Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
The US Inflation Protection 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 US Inflation Protection Portfolio obtained a 5.21% compound annual return, with a 6.08% standard deviation.
Asset Allocation and ETFs
The US Inflation Protection Portfolio has the following asset allocation:
The US Inflation Protection Portfolio can be implemented with the following ETFs:
Weight (%) | Ticker | ETF Name | Investment Themes |
---|---|---|---|
100.00 |
TIP
|
iShares TIPS Bond | 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 US Inflation Protection Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of May 31, 2023 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
||
US Inflation Protection Portfolio | -0.49 | -0.33 | -1.71 | 0.52 | -5.71 | 2.20 | 1.42 | 5.21 | 6.80 | ||
US Inflation Adjusted return | -1.71 | -1.35 | -9.15 | -1.55 | -1.22 | 2.63 | 3.90 | ||||
Components | |||||||||||
TIP
|
iShares TIPS Bond | -0.49 | Jun 02 2023 | -0.33 | -1.71 | 0.52 | -5.71 | 2.20 | 1.42 | 5.21 | 6.80 |
In 2022, the US Inflation Protection Portfolio granted a 5.89% dividend yield. If you are interested in getting periodic income, please refer to the US Inflation Protection Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of US Inflation Protection Portfolio, updated as of 31 May 2023.
- No fees or capital gain taxes
- the reinvestment of dividends
Metrics as of May 31, 2023 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
Portfolio Return (%) | -1.71 | 1.16 | 0.52 | -5.71 | -0.43 | 2.20 | 1.42 | 3.38 | 5.21 | 6.80 |
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 (%) | -1.71 | 0.32 | -1.35 | -9.15 | -5.86 | -1.55 | -1.22 | 0.82 | 2.63 | 3.90 |
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 10.43 | 7.12 | 6.16 | 5.27 | 5.98 | 6.08 | 6.65 | |||
Sharpe Ratio | -0.85 | -0.20 | 0.14 | 0.12 | 0.37 | 0.49 | 0.42 | |||
Sortino Ratio | -1.15 | -0.26 | 0.18 | 0.16 | 0.49 | 0.67 | 0.59 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -10.13 | -14.74 | -14.74 | -14.74 | -14.74 | -14.74 | -14.74 | |||
Start (yyyy mm) | 2022 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
Start to Bottom (# months) | 2 | 9 | 9 | 9 | 9 | 9 | 9 | |||
Start to Recovery (# months) in progress |
> 10
|
> 17
|
> 17
|
> 17
|
> 17
|
> 17
|
> 17
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||||
Best Return (%) | 40.52 | 17.65 | 14.27 | 11.39 | 10.27 | 8.32 | ||||
Worst Return (%) | -13.10 | -2.34 | -0.28 | 0.72 | 3.38 | 5.20 | ||||
% Positive Periods | 83% | 97% | 98% | 100% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 0 | 2 | 3 | 6 | 20 | 37 | 70 | 153 | 234 | 305 |
Negative | 1 | 1 | 3 | 6 | 16 | 23 | 50 | 87 | 126 | 156 |
% Positive | 0% | 67% | 50% | 50% | 56% | 62% | 58% | 64% | 65% | 66% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 32.44 | 20.88 | 9.83 | 6.09 | 6.02 | 7.54 | ||||
Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.81 | 2.56 | 3.76 |
- 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).
Capital Growth as of May 31, 2023
The Inflation Adjusted Capital now would be 2178.99$, with a net total return of 117.90% (2.63% annualized).
