Paul Farrell Second Grader's Starter Portfolio: ETF allocation and returns

Data Source: from January 1970 to February 2024 (~54 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.94%
1 Day
Mar 01 2024
0.94%
Current Month
March 2024

The Paul Farrell Second Grader's Starter Portfolio is a Very High Risk portfolio and can be implemented with 3 ETFs.

It's exposed for 90% on the Stock Market.

In the last 30 Years, the Paul Farrell Second Grader's Starter Portfolio obtained a 8.26% compound annual return, with a 13.87% standard deviation.

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Asset Allocation and ETFs

The Paul Farrell Second Grader's Starter Portfolio has the following asset allocation:

90% Stocks
10% Fixed Income
0% Commodities

The Paul Farrell Second Grader's Starter Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
60.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
30.00
VEU
USD Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
10.00
BND
USD Vanguard Total Bond Market 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 Feb 29, 2024

The Paul Farrell Second Grader's Starter 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.
PAUL FARRELL SECOND GRADER'S STARTER 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
(~54Y)
Paul Farrell Second Grader's Starter Portfolio 0.94 0.94 4.01 10.79 21.33 10.19 8.69 8.26 9.85
US Inflation Adjusted return 4.01 9.54 18.13 5.85 5.76 5.60 5.66
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 10.68
VEU
USD Vanguard FTSE All-World ex-US 1.14 Mar 01 2024 1.14 3.17 7.74 13.10 5.87 4.30 4.79 8.12
BND
USD Vanguard Total Bond Market 0.42 Mar 01 2024 0.42 -1.36 2.38 3.47 0.54 1.39 4.19 6.48
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) 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 Paul Farrell Second Grader's Starter Portfolio granted a 2.53% dividend yield. If you are interested in getting periodic income, please refer to the Paul Farrell Second Grader's Starter Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 10.82$, with a total return of 982.33% (8.26% annualized).

The Inflation Adjusted Capital now would be 5.13$, with a net total return of 412.71% (5.60% annualized).
An investment of 1$, since January 1970, now would be worth 161.90$, with a total return of 16089.82% (9.85% annualized).

