JL Collins Simple Path to Wealth Portfolio: ETF allocation and returns

Data Source: from January 1871 to May 2023 (~152 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023

PORTFOLIO • LIVE PERFORMANCE (USD currency)

1.10%

1 Day

Jun 02 2023

1.93%

Current Month

June 2023

The JL Collins Simple Path to Wealth Portfolio is a High Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 75% on the Stock Market.

In the last 30 Years, the JL Collins Simple Path to Wealth Portfolio obtained a 8.66% compound annual return, with a 11.60% standard deviation.

Asset Allocation and ETFs

The JL Collins Simple Path to Wealth Portfolio has the following asset allocation:

        75% Stocks
      
        25% Fixed Income
      
        0% Commodities

The JL Collins Simple Path to Wealth Portfolio can be implemented with the following ETFs:

Weight (%)	Ticker	ETF Name	Investment Themes
75.00	VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap
25.00	BND	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 May 31, 2023

The JL Collins Simple Path to Wealth Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming:

No fees or capital gain taxes
a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
the reinvestment of dividends

June 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.

JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO

Consolidated returns as of 31 May 2023

Live Update: Jun 02 2023

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		Chg (%)		Return (%)	Return (%) as of May 31, 2023
		1 Day	*Time ET^()**	Jun 2023	1M	6M	1Y	5Y	10Y	30Y	MAX (~152Y)
JL Collins Simple Path to Wealth Portfolio		1.10		1.93	0.04	2.31	1.04	7.85	9.02	8.66	8.22
US Inflation Adjusted return					0.04	0.40	-2.65	3.89	6.18	6.00	5.98
*Components*
VTI	Vanguard Total Stock Market	1.65	Jun 02 2023	2.67	0.43	2.44	2.13	9.99	11.40	9.70	9.04
BND	Vanguard Total Bond Market	-0.56	Jun 02 2023	-0.29	-1.16	1.58	-2.40	0.80	1.34	4.28	4.50

Returns over 1 year are annualized | Available data source: since Jan 1871

(*) 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 JL Collins Simple Path to Wealth Portfolio granted a 1.56% dividend yield. If you are interested in getting periodic income, please refer to the JL Collins Simple Path to Wealth Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of JL Collins Simple Path to Wealth Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:

No fees or capital gain taxes
a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
the reinvestment of dividends

JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO

Portfolio Metrics

Data Source: 1 January 1871 - 31 May 2023 (~152 years)

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	Metrics as of May 31, 2023
	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~152Y)
Portfolio Return (%)	0.04	3.73	2.31	1.04	8.17	7.85	9.02	8.43	8.66	8.22
US Inflation (%)	0.00	0.84	1.90	3.79	5.77	3.81	2.68	2.55	2.51	2.12
Infl. Adjusted Return (%)	0.04	2.87	0.40	-2.65	2.27	3.89	6.18	5.74	6.00	5.98
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%)				17.23	14.34	14.80	11.75	11.47	11.60	12.50
Sharpe Ratio				-0.12	0.50	0.44	0.70	0.63	0.56	0.34
Sortino Ratio				-0.17	0.67	0.58	0.93	0.82	0.73	0.47
MAXIMUM DRAWDOWN
Drawdown Depth (%)				-11.10	-22.24	-22.24	-22.24	-38.53	-38.53	-72.36
Start (yyyy mm)				2022 08	2022 01	2022 01	2022 01	2007 11	2007 11	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	16	16	33
Start to Recovery (# months) in progress				9	> 17	> 17	> 17	38	38	89
ROLLING PERIOD RETURNS - Annualized
Best Return (%)				109.11	34.94	28.33	16.47	15.70	12.96
Worst Return (%)				-54.20	-32.34	-12.63	-1.79	2.55	3.45
% Positive Periods				76%	87%	95%	99%	100%	100%
MONTHS
Positive	1	3	4	7	23	41	85	166	240	1129
Negative	0	0	2	5	13	19	35	74	120	700
% Positive	100%	100%	67%	58%	64%	68%	71%	69%	67%	62%
WITHDRAWAL RATES (WR)
Safe WR (%)					39.44	23.82	14.88	8.44	7.99	7.98
Perpetual WR (%)					2.22	3.75	5.82	5.42	5.66	5.64

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

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Asset	VTI	BND
VTI	-	0.74
BND	0.74	-

Asset	VTI	BND
VTI	-	0.44
BND	0.44	-

Asset	VTI	BND
VTI	-	0.34
BND	0.34	-

Asset	VTI	BND
VTI	-	0.14
BND	0.14	-

Asset	VTI	BND
VTI	-	0.15
BND	0.15	-

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$, since June 1993, now would be worth 12087.36$, with a total return of 1108.74% (8.66% annualized).

The Inflation Adjusted Capital now would be 5745.58$, with a net total return of 474.56% (6.00% annualized).