The Inflation Adjusted Capital now would be 4352.23$, with a net total return of 335.22% (3.90% 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.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-14.74% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
-11.79% | Sep 2008 | Oct 2008 | 2 | Sep 2009 | 11 | 13 |
-10.68% | Feb 1994 | Oct 1994 | 9 | May 1995 | 7 | 16 |
-9.24% | Dec 2012 | Dec 2013 | 13 | Mar 2019 | 63 | 76 |
-6.47% | Feb 1996 | May 1996 | 4 | Oct 1996 | 5 | 9 |
-5.32% | Feb 1999 | Dec 1999 | 11 | Mar 2000 | 3 | 14 |
-5.32% | Jun 2003 | Jul 2003 | 2 | Dec 2003 | 5 | 7 |
-4.82% | Apr 2004 | Apr 2004 | 1 | Aug 2004 | 4 | 5 |
-4.37% | Dec 1996 | Mar 1997 | 4 | Jun 1997 | 3 | 7 |
-3.37% | Nov 2001 | Dec 2001 | 2 | Apr 2002 | 4 | 6 |
-3.05% | Nov 2010 | Dec 2010 | 2 | Apr 2011 | 4 | 6 |
-2.75% | Oct 2002 | Oct 2002 | 1 | Dec 2002 | 2 | 3 |
-2.60% | Sep 2005 | Apr 2006 | 8 | Aug 2006 | 4 | 12 |
-2.47% | Jul 2005 | Jul 2005 | 1 | Aug 2005 | 1 | 2 |
-2.30% | Dec 2006 | Dec 2006 | 1 | Mar 2007 | 3 | 4 |
-2.09% | Dec 2009 | Dec 2009 | 1 | Apr 2010 | 4 | 5 |
-1.95% | Feb 2021 | Mar 2021 | 2 | May 2021 | 2 | 4 |
-1.94% | Mar 2003 | Apr 2003 | 2 | May 2003 | 1 | 3 |
-1.76% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 |
-1.72% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-14.74% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
-11.79% | Sep 2008 | Oct 2008 | 2 | Sep 2009 | 11 | 13 |
-10.68% | Feb 1994 | Oct 1994 | 9 | May 1995 | 7 | 16 |
-9.45% | Mar 1987 | Sep 1987 | 7 | Jan 1988 | 4 | 11 |
-9.24% | Dec 2012 | Dec 2013 | 13 | Mar 2019 | 63 | 76 |
-6.47% | Feb 1996 | May 1996 | 4 | Oct 1996 | 5 | 9 |
-5.32% | Feb 1999 | Dec 1999 | 11 | Mar 2000 | 3 | 14 |
-5.32% | Jun 2003 | Jul 2003 | 2 | Dec 2003 | 5 | 7 |
-4.82% | Apr 2004 | Apr 2004 | 1 | Aug 2004 | 4 | 5 |
-4.70% | Mar 1988 | May 1988 | 3 | Sep 1988 | 4 | 7 |
-4.42% | Dec 1989 | Apr 1990 | 5 | Jun 1990 | 2 | 7 |
-4.37% | Dec 1996 | Mar 1997 | 4 | Jun 1997 | 3 | 7 |
-4.18% | May 1986 | May 1986 | 1 | Jun 1986 | 1 | 2 |
-3.82% | Jan 1992 | Apr 1992 | 4 | Jun 1992 | 2 | 6 |
-3.65% | Feb 1985 | Feb 1985 | 1 | Apr 1985 | 2 | 3 |
-3.37% | Nov 2001 | Dec 2001 | 2 | Apr 2002 | 4 | 6 |
-3.16% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
-3.05% | Nov 2010 | Dec 2010 | 2 | Apr 2011 | 4 | 6 |
-2.75% | Oct 2002 | Oct 2002 | 1 | Dec 2002 | 2 | 3 |
-2.60% | Sep 2005 | Apr 2006 | 8 | Aug 2006 | 4 | 12 |
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.
