Data Source: from January 1985 to May 2023 (~38 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.39%
1 Day
Jun 02 2023
0.28%
Current Month
June 2023
The Total Bond Developed World ex-US Portfolio is a Low Risk portfolio and can be implemented with 1 ETF.
It's exposed for 0% on the Stock Market.
In the last 30 Years, the Total Bond Developed World ex-US Portfolio obtained a 4.93% compound annual return, with a 4.56% standard deviation.
Asset Allocation and ETFs
The Total Bond Developed World ex-US Portfolio has the following asset allocation:
0% Stocks
100% Fixed Income
0% Commodities
The Total Bond Developed World ex-US Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 100.00 |
BNDX
|
Vanguard Total International Bond | Bond, Developed Markets, 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 Total Bond Developed World ex-US Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
TOTAL BOND DEVELOPED WORLD EX-US PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of May 31, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
||
| Total Bond Developed World ex-US Portfolio | -0.39 | -0.28 | 0.14 | 0.92 | -1.31 | 0.44 | 1.86 | 4.93 | 6.61 | ||
| US Inflation Adjusted return | 0.14 | -0.96 | -4.91 | -3.25 | -0.80 | 2.36 | 3.72 | ||||
| Components | |||||||||||
|
BNDX
|
Vanguard Total International Bond | -0.39 | Jun 02 2023 | -0.28 | 0.14 | 0.92 | -1.31 | 0.44 | 1.86 | 4.93 | 6.61 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) 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 Total Bond Developed World ex-US Portfolio granted a 1.31% dividend yield. If you are interested in getting periodic income, please refer to the Total Bond Developed World ex-US Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Total Bond Developed World ex-US Portfolio, updated as of 31 May 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
TOTAL BOND DEVELOPED WORLD EX-US PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 May 2023 (~38 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) | 0.14 | 2.92 | 0.92 | -1.31 | -3.15 | 0.44 | 1.86 | 3.76 | 4.93 | 6.61 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 2.79 |
| Infl. Adjusted Return (%) | 0.14 | 2.06 | -0.96 | -4.91 | -8.43 | -3.25 | -0.80 | 1.18 | 2.36 | 3.72 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 7.92 | 5.48 | 5.01 | 4.06 | 4.04 | 4.56 | 5.08 | |||
| Sharpe Ratio | -0.56 | -0.76 | -0.18 | 0.27 | 0.64 | 0.60 | 0.52 | |||
| Sortino Ratio | -0.79 | -1.07 | -0.24 | 0.35 | 0.85 | 0.83 | 0.74 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -6.40 | -14.88 | -14.88 | -14.88 | -14.88 | -14.88 | -14.88 | |||
| Start (yyyy mm) | 2022 08 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 2 | 21 | 21 | 21 | 21 | 21 | 21 | |||
| Start to Recovery (# months) in progress |
> 10
|
> 29
|
> 29
|
> 29
|
> 29
|
> 29
|
> 29
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 31.75 | 17.37 | 13.50 | 11.30 | 9.35 | 8.24 | ||||
| Worst Return (%) | -13.01 | -4.28 | -0.21 | 1.47 | 3.70 | 4.87 | ||||
| % Positive Periods | 87% | 97% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 3 | 4 | 7 | 16 | 34 | 74 | 160 | 244 | 318 |
| Negative | 0 | 0 | 2 | 5 | 20 | 26 | 46 | 80 | 116 | 143 |
| % Positive | 100% | 100% | 67% | 58% | 44% | 57% | 62% | 67% | 68% | 69% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 29.92 | 20.07 | 10.82 | 6.37 | 5.59 | 7.25 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 1.17 | 2.30 | 3.58 | ||||
- 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).
Readings that may interest you
Capital Growth as of May 31, 2023
An investment of 1000$, since June 1993,
now would be worth 4234.15$, with a total return of 323.42% (4.93% annualized).
The Inflation Adjusted Capital now would be 2012.65$, with a net total return of 101.27% (2.36% annualized).
The Inflation Adjusted Capital now would be 2012.65$, with a net total return of 101.27% (2.36% annualized).
