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

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.79%
1 Day
Mar 01 2024
0.79%
Current Month
March 2024

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 9.04% compound annual return, with a 11.77% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

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 Currency ETF Name Investment Themes
75.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
25.00
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 JL Collins Simple Path to Wealth 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.
JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
JL Collins Simple Path to Wealth Portfolio 0.79 0.79 3.65 10.90 22.21 10.62 9.41 9.04 8.29
US Inflation Adjusted return 3.65 9.65 18.98 6.27 6.46 6.36 6.05
Components
VTI
USD Vanguard Total Stock Market 0.92 Mar 01 2024 0.92 5.30 13.69 28.61 13.82 11.96 10.22 9.14
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 4.48
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the JL Collins Simple Path to Wealth Portfolio granted a 2.15% dividend yield. If you are interested in getting periodic income, please refer to the JL Collins Simple Path to Wealth Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 13.40$, with a total return of 1240.41% (9.04% annualized).

The Inflation Adjusted Capital now would be 6.35$, with a net total return of 534.96% (6.36% annualized).
An investment of 1$, since January 1871, now would be worth 199495.32$, with a total return of 19949431.98% (8.29% annualized).

The Inflation Adjusted Capital now would be 8038.50$, with a net total return of 803750.48% (6.05% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of JL Collins Simple Path to Wealth Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) 3.65 9.60 10.90 22.21 6.66 10.62 9.41 8.44 9.04 8.29
Infl. Adjusted Return (%) details 3.65 9.01 9.65 18.98 1.08 6.27 6.46 5.73 6.36 6.05
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.12
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.11 -22.24 -22.24 -22.24 -38.53 -38.53 -72.36
Start to Recovery (# months) details 5 25 25 25 38 38 89
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 9 9 9 16 16 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 16 16 16 22 22 56
End (yyyy mm) 2023 12 2024 01 2024 01 2024 01 2010 12 2010 12 1937 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-30.50
same as
deepest
Start to Recovery (# months) details 52
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 09 1929 09
Start to Bottom (# months) 3 9 9 9 16 25 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1932 05
Bottom to End (# months) 2 16 16 16 22 27 56
End (yyyy mm) 2023 12 2024 01 2024 01 2024 01 2010 12 2004 12 1937 01
Longest negative period (# months) details 6 31 31 31 62 122 163
Period Start (yyyy mm) 2023 05 2021 04 2021 04 2021 04 2004 03 1999 01 1928 12
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 04 2009 02 1942 06
Annualized Return (%) -1.39 -0.09 -0.09 -0.09 -0.34 -0.01 -0.02
Deepest Drawdown Depth (%) -8.98 -26.31 -26.31 -26.31 -39.55 -39.55 -65.10
Start to Recovery (# months) details 5 26* 26* 26* 42 42 77
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 9 9 9 16 16 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 17 17 17 26 26 44
End (yyyy mm) 2023 12 - - - 2011 04 2011 04 1936 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-33.62 -45.02
Start to Recovery (# months) details 75 123
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 09 1973 01
Start to Bottom (# months) 3 9 9 9 16 25 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 26 50 102
End (yyyy mm) 2023 12 - - - 2011 04 2006 11 1983 03
Longest negative period (# months) details 7 35 39 39 68 141 246
Period Start (yyyy mm) 2023 04 2021 03 2020 08 2020 08 2004 03 2000 01 1901 05
Period End (yyyy mm) 2023 10 2024 01 2023 10 2023 10 2009 10 2011 09 1921 10
Annualized Return (%) -2.78 -0.12 -0.28 -0.28 -0.27 -0.23 -0.04
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 11.79 14.50 14.79 12.09 11.73 11.77 12.51
Sharpe Ratio 1.44 0.30 0.59 0.68 0.61 0.58 0.34
Sortino Ratio 2.04 0.40 0.79 0.91 0.79 0.75 0.48
Ulcer Index 2.82 10.15 8.29 6.17 8.53 9.48 12.12
Ratio: Return / Standard Deviation 1.88 0.46 0.72 0.78 0.72 0.77 0.66
Ratio: Return / Deepest Drawdown 2.74 0.30 0.48 0.42 0.22 0.23 0.11
% Positive Months details 75% 63% 66% 70% 68% 66% 61%
Positive Months 9 23 40 85 164 240 1135
Negative Months 3 13 20 35 76 120 703
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 9.41 13.56 13.56 16.47
Worst 10 Years Return (%) - Annualized 6.48 0.03 -1.79
Best 10 Years Return (%) - Annualized 6.46 11.59 11.59 16.35
Worst 10 Years Return (%) - Annualized 4.62 -2.50 -4.42
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 44.15 25.25 22.05 13.56 9.45 9.04
Worst Rolling Return (%) - Annualized -32.25 -9.99 -3.08 0.03 5.35
% Positive Periods 81% 85% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 80.83 26.41 16.39 8.65 5.36 7.79
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.51 6.56
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 40.47 22.41 19.22 11.59 6.97 6.36
Worst Rolling Return (%) - Annualized -32.25 -12.15 -5.57 -2.50 3.21
% Positive Periods 77% 81% 84% 91% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 80.83 26.41 16.39 8.65 5.36 7.79
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.51 6.56
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Feb 2024)
Best Rolling Return (%) - Annualized 109.11 34.94 28.33 16.47 15.70 12.96
Worst Rolling Return (%) - Annualized -54.20 -32.34 -12.63 -1.79 2.55 3.45
% Positive Periods 75% 87% 95% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.98 20.91 12.62 7.60 4.59 3.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.78
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 123.93 31.25 27.05 16.35 11.39 9.17
Worst Rolling Return (%) - Annualized -49.15 -26.97 -10.45 -4.42 -0.53 1.65
% Positive Periods 70% 81% 84% 90% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.98 20.91 12.62 7.60 4.59 3.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.78
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
BND
VTI
-
0.69
BND
0.69
-
Asset
VTI
BND
VTI
-
0.52
BND
0.52
-
Asset
VTI
BND
VTI
-
0.38
BND
0.38
-
Asset
VTI
BND
VTI
-
0.16
BND
0.16
-
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.