Rolling Period |
Annualized Return (%) | Negative Periods |
|||
---|---|---|---|---|---|
Average | Latest | Best | Worst | ||
1 Year |
7.05 | -5.71 |
40.52 Apr 1985 - Mar 1986 |
-13.10 Jan 2022 - Dec 2022 |
16.89% |
2 Years |
6.82 | -3.64 |
23.83 Mar 1985 - Feb 1987 |
-4.31 Oct 2020 - Sep 2022 |
7.08% |
3 Years |
6.81 | -0.43 |
17.65 Sep 1990 - Aug 1993 |
-2.34 Jan 2013 - Dec 2015 |
3.29% |
5 Years |
6.78 | 2.20 |
14.27 Sep 1988 - Aug 1993 |
-0.28 Dec 2012 - Nov 2017 |
1.74% |
7 Years |
6.79 | 1.97 |
13.02 Jan 1985 - Dec 1991 |
0.61 Feb 2012 - Jan 2019 |
0.00% |
10 Years |
6.77 | 1.42 |
11.39 Mar 1985 - Feb 1995 |
0.72 Oct 2012 - Sep 2022 |
0.00% |
15 Years |
6.90 | 2.72 |
10.29 Oct 1987 - Sep 2002 |
2.54 Mar 2008 - Feb 2023 |
0.00% |
20 Years |
6.93 | 3.38 |
10.27 Mar 1985 - Feb 2005 |
3.38 Jun 2003 - May 2023 |
0.00% |
30 Years |
6.73 | 5.21 |
8.32 Mar 1985 - Feb 2015 |
5.20 Mar 1993 - Feb 2023 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the US Inflation Protection 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
The annualized return of the last 10 years has been 1.42% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in US Inflation Protection Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.77
80% |
-0.29
40% |
0.19
40% |
0.51
80% |
0.15
60% |
0.00
80% |
1.82
80% |
0.01
60% |
-1.99
0% |
0.06
40% |
0.94
100% |
0.21
80% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.77
|
100.48
|
100.67
|
101.18
|
101.33
|
101.33
|
103.17
|
103.18
|
101.13
|
101.19
|
102.14
|
102.35
|
Best |
2.1 2020 |
0.9 2020 |
2.9 2023 |
3.0 2020 |
1.8 2019 |
1.0 2020 |
4.3 2022 |
2.3 2019 |
-0.4 2020 |
1.4 2022 |
1.8 2022 |
1.1 2020 |
Worst |
-2.1 2022 |
-1.7 2021 |
-1.9 2022 |
-2.2 2022 |
-1.7 2023 |
-3.1 2022 |
-0.5 2018 |
-3.7 2022 |
-6.7 2022 |
-1.5 2018 |
0.3 2019 |
-1.3 2022 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.08
80% |
-0.17
50% |
0.26
50% |
0.51
80% |
0.14
50% |
-0.31
60% |
1.15
80% |
-0.14
50% |
-1.13
20% |
0.15
60% |
0.17
70% |
-0.16
50% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.08
|
100.91
|
101.17
|
101.68
|
101.83
|
101.51
|
102.68
|
102.54
|
101.38
|
101.54
|
101.70
|
101.55
|
Best |
3.2 2015 |
1.2 2016 |
2.9 2023 |
3.0 2020 |
2.0 2014 |
2.2 2016 |
4.3 2022 |
2.3 2019 |
1.8 2013 |
1.4 2022 |
1.8 2022 |
1.1 2020 |
Worst |
-2.1 2022 |
-1.7 2021 |
-1.9 2022 |
-2.2 2022 |
-1.7 2023 |
-3.8 2013 |
-0.5 2018 |
-3.7 2022 |
-6.7 2022 |
-1.5 2018 |
-2.1 2016 |