An investment of 1000$, since January 1985,
now would be worth 11702.92$, with a total return of 1070.29% (6.61% annualized).
The Inflation Adjusted Capital now would be 4062.19$, with a net total return of 306.22% (3.72% annualized).
The Inflation Adjusted Capital now would be 4062.19$, with a net total return of 306.22% (3.72% 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.
TOTAL BOND DEVELOPED WORLD EX-US PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -14.88% | Jan 2021 | Sep 2022 | 21 | in progress | 8 | 29 |
| -10.03% | Mar 2008 | Nov 2008 | 9 | Jul 2009 | 8 | 17 |
| -8.68% | Feb 1994 | Aug 1994 | 7 | Jul 1995 | 11 | 18 |
| -8.31% | Dec 1996 | Apr 1997 | 5 | Sep 1998 | 17 | 22 |
| -4.24% | May 2013 | Aug 2013 | 4 | May 2014 | 9 | 13 |
| -3.17% | May 1999 | Aug 1999 | 4 | Mar 2000 | 7 | 11 |
| -3.03% | Oct 2016 | Jan 2017 | 4 | Nov 2017 | 10 | 14 |
| -2.91% | Mar 2020 | Mar 2020 | 1 | Jul 2020 | 4 | 5 |
| -2.88% | Apr 2015 | Jun 2015 | 3 | Jan 2016 | 7 | 10 |
| -2.34% | Jun 2003 | Aug 2003 | 3 | Jan 2004 | 5 | 8 |
| -2.26% | Nov 1998 | Nov 1998 | 1 | Dec 1998 | 1 | 2 |
| -1.97% | Nov 2010 | Dec 2010 | 2 | May 2011 | 5 | 7 |
| -1.82% | Jan 1996 | Jan 1996 | 1 | Jul 1996 | 6 | 7 |
| -1.68% | Sep 2019 | Dec 2019 | 4 | Jan 2020 | 1 | 5 |
| -1.62% | Mar 2007 | Jun 2007 | 4 | Aug 2007 | 2 | 6 |
| -1.51% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -1.11% | Nov 2001 | Mar 2002 | 5 | Apr 2002 | 1 | 6 |
| -1.06% | Dec 2006 | Jan 2007 | 2 | Feb 2007 | 1 | 3 |
| -1.02% | Sep 2005 | Oct 2005 | 2 | Dec 2005 | 2 | 4 |
| -0.89% | Apr 2004 | May 2004 | 2 | Aug 2004 | 3 | 5 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -14.88% | Jan 2021 | Sep 2022 | 21 | in progress | 8 | 29 |
| -10.03% | Mar 2008 | Nov 2008 | 9 | Jul 2009 | 8 | 17 |
| -8.68% | Feb 1994 | Aug 1994 | 7 | Jul 1995 | 11 | 18 |
| -8.31% | Dec 1996 | Apr 1997 | 5 | Sep 1998 | 17 | 22 |
| -4.82% | Apr 1987 | Sep 1987 | 6 | Dec 1987 | 3 | 9 |
| -4.24% | May 2013 | Aug 2013 | 4 | May 2014 | 9 | 13 |
| -3.70% | Feb 1985 | Feb 1985 | 1 | Apr 1985 | 2 | 3 |
| -3.57% | Dec 1989 | Apr 1990 | 5 | Jun 1990 | 2 | 7 |
| -3.35% | May 1986 | May 1986 | 1 | Jul 1986 | 2 | 3 |
| -3.17% | May 1999 | Aug 1999 | 4 | Mar 2000 | 7 | 11 |
| -3.03% | Oct 2016 | Jan 2017 | 4 | Nov 2017 | 10 | 14 |
| -2.91% | Mar 2020 | Mar 2020 | 1 | Jul 2020 | 4 | 5 |
| -2.88% | Apr 2015 | Jun 2015 | 3 | Jan 2016 | 7 | 10 |
| -2.76% | Aug 1990 | Aug 1990 | 1 | Nov 1990 | 3 | 4 |
| -2.34% | Jun 2003 | Aug 2003 | 3 | Jan 2004 | 5 | 8 |
| -2.26% | Nov 1998 | Nov 1998 | 1 | Dec 1998 | 1 | 2 |
| -2.20% | Jan 1992 | Jan 1992 | 1 | May 1992 | 4 | 5 |
| -2.18% | Aug 1989 | Sep 1989 | 2 | Nov 1989 | 2 | 4 |
| -1.97% | Nov 2010 | Dec 2010 | 2 | May 2011 | 5 | 7 |
| -1.82% | Jan 1996 | Jan 1996 | 1 | Jul 1996 | 6 | 7 |
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.