An investment of 1000$, since January 1871, now would be worth 169326911.36$, with a total return of 16932591.14% (8.22% annualized).

The Inflation Adjusted Capital now would be 6962104.79$, with a net total return of 696110.48% (5.98% 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.

JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO

Drawdown periods

Updated to May 2023

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-38.53%	Nov 2007	Feb 2009	16	Dec 2010	22	38
-30.50%	Sep 2000	Sep 2002	25	Dec 2004	27	52
-22.24%	Jan 2022	Sep 2022	9	in progress	8	17
-15.46%	Feb 2020	Mar 2020	2	Jul 2020	4	6
-13.02%	Jul 1998	Aug 1998	2	Nov 1998	3	5
-12.27%	May 2011	Sep 2011	5	Feb 2012	5	10
-10.58%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-6.83%	Feb 1994	Jun 1994	5	Feb 1995	8	13
-6.60%	Jun 2015	Sep 2015	4	May 2016	8	12
-6.51%	Apr 2000	May 2000	2	Aug 2000	3	5
-4.80%	Apr 2012	May 2012	2	Aug 2012	3	5
-4.79%	Jul 1999	Sep 1999	3	Nov 1999	2	5
-4.59%	May 2019	May 2019	1	Jun 2019	1	2
-4.42%	Jun 1996	Jul 1996	2	Sep 1996	2	4
-4.38%	Feb 2018	Mar 2018	2	Jul 2018	4	6
-4.25%	Sep 2020	Oct 2020	2	Nov 2020	1	3
-3.89%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-3.72%	Sep 2021	Sep 2021	1	Oct 2021	1	2
-3.67%	Feb 1997	Mar 1997	2	May 1997	2	4
-3.25%	Feb 1999	Feb 1999	1	Apr 1999	2	3

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-72.36%	Sep 1929	May 1932	33	Jan 1937	56	89
-39.03%	Mar 1937	Mar 1938	13	Mar 1943	60	73
-38.53%	Nov 2007	Feb 2009	16	Dec 2010	22	38
-34.54%	Jan 1973	Sep 1974	21	Jan 1976	16	37
-30.50%	Sep 2000	Sep 2002	25	Dec 2004	27	52
-24.84%	Apr 1876	Jun 1877	15	Jan 1879	19	34
-23.27%	Sep 1987	Nov 1987	3	Apr 1989	17	20
-23.08%	Dec 1968	Jun 1970	19	Feb 1971	8	27
-22.56%	Oct 1906	Nov 1907	14	Nov 1908	12	26
-22.24%	Jan 2022	Sep 2022	9	in progress	8	17
-20.33%	Feb 1893	Aug 1893	7	Aug 1895	24	31
-20.28%	Oct 1902	Oct 1903	13	Nov 1904	13	26
-17.15%	Nov 1919	Jun 1921	20	Mar 1922	9	29
-16.97%	Jul 1881	Jun 1884	36	Nov 1885	17	53
-16.65%	Dec 1916	Dec 1917	13	Apr 1919	16	29
-16.39%	Jan 1962	Jun 1962	6	Apr 1963	10	16
-16.21%	Jun 1946	Nov 1946	6	Oct 1949	35	41
-15.46%	Feb 2020	Mar 2020	2	Jul 2020	4	6
-15.16%	Nov 1912	Oct 1914	24	Apr 1915	6	30
-14.54%	Oct 1895	Aug 1896	11	Jul 1897	11	22

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.

JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO

Annualized Rolling Returns

Data Source: from January 1871 to May 2023

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Rolling Period	Annualized Return (%)				Negative Periods
Rolling Period	Average	Latest	Best	Worst	Negative Periods
1 Year	9.20	1.04	109.11 Jul 1932 - Jun 1933	-54.20 Jul 1931 - Jun 1932	24.48%
2 Years	8.74	-1.91	43.49 Jul 1932 - Jun 1934	-42.58 Jun 1930 - May 1932	17.28%
3 Years	8.56	8.17	34.94 Mar 1933 - Feb 1936	-32.34 Jul 1929 - Jun 1932	12.71%
5 Years	8.42	7.85	28.33 Jun 1932 - May 1937	-12.63 Jun 1927 - May 1932	4.97%
7 Years	8.39	9.13	19.66 Apr 1980 - Mar 1987	-4.94 Jul 1925 - Jun 1932	2.18%
10 Years	8.37	9.02	16.47 Sep 1977 - Aug 1987	-1.79 Sep 1929 - Aug 1939	0.58%
15 Years	8.30	8.20	16.43 Aug 1982 - Jul 1997	1.52 Sep 1929 - Aug 1944	0.00%
20 Years	8.34	8.43	15.70 Apr 1980 - Mar 2000	2.55 Jul 1912 - Jun 1932	0.00%
30 Years	8.50	8.66	12.96 Jul 1970 - Jun 2000	3.45 Jun 1902 - May 1932	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 JL Collins Simple Path to Wealth 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

JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO

Previous vs Next Returns - 10 Years annualized

Updated to May 2023

The annualized return of the last 10 years has been 9.02% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in JL Collins Simple Path to Wealth 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	1.53 60%	-1.11 40%	-0.42 80%	2.04 80%	-0.01 80%	0.73 80%	3.45 100%	1.10 60%	-2.61 40%	0.99 60%	3.47 80%	-0.48 60%
Capital Growth on monthly avg returns
100	101.53	100.40	99.98	102.02	102.01	102.75	106.30	107.47	104.67	105.71	109.38	108.85
Best	6.7 2019	2.7 2019	2.7 2023	10.0 2020	4.1 2020	5.7 2019	7.4 2022	5.0 2020	1.2 2019	5.6 2022	9.1 2020	3.6 2020
Worst	-5.1 2022	-5.5 2020	-10.5 2020	-7.8 2022	-4.6 2019	-6.5 2022	1.1 2019	-3.5 2022	-7.9 2022	-5.9 2018	-1.1 2021	-6.5 2018

Monthly Seasonality over the period Jun 2018 - May 2023

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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	0.52 50%	0.21 60%	0.17 70%	1.26 90%	0.71 90%	0.41 70%	2.64 90%	0.21 60%	-1.15 50%	1.64 70%	2.69 90%	0.06 60%
Capital Growth on monthly avg returns
100	100.52	100.74	100.91	102.18	102.90	103.32	106.05	106.27	105.04	106.76	109.64	109.70
Best	6.7 2019	3.9 2015	5.5 2016	10.0 2020	4.1 2020	5.7 2019	7.4 2022	5.0 2020	3.3 2013	5.8 2015	9.1 2020	3.6 2020
Worst	-5.1 2022	-5.5 2020	-10.5 2020	-7.8 2022	-4.6 2019	-6.5 2022	-1.6 2014	-4.7 2015	-7.9 2022	-5.9 2018	-1.1 2021	-6.5 2018

Monthly Seasonality over the period Jun 2013 - May 2023

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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	1.26 67%	0.37 58%	0.49 64%	1.11 65%	0.27 57%	0.56 59%	1.09 58%	0.98 66%	-0.03 58%	0.45 56%	1.04 63%	1.12 71%
Capital Growth on monthly avg returns
100	101.26	101.64	102.13	103.26	103.54	104.12	105.26	106.28	106.26	106.74	107.85	109.05
Best	10.7 1975	8.9 1931	8.2 1928	31.0 1933	13.3 1933	18.4 1938	24.6 1932	26.8 1932	11.0 1939	11.6 1974	10.0 1928	8.8 1873
Worst	-6.6 2009	-13.4 1933	-19.1 1938	-13.7 1932	-17.7 1940	-12.5 1930	-7.8 1934	-11.5 1998	-21.8 1931	-17.3 1987	-9.5 1929	-10.0 1931

Monthly Seasonality over the period Jan 1871 - May 2023

Monthly/Yearly Returns

JL Collins Simple Path to Wealth Portfolio data source starts from January 1871: 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 1871 - May 2023

1129 Positive Months (62%) - 700 Negative Months (38%)

MONTHLY RETURNS TABLE

Jan 1871 - May 2023

(Scroll down to see all data)