The Inflation Adjusted Capital now would be 19.71$, with a net total return of 1870.89% (5.66% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Paul Farrell Second Grader's Starter Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
PAUL FARRELL SECOND GRADER'S STARTER PORTFOLIO
Advanced Metrics
Data Source: 1 January 1970 - 29 February 2024 (~54 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~54Y)
Investment Return (%) 4.01 9.40 10.79 21.33 6.10 10.19 8.69 8.17 8.26 9.85
Infl. Adjusted Return (%) details 4.01 8.82 9.54 18.13 0.55 5.85 5.76 5.47 5.60 5.66
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 3.96
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 (%) -9.14 -24.21 -24.21 -24.21 -48.52 -48.52 -48.52
Start to Recovery (# months) details 5 26 26 26 59 59 59
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 43 43 43
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2012 09 2012 09 2012 09
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-39.03 -39.03
Start to Recovery (# months) details 64 64
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 9 9 9 16 30 30
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 2 17 17 17 43 34 34
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2012 09 2005 07 2005 07
Longest negative period (# months) details 7 31 31 31 62 131 131
Period Start (yyyy mm) 2023 04 2021 04 2021 04 2021 04 2004 03 1998 04 1998 04
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 04 2009 02 2009 02
Annualized Return (%) -1.08 -0.80 -0.80 -0.80 -0.20 -0.10 -0.10
Deepest Drawdown Depth (%) -10.00 -28.73 -28.73 -28.73 -49.37 -49.37 -49.37
Start to Recovery (# months) details 5 30* 30* 30* 66 66 66
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 50 50 50
End (yyyy mm) 2023 12 - - - 2013 04 2013 04 2013 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-42.33 -48.55
Start to Recovery (# months) details 79 124
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2000 04 1973 01
Start to Bottom (# months) 3 13 13 13 16 30 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1974 09
Bottom to End (# months) 2 17 17 17 50 49 103
End (yyyy mm) 2023 12 - - - 2013 04 2006 10 1983 04
Longest negative period (# months) details 7 35 41 56 74 149 151
Period Start (yyyy mm) 2023 04 2021 03 2019 05 2018 02 2005 08 2000 01 1970 01
Period End (yyyy mm) 2023 10 2024 01 2022 09 2022 09 2011 09 2012 05 1982 07
Annualized Return (%) -4.25 -0.78 -0.67 -0.59 -0.08 -0.09 -0.77
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.78 15.47 16.33 13.52 14.07 13.87 13.99
Sharpe Ratio 1.26 0.24 0.51 0.56 0.49 0.43 0.42
Sortino Ratio 1.79 0.33 0.68 0.74 0.64 0.56 0.56
Ulcer Index 3.24 10.32 8.71 6.74 11.25 12.78 10.98
Ratio: Return / Standard Deviation 1.67 0.39 0.62 0.64 0.58 0.60 0.70
Ratio: Return / Deepest Drawdown 2.33 0.25 0.42 0.36 0.17 0.17 0.20
% Positive Months details 66% 61% 63% 66% 64% 63% 63%
Positive Months 8 22 38 80 155 230 414
Negative Months 4 14 22 40 85 130 236
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 8.69 13.57 13.57 19.47
Worst 10 Years Return (%) - Annualized 5.18 -0.63 -0.63
Best 10 Years Return (%) - Annualized 5.76 11.60 11.60 13.44
Worst 10 Years Return (%) - Annualized 3.37 -3.14 -3.14
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 53.68 23.86 20.30 13.57 9.18 8.26
Worst Rolling Return (%) - Annualized -41.49 -14.58 -3.66 -0.63 4.51
% Positive Periods 77% 83% 94% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 73.18 24.49 15.02 8.20 5.05 6.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.89 5.55
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 50.45 20.97 17.87 11.60 6.60 5.60
Worst Rolling Return (%) - Annualized -41.50 -16.63 -6.14 -3.14 2.38
% Positive Periods 71% 79% 78% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 73.18 24.49 15.02 8.20 5.05 6.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.89 5.55
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1970 - Feb 2024)
Best Rolling Return (%) - Annualized 57.57 36.51 30.27 19.47 15.76 13.57
Worst Rolling Return (%) - Annualized -41.49 -14.58 -3.66 -0.63 4.51 7.62
% Positive Periods 80% 88% 97% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 73.18 23.97 14.51 7.59 5.05 4.58
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.89 3.40
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 53.77 32.51 26.31 13.44 11.45 8.15
Worst Rolling Return (%) - Annualized -42.03 -16.63 -6.41 -3.14 2.38 4.61
% Positive Periods 71% 80% 81% 92% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 73.18 23.97 14.51 7.59 5.05 4.58
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.89 3.40
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
VEU
BND
VTI
-
0.93
0.69
VEU
0.93
-
0.75
BND
0.69
0.75
-
Asset
VTI
VEU
BND
VTI
-
0.89
0.52
VEU
0.89
-
0.56
BND
0.52
0.56
-
Asset
VTI
VEU
BND
VTI
-
0.86
0.38
VEU
0.86
-
0.44
BND
0.38
0.44
-
Asset
VTI
VEU
BND
VTI
-
0.84
0.16
VEU
0.84
-
0.16
BND
0.16
0.16
-
Asset
VTI
VEU
BND
VTI
-
0.79
0.22
VEU
0.79
-
0.20
BND
0.22
0.20
-

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.