-1.5 2013 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.95
79% |
0.28
62% |
0.20
54% |
0.27
64% |
0.70
64% |
0.77
68% |
0.87
71% |
0.67
63% |
0.17
61% |
0.62
71% |
0.64
76% |
0.69
61% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.95
|
101.24
|
101.44
|
101.71
|
102.43
|
103.22
|
104.11
|
104.81
|
104.99
|
105.64
|
106.32
|
107.05
|
Best |
4.5 1988 |
7.0 1986 |
5.9 2009 |
3.0 2020 |
7.7 1985 |
5.4 1986 |
4.7 1997 |
3.6 2002 |
3.2 1988 |
5.8 1987 |
4.1 2007 |
6.5 2008 |
Worst |
-3.4 1992 |
-3.7 1985 |
-4.2 1994 |
-4.8 2004 |
-4.2 2013 |
-3.8 2013 |
-4.5 2003 |
-3.7 2022 |
-6.7 2022 |
-8.1 2008 |
-2.3 2001 |
-2.3 2006 |
Monthly/Yearly Returns
US Inflation Protection Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+1.86 | -0.34 | 2.1 | -1.4 | 2.9 | 0.1 | -1.7 | |||||||
2022 |
-13.10 | -18.37 | -2.1 | 0.9 | -1.9 | -2.2 | -1.0 | -3.1 | 4.3 | -3.7 | -6.7 | 1.4 | 1.8 | -1.3 |
2021 |
+5.67 | -1.28 | 0.3 | -1.7 | -0.3 | 1.4 | 1.0 | 0.7 | 2.7 | -0.2 | -0.8 | 1.1 | 0.9 | 0.4 |
2020 |
+10.84 | +9.35 | 2.1 | 0.9 | -1.8 | 3.0 | 0.7 | 1.0 | 2.3 | 0.9 | -0.4 | -0.7 | 1.2 | 1.1 |
2019 |
+8.35 | +5.93 | 1.4 | -0.2 | 2.0 | 0.2 | 1.8 | 0.7 | 0.3 | 2.3 | -1.1 | 0.0 | 0.3 | 0.3 |
2018 |
-1.42 | -3.27 | -0.9 | -1.0 | 1.0 | -0.1 | 0.3 | 0.6 | -0.5 | 0.6 | -1.0 | -1.5 | 0.5 | 0.5 |
2017 |
+2.92 | +0.79 | 0.9 | 0.4 | 0.0 | 0.4 | 0.0 | -0.9 | 0.5 | 1.0 | -0.7 | 0.2 | 0.1 | 0.9 |
2016 |
+4.68 | +2.55 | 1.6 | 1.2 | 1.7 | 0.2 | -0.6 | 2.2 | 0.6 | -0.3 | 0.8 | -0.5 | -2.1 | 0.0 |
2015 |
-1.75 | -2.47 | 3.2 | -1.3 | -0.5 | 0.7 | -1.0 | -1.0 | 0.5 | -0.9 | -0.5 | 0.3 | -0.1 | -1.0 |
2014 |
+3.59 | +2.81 | 2.1 | 0.4 | -0.5 | 1.3 | 2.0 | 0.4 | -0.1 | 0.6 | -2.6 | 0.9 | 0.2 | -1.1 |
2013 |
-8.49 | -9.84 | -0.5 | 0.2 | 0.2 | 0.8 | -4.2 | -3.8 | 0.9 | -1.8 | 1.8 | 0.3 | -1.1 | -1.5 |
2012 |
+6.39 | +4.57 | 2.3 | -0.6 | -0.9 | 1.8 | 1.9 | -0.7 | 1.8 | -0.2 | 0.5 | 0.6 | 0.6 | -0.8 |
2011 |
+13.28 | +10.02 | 0.0 | 0.7 | 1.2 | 2.4 | 0.3 | 0.7 | 3.9 | 0.6 | 0.0 | 2.1 | 0.5 | 0.2 |
2010 |
+6.14 | +4.57 | 1.5 | -1.3 | 0.0 | 2.5 | 0.2 | 1.3 | -0.2 | 1.9 | 0.8 | 2.5 | -1.7 | -1.4 |
2009 |
+8.94 | +6.05 | 0.0 | -2.2 | 5.9 | -1.8 | 2.0 | 0.2 | 0.1 | 0.8 | 2.0 | 1.1 | 2.8 | -2.1 |
2008 |
+0.04 | -0.05 | 3.6 | 1.4 | -0.1 | -1.4 | 0.1 | 1.8 | -0.6 | 0.8 | -4.0 | -8.1 | 0.9 | 6.5 |
2007 |
+11.92 | +7.53 | 0.2 | 2.0 | 0.3 | 0.7 | -1.3 | -0.2 | 2.3 | 0.8 | 1.3 | 1.2 | 4.1 | 0.1 |
2006 |
+0.28 | -2.21 | 0.0 | 0.0 | -2.1 | -0.2 | 0.3 | 0.4 | 1.5 | 1.7 | 0.1 | -0.1 | 1.1 | -2.3 |
