US Stocks Value Portfolio: ETF allocation and returns

Data Source: from January 1975 to May 2024 (~49 years)
Consolidated Returns as of 31 May 2024
Live Update: Jun 21 2024
Currency: USD
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.06%
1 Day
Jun 21 2024
0.56%
Current Month
June 2024

The US Stocks Value Portfolio can be implemented with 1 ETF. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.

The asset allocation is the following: 100% on the Stock Market, 0% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 0% allocation to bonds, leading to its classification as very high risk.

In the last 30 Years, the US Stocks Value Portfolio obtained a 10.13% compound annual return, with a 15.39% standard deviation. It suffered a maximum drawdown of -55.41% that required 68 months to be recovered.

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Asset Allocation and ETFs

The US Stocks Value Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The US Stocks Value Portfolio can be implemented with the following ETFs:

Weight
(%)
ETF
Ticker
ETF
Currency
ETF Name Investment Themes (Orig.Currency)
100.00
IUSV
USD iShares Core S&P U.S. Value ETF Equity, U.S., Large Cap, Value (USD)

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, 2024

The US Stocks Value Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
US STOCKS VALUE PORTFOLIO
Consolidated returns as of 31 May 2024
Live Update: Jun 21 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of May 31, 2024
  1 Day Time ET(*) Jun 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
US Stocks Value Portfolio -0.06 -0.56 3.12 12.50 23.94 13.66 10.05 10.13 12.17
US Inflation Adjusted return 3.12 10.63 20.04 9.10 7.02 7.40 8.16
Returns over 1 year are annualized | Available data source: since Jan 1975
(*) Eastern Time (ET - America/New York)
US Inflation is updated to May 2024. Current inflation (annualized) is 1Y: 3.25% , 5Y: 4.17% , 10Y: 2.83% , 30Y: 2.54%
Want to explore other portfolios? Select your currency...

In 2023, the US Stocks Value Portfolio granted a 2.11% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Value Portfolio: Dividend Yield page.

Capital Growth as of May 31, 2024

An investment of 1$, since June 1994, now would be worth 18.09$, with a total return of 1708.94% (10.13% annualized).

The Inflation Adjusted Capital now would be 8.52$, with a net total return of 751.84% (7.40% annualized).
An investment of 1$, since January 1975, now would be worth 291.37$, with a total return of 29036.67% (12.17% annualized).

The Inflation Adjusted Capital now would be 48.28$, with a net total return of 4727.82% (8.16% annualized).

Portfolio Metrics as of May 31, 2024

Metrics of US Stocks Value Portfolio, updated as of 31 May 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
US STOCKS VALUE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1975 - 31 May 2024 (~49 years)
Swipe left to see all data
Metrics as of May 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~49Y)
Investment Return (%) 3.12 3.27 12.50 23.94 9.01 13.66 10.05 8.91 10.13 12.17
Infl. Adjusted Return (%)
3.12 2.56 10.63 20.04 3.55 9.10 7.02 6.17 7.40 8.16
US Inflation (%) 0.01 0.70 1.69 3.25 5.28 4.17 2.83 2.58 2.54 3.70
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.28 -16.63 -26.06 -26.06 -55.41 -55.41 -55.41
Start to Recovery (# months)
5 13 12 12 68 68 68
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 4 9 9 47 47 47
End (yyyy mm) 2023 12 2023 01 2020 12 2020 12 2013 01 2013 01 2013 01
Longest Drawdown Depth (%)
same

same
-16.63 -12.56
same

same

same
Start to Recovery (# months)
13 15
Start (yyyy mm) 2023 08 2022 01 2022 01 2018 02 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 9 9 11 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2018 12 2009 02 2009 02 2009 02
Bottom to End (# months) 2 4 4 4 47 47 47
End (yyyy mm) 2023 12 2023 01 2023 01 2019 04 2013 01 2013 01 2013 01
Longest negative period (# months)
4 22 22 37 79 132 132
Period Start (yyyy mm) 2023 07 2022 01 2022 01 2017 03 2005 03 1998 03 1998 03
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2011 09 2009 02 2009 02
Annualized Return (%) -17.10 -0.36 -0.36 -0.87 -0.15 -0.36 -0.36
Deepest Drawdown Depth (%) -10.14 -21.00 -25.92 -25.92 -56.66 -56.66 -56.66
Start to Recovery (# months)
5 19 12 12 74 74 74
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 10 9 9 53 53 53
End (yyyy mm) 2023 12 2023 07 2020 12 2020 12 2013 07 2013 07 2013 07
Longest Drawdown Depth (%)
same

