Value Stock Geek Weird Portfolio: ETF allocation and returns

Data Source: from January 1975 to January 2024 (~49 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 29 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.66%
1 Day
Feb 29 2024
0.82%
Current Month
February 2024

The Value Stock Geek Weird Portfolio is a Very High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 60% on the Stock Market and for 20% on Commodities.

In the last 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.02% compound annual return, with a 10.84% standard deviation.

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Asset Allocation and ETFs

The Value Stock Geek Weird Portfolio has the following asset allocation:

60% Stocks
20% Fixed Income
20% Commodities

The Value Stock Geek Weird Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
20.00
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
20.00
SCZ
USD iShares MSCI EAFE Small-Cap Equity, EAFE, Small Cap
20.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
20.00
TLT
USD iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
20.00
GLD
USD SPDR Gold Trust Commodity, Gold

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 Jan 31, 2024

The Value Stock Geek Weird Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
VALUE STOCK GEEK WEIRD PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 29 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Value Stock Geek Weird Portfolio 0.66 0.82 -3.35 -0.08 -1.45 4.80 5.41 8.02 11.01
US Inflation Adjusted return -3.64 -1.71 -4.42 0.61 2.56 5.35 7.04
Components
IJS
USD iShares S&P Small-Cap 600 Value 0.79 Feb 29 2024 2.37 -5.45 -2.56 -3.13 7.33 7.77 10.06 15.22
SCZ
USD iShares MSCI EAFE Small-Cap 0.46 Feb 29 2024 1.56 -2.57 -0.26 1.71 4.23 4.63 6.18 10.43
VNQ
USD Vanguard Real Estate 0.85 Feb 29 2024 1.98 -5.06 0.56 -3.87 3.85 6.36 8.40 11.91
TLT
USD iShares 20+ Year Treasury Bond 0.71 Feb 29 2024 -2.25 -2.25 -1.57 -6.91 -2.46 1.26 5.04 7.28
GLD
USD SPDR Gold Trust 0.52 Feb 29 2024 0.46 -1.42 3.35 5.04 8.60 4.61 5.48 4.81
Returns over 1 year are annualized | Available data source: since Jan 1975
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Value Stock Geek Weird Portfolio granted a 2.52% dividend yield. If you are interested in getting periodic income, please refer to the Value Stock Geek Weird Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 10.12$, with a total return of 911.56% (8.02% annualized).

The Inflation Adjusted Capital now would be 4.78$, with a net total return of 377.87% (5.35% annualized).
An investment of 1$, since January 1975, now would be worth 168.42$, with a total return of 16741.71% (11.01% annualized).