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
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-38.53% Nov 2007 Feb 2009 16 Dec 2010 22 38 17.91
-30.50% Sep 2000 Sep 2002 25 Dec 2004 27 52 16.46
-22.24% Jan 2022 Sep 2022 9 Jan 2024 16 25 12.08
-15.46% Feb 2020 Mar 2020 2 Jul 2020 4 6 6.88
-13.02% Jul 1998 Aug 1998 2 Nov 1998 3 5 6.50
-12.27% May 2011 Sep 2011 5 Feb 2012 5 10 5.16
-10.58% Oct 2018 Dec 2018 3 Apr 2019 4 7 4.89
-6.60% Jun 2015 Sep 2015 4 May 2016 8 12 3.45
-6.51% Apr 2000 May 2000 2 Aug 2000 3 5 3.75
-4.80% Mar 1994 Jun 1994 4 Aug 1994 2 6 2.99
-4.80% Apr 2012 May 2012 2 Aug 2012 3 5 2.14
-4.79% Jul 1999 Sep 1999 3 Nov 1999 2 5 2.59
-4.59% May 2019 May 2019 1 Jun 2019 1 2 2.65
-4.42% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.22
-4.38% Feb 2018 Mar 2018 2 Jul 2018 4 6 2.78
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 135 2.7 Months 37.40%
 