TOTAL BOND DEVELOPED WORLD EX-US PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1985 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
6.75 | -1.31 |
31.75 Mar 1985 - Feb 1986 |
-13.01 Oct 2021 - Sep 2022 |
12.67% |
| 2 Years |
6.62 | -4.76 |
22.63 Mar 1985 - Feb 1987 |
-7.67 Jan 2021 - Dec 2022 |
4.57% |
| 3 Years |
6.65 | -3.15 |
17.37 Oct 1990 - Sep 1993 |
-4.28 Mar 2020 - Feb 2023 |
3.29% |
| 5 Years |
6.70 | 0.44 |
13.50 Jan 1989 - Dec 1993 |
-0.21 Jan 2018 - Dec 2022 |
0.75% |
| 7 Years |
6.73 | 0.82 |
13.10 Jan 1985 - Dec 1991 |
0.58 Mar 2016 - Feb 2023 |
0.00% |
| 10 Years |
6.65 | 1.86 |
11.30 Mar 1985 - Feb 1995 |
1.47 Jan 2013 - Dec 2022 |
0.00% |
| 15 Years |
6.60 | 3.71 |
9.89 Mar 1985 - Feb 2000 |
3.31 Mar 2008 - Feb 2023 |
0.00% |
| 20 Years |
6.56 | 3.76 |
9.35 Mar 1985 - Feb 2005 |
3.70 Mar 2003 - Feb 2023 |
0.00% |
| 30 Years |
6.68 | 4.93 |
8.24 Mar 1985 - Feb 2015 |
4.87 Mar 1993 - Feb 2023 |
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 Total Bond Developed World ex-US 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
TOTAL BOND DEVELOPED WORLD EX-US PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 1.86% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Total Bond Developed World ex-US 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.
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 |
0.65
60% |
-0.71
40% |
-0.17
40% |
-0.18
60% |
0.23
60% |
0.27
80% |
1.41
100% |
-0.53
40% |
-0.75
20% |
0.00
60% |
0.78
80% |
-0.45
40% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.65
|
99.94
|
99.77
|
99.59
|
99.82
|
100.09
|
101.50
|
100.97
|
100.21
|
100.21
|
101.00
|
100.54
|
| Best |
2.4 2023 |
0.7 2020 |
2.6 2023 |
1.9 2020 |
1.3 2019 |
1.6 2019 |
3.2 2022 |
2.1 2019 |
0.9 2020 |
0.5 2022 |
2.4 2022 |
1.2 2018 |
| Worst |
-1.4 2022 |
-1.7 2021 |
-2.9 2020 |
-3.0 2022 |
-0.7 2022 |
-1.7 2022 |
0.1 2018 |
-3.6 2022 |
-2.9 2022 |
-0.5 2019 |
-0.5 2019 |
-2.7 2022 |
Monthly Seasonality over the period Jun 2018 - May 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.62
60% |
-0.08
60% |
0.18
60% |
-0.12
50% |
0.26
60% |
0.01
60% |
1.04
100% |
-0.16
50% |
-0.29
40% |
0.14
70% |
0.43
80% |
-0.10
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.62