PAUL FARRELL SECOND GRADER'S STARTER PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1970 - 29 February 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-48.52% Nov 2007 Feb 2009 16 Sep 2012 43 59 20.36
-39.03% Apr 2000 Sep 2002 30 Jul 2005 34 64 20.73
-24.21% Jan 2022 Sep 2022 9 Feb 2024 17 26 12.05
-19.32% Jan 2020 Mar 2020 3 Aug 2020 5 8 8.35
-14.32% Jul 1998 Aug 1998 2 Nov 1998 3 5 7.70
-11.99% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.73
-10.88% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.67
-5.44% May 2019 May 2019 1 Jun 2019 1 2 3.14
-5.17% Feb 2018 Mar 2018 2 Aug 2018 5 7 3.49
-4.84% Aug 1997 Aug 1997 1 Sep 1997 1 2 2.80
-4.52% Oct 1997 Oct 1997 1 Feb 1998 4 5 2.22
-4.50% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.35
-4.47% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.60
-4.39% Jan 2000 Jan 2000 1 Mar 2000 2 3 2.42
-4.27% Sep 1994 Nov 1994 3 Mar 1995 4 7 2.36
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 118 3.1 Months 32.69%
 
DD = 0% 32.69%
 
0% < DD <= -5% 105 3.4 Months 29.09%
 
DD <= -5% 61.77%
 
-5% < DD <= -10% 31 11.6 Months 8.59%
 
DD <= -10% 70.36%
 
-10% < DD <= -15% 39 9.3 Months 10.80%
 
DD <= -15% 81.16%
 
-15% < DD <= -20% 20 18.1 Months 5.54%
 
DD <= -20% 86.70%
 
-20% < DD <= -25% 19 19.0 Months 5.26%
 
DD <= -25% 91.97%
 
-25% < DD <= -30% 10 36.1 Months 2.77%
 
DD <= -30% 94.74%
 
-30% < DD <= -35% 7 51.6 Months 1.94%
 
DD <= -35% 96.68%
 
-35% < DD <= -40% 8 45.1 Months 2.22%
 
DD <= -40% 98.89%
 
-40% < DD <= -45% 3 120.3 Months 0.83%
 
DD <= -45% 99.72%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
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
-49.37% Nov 2007 Feb 2009 16 Apr 2013 50 66 21.72
-42.33% Apr 2000 Sep 2002 30 Oct 2006 49 79 22.60
-28.73% Sep 2021 Sep 2022 13 in progress 17 30 16.20
-19.17% Jan 2020 Mar 2020 3 Aug 2020 5 8 8.08
-14.89% May 1998 Aug 1998 4 Dec 1998 4 8 6.69
-12.94% Feb 2018 Dec 2018 11 Jul 2019 7 18 5.14
-11.01% Jun 2015 Feb 2016 9 Dec 2016 10 19 5.22
-5.08% Aug 1997 Aug 1997 1 Feb 1998 6 7 2.88
-4.86% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.62
-4.79% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.80
-4.78% Sep 1994 Nov 1994 3 Mar 1995 4 7 2.91
-4.68% Jan 2000 Jan 2000 1 Mar 2000 2 3 2.70
-4.04% Mar 1994 Mar 1994 1 Aug 1994 5 6 2.54
-3.92% Jul 1999 Sep 1999 3 Oct 1999 1 4 2.21
-3.72% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.15
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 87 4.1 Months 24.10%
 