DD = 0% 37.40%
 
0% < DD <= -5% 109 3.3 Months 30.19%
 
DD <= -5% 67.59%
 
-5% < DD <= -10% 37 9.8 Months 10.25%
 
DD <= -10% 77.84%
 
-10% < DD <= -15% 32 11.3 Months 8.86%
 
DD <= -15% 86.70%
 
-15% < DD <= -20% 25 14.4 Months 6.93%
 
DD <= -20% 93.63%
 
-20% < DD <= -25% 6 60.2 Months 1.66%
 
DD <= -25% 95.29%
 
-25% < DD <= -30% 12 30.1 Months 3.32%
 
DD <= -30% 98.61%
 
-30% < DD <= -35% 4 90.3 Months 1.11%
 
DD <= -35% 99.72%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-39.55% Nov 2007 Feb 2009 16 Apr 2011 26 42 18.90
-33.62% Sep 2000 Sep 2002 25 Nov 2006 50 75 17.27
-26.31% Jan 2022 Sep 2022 9 in progress 17 26 16.63
-15.22% Feb 2020 Mar 2020 2 Jul 2020 4 6 6.59
-13.34% Jul 1998 Aug 1998 2 Nov 1998 3 5 6.76
-13.24% May 2011 Sep 2011 5 Feb 2012 5 10 5.89
-10.95% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.89
-6.99% Mar 2015 Sep 2015 7 Jun 2016 9 16 3.34
-6.62% Apr 2000 May 2000 2 Aug 2000 3 5 4.05
-5.81% Jul 1999 Sep 1999 3 Nov 1999 2 5 3.16
-5.58% Mar 1994 Jun 1994 4 Feb 1995 8 12 3.12
-4.79% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.47
-4.78% Feb 2018 Apr 2018 3 Aug 2018 4 7 2.97
-4.76% Apr 2012 May 2012 2 Aug 2012 3 5 2.10
-4.61% May 2019 May 2019 1 Jun 2019 1 2 2.66
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 105 3.4 Months 29.09%
 
DD = 0% 29.09%
 
0% < DD <= -5% 106 3.4 Months 29.36%
 
DD <= -5% 58.45%
 
-5% < DD <= -10% 45 8.0 Months 12.47%
 
DD <= -10% 70.91%
 
-10% < DD <= -15% 34 10.6 Months 9.42%
 
DD <= -15% 80.33%
 
-15% < DD <= -20% 33 10.9 Months 9.14%
 
DD <= -20% 89.47%
 
-20% < DD <= -25% 18 20.1 Months 4.99%
 
DD <= -25% 94.46%
 
-25% < DD <= -30% 8 45.1 Months 2.22%
 
DD <= -30% 96.68%
 
-30% < DD <= -35% 10 36.1 Months 2.77%
 
DD <= -35% 99.45%
 
-35% < DD <= -40% 2 180.5 Months 0.55%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-72.36% Sep 1929 May 1932 33 Jan 1937 56 89 41.50
-39.03% Mar 1937 Mar 1938 13 Mar 1943 60 73 18.47
-38.53% Nov 2007 Feb 2009 16 Dec 2010 22 38 17.91
-34.54% Jan 1973 Sep 1974 21 Jan 1976 16 37 16.02
-30.50% Sep 2000 Sep 2002 25 Dec 2004 27 52 16.46
-24.84% Apr 1876 Jun 1877 15 Jan 1879 19 34 12.08
-23.27% Sep 1987 Nov 1987 3 Apr 1989 17 20 11.31
-23.08% Dec 1968 Jun 1970 19 Feb 1971 8 27 11.21
-22.56% Oct 1906 Nov 1907 14 Nov 1908 12 26 11.47
-22.24% Jan 2022 Sep 2022 9 Jan 2024 16 25 12.08
-20.33% Feb 1893 Aug 1893 7 Aug 1895 24 31 11.19
-20.28% Oct 1902 Oct 1903 13 Nov 1904 13 26 12.53
-17.15% Nov 1919 Jun 1921 20 Mar 1922 9 29 10.21
-16.97% Jul 1881 Jun 1884 36 Nov 1885 17 53 9.10
-16.65% Dec 1916 Dec 1917 13 Apr 1919 16 29 8.11
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 592 3.1 Months 32.19%
 