|
100.54
|
100.72
|
100.60
|
100.86
|
100.87
|
101.91
|
101.75
|
101.46
|
101.60
|
102.03
|
101.93
|
| Best |
2.4 2023 |
1.3 2016 |
2.6 2023 |
1.9 2020 |
1.3 2019 |
1.9 2016 |
3.2 2022 |
2.1 2019 |
0.9 2020 |
0.8 2013 |
2.4 2022 |
1.2 2018 |
| Worst |
-1.4 2022 |
-1.7 2021 |
-2.9 2020 |
-3.0 2022 |
-0.7 2022 |
-2.0 2013 |
0.1 2018 |
-3.6 2022 |
-2.9 2022 |
-1.3 2016 |
-1.2 2016 |
-2.7 2022 |
Monthly Seasonality over the period Jun 2013 - May 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.58
69% |
0.32
69% |
0.26
64% |
0.20
64% |
0.51
67% |
0.48
61% |
0.96
79% |
0.63
71% |
0.46
68% |
0.71
79% |
0.47
71% |
0.99
66% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.58
|
100.90
|
101.16
|
101.36
|
101.88
|
102.37
|
103.35
|
104.01
|
104.48
|
105.23
|
105.72
|
106.77
|
| Best |
3.4 1988 |
4.6 1986 |
3.7 1985 |
2.5 1995 |
4.6 1985 |
2.7 1989 |
3.2 2022 |
3.8 1985 |
6.4 1998 |
4.1 1998 |
3.9 1995 |
5.3 1992 |
| Worst |
-4.3 1997 |
-3.7 1985 |
-2.9 2020 |
-3.1 1987 |
-3.4 1986 |
-2.0 2013 |
-2.5 1997 |
-3.6 2022 |
-4.6 2008 |
-3.1 2008 |
-2.5 1997 |
-2.7 2022 |
Monthly Seasonality over the period Jan 1985 - May 2023
Monthly/Yearly Returns
Total Bond Developed World ex-US Portfolio data source starts from January 1985: 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 1985 - May 2023
318 Positive Months (69%) - 143 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1985 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+3.77 | +1.52 | 2.4 | -1.5 | 2.6 | 0.2 | 0.1 | |||||||
| 2022 |
-12.76 | -18.05 | -1.4 | -1.3 | -2.2 | -3.0 | -0.7 | -1.7 | 3.2 | -3.6 | -2.9 | 0.5 | 2.4 | -2.7 |
| 2021 |
-2.28 | -8.70 | -0.6 | -1.7 | 0.0 | -0.2 | 0.0 | 0.4 | 1.5 | -0.4 | -1.1 | -0.4 | 1.1 | -0.7 |
| 2020 |
+4.65 | +3.25 | 1.9 | 0.7 | -2.9 | 1.9 | 0.4 | 0.5 | 0.9 | -0.8 | 0.9 | 0.3 | 0.4 | 0.4 |
| 2019 |
+7.87 | +5.46 | 1.0 | 0.2 | 1.8 | 0.2 | 1.3 | 1.6 | 1.2 | 2.1 | -0.4 | -0.5 | -0.5 | -0.3 |
| 2018 |
+2.81 | +0.88 | -0.6 | 0.3 | 1.2 | -0.1 | -0.2 | 0.6 | 0.1 | 0.1 | -0.2 | 0.1 | 0.5 | 1.2 |
| 2017 |
+2.40 | +0.28 | -1.0 | 0.9 | 0.0 | 0.5 | 0.7 | -0.5 | 0.2 | 0.9 | -0.4 | 0.6 | 0.2 | 0.3 |
| 2016 |
+4.61 | +2.49 | 1.3 | 1.3 | 0.7 | -0.3 | 0.7 | 1.9 | 0.8 | 0.1 | 0.0 | -1.3 | -1.2 | 0.4 |
| 2015 |