same
-21.00 -21.00
same

same

same
Start to Recovery (# months)
19 19
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 9 9 9 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 10 10 10 53 53 53
End (yyyy mm) 2023 12 2023 07 2023 07 2023 07 2013 07 2013 07 2013 07
Longest negative period (# months)
5 29 35 40 89 152 152
Period Start (yyyy mm) 2023 06 2021 06 2019 11 2016 12 2005 01 1999 02 1999 02
Period End (yyyy mm) 2023 10 2023 10 2022 09 2020 03 2012 05 2011 09 2011 09
Annualized Return (%) -1.93 -3.51 -0.53 -0.68 -0.24 -0.16 -0.16
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.39 16.66 18.42 15.62 15.65 15.39 15.30
Sharpe Ratio 1.21 0.37 0.63 0.56 0.48 0.51 0.53
Sortino Ratio 1.67 0.54 0.86 0.76 0.63 0.67 0.71
Ulcer Index 3.62 4.86 7.13 5.83 14.25 13.14 10.97
Ratio: Return / Standard Deviation 1.56 0.54 0.74 0.64 0.57 0.66 0.80
Ratio: Return / Deepest Drawdown 2.58 0.54 0.52 0.39 0.16 0.18 0.22
Positive Months (%)
66.66 55.55 60.00 63.33 64.58 64.72 63.91
Positive Months 8 20 36 76 155 233 379
Negative Months 4 16 24 44 85 127 214
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 10.05 15.32 15.32 18.99
Worst 10 Years Return (%) - Annualized 4.88 -1.23 -1.23
Best 10 Years Return (%) - Annualized 7.02 13.32 13.32 15.26
Worst 10 Years Return (%) - Annualized 3.07 -3.72 -3.72
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· Over the latest 30Y
Best Rolling Return (%) - Annualized 56.37 31.55 24.16 15.32 10.49 10.13
Worst Rolling Return (%) - Annualized -46.81 -17.39 -6.77 -1.23 5.17
Positive Periods (%) 78.2 84.6 87.0 98.7 100.0 100.0
Best Rolling Return (%) - Annualized 53.08 28.56 21.33 13.32 8.01 7.40
Worst Rolling Return (%) - Annualized -46.82 -19.15 -9.17 -3.72 3.03
Positive Periods (%) 73.3 80.6 79.4 91.2 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.40 9.93 12.45 17.35 29.33 8.92 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.24 13.13 16.97 30.41 38.60 16.53 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
9.43 15.18 19.87 40.94 45.41 19.70 8.17 0.00
99% CVaR - Conditional Value at Risk (%) 11.35 18.51 24.59 44.51 58.47 33.69 12.99 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 71.66 22.84 14.05 8.54 5.59 9.45
Perpetual Withdrawal Rate (%) --- --- --- --- 2.61 8.34
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1975 - May 2024)
Best Rolling Return (%) - Annualized 61.11 32.95 30.12 18.99 17.59 14.67
Worst Rolling Return (%) - Annualized -46.81 -17.39 -6.77 -1.23 5.17 8.88
Positive Periods (%) 81.4 91.0 92.6 99.3 100.0 100.0
Best Rolling Return (%) - Annualized 57.22 29.06 26.16 15.26 13.19 9.78
Worst Rolling Return (%) - Annualized -46.82 -19.15 -9.17 -3.72 3.03 6.38
Positive Periods (%) 72.5 84.0 86.3 95.5 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.20 9.40 11.43 12.78 19.41 4.36 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.04 12.58 15.92 23.88 32.91 11.73 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
9.21 14.61 18.81 36.41 37.89 19.45 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 11.13 17.93 23.50 41.31 49.57 26.49 5.73 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 71.66 22.84 14.05 8.54 5.59 7.12
Perpetual Withdrawal Rate (%) --- --- --- --- 2.61 6.08
% based on initial capital, inflation-adj. monthly withdrawals afterwards | 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.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • 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.

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.

US STOCKS VALUE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1975 - 31 May 2024 (~49 years)
Inflation Adjusted:
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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.

US STOCKS VALUE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1975 - 31 May 2024 (~49 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the US Stocks Value Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in US Stocks Value 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 Returns

This section provides a visual/tabular representation of the performance variability in the US Stocks Value Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

US STOCKS VALUE PORTFOLIO
Monthly Returns Distribution
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1975 - 31 May 2024 (~49 years)
233 Positive Months (65%) - 127 Negative Months (35%)
379 Positive Months (64%) - 214 Negative Months (36%)
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Investment Returns, up to December 2000, 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:
  • iShares Core S&P U.S. Value ETF (IUSV), up to December 2000

Portfolio efficiency

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

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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The following portfolios share asset allocation strategy and/or similar asset weights.

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