DD = 0% 32.19%
 
0% < DD <= -5% 575 3.2 Months 31.27%
 
DD <= -5% 63.46%
 
-5% < DD <= -10% 254 7.2 Months 13.81%
 
DD <= -10% 77.27%
 
-10% < DD <= -15% 178 10.3 Months 9.68%
 
DD <= -15% 86.95%
 
-15% < DD <= -20% 105 17.5 Months 5.71%
 
DD <= -20% 92.66%
 
-20% < DD <= -25% 39 47.2 Months 2.12%
 
DD <= -25% 94.78%
 
-25% < DD <= -30% 26 70.7 Months 1.41%
 
DD <= -30% 96.19%
 
-30% < DD <= -35% 13 141.5 Months 0.71%
 
DD <= -35% 96.90%
 
-35% < DD <= -40% 10 183.9 Months 0.54%
 
DD <= -40% 97.44%
 
-40% < DD <= -45% 15 122.6 Months 0.82%
 
DD <= -45% 98.26%
 
-45% < DD <= -50% 12 153.3 Months 0.65%
 
DD <= -50% 98.91%
 
-50% < DD <= -55% 3 613.0 Months 0.16%
 
DD <= -55% 99.08%
 
-55% < DD <= -60% 5 367.8 Months 0.27%
 
DD <= -60% 99.35%
 
-60% < DD <= -65% 7 262.7 Months 0.38%
 
DD <= -65% 99.73%
 
-65% < DD <= -70% 3 613.0 Months 0.16%
 
DD <= -70% 99.89%
 
-70% < DD <= -100% 2 919.5 Months 0.11%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-65.10% Sep 1929 May 1932 33 Jan 1936 44 77 33.96
-45.02% Jan 1973 Sep 1974 21 Mar 1983 102 123 23.46
-44.32% Jan 1916 Jul 1920 55 Jul 1924 48 103 25.51
-39.55% Nov 2007 Feb 2009 16 Apr 2011 26 42 18.90
-39.03% Mar 1937 Mar 1938 13 Dec 1944 81 94 19.53
-34.25% Jun 1946 Feb 1948 21 Apr 1951 38 59 22.97
-33.62% Sep 2000 Sep 2002 25 Nov 2006 50 75 17.27
-29.82% Dec 1968 Jun 1970 19 May 1972 23 42 14.08
-26.89% Feb 1906 Oct 1907 21 Jan 1909 15 36 12.95
-26.31% Jan 2022 Sep 2022 9 in progress 17 26 16.63
-24.00% Sep 1987 Nov 1987 3 Jul 1989 20 23 12.61
-22.41% Jul 1901 Oct 1903 28 Feb 1905 16 44 12.67
-22.22% Jul 1911 Oct 1914 40 Oct 1915 12 52 10.73
-22.08% Jul 1876 May 1877 11 Jan 1878 8 19 13.09
-19.50% Jul 1892 Jul 1893 13 May 1895 22 35 8.78
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 445 4.1 Months 24.20%
 
DD = 0% 24.20%
 
0% < DD <= -5% 478 3.8 Months 25.99%
 
DD <= -5% 50.19%
 
-5% < DD <= -10% 252 7.3 Months 13.70%
 
DD <= -10% 63.89%
 
-10% < DD <= -15% 199 9.2 Months 10.82%
 
DD <= -15% 74.71%
 
-15% < DD <= -20% 125 14.7 Months 6.80%
 
DD <= -20% 81.51%
 
-20% < DD <= -25% 123 15.0 Months 6.69%
 
DD <= -25% 88.20%
 
-25% < DD <= -30% 98 18.8 Months 5.33%
 
DD <= -30% 93.53%
 
-30% < DD <= -35% 65 28.3 Months 3.53%
 
DD <= -35% 97.06%
 
-35% < DD <= -40% 22 83.6 Months 1.20%
 
DD <= -40% 98.26%
 
-40% < DD <= -45% 15 122.6 Months 0.82%
 
DD <= -45% 99.08%
 
-45% < DD <= -50% 7 262.7 Months 0.38%
 
DD <= -50% 99.46%
 
-50% < DD <= -55% 6 306.5 Months 0.33%
 
DD <= -55% 99.78%
 
-55% < DD <= -60% 2 919.5 Months 0.11%
 
DD <= -60% 99.89%
 
-60% < DD <= -65% 1 1839.0 Months 0.05%
 
DD <= -65% 99.95%
 
-65% < DD <= -70% 1 1839.0 Months 0.05%
 
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.

JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -32.25 03/2008
02/2009
0.67$ -4.78 0.95$ 11.72 1.11$ 21.30 1.21$ 44.15 04/2020
03/2021
1.44$ 22.21 18.91%
2Y -18.16 03/2007
02/2009
0.66$ -1.25 0.97$ 10.04 1.21$ 18.66 1.40$ 30.60 03/2009
02/2011
1.70$ 5.64 17.21%
3Y -9.99 04/2000
03/2003
0.72$ 0.46 1.01$ 9.60 1.31$ 16.03 1.56$ 25.25 04/1995
03/1998
1.96$ 6.66 14.46%
5Y -3.08 03/2004
02/2009
0.85$ 2.36 1.12$ 8.58 1.50$ 13.87 1.91$ 22.05 01/1995
12/1999
2.70$ 10.62 1.66%
7Y -0.47 03/2002
02/2009
0.96$ 4.62 1.37$ 7.53 1.66$ 11.32 2.11$ 14.49 07/1994
06/2001
2.57$ 10.01 0.36%
10Y 0.03 03/1999
02/2009
1.00$ 4.74 1.58$ 8.07 2.17$ 10.98 2.83$ 13.56 03/2009
02/2019
3.56$ 9.41 0.00%
15Y 5.00 09/2000
08/2015
2.07$ 5.83 2.33$ 7.42 2.92$ 8.90 3.59$ 12.57 03/2009
02/2024
5.90$ 12.57 0.00%
20Y 5.35 04/2000
03/2020
2.83$ 6.60 3.58$ 7.93 4.60$ 8.87 5.47$ 9.45 12/1994
11/2014
6.09$ 8.44 0.00%
30Y 9.04 03/1994
02/2024
13.40$ 9.04 13.40$ 9.04 13.40$ 9.04 13.40$ 9.04 03/1994
02/2024
13.40$ 9.04 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -32.25 03/2008
02/2009
0.67$ -7.32 0.92$ 9.81 1.09$ 18.42 1.18$ 40.47 04/2020
03/2021
1.40$ 18.98 22.06%
2Y -19.81 03/2007
02/2009
0.64$ -5.00 0.90$ 7.36 1.15$ 16.07 1.34$ 27.87 03/2009
02/2011
1.63$ 1.26 21.96%
3Y -12.15 04/2000
03/2003
0.67$ -1.70 0.94$ 7.27 1.23$ 13.29 1.45$ 22.41 04/1995
03/1998
1.83$ 1.08 18.77%
5Y -5.57 03/2004
02/2009
0.75$ -0.05 0.99$ 6.27 1.35$ 11.45 1.71$ 19.22 01/1995
12/1999
2.40$ 6.27 15.61%
7Y -2.97 03/2002
02/2009
0.80$ 1.96 1.14$ 5.03 1.40$ 9.40 1.87$ 12.41 03/2009
02/2016
2.26$ 6.33 2.89%
10Y -2.50 03/1999
02/2009
0.77$ 2.23 1.24$ 5.69 1.73$ 8.88 2.34$ 11.59 03/2009
02/2019
2.99$ 6.46 8.71%
15Y 2.78 09/2000
08/2015
1.50$ 3.41 1.65$ 5.01 2.08$ 6.64 2.62$ 9.79 03/2009
02/2024
4.05$ 9.79 0.00%
20Y 3.21 04/2000
03/2020
1.87$ 4.34 2.33$ 5.58 2.96$ 6.35 3.42$ 6.97 12/1994
11/2014
3.84$ 5.73 0.00%
30Y 6.36 03/1994
02/2024
6.34$ 6.36 6.34$ 6.36 6.34$ 6.36 6.34$ 6.36 03/1994
02/2024
6.34$ 6.36 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -54.20 07/1931
06/1932
0.45$ -5.12 0.94$ 9.40 1.09$ 23.34 1.23$ 109.11 07/1932
06/1933
2.09$ 22.21 24.36%
2Y -42.58 06/1930
05/1932
0.32$ -0.94 0.98$ 8.85 1.18$ 18.92 1.41$ 43.49 07/1932
06/1934
2.05$ 5.64 17.52%
3Y -32.34 07/1929
06/1932
0.30$ 0.98 1.02$ 8.70 1.28$ 16.24 1.57$ 34.94 03/1933
02/1936
2.45$ 6.66 12.65%
5Y -12.63 06/1927
05/1932
0.50$ 2.62 1.13$ 8.61 1.51$ 14.52 1.97$ 28.33 06/1932
05/1937
3.48$ 10.62 4.95%
7Y -4.94 07/1925
06/1932
0.70$ 3.91 1.30$ 8.30 1.74$ 13.28 2.39$ 19.66 04/1980
03/1987
3.51$ 10.01 2.17%
10Y -1.79 09/1929
08/1939
0.83$ 4.61 1.56$ 7.99 2.15$ 12.79 3.33$ 16.47 09/1977
08/1987
4.59$ 9.41 0.58%
15Y 1.52 09/1929
08/1944
1.25$ 5.50 2.23$ 7.76 3.06$ 11.99 5.46$ 16.43 08/1982
07/1997
9.79$ 12.57 0.00%
20Y 2.55 07/1912
06/1932