DD = 0% 24.10%
 
0% < DD <= -5% 95 3.8 Months 26.32%
 
DD <= -5% 50.42%
 
-5% < DD <= -10% 41 8.8 Months 11.36%
 
DD <= -10% 61.77%
 
-10% < DD <= -15% 37 9.8 Months 10.25%
 
DD <= -15% 72.02%
 
-15% < DD <= -20% 34 10.6 Months 9.42%
 
DD <= -20% 81.44%
 
-20% < DD <= -25% 21 17.2 Months 5.82%
 
DD <= -25% 87.26%
 
-25% < DD <= -30% 19 19.0 Months 5.26%
 
DD <= -30% 92.52%
 
-30% < DD <= -35% 9 40.1 Months 2.49%
 
DD <= -35% 95.01%
 
-35% < DD <= -40% 10 36.1 Months 2.77%
 
DD <= -40% 97.78%
 
-40% < DD <= -45% 6 60.2 Months 1.66%
 
DD <= -45% 99.45%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
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
-48.52% Nov 2007 Feb 2009 16 Sep 2012 43 59 20.36
-39.03% Apr 2000 Sep 2002 30 Jul 2005 34 64 20.73
-38.74% Jan 1973 Sep 1974 21 Mar 1976 18 39 17.38
-24.21% Jan 2022 Sep 2022 9 Feb 2024 17 26 12.05
-21.75% Sep 1987 Nov 1987 3 Jan 1989 14 17 10.60
-19.60% Jan 1970 Jun 1970 6 Dec 1970 6 12 9.99
-19.32% Jan 2020 Mar 2020 3 Aug 2020 5 8 8.35
-17.61% Dec 1980 Jul 1982 20 Oct 1982 3 23 8.79
-16.95% Jan 1990 Sep 1990 9 Feb 1991 5 14 8.77
-14.32% Jul 1998 Aug 1998 2 Nov 1998 3 5 7.70
-11.99% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.73
-10.99% Feb 1980 Mar 1980 2 Jun 1980 3 5 5.20
-10.88% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.67
-8.94% Jul 1983 May 1984 11 Aug 1984 3 14 4.35
-8.59% Oct 1978 Oct 1978 1 Jan 1979 3 4 4.83
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 224 2.9 Months 34.41%
 
DD = 0% 34.41%
 
0% < DD <= -5% 196 3.3 Months 30.11%
 
DD <= -5% 64.52%
 
-5% < DD <= -10% 72 9.0 Months 11.06%
 
DD <= -10% 75.58%
 
-10% < DD <= -15% 67 9.7 Months 10.29%
 
DD <= -15% 85.87%
 
-15% < DD <= -20% 33 19.7 Months 5.07%
 
DD <= -20% 90.94%
 
-20% < DD <= -25% 24 27.1 Months 3.69%
 
DD <= -25% 94.62%
 
-25% < DD <= -30% 12 54.3 Months 1.84%
 
DD <= -30% 96.47%
 
-30% < DD <= -35% 10 65.1 Months 1.54%
 
DD <= -35% 98.00%
 
-35% < DD <= -40% 9 72.3 Months 1.38%
 
DD <= -40% 99.39%
 
-40% < DD <= -45% 3 217.0 Months 0.46%
 
DD <= -45% 99.85%
 
-45% < DD <= -50% 1 651.0 Months 0.15%
 
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
-49.37% Nov 2007 Feb 2009 16 Apr 2013 50 66 21.72
-48.55% Jan 1973 Sep 1974 21 Apr 1983 103 124 23.98
-42.33% Apr 2000 Sep 2002 30 Oct 2006 49 79 22.60
-28.73% Sep 2021 Sep 2022 13 in progress 17 30 16.20
-22.49% Sep 1987 Nov 1987 3 Jul 1989 20 23 10.86
-21.88% Jan 1970 Jun 1970 6 Feb 1971 8 14 11.33
-20.84% Jan 1990 Sep 1990 9 Dec 1991 15 24 9.71
-19.17% Jan 2020 Mar 2020 3 Aug 2020 5 8 8.08
-14.89% May 1998 Aug 1998 4 Dec 1998 4 8 6.69
-12.94% Feb 2018 Dec 2018 11 Jul 2019 7 18 5.14
-12.54% Jul 1983 May 1984 11 Jan 1985 8 19 6.17
-11.01% Jun 2015 Feb 2016 9 Dec 2016 10 19 5.22
-6.52% May 1971 Jul 1971 3 Dec 1971 5 8 3.91
-5.68% Sep 1986 Oct 1986 2 Jan 1987 3 5 3.73
-5.61% Feb 1994 Nov 1994 10 Apr 1995 5 15 3.63
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 137 4.8 Months 21.04%
 