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	Yearly Return(%)		Monthly Return(%)
Year	Total	Infl.Adj	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2023	+7.20	+4.88	6.0	-2.5	2.7	1.0	0.0
2022	-17.91	-22.89	-5.1	-2.1	1.7	-7.8	0.0	-6.5	7.4	-3.5	-7.9	5.6	4.8	-4.6
2021	+18.79	+10.98	-0.5	2.0	2.5	4.1	0.4	2.1	1.6	2.2	-3.7	5.2	-1.1	2.9
2020	+17.70	+16.12	0.4	-5.5	-10.5	10.0	4.1	1.9	4.6	5.0	-2.7	-1.6	9.1	3.6
2019	+25.21	+22.41	6.7	2.7	1.5	3.0	-4.6	5.7	1.1	-1.0	1.2	1.7	2.9	2.2
2018	-3.94	-5.74	3.6	-3.1	-1.3	0.1	2.2	0.5	2.5	2.8	0.0	-5.9	1.7	-6.5
2017	+16.80	+14.39	1.4	2.9	0.0	1.0	0.9	0.7	1.5	0.3	1.8	1.7	2.3	1.0
2016	+10.25	+8.01	-4.0	0.2	5.5	0.6	1.3	0.7	3.1	0.1	0.2	-1.9	2.7	1.6
2015	+0.41	-0.32	-1.5	3.9	-0.7	0.4	0.9	-1.5	1.5	-4.7	-2.0	5.8	0.4	-1.6
2014	+10.86	+10.03	-2.0	3.7	0.3	0.2	1.8	2.0	-1.6	3.4	-1.7	2.2	2.1	0.0
2013	+24.56	+22.72	3.9	1.1	3.0	1.5	1.4	-1.5	4.6	-2.6	3.3	3.5	2.1	2.1
2012	+13.13	+11.19	4.0	3.2	2.2	-0.2	-4.6	3.1	1.0	2.1	2.0	-1.4	0.7	0.8
2011	+2.71	-0.25	1.6	2.9	0.3	2.6	-0.5	-1.5	-1.3	-4.1	-5.4	8.2	-0.3	1.0
2010	+14.62	+12.93	-2.4	2.6	4.7	1.9	-5.7	-4.0	5.3	-3.1	6.9	3.1	0.2	5.0
2009	+22.58	+19.33	-6.6	-7.9	6.2	8.2	4.3	0.4	6.2	3.1	3.4	-2.0	4.7	1.9
2008	-26.02	-26.09	-4.3	-1.8	-0.5	3.5	1.2	-6.0	-0.4	1.3	-6.9	-13.2	-4.1	3.0
2007	+5.76	+1.61	1.4	-0.9	0.8	3.1	2.6	-1.4	-2.5	1.4	3.1	1.6	-3.0	-0.5
2006	+12.84	+10.04	2.4	0.3	1.3	0.7	-2.5	0.1	0.2	2.1	1.9	2.9	2.0	0.8
2005	+5.33	+1.85	-1.7	1.4	-1.5	-1.3	3.1	0.7	3.0	-0.5	0.3	-2.0	3.6	0.3
2004	+10.65	+7.16	2.2	1.3	-0.6	-2.3	1.0	1.7	-2.5	0.5	1.3	1.6	3.4	2.8
2003	+24.06	+21.77	-2.1	-0.8	0.5	6.6	4.8	1.2	1.0	2.0	-0.2	4.5	1.2	3.3
2002	-13.29	-15.30	-0.5	-1.1	2.4	-2.9	-0.8	-5.0	-5.9	1.0	-6.6	4.8	4.2	-3.0
2001	-6.12	-7.55	3.3	-6.9	-4.8	5.7	0.9	-1.1	-0.7	-4.0	-6.1	2.3	4.8	1.1
2000	-5.08	-8.19	-3.2	2.2	4.6	-4.0	-2.6	3.8	-1.2	5.7	-3.3	-1.4	-6.8	1.8
1999	+17.67	+14.59	2.9	-3.2	3.1	3.6	-1.7	3.8	-2.6	-0.7	-1.6	4.9	2.6	5.8
1998	+19.59	+17.70	0.7	5.5	3.9	1.0	-1.9	2.9	-1.7	-11.5	5.4	5.4	4.8	5.0
1997	+25.61	+23.50	4.2	-0.1	-3.6	3.8	5.6	3.6	6.6	-3.1	4.8	-2.4	2.7	1.6
1996	+16.62	+12.87	2.2	0.8	0.7	1.7	2.0	-0.4	-4.1	2.3	4.5	1.6	5.7	-1.2
1995	+31.38	+28.13	2.1	3.6	2.2	2.2	3.6	2.4	3.0	1.1	3.0	-0.6	3.5	1.5
1994	-0.79	-3.38	2.7	-2.1	-3.9	0.5	0.7	-2.1	2.8	3.3	-1.8	1.2	-2.8	1.1
1993	+10.39	+7.44	1.2	0.8	1.9	-1.9	2.3	0.9	0.0	3.4	0.1	1.3	-1.5	1.5