+1.19 | +0.46 | 1.8 | -0.2 | 0.5 | -1.0 | -0.5 | -1.4 | 1.3 | -0.7 | 0.8 | 0.6 | 0.2 | -0.1 |
| 2014 |
+8.74 | +7.92 | 1.4 | 0.5 | 0.3 | 0.6 | 0.7 | 0.6 | 0.5 | 1.4 | -0.1 | 0.6 | 0.9 | 1.0 |
| 2013 |
-0.81 | -2.28 | -0.3 | 0.8 | 0.6 | 1.0 | -2.3 | -2.0 | 0.5 | -0.6 | 0.6 | 0.8 | 0.3 | -0.2 |
| 2012 |
+9.54 | +7.66 | 1.3 | 0.1 | 0.4 | 1.2 | 0.5 | 0.3 | 1.8 | 0.8 | 1.5 | 0.2 | 0.8 | 0.3 |
| 2011 |
+8.60 | +5.47 | 0.3 | 0.5 | 0.0 | 1.0 | 0.9 | -0.4 | 2.1 | 0.7 | 0.7 | 0.4 | -0.6 | 2.6 |
| 2010 |
+8.53 | +6.93 | 2.0 | 0.4 | 0.6 | 1.5 | 0.9 | 1.5 | 0.4 | 2.9 | 0.1 | 0.0 | -1.1 | -0.9 |
| 2009 |
+15.30 | +12.24 | 1.2 | -0.8 | 0.5 | 1.5 | 1.6 | 1.7 | 3.1 | 2.4 | 1.8 | 0.8 | 0.8 | -0.3 |
| 2008 |
-2.35 | -2.44 | 2.7 | 1.4 | -1.1 | -1.0 | -0.9 | -0.8 | 0.9 | 0.6 | -4.6 | -3.1 | -0.3 | 4.3 |
| 2007 |
+4.99 | +0.88 | -0.3 | 1.2 | -0.1 | 0.0 | -1.2 | -0.4 | 1.6 | 0.2 | 1.0 | 0.9 | 1.0 | 0.9 |
| 2006 |
+2.94 | +0.39 | -0.2 | 0.2 | -0.5 | -0.2 | 0.3 | 0.0 | 1.0 | 1.2 | 0.6 | 0.4 | 0.9 | -0.8 |
| 2005 |
+4.98 | +1.52 | 0.7 | -0.3 | 0.7 | 1.2 | 0.7 | 0.8 | -0.3 | 0.9 | -0.3 | -0.7 | 0.4 | 1.1 |
| 2004 |
+6.11 | +2.76 | 0.5 | 1.1 | 0.6 | -0.8 | -0.1 | 0.1 | 0.4 | 1.3 | 0.3 | 0.8 | 0.9 | 0.8 |
| 2003 |
+3.93 | +2.02 | 1.1 | 1.5 | -0.4 | 0.5 | 1.6 | -0.4 | -2.0 | 0.0 | 1.7 | -1.0 | 0.2 | 1.1 |
| 2002 |
+9.29 | +6.75 | 0.5 | 0.5 | -1.0 | 1.5 | 0.3 | 0.9 | 0.9 | 1.1 | 1.6 | 0.0 | 0.5 | 2.1 |
| 2001 |
+10.83 | +9.14 | 2.1 | 0.9 | 1.6 | -0.6 | 0.4 | -0.3 | 2.9 | 1.0 | 0.7 | 2.8 | -0.7 | -0.4 |
| 2000 |
+9.20 | +5.62 | -0.4 | 1.2 | 1.4 | 0.2 | 0.4 | 1.1 | 0.8 | 0.3 | 1.2 | 0.3 | 1.2 | 1.2 |
| 1999 |
+0.29 | -2.33 | 2.2 | -1.5 | 0.7 | 1.0 | -1.5 | -1.2 | -0.1 | -0.4 | 0.5 | 0.3 | -0.1 | 0.5 |
| 1998 |
+17.11 | +15.25 | 0.6 | 1.7 | -1.8 | 2.1 | 0.1 | -0.2 | -0.1 | 2.9 | 6.4 | 4.1 | -2.3 | 2.8 |
| 1997 |
-4.84 | -6.43 | -4.3 | -0.9 | -0.9 | -2.1 | 3.2 | 1.3 | -2.5 | 0.1 | 2.7 | 2.1 | -2.5 | -1.1 |
| 1996 |
+4.66 | +1.29 | -1.8 | 0.0 | 0.1 | 0.1 | 0.0 | 0.4 | 2.6 | 0.7 | -0.1 | 1.8 | 1.3 | -0.5 |
| 1995 |
+21.23 | +18.23 | 0.7 | 0.7 | 0.1 | 2.5 | 3.9 | -0.6 | 1.9 | 1.9 | 1.4 | 1.7 | 3.9 | 1.5 |
| 1994 |
-7.29 | -9.71 | 0.1 | -2.7 | -1.7 | -0.9 | -1.5 | -1.8 | 0.6 | -1.0 | 0.2 | 0.4 | 1.5 | -0.7 |
| 1993 |