DD = 0% 21.04%
 
0% < DD <= -5% 156 4.2 Months 23.96%
 
DD <= -5% 45.01%
 
-5% < DD <= -10% 78 8.3 Months 11.98%
 
DD <= -10% 56.99%
 
-10% < DD <= -15% 72 9.0 Months 11.06%
 
DD <= -15% 68.05%
 
-15% < DD <= -20% 62 10.5 Months 9.52%
 
DD <= -20% 77.57%
 
-20% < DD <= -25% 51 12.8 Months 7.83%
 
DD <= -25% 85.41%
 
-25% < DD <= -30% 47 13.9 Months 7.22%
 
DD <= -30% 92.63%
 
-30% < DD <= -35% 21 31.0 Months 3.23%
 
DD <= -35% 95.85%
 
-35% < DD <= -40% 14 46.5 Months 2.15%
 
DD <= -40% 98.00%
 
-40% < DD <= -45% 9 72.3 Months 1.38%
 
DD <= -45% 99.39%
 
-45% < DD <= -50% 4 162.8 Months 0.61%
 
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.

PAUL FARRELL SECOND GRADER'S STARTER PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1970 - 29 February 2024 (~54 years)
Inflation Adjusted:
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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 -41.49 03/2008
02/2009
0.58$ -8.09 0.91$ 12.34 1.12$ 22.10 1.22$ 53.68 03/2009
02/2010
1.53$ 21.33 22.92%
2Y -23.51 03/2007
02/2009
0.58$ -2.67 0.94$ 10.93 1.23$ 18.38 1.40$ 36.66 03/2009
02/2011
1.86$ 5.57 19.58%
3Y -14.58 04/2000
03/2003
0.62$ -1.21 0.96$ 9.60 1.31$ 16.20 1.56$ 23.86 03/2009
02/2012
1.90$ 6.10 16.31%
5Y -3.66 03/2004
02/2009
0.82$ 1.15 1.05$ 7.56 1.43$ 14.16 1.93$ 20.30 03/2009
02/2014
2.51$ 10.19 5.32%
7Y -0.39 03/2002
02/2009
0.97$ 4.52 1.36$ 6.74 1.57$ 10.31 1.98$ 13.88 03/2009
02/2016
2.48$ 9.73 0.36%
10Y -0.63 03/1999
02/2009
0.93$ 5.18 1.65$ 8.07 2.17$ 9.97 2.58$ 13.57 03/2009
02/2019
3.56$ 8.69 0.83%
15Y 4.25 03/1994
02/2009
1.86$ 5.40 2.20$ 6.87 2.70$ 8.31 3.31$ 12.43 03/2009
02/2024
5.79$ 12.43 0.00%
20Y 4.51 04/2000
03/2020
2.41$ 6.07 3.25$ 7.26 4.05$ 8.49 5.10$ 9.18 04/2003
03/2023
5.79$ 8.17 0.00%
30Y 8.26 03/1994
02/2024
10.82$ 8.26 10.82$ 8.26 10.82$ 8.26 10.82$ 8.26 03/1994
02/2024
10.82$ 8.26 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -41.50 03/2008
02/2009
0.58$ -10.67 0.89$ 9.38 1.09$ 19.12 1.19$ 50.45 03/2009
02/2010
1.50$ 18.13 28.37%
2Y -25.05 03/2007
02/2009
0.56$ -6.38 0.87$ 8.07 1.16$ 15.60 1.33$ 33.80 03/2009
02/2011
1.79$ 1.19 22.55%
3Y -16.63 04/2000
03/2003
0.57$ -3.72 0.89$ 7.25 1.23$ 13.41 1.45$ 20.97 03/2009
02/2012
1.77$ 0.55 20.92%
5Y -6.14 03/2004
02/2009
0.72$ -1.10 0.94$ 5.61 1.31$ 11.42 1.71$ 17.87 03/2009
02/2014
2.27$ 5.85 21.59%
7Y -2.89 03/2002
02/2009
0.81$ 1.94 1.14$ 4.16 1.32$ 8.36 1.75$ 12.11 03/2009
02/2016
2.22$ 6.06 2.17%
10Y -3.14 03/1999
02/2009
0.72$ 2.67 1.30$ 5.50 1.70$ 7.92 2.14$ 11.60 03/2009
02/2019
2.99$ 5.76 9.13%
15Y 1.70 03/1994
02/2009
1.28$ 2.99 1.55$ 4.42 1.91$ 6.23 2.47$ 9.65 03/2009
02/2024
3.98$ 9.65 0.00%
20Y 2.38 04/2000