1992	+8.62	+5.55	-0.4	1.1	-1.9	1.2	0.9	-1.1	3.4	-1.3	1.1	0.5	3.1	1.7
1991	+28.11	+24.30	4.0	5.4	2.4	0.5	3.2	-3.5	4.0	2.5	-0.5	1.5	-2.8	8.8
1990	-2.40	-8.01	-5.7	1.4	1.9	-2.3	7.2	0.0	-0.5	-7.0	-3.6	-0.5	5.2	2.5
1989	+24.50	+18.97	5.2	-1.5	1.7	4.1	3.6	0.5	6.3	1.4	-0.1	-1.7	1.4	1.6
1988	+14.83	+9.97	4.1	4.2	-1.4	0.7	-0.3	4.4	-0.6	-2.1	3.3	1.6	-1.4	1.6
1987	+2.34	-2.00	10.0	3.8	1.6	-1.9	0.3	3.6	3.6	2.9	-2.1	-17.3	-5.3	5.8
1986	+14.71	+13.46	0.8	6.1	5.3	-0.5	3.2	1.7	-4.2	5.6	-6.5	3.9	1.3	-2.2
1985	+29.02	+24.29	7.4	0.9	0.1	0.4	5.6	1.5	-0.1	-0.1	-2.9	3.8	5.7	3.9
1984	+5.39	+1.39	-0.6	-3.1	0.7	0.2	-4.8	2.0	-0.4	8.5	0.5	1.1	-0.4	2.1
1983	+18.30	+13.98	3.1	2.9	2.4	6.2	0.6	3.0	-3.0	0.3	2.0	-2.1	2.6	-0.8
1982	+23.16	+18.61	-1.9	-3.4	-0.7	4.0	-1.6	-2.2	-0.2	9.9	2.5	9.9	4.2	1.6
1981	-0.76	-8.89	-3.0	0.6	4.1	-1.6	1.7	-0.7	-0.8	-4.7	-4.5	6.1	5.6	-2.9
1980	+25.59	+11.62	4.4	-1.6	-8.9	6.5	5.6	3.4	4.8	0.6	2.3	1.1	8.3	-2.2
1979	+19.52	+5.50	4.2	-2.2	5.2	0.7	-0.6	4.0	1.0	4.8	0.2	-6.9	5.8	2.4
1978	+6.63	-2.19	-4.2	-0.7	2.6	6.2	1.7	-0.9	4.5	3.4	-0.4	-9.0	3.0	1.1
1977	-2.26	-8.40	-3.4	-1.2	-0.5	0.5	-0.6	4.1	-1.2	-0.8	0.1	-3.1	3.6	0.6
1976	+23.29	+17.57	9.7	0.6	2.3	-0.6	-1.0	3.8	-0.3	0.3	2.1	-1.2	1.2	4.7
1975	+30.20	+21.76	10.7	4.9	2.2	3.3	5.0	4.1	-5.0	-1.8	-3.1	5.3	2.4	-0.4
1974	-19.44	-28.28	0.2	0.3	-2.3	-3.8	-2.7	-1.8	-5.2	-6.2	-6.8	11.6	-2.2	-1.4
1973	-12.52	-19.53	-2.1	-3.4	-0.5	-3.5	-1.6	-0.6	3.1	-1.3	4.7	0.0	-8.6	1.0
1972	+13.90	+10.15	1.9	2.6	0.4	0.8	1.5	-1.7	-0.2	2.7	-0.4	0.8	4.0	0.9
1971	+15.59	+11.94	4.3	1.1	4.4	2.2	-3.2	0.0	-2.9	4.2	0.4	-2.4	0.2	6.8
1970	+7.90	+2.21	-5.1	6.0	0.1	-7.6	-4.2	-2.5	6.2	3.3	3.3	-0.6	5.6	4.4
1969	-8.24	-13.59	-0.4	-3.4	2.8	2.1	-0.5	-4.2	-4.0	2.9	-2.8	4.6	-2.9	-2.1
1968	+10.76	+5.77	-1.6	-1.9	0.7	6.3	1.1	1.5	-0.5	4.2	0.1	0.7	3.6	-3.5
1967	+20.41	+16.85	6.7	0.3	4.0	3.3	-3.6	1.2	4.1	2.1	0.3	-2.3	0.5	2.6
1966	-5.30	-8.47	0.7	-1.6	-0.7	1.7	-3.7	-1.1	-0.7	-5.9	0.7	3.9	0.3	1.3
1965	+10.83	+8.74	2.9	0.2	-0.7	2.9	-0.2	-3.2	1.4	2.0	2.6	2.3	-0.4	0.7
1964	+13.27	+12.18	2.3	1.0	1.3	0.8	1.2	1.6	1.6	-1.0	2.5	0.9	-0.2	0.6
1963	+16.27	+14.39	3.8	-2.1	2.9	3.9	1.3	-1.4	-0.1	3.9	-0.8	2.6	-0.5	2.0
1962	-5.79	-7.03	-2.7	1.6	0.1	-4.4	-6.1	-5.8	4.6	1.5	-3.1	0.6	7.4	1.4
1961	+20.54	+19.73	5.0	2.4	2.3	0.5	1.9	-2.3	2.7	1.6	-1.2	2.6	3.3	0.3
1960	+3.95	+2.56	-5.1	1.5	-0.1	-1.0	2.2	2.2	-0.9	2.5	-4.0	0.0	3.1	3.9
