€, with a total return of 784.78% (7.54% annualized).
The Inflation Adjusted Capital would be 4.79€, with a net total return of 378.72% (5.36% annualized).
The Inflation Adjusted Capital would be 4.79€, with a net total return of 378.72% (5.36% annualized).
Loading data
Please wait
An investment of 1€, from August 1953 to June 2024,
would be worth 228.84€, with a total return of 22784.45% (7.96% annualized).
The Inflation Adjusted Capital would be 35.07€, with a net total return of 3407.05% (5.14% annualized).
The Inflation Adjusted Capital would be 35.07€, with a net total return of 3407.05% (5.14% annualized).
Loading data
Please wait
Portfolio Metrics as of Jun 30, 2024
Metrics of Ray Dalio All Weather Portfolio To EUR Bond Hedged, updated as of 30 June 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:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
RAY DALIO ALL WEATHER PORTFOLIO TO EUR BOND HEDGED
Advanced Metrics
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
Swipe left to see all data
| Metrics as of Jun 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~71Y) |
|
| Investment Return (%) | 3.52 | 1.91 | 5.22 | 7.63 | 0.38 | 4.39 | 5.37 | 6.59 | 7.54 | 7.96 |
| Euro Inflation (%) | 0.21 | 1.01 | 2.05 | 2.53 | 5.53 | 3.73 | 2.35 | 2.11 | 2.07 | 2.68 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||
| Deepest Drawdown Depth (%) | -6.18 | -7.13 | -18.77 | -18.77 | -18.77 | -18.77 | -18.77 | -18.77 | ||
| Start to Recovery (# months) | 30* | 5 | 30* | 30* | 30* | 30* | 30* | 30* | ||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
| Start to Bottom (# months) | 3 | 22 | 22 | 22 | 22 | 22 | 22 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 2 | 8 | 8 | 8 | 8 | 8 | 8 | |||
| End (yyyy mm) | 2023 12 | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
-6.53 | -6.53 | |||
| Start to Recovery (# months) | 33 | 33 | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 3 | 22 | 22 | 22 | 22 | 22 | 22 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2002 06 | 2002 06 | |||
| Bottom to End (# months) | 2 | 8 | 8 | 8 | 8 | 11 | 11 | |||
| End (yyyy mm) | 2023 12 | - | - | - | - | 2003 05 | 2003 05 | |||
| Longest negative period (# months) | 5 | 35 | 45 | 45 | 45 | 45 | 62 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 07 | 2020 02 | 2020 02 | 2020 02 | 2020 02 | 1965 05 | |||
| Period End (yyyy mm) | 2023 11 | 2024 05 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1970 06 | |||
| Annualized Return (%) | -4.91 | -0.80 | -0.60 | -0.60 | -0.60 | -0.60 | -0.05 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -18.20 | -8.01 | -28.01 | -28.01 | -28.01 | -28.01 | -28.01 | -28.01 | ||
| Start to Recovery (# months) | 30* | 5 | 30* | 30* | 30* | 30* | 30* | 30* | ||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
| Start to Bottom (# months) | 3 | 22 | 22 | 22 | 22 | 22 | 22 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 2 | 8 | 8 | 8 | 8 | 8 | 8 | |||
| End (yyyy mm) | 2023 12 | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same |
same |
same |
-5.68 | -5.68 | -10.61 | -18.31 | |||
| Start to Recovery (# months) | 32 | 32 | 43 | 45 | ||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2016 08 | 2016 08 | 2000 09 | 1968 09 | |||
| Start to Bottom (# months) | 3 | 22 | 22 | 29 | 29 | 22 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2018 12 | 2018 12 | 2002 06 | 1970 05 | |||
| Bottom to End (# months) | 2 | 8 | 8 | 3 | 3 | 21 | 24 | |||
| End (yyyy mm) | 2023 12 | - | - | 2019 03 | 2019 03 | 2004 03 | 1972 05 | |||
| Longest negative period (# months) | 5 | 36* | 59 | 105 | 105 | 105 | 127 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 07 | 2019 07 | 2015 02 | 2015 02 | 2015 02 | 1964 03 | |||
| Period End (yyyy mm) | 2023 11 | 2024 06 | 2024 05 | 2023 10 | 2023 10 | 2023 10 | 1974 09 | |||
| Annualized Return (%) | -5.61 | -4.89 | -0.01 | -0.22 | -0.22 | -0.22 | -0.01 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 9.51 | 9.31 | 8.29 | 7.38 | 6.84 | 7.10 | 7.48 | |||
| Sharpe Ratio | 0.24 | -0.28 | 0.29 | 0.54 | 0.76 | 0.74 | 0.53 | |||
| Sortino Ratio | 0.35 | -0.40 | 0.41 | 0.79 | 1.08 | 1.06 | 0.76 | |||
| Ulcer Index | 2.64 | 10.88 | 8.50 | 6.29 | 4.70 | 4.05 | 3.65 | |||
| Ratio: Return / Standard Deviation | 0.80 | 0.04 | 0.53 | 0.73 | 0.96 | 1.06 | 1.06 | |||
| Ratio: Return / Deepest Drawdown | 1.07 | 0.02 | 0.23 | 0.29 | 0.35 | 0.40 | 0.42 | |||
| Positive Months (%) | 66.66 | 55.55 | 56.66 | 58.33 | 61.25 | 63.33 | 64.86 | |||
| Positive Months | 8 | 20 | 34 | 70 | 147 | 228 | 552 | |||
| Negative Months | 4 | 16 | 26 | 50 | 93 | 132 | 299 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 5.37 | 9.12 | 9.93 | 14.20 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.62 | 4.62 | 3.04 | |||||||
| Best 10 Years Return (%) - Annualized | 2.96 | 7.60 | 7.83 | 11.53 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.33 | 2.33 | -0.46 | |||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX |
| ··· As of Jun 2024 - Over the previous 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 30.73 | 18.84 | 15.94 | 9.93 | 9.42 | 7.54 | ||||
| Worst Rolling Return (%) - Annualized | -16.88 | -2.04 | 3.51 | 4.62 | 5.98 | |||||
| Positive Periods (%) | 84.2 | 98.4 | 100.0 | 100.0 | 100.0 | 100.0 | ||||
| Best Rolling Return (%) - Annualized | 28.81 | 16.84 | 14.11 | 7.83 | 7.53 | 5.36 | ||||
| Worst Rolling Return (%) - Annualized | -23.88 | -7.42 | -0.07 | 2.33 | 3.77 | |||||
| Positive Periods (%) | 79.0 | 89.2 | 99.3 | 100.0 | 100.0 | 100.0 | ||||
| 95% VaR - Value at Risk (%) - Cumulative | 2.74 | 3.96 | 4.49 | 3.94 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 3.59 | 5.43 | 6.57 | 8.49 | 0.72 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 4.14 | 6.38 | 7.91 | 13.76 | 4.02 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 5.03 | 7.92 | 10.09 | 15.41 | 6.16 | 0.00 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | ||||||||||
| Safe Withdrawal Rate (%) | 86.48 | 29.09 | 19.28 | 10.37 | 6.61 | 7.97 | ||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 2.54 | 4.06 | 6.31 | ||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||||
| ··· All available data (Aug 1953 - Jun 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 47.20 | 23.39 | 18.67 | 14.20 | 12.96 | 11.27 | ||||
| Worst Rolling Return (%) - Annualized | -16.88 | -2.12 | -0.20 | 3.04 | 5.12 | 6.76 | ||||
| Positive Periods (%) | 84.6 | 98.4 | 99.8 | 100.0 | 100.0 | 100.0 | ||||
| Best Rolling Return (%) - Annualized | 43.44 | 20.41 | 16.16 | 11.53 | 10.09 | 8.21 | ||||
| Worst Rolling Return (%) - Annualized | -23.88 | -7.42 | -2.65 | -0.46 | 1.51 | 3.48 | ||||
| Positive Periods (%) | 75.0 | 90.4 | 96.5 | 99.7 | 100.0 | 100.0 | ||||
| 95% VaR - Value at Risk (%) - Cumulative | 2.89 | 4.16 | 4.72 | 4.11 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| 95% CVaR - Conditional Value at Risk (%) | 3.79 | 5.72 | 6.92 | 7.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| 99% VaR - Value at Risk (%) - Cumulative | 4.36 | 6.71 | 8.33 | 10.72 | 3.09 | 0.00 | 0.00 | 0.00 | 0.00 | |
| 99% CVaR - Conditional Value at Risk (%) | 5.30 | 8.34 | 10.62 | 12.96 | 5.31 | 0.00 | 0.00 | 0.00 | 0.00 | |
| Short term VaRs: analytical | 1+ year VaRs: historical data | ||||||||||
| Safe Withdrawal Rate (%) | 86.48 | 29.09 | 18.97 | 9.90 | 5.65 | 4.57 | ||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 1.49 | 3.21 | ||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||||
- 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.
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
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 June 2024
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
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.
RAY DALIO ALL WEATHER PORTFOLIO TO EUR BOND HEDGED
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
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.
RAY DALIO ALL WEATHER PORTFOLIO TO EUR BOND HEDGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
If you need a deeper detail about rolling returns, please refer to the Ray Dalio All Weather Portfolio To EUR Bond Hedged: Rolling Returns page.
Seasonality
In which months is it better to invest in Ray Dalio All Weather Portfolio To EUR Bond Hedged?
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 data source from August 1953 to June 2024.
Swipe left to see all data
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
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 Ray Dalio All Weather Portfolio To EUR Bond Hedged over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
RAY DALIO ALL WEATHER PORTFOLIO TO EUR BOND HEDGED
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
228 Positive Months (63%) - 132 Negative Months (37%)
552 Positive Months (65%) - 299 Negative Months (35%)
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
(Scroll down to see all data)
Loading data
Please wait
Investment Returns, up to April 2021, 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:
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- Xtrackers MSCI USA (XD9U.DE), up to May 2014
- iShares USD Treasury Bond 20+yr EUR Hedged (IUSV.DE), up to April 2021
- iShares USD Treasury Bond 3-7yr Eur Hedged (CBUE.DE), up to March 2019
- WisdomTree Physical Gold (PHAU), up to January 2008
- UBS CMCI Composite SF (UIQK.DE), up to May 2014
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
Loading data
Please wait
In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
Swipe left to see all data
Loading data
Please wait
The following portfolios share asset allocation strategy and/or similar asset weights.
Swipe left to see all data
Loading data
Please wait
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