03/2020
1.60$ 3.84 2.12$ 5.00 2.65$ 5.94 3.16$ 6.60 11/2001
10/2021
3.59$ 5.47 0.00%
30Y 5.60 03/1994
02/2024
5.12$ 5.60 5.12$ 5.60 5.12$ 5.60 5.12$ 5.60 03/1994
02/2024
5.12$ 5.60 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -41.49 03/2008
02/2009
0.58$ -3.45 0.96$ 12.74 1.12$ 24.20 1.24$ 57.57 07/1982
06/1983
1.57$ 21.33 19.87%
2Y -23.51 03/2007
02/2009
0.58$ 1.66 1.03$ 11.57 1.24$ 19.40 1.42$ 41.25 10/1985
09/1987
1.99$ 5.57 13.72%
3Y -14.58 04/2000
03/2003
0.62$ 2.20 1.06$ 10.68 1.35$ 17.63 1.62$ 36.51 08/1984
07/1987
2.54$ 6.10 11.38%
5Y -3.66 03/2004
02/2009
0.82$ 3.32 1.17$ 10.38 1.63$ 16.09 2.10$ 30.27 08/1982
07/1987
3.75$ 10.19 2.88%
7Y -0.39 03/2002
02/2009
0.97$ 5.36 1.44$ 9.87 1.93$ 15.34 2.71$ 24.05 08/1982
07/1989
4.51$ 9.73 0.18%
10Y -0.63 03/1999
02/2009
0.93$ 6.35 1.85$ 9.89 2.56$ 14.93 4.01$ 19.47 09/1977
08/1987
5.92$ 8.69 0.38%
15Y 4.25 03/1994
02/2009
1.86$ 6.29 2.49$ 9.47 3.88$ 14.65 7.77$ 17.90 10/1974
09/1989
11.82$ 12.43 0.00%
20Y 4.51 04/2000
03/2020
2.41$ 7.01 3.87$ 9.77 6.45$ 13.81 13.28$ 15.76 04/1980
03/2000
18.66$ 8.17 0.00%
30Y 7.62 04/1990
03/2020
9.05$ 8.26 10.81$ 10.16 18.24$ 11.96 29.63$ 13.57 07/1970
06/2000
45.47$ 8.26 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -42.03 10/1973
09/1974
0.57$ -9.11 0.90$ 8.52 1.08$ 19.98 1.19$ 53.77 07/1982
06/1983
1.53$ 18.13 28.64%
2Y -25.88 10/1972
09/1974
0.54$ -4.05 0.92$ 6.59 1.13$ 15.63 1.33$ 37.13 10/1985
09/1987
1.88$ 1.19 20.57%
3Y -16.63 04/2000
03/2003
0.57$ -2.41 0.92$ 6.44 1.20$ 13.88 1.47$ 32.51 08/1984
07/1987
2.32$ 0.55 19.67%
5Y -6.41 02/1973
01/1978
0.71$ -0.90 0.95$ 5.85 1.32$ 12.45 1.79$ 26.31 08/1982
07/1987
3.21$ 5.85 18.61%
7Y -3.33 04/1973
03/1980
0.78$ 1.75 1.12$ 5.84 1.48$ 11.40 2.12$ 19.79 08/1982
07/1989
3.53$ 6.06 7.05%
10Y -3.14 03/1999
02/2009
0.72$ 2.72 1.30$ 6.17 1.82$ 10.29 2.66$ 13.44 08/1982
07/1992
3.52$ 5.76 7.16%
15Y 1.70 03/1994
02/2009
1.28$ 3.75 1.73$ 5.96 2.38$ 9.42 3.86$ 13.40 08/1982
07/1997
6.59$ 9.65 0.00%
20Y 2.38 04/2000
03/2020
1.60$ 4.65 2.48$ 5.90 3.14$ 8.79 5.39$ 11.45 04/1980
03/2000
8.74$ 5.47 0.00%
30Y 4.61 02/1973
01/2003
3.86$ 5.51 4.99$ 6.51 6.63$ 7.46 8.65$ 8.15 11/1977
10/2007
10.47$ 5.60 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 Paul Farrell Second Grader's Starter Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Paul Farrell Second Grader's Starter 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.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.33
40%
-1.16
40%
-0.94
80%
2.13
80%
-0.01
60%
1.67
80%
3.19
100%
-0.08
40%
-3.53
20%
1.69
60%
5.47
80%
2.33
80%
Best 7.1
2023
4.0
2024
2.7
2023
10.0
2020
4.6
2020
6.2
2019
6.7
2022
5.5
2020