1959	+9.16	+7.30	0.6	0.4	0.3	3.0	1.4	0.0	2.9	-0.9	-3.6	1.5	1.3	2.1
1958	+32.90	+30.61	3.9	-1.1	2.9	3.0	1.4	2.3	3.2	0.7	3.8	2.3	2.2	4.3
1957	-5.31	-7.97	-2.7	-1.7	1.7	3.0	2.9	-0.1	1.0	-3.8	-4.2	-2.0	2.2	-1.4
1956	+5.99	+2.92	-2.3	3.1	5.4	-0.2	-4.4	3.5	4.1	-2.9	-3.1	0.9	-0.7	2.9
1955	+19.10	+18.65	1.1	0.2	-0.4	2.7	-0.1	6.3	4.6	-0.8	0.9	-2.3	6.1	-0.2
1954	+38.65	+39.68	4.4	0.5	2.8	4.2	2.7	0.3	4.9	-2.5	6.8	-1.4	6.6	4.3
1953	+1.41	+0.65	-0.2	-1.0	-1.4	-1.6	-0.1	-0.8	2.9	-3.8	0.8	4.8	1.2	0.9
1952	+10.77	+9.94	1.3	-2.7	3.7	-2.9	1.9	3.6	1.4	-1.2	-1.6	0.3	3.8	2.9
1951	+15.57	+9.03	5.0	0.6	-1.4	3.8	-3.1	-1.7	5.8	4.0	-0.4	-0.9	0.0	3.4
1950	+22.71	+15.84	1.6	1.2	0.7	3.8	3.5	-4.2	1.2	3.0	4.8	0.8	0.4	4.2
1949	+16.07	+18.53	0.8	-2.4	2.9	-1.0	-2.2	0.6	5.3	1.6	2.2	2.8	0.7	4.0
1948	+2.42	-0.55	-2.7	-3.2	5.9	2.3	6.4	0.3	-4.0	0.8	-2.0	5.4	-8.1	2.7
1947	+2.77	-5.58	2.1	-0.8	-1.0	-2.7	-0.4	4.1	3.1	-1.8	-0.9	1.7	-2.1	1.6
1946	-4.52	-19.18	5.8	-4.9	3.9	2.9	2.1	-2.6	-1.6	-5.2	-7.2	0.0	-0.6	3.8
1945	+29.94	+27.09	1.8	5.2	-3.0	7.3	1.3	0.2	-1.2	4.8	3.7	2.8	3.0	0.9
1944	+16.49	+13.87	1.6	0.4	1.7	-0.5	3.5	4.3	-1.2	1.2	0.2	0.4	0.7	3.1
1943	+21.54	+18.05	6.0	4.4	4.5	0.6	4.1	2.0	-3.8	1.3	2.3	-0.6	-5.5	5.0
1942	+12.87	+3.52	1.3	-2.3	-4.1	-3.1	5.1	1.6	2.5	0.8	2.3	5.3	-0.9	4.4
1941	-7.01	-15.41	-3.0	-0.8	1.2	-4.0	0.8	4.7	4.9	-0.2	-0.2	-4.3	-2.6	-3.1
1940	-4.30	-4.97	-2.2	1.0	1.5	0.0	-17.7	6.4	2.9	2.5	1.5	3.5	-2.1	0.4
1939	+2.53	+2.53	-4.7	3.0	-9.4	0.3	5.3	-4.1	8.2	-4.9	11.0	-0.1	-2.8	2.5
1938	+22.38	+25.88	1.3	4.9	-19.1	10.6	-3.0	18.4	5.8	-2.0	1.2	6.3	-2.6	3.2
1937	-25.67	-27.74	3.3	1.5	-0.9	-6.1	-0.3	-3.5	8.1	-3.9	-10.1	-6.8	-6.4	-2.8
1936	+26.37	+24.56	5.3	1.7	2.3	-5.6	3.8	2.6	5.6	1.1	0.4	6.2	0.8	-0.1
1935	+35.70	+31.76	-2.5	-2.6	-2.1	7.4	2.7	5.3	6.7	1.6	2.0	6.3	3.3	3.3
1934	+3.55	+2.01	8.6	-1.9	0.8	-1.4	-5.4	2.2	-7.8	4.1	-0.1	-1.4	6.5	0.3
1933	+43.64	+42.55	1.5	-13.4	2.9	31.0	13.3	11.2	-6.8	9.7	-8.8	-6.7	8.2	2.1
1932	-3.42	+7.64	-2.2	5.0	-8.0	-13.7	-15.4	0.2	24.6	26.8	-2.2	-10.0	-3.7	4.4
1931	-33.61	-26.79	4.2	8.9	-5.0	-7.0	-9.7	10.5	-5.2	1.1	-21.8	5.0	-6.3	-10.0
1930	-19.33	-13.81	4.8	1.9	6.6	-0.7	-1.0	-12.5	2.9	0.8	-9.6	-6.2	-1.2	-5.1
1929	-7.41	-7.95	4.3	-0.5	-0.3	1.6	-3.2	8.6	3.8	7.8	-3.8	-15.7	-9.5	2.0
1928	+28.78	+30.28	-0.4	-1.3	8.2	2.5	0.9	-3.3	0.7	5.8	2.0	1.2	10.0	0.2