1.65$ 5.92 3.15$ 7.70 4.40$ 11.27 8.46$ 15.70 04/1980
03/2000
18.47$ 8.44 0.00%
30Y 3.45 06/1902
05/1932
2.76$ 6.05 5.82$ 8.77 12.44$ 10.46 19.79$ 12.96 07/1970
06/2000
38.65$ 9.04 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -49.15 07/1931
06/1932
0.50$ -8.14 0.91$ 7.30 1.07$ 21.74 1.21$ 123.93 07/1932
06/1933
2.23$ 18.98 29.89%
2Y -36.23 06/1930
05/1932
0.40$ -3.87 0.92$ 6.59 1.13$ 16.80 1.36$ 44.56 07/1932
06/1934
2.08$ 1.26 23.64%
3Y -26.97 07/1929
06/1932
0.38$ -1.21 0.96$ 6.45 1.20$ 14.06 1.48$ 31.25 03/1933
02/1936
2.26$ 1.08 18.58%
5Y -10.45 01/1916
12/1920
0.57$ -0.04 0.99$ 6.51 1.37$ 12.08 1.76$ 27.05 06/1932
05/1937
3.31$ 6.27 15.18%
7Y -6.34 10/1967
09/1974
0.63$ 1.57 1.11$ 6.01 1.50$ 11.04 2.08$ 19.55 09/1921
08/1928
3.48$ 6.33 9.91%
10Y -4.42 07/1911
06/1921
0.63$ 1.82 1.19$ 6.25 1.83$ 10.00 2.59$ 16.35 06/1920
05/1930
4.54$ 6.46 9.31%
15Y -1.97 01/1906
12/1920
0.74$ 2.63 1.47$ 6.12 2.43$ 9.16 3.72$ 12.63 08/1982
07/1997
5.95$ 9.79 2.29%
20Y -0.53 07/1901
06/1921
0.89$ 3.02 1.81$ 5.92 3.15$ 8.17 4.81$ 11.39 04/1980
03/2000
8.65$ 5.73 0.25%
30Y 1.65 06/1902
05/1932
1.63$ 4.31 3.54$ 5.75 5.34$ 7.19 8.03$ 9.17 06/1932
05/1962
13.88$ 6.36 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 JL Collins Simple Path to Wealth Portfolio: Rolling Returns page.

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.
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
0.35
60%
-0.92
40%
-0.42
80%
2.04
80%
-0.01
80%
1.64
80%
3.51
100%
0.22
40%
-3.47
20%
1.70
60%
4.80
80%
1.80
80%
Best 6.0
2023
3.6
2024
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
4.9
2023
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
-2.4
2023
-1.1
2021
-4.6
2022
Monthly Seasonality over the period Feb 1871 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.80
60%
0.21
60%
0.17
70%
1.26
90%
0.71
90%
1.06
80%
2.46
90%
0.30
60%
-1.91
40%
1.04
60%
3.32
90%
0.34
60%
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
1.8
2017
5.8
2015
9.1
2020
4.9
2023
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 Feb 1871 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.26
67%
0.39
58%
0.49
64%
1.11
65%
0.27
57%
0.59
59%
1.10
58%
0.96
66%
-0.05
58%
0.43
56%
1.09
63%
1.14
71%
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 Feb 1871 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the JL Collins Simple Path to Wealth Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
240 Positive Months (67%) - 120 Negative Months (33%)
1135 Positive Months (62%) - 703 Negative Months (38%)
Swipe left to see all data
(Scroll down to see all data)
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
  • 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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.30 9.92 -30.09 45 40 15
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.