1.9
2019
5.7
2022
10.9
2020
5.0
2023
Worst -4.6
2022
-6.6
2020
-12.9
2020
-7.8
2022
-5.4
2019
-7.4
2022
0.4
2019
-3.8
2022
-8.8
2022
-2.7
2023
-2.1
2021
-4.2
2022
Monthly Seasonality over the period Feb 1970 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.99
50%
-0.01
50%
0.11
70%
1.57
90%
0.58
80%
0.91
70%
2.41
90%
-0.14
60%
-2.05
40%
0.99
60%
3.43
80%
0.48
60%
Best 7.5
2019
5.0
2015
6.8
2016
10.0
2020
4.6
2020
6.2
2019
6.7
2022
5.5
2020
2.0
2017
6.7
2015
10.9
2020
5.0
2023
Worst -5.0
2016
-6.6
2020
-12.9
2020
-7.8
2022
-5.4
2019
-7.4
2022
-1.7
2014
-6.0
2015
-8.8
2022
-7.0
2018
-2.1
2021
-6.9
2018
Monthly Seasonality over the period Feb 1970 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.05
60%
0.60
55%
1.02
67%
1.58
78%
0.50
61%
0.48
52%
0.99
61%
0.32
59%
-0.55
59%
0.76
61%
1.89
74%
1.78
78%
Best 12.0
1975
7.7
1986
8.0
2009
10.5
2009
8.9
1990
6.2
2019
8.3
1989
11.1
1982
8.7
2010
14.9
1974
10.9
2020
8.1
1971
Worst -8.9
2009
-9.1
2009
-12.9
2020
-8.9
1970
-7.9
2010
-7.4
2022
-7.8
2002
-13.4
1998
-9.2
2008
-17.2
1987
-10.1
1973
-6.9
2018
Monthly Seasonality over the period Feb 1970 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Paul Farrell Second Grader's Starter Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

PAUL FARRELL SECOND GRADER'S STARTER PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1970 - 29 February 2024 (~54 years)
230 Positive Months (64%) - 130 Negative Months (36%)
414 Positive Months (64%) - 236 Negative Months (36%)
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Investment Returns, up to December 2007, 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
  • VEU - Vanguard FTSE All-World ex-US (VEU), up to December 2007
  • BND - Vanguard Total Bond Market (BND), up to December 2007

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
Warren Buffett Portfolio Warren Buffett +9.85 13.66 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
US Stocks Minimum Volatility +9.77 13.71 -43.27 100 0 0
Stocks/Bonds 80/20 +9.29 12.51 -41.09 80 20 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Robust Alpha Architect +8.91 11.10 -44.20 70 20 10
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Dedalo Four Dedalo Invest +8.47 12.42 -43.94 80 20 0
Edge Select Aggressive Merrill Lynch +8.37 13.26 -45.65 84 16 0
Mid-Fifties Burton Malkiel +8.30 12.98 -46.21 80 20 0
Second Grader's Starter Paul Farrell +8.26 13.87 -48.52 90 10 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.98 24.02 -81.08 100 0 0
US Stocks Momentum +12.68 15.38 -53.85 100 0 0
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
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