1927	+26.32	+29.24	-1.3	3.8	0.8	1.5	4.2	-0.7	5.1	3.7	2.7	-3.3	5.7	1.8
1926	+9.77	+11.01	0.3	-2.8	-4.0	1.9	1.2	3.6	1.8	3.6	2.1	-2.0	2.2	1.8
1925	+20.13	+16.10	1.6	0.8	-4.9	2.5	4.2	0.6	2.9	0.3	2.2	4.7	0.0	4.0
1924	+22.24	+22.24	2.9	-1.0	-1.5	0.0	1.1	3.6	3.9	1.0	0.6	-0.1	5.6	4.4
1923	+4.96	+2.53	0.6	5.3	-0.7	-1.6	-2.5	-5.2	1.9	1.7	-1.8	0.2	4.7	2.7
1922	+23.16	+26.07	1.2	2.7	3.2	5.1	4.5	-2.7	1.7	6.0	-0.8	2.1	-3.4	1.9
1921	+10.85	+24.31	3.7	-0.5	-1.5	2.0	-1.2	-5.4	2.3	-1.2	2.5	2.6	5.5	1.8
1920	-10.45	-12.76	-1.5	-4.9	7.9	-5.0	-2.7	0.3	-0.9	1.9	1.0	2.4	-5.1	-3.5
1919	+15.27	+0.64	-0.8	2.8	0.8	4.4	6.8	-1.9	5.1	-5.9	2.0	6.4	-4.5	-0.1
1918	+14.77	-4.71	5.7	1.9	-2.7	1.2	1.4	2.1	-0.3	1.9	-1.3	4.2	-0.9	1.0
1917	-14.41	-27.53	-1.1	-3.1	2.6	-0.3	-2.1	2.2	-1.0	-1.2	-2.2	-2.9	-4.7	-1.5
1916	+6.95	-5.03	-0.9	-0.5	0.2	-0.5	2.0	0.9	-0.8	1.0	3.5	2.7	2.0	-2.6
1915	+24.93	+22.51	1.6	-0.8	2.3	6.0	-1.7	1.0	-0.4	3.7	2.9	4.5	3.1	0.5
1914	-2.47	-3.44	3.7	1.4	-1.2	-1.6	0.8	-0.1	-3.9	-6.1	0.4	-3.6	3.2	5.2
1913	-2.61	-5.53	0.1	-1.9	-0.7	0.6	-1.1	-2.9	1.1	2.6	1.3	-1.7	-0.7	0.9
1912	+5.73	-1.47	0.4	-0.3	2.5	2.7	0.0	0.4	0.4	1.9	0.7	0.1	-0.6	-2.5
1911	+3.63	+5.81	2.1	1.8	-0.6	-0.1	1.6	1.9	0.0	-3.5	-3.9	0.7	3.3	0.6
1910	-1.54	+6.58	-1.1	-2.0	2.4	-1.1	-0.6	-2.8	-2.9	2.5	1.3	3.9	0.6	-1.4
1909	+12.43	+1.73	0.5	-1.9	1.2	3.6	2.7	1.6	1.2	1.8	0.1	0.5	-0.4	1.1
1908	+32.43	+28.17	3.5	-2.4	3.8	4.7	4.8	-0.3	3.1	3.5	-0.8	1.2	5.6	2.1
1907	-18.25	-16.48	-1.6	-1.6	-6.2	1.2	-1.8	-1.5	3.5	-4.7	-0.1	-6.6	-3.6	3.5
1906	+0.63	-4.65	2.5	-0.8	-2.0	-0.9	-2.4	0.7	-2.1	5.6	2.4	-0.6	-0.5	-0.9
1905	+16.09	+16.10	2.0	3.6	2.9	-0.6	-3.6	1.4	2.7	3.2	0.8	1.4	-0.3	1.8
1904	+25.55	+19.93	1.7	-1.7	0.3	2.3	-1.2	0.7	3.6	2.9	3.9	5.0	4.5	1.2
1903	-12.31	-7.21	4.0	-0.2	-2.6	-3.3	-1.1	-4.1	-2.4	-3.2	-1.4	-2.1	0.2	3.5
1902	+6.41	-0.67	2.2	1.2	0.6	3.0	0.3	-0.6	1.6	2.6	1.4	-1.8	-2.6	-1.4
1901	+15.01	+9.54	6.9	1.7	2.5	6.6	-4.3	7.9	-5.7	0.7	-0.4	-0.9	1.6	-1.5
1900	+16.53	+20.96	1.8	2.3	1.6	1.4	-2.5	-1.4	0.7	1.6	0.8	-0.9	3.8	6.6
1899	+2.63	-12.17	5.6	2.5	0.9	0.9	-3.6	-1.8	2.3	1.8	-1.1	-0.6	1.4	-5.2
1898	+23.09	+21.27	2.8	0.0	-3.5	-1.0	5.9	4.0	1.6	3.5	0.5	-0.9	3.0	5.5
1897	+16.69	+16.69	0.9	-0.2	0.8	-1.7	0.5	4.2	4.0	5.2	4.1	-1.8	-2.1	2.2
1896	+3.42	+4.96	-1.3	3.5	-0.5	1.3	-0.1	-0.9	-5.0	-4.3	5.0	2.4	6.1	-2.3
1895	+3.72	+0.81	-1.1	0.4	0.4	3.7	4.5	2.0	0.5	1.0	0.7	-1.9	-1.8	-4.4