+16.41 | +13.30 | 0.8 | 2.2 | 0.4 | 0.0 | 0.9 | 2.4 | 1.6 | 2.4 | 0.4 | 1.5 | 0.3 | 2.5 |
| 1992 |
+11.90 | +8.74 | -2.2 | 0.8 | -0.7 | 0.3 | 2.6 | 2.0 | 2.7 | 0.6 | 0.9 | -1.6 | 0.9 | 5.3 |
| 1991 |
+21.42 | +17.81 | 1.3 | 1.6 | 1.0 | 1.6 | 0.5 | -0.4 | 1.7 | 3.0 | 2.9 | 0.9 | 0.6 | 5.2 |
| 1990 |
+7.20 | +1.03 | -2.0 | -0.2 | 0.4 | -1.6 | 3.5 | 2.1 | 1.3 | -2.8 | 0.1 | 1.5 | 3.1 | 1.9 |
| 1989 |
+11.10 | +6.17 | 1.2 | -0.1 | 0.6 | 1.5 | 1.9 | 2.7 | 2.0 | -1.9 | -0.3 | 2.2 | 1.0 | -0.2 |
| 1988 |
+8.79 | +4.18 | 3.4 | 1.2 | -0.6 | -0.3 | -0.3 | 1.8 | -0.2 | 0.4 | 1.7 | 1.4 | -0.4 | 0.3 |
| 1987 |
+3.47 | -0.92 | 1.9 | 0.8 | 0.3 | -3.1 | -0.5 | 1.3 | 0.0 | -0.5 | -2.1 | 3.6 | 0.6 | 1.3 |
| 1986 |
+16.37 | +15.10 | 0.1 | 4.6 | 3.2 | 0.6 | -3.4 | 2.7 | 1.5 | 3.1 | -1.7 | 1.8 | -1.1 | 4.1 |
| 1985 |
+24.95 | +20.38 | 3.1 | -3.7 | 3.7 | 0.5 | 4.6 | 1.6 | -0.7 | 3.8 | 1.1 | 2.3 | 2.6 | 4.0 |
Portofolio Returns, up to December 2013, 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:
- BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
Portfolio efficiency
Compared to the Total Bond Developed World ex-US 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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Desert Portfolio | +6.48 | 5.42 | -14.72 | 30 | 60 | 10 | ||
| Dimensional Retirement Income Fund | +5.48 | 4.78 | -12.91 | 20.4 | 79.6 | 0 | ||
| US Inflation Protection | +5.21 | 6.08 | -14.74 | 0 | 100 | 0 | ||
| Edge Select Conservative | +5.17 | 4.18 | -12.44 | 21 | 79 | 0 | ||
| Sheltered Sam 20/80 | +5.15 | 4.12 | -11.24 | 19.4 | 80 | 0.6 | ||
| Robo Advisor 20 | +5.10 | 4.14 | -12.16 | 19.9 | 80.1 | 0 | ||
| Total Bond Developed World ex-US | +4.93 | 4.56 | -14.88 | 0 | 100 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years
and Low Risk categorization.Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| High Yield Bonds Income | +6.57 | 8.71 | -23.97 | 0 | 100 | 0 | ||
| Stocks/Bonds 20/80 Momentum | +6.10 | 4.82 | -17.91 | 20 | 80 | 0 | ||
| All Country World 20/80 | +5.75 | 5.54 | -17.97 | 20 | 80 | 0 | ||
| Stocks/Bonds 20/80 | +5.62 | 4.76 | -16.57 | 20 | 80 | 0 | ||
| Dimensional Retirement Income Fund | +5.48 | 4.78 | -12.91 | 20.4 | 79.6 | 0 | ||
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