2005 |
+2.49 | -0.89 | 0.0 | -0.5 | 0.2 | 1.8 | 0.8 | 0.5 | -2.5 | 2.5 | -0.2 | -1.3 | 0.2 | 1.0 |
2004 |
+8.28 | +4.86 | 1.2 | 2.1 | 1.7 | -4.8 | 2.0 | -0.1 | 0.8 | 2.7 | 0.1 | 1.1 | -0.3 | 1.8 |
2003 |
+8.00 | +6.01 | 0.6 | 3.7 | -1.6 | -0.3 | 4.7 | -0.9 | -4.5 | 1.7 | 3.2 | 0.5 | 0.1 | 0.9 |
2002 |
+16.61 | +13.90 | 0.6 | 1.6 | -0.6 | 2.8 | 1.5 | 1.3 | 1.7 | 3.6 | 2.5 | -2.8 | 0.0 | 3.5 |
2001 |
+7.61 | +5.97 | 1.9 | 1.7 | 0.9 | 0.6 | 1.1 | -0.1 | 1.6 | 0.3 | 0.5 | 2.3 | -2.3 | -1.1 |
2000 |
+17.65 | +13.80 | 0.5 | 2.4 | 2.7 | -0.5 | -0.4 | 2.3 | 1.0 | 2.0 | -0.1 | 1.4 | 2.7 | 2.2 |
1999 |
-4.47 | -6.97 | 0.9 | -2.9 | 0.0 | 0.5 | -1.2 | -0.9 | -0.5 | -0.3 | 1.2 | 0.4 | -0.5 | -1.1 |
1998 |
+9.27 | +7.53 | 1.5 | -0.4 | 0.2 | 0.6 | 1.2 | 1.2 | 0.1 | 2.3 | 2.4 | -0.8 | 0.7 | -0.2 |
1997 |
+12.71 | +10.83 | -0.3 | 0.0 | -2.2 | 2.5 | 1.1 | 1.6 | 4.7 | -1.7 | 2.2 | 2.0 | 1.1 | 1.2 |
1996 |
+1.33 | -1.93 | 0.1 | -3.5 | -1.4 | -1.3 | -0.5 | 1.8 | 0.2 | -1.2 | 2.8 | 3.6 | 2.8 | -1.9 |
1995 |
+23.02 | +19.98 | 2.6 | 2.2 | 0.8 | 1.2 | 5.1 | 0.8 | -0.4 | 2.0 | 1.5 | 1.5 | 1.8 | 2.0 |
1994 |
-6.25 | -8.69 | 2.6 | -3.5 | -4.2 | -1.6 | -0.6 | -0.5 | 3.0 | -0.1 | -2.9 | -0.5 | 0.4 | 1.9 |
1993 |
+15.75 | +12.65 | 2.3 | 3.3 | 0.1 | 0.8 | 0.2 | 3.6 | 1.5 | 3.6 | 0.3 | 0.2 | -1.5 | 0.4 |
1992 |
+8.74 | +5.67 | -3.4 | 1.4 | -1.3 | -0.5 | 3.0 | 1.7 | 3.8 | 0.9 | 2.1 | -2.4 | 0.4 | 2.9 |
1991 |
+18.60 | +15.08 | 0.9 | 0.7 | 0.4 | 0.8 | 0.3 | -0.3 | 1.5 | 2.8 | 2.8 | 0.8 | 1.0 | 5.6 |
1990 |
+8.20 | +1.97 | -2.6 | 0.2 | -0.2 | -1.8 | 3.7 | 1.9 | 1.2 | -2.5 | 1.0 | 1.9 | 3.4 | 1.9 |
1989 |
+15.77 | +10.63 | 1.4 | -1.4 | 0.7 | 2.4 | 3.4 | 4.0 | 2.5 | -2.5 | 0.2 | 3.2 | 1.1 | -0.1 |
1988 |
+6.51 | +2.00 | 4.5 | 1.3 | -2.1 | -1.3 | -1.4 | 3.2 | -1.2 | -0.1 | 3.2 | 2.2 | -2.0 | 0.2 |
1987 |
-0.24 | -4.48 | 1.2 | 0.7 | -1.4 | -3.9 | -1.0 | 1.6 | -0.9 | -1.3 | -3.0 | 5.8 | 0.2 | 2.0 |
1986 |
+18.39 | +17.10 | 0.0 | 7.0 | 5.6 | 0.5 | -4.2 | 5.4 | 0.5 | 3.2 | -3.2 | 1.2 | 1.8 | -0.2 |
1985 |
+26.04 | +21.43 | 2.9 | -3.7 | 2.2 | 2.1 | 7.7 | 0.8 | -1.4 | 2.4 | 0.4 | 2.5 | 3.3 | 4.5 |
Portofolio Returns, up to December 2003, 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:
- TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
Portfolio efficiency
Compared to the US Inflation Protection Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years
and Low Risk categorization.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 |