1894	+4.21	+11.66	-1.3	1.8	2.8	1.5	-2.4	-0.4	-1.1	3.3	1.8	-1.9	0.6	-0.2
1893	-12.95	-5.90	1.4	-1.3	-2.4	0.1	-6.6	-3.7	-6.9	-1.3	5.7	2.2	1.8	-2.0
1892	+5.09	+3.85	1.6	0.5	1.3	-0.1	0.6	0.1	0.1	1.4	-1.8	1.8	0.1	-0.6
1891	+15.48	+21.33	3.8	1.2	-1.1	2.9	-0.1	-1.3	-2.0	2.8	6.8	0.0	-0.9	2.8
1890	-4.34	-5.54	1.1	-0.7	-0.1	2.0	3.8	0.1	0.1	-1.0	-0.4	-3.1	-4.7	-1.2
1889	+5.90	+12.43	1.6	1.4	-1.1	0.0	2.4	1.6	-1.5	1.2	2.1	-1.3	-0.5	-0.1
1888	+3.83	+3.85	1.1	0.3	-2.7	0.7	1.8	-1.7	2.3	2.1	2.4	-0.2	-1.2	-0.9
1887	-0.16	-5.94	-0.6	0.1	2.3	2.2	1.7	-1.7	-1.7	-1.5	-0.8	-1.9	2.2	-0.1
1886	+9.13	+14.45	0.0	2.0	-1.3	-1.0	-1.4	3.7	1.2	0.7	2.4	2.3	2.0	-1.8
1885	+23.82	+25.33	-1.3	3.1	0.9	0.4	-0.2	0.5	3.4	4.9	-0.3	5.0	5.5	0.1
1884	-8.30	+2.23	-1.8	2.5	0.3	-2.6	-6.4	-2.6	0.6	5.3	-1.8	-1.8	-0.5	0.6
1883	-3.07	+4.91	-0.4	-1.6	1.3	1.9	-1.3	1.1	-1.2	-3.2	1.4	-1.7	1.6	-0.9
1882	+3.46	+5.41	-0.9	-1.1	0.4	0.7	-0.3	0.0	4.5	2.7	1.2	-1.7	-2.7	1.0
1881	+1.01	-5.64	4.4	-0.4	0.8	-0.1	3.7	0.9	-3.2	-2.2	0.7	-1.6	0.5	-2.1
1880	+21.20	+23.62	3.2	2.3	1.8	-1.2	-5.4	0.9	3.7	3.5	0.1	2.3	5.0	3.7
1879	+37.70	+16.13	3.1	3.0	-0.9	2.8	4.4	0.9	1.3	1.0	3.3	8.9	4.7	0.2
1878	+13.81	+32.31	0.8	-0.6	1.8	2.9	1.5	2.1	1.9	-0.1	2.3	-0.2	0.5	0.3
1877	+0.08	+13.13	-0.3	-3.8	-3.2	-4.1	1.2	-4.6	3.7	5.4	4.4	2.3	-0.3	0.3
1876	-8.84	-7.24	1.9	1.9	0.3	-2.5	-2.2	0.4	-0.8	-3.1	-4.3	-0.1	-0.5	0.1
1875	+5.63	+11.14	0.4	0.7	1.6	2.0	-1.8	-0.6	-0.1	1.1	-0.2	-0.3	1.9	0.9
1874	+6.93	+13.17	4.0	3.0	-0.5	-1.7	-1.5	0.0	-0.5	0.6	1.6	0.2	1.1	0.6
1873	-0.84	+5.36	0.9	1.5	0.2	-0.2	1.3	0.1	-0.1	0.7	-5.5	-6.0	-1.8	8.8
1872	+8.79	+6.36	1.3	0.5	2.7	3.0	0.7	-0.2	-0.8	-0.7	-1.2	0.8	0.2	2.2
1871	+12.38	+10.70	0.1	2.0	2.5	3.0	2.5	0.1	-1.3	1.4	1.5	-3.6	1.3	2.4

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:

VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the JL Collins Simple Path to Wealth 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 Momentum		+9.28	9.43	-32.52	60	40	0
Simple Path to Wealth	JL Collins	+8.66	11.60	-38.53	75	25	0

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		+9.28	9.43	-32.52	60	40	0
Simple Path to Wealth	JL Collins	+8.66	11.60	-38.53	75	25	0
Late Sixties and Beyond	Burton Malkiel	+8.19	11.57	-41.80	71	29	0
Yale Endowment	David Swensen	+8.06	10.83	-39.48	70	30	0
Talmud Portfolio	Roger Gibson	+8.00	10.64	-40.17	66.7	33.3	0