The Inflation Adjusted Capital now would be 28.22$, with a net total return of 2722.50% (7.04% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Value Stock Geek Weird Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
VALUE STOCK GEEK WEIRD PORTFOLIO
Advanced Metrics
Data Source: 1 January 1975 - 31 January 2024 (~49 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~49Y)
Investment Return (%) -3.35 12.83 -0.08 -1.45 0.21 4.80 5.41 7.97 8.02 11.01
Infl. Adjusted Return (%) details -3.64 12.04 -1.71 -4.42 -5.16 0.61 2.56 5.26 5.35 7.04
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 3.71
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -12.66 -24.18 -24.18 -24.18 -32.97 -32.97 -32.97
Start to Recovery (# months) details 11 25* 25* 25* 29 29 29
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 9 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 13 13 13
End (yyyy mm) 2023 12 - - - 2010 03 2010 03 2010 03
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 9 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 13 13 13
End (yyyy mm) 2023 12 - - - 2010 03 2010 03 2010 03
Longest negative period (# months) details 12* 35* 47 47 47 47 47
Period Start (yyyy mm) 2023 02 2021 03 2019 12 2019 12 2019 12 2019 12 2019 12
Period End (yyyy mm) 2024 01 2024 01 2023 10 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -1.45 -0.22 0.00 0.00 0.00 0.00 0.00
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -14.70 -29.66 -29.66 -29.66 -34.08 -34.08 -34.08
Start to Recovery (# months) details 12* 29* 29* 29* 30 30 30
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 9 26 26 26 16 16 16
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 3 3 3 3 14 14 14
End (yyyy mm) - - - - 2010 04 2010 04 2010 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-13.97 -13.97
Start to Recovery (# months) details 39 39
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2007 11 1998 04 1998 04
Start to Bottom (# months) 9 26 26 26 16 5 5
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 1998 08 1998 08
Bottom to End (# months) 3 3 3 3 14 34 34
End (yyyy mm) - - - - 2010 04 2001 06 2001 06
Longest negative period (# months) details 12* 36* 58 90 90 90 90
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2016 05 2016 05 2016 05 2016 05
Period End (yyyy mm) 2024 01 2024 01 2023 11 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -4.42 -5.16 -0.12 -0.04 -0.04 -0.04 -0.04
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.43 14.98 13.93 11.44 12.06 10.84 10.88
Sharpe Ratio -0.42 -0.13 0.22 0.37 0.55 0.53 0.65
Sortino Ratio -0.68 -0.19 0.30 0.51 0.73 0.71 0.87
Ulcer Index 5.73 12.35 9.87 7.35 7.55 6.58 5.71
Ratio: Return / Standard Deviation -0.09 0.01 0.34 0.47 0.66 0.74 1.01
Ratio: Return / Deepest Drawdown -0.11 0.01 0.20 0.22 0.24 0.24 0.33
% Positive Months details 50% 55% 63% 64% 65% 64% 65%
Positive Months 6 20 38 77 157 231 387
Negative Months 6 16 22 43 83 129 202
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.41 12.07 13.87 20.34
Worst 10 Years Return (%) - Annualized 4.21 4.21 4.21
Best 10 Years Return (%) - Annualized 2.56 10.13 11.24 12.84
Worst 10 Years Return (%) - Annualized 1.38 1.38 1.38
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 46.29 26.63 20.26 13.87 10.77 8.02
Worst Rolling Return (%) - Annualized -29.40 -6.05 2.09 4.21 7.76
% Positive Periods 84% 96% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.85 29.39 19.37 11.26 7.76 6.65
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.59 5.67 5.26
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 43.56 23.64 16.85 11.24 8.35 5.35
Worst Rolling Return (%) - Annualized -29.41 -8.05 -1.60 1.38 5.06
% Positive Periods 77% 88% 97% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.85 29.39 19.37 11.26 7.76 6.65
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.59 5.67 5.26
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1975 - Jan 2024)
Best Rolling Return (%) - Annualized 55.54 30.06 26.51 20.34 14.78 13.34
Worst Rolling Return (%) - Annualized -29.40 -6.05 2.09 4.21 7.38 7.65
% Positive Periods 85% 98% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.85 29.39 19.30 10.91 6.85 5.87
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.59 4.44 4.89
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 51.78 26.25 22.66 12.84 8.92 8.70
Worst Rolling Return (%) - Annualized -29.41 -8.05 -1.60 1.38 4.42 5.00
% Positive Periods 77% 89% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.85 29.39 19.30 10.91 6.85 5.87
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.59 4.44 4.89
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 31 January 2024
Swipe left to see all data
Asset
IJS
SCZ
VNQ
TLT
GLD
IJS
-
0.87
0.91
0.66
-0.02
SCZ
0.87
-
0.95
0.86
0.26
VNQ
0.91
0.95
-
0.85
0.26
TLT
0.66
0.86
0.85
-
0.42
GLD
-0.02
0.26
0.26
0.42
-
Asset
IJS
SCZ
VNQ
TLT
GLD
IJS
-
0.86
0.77
-0.02
0.06
SCZ
0.86
-
0.84
0.19
0.28
VNQ
0.77
0.84
-
0.37
0.28
TLT
-0.02
0.19
0.37
-
0.41
GLD
0.06
0.28
0.28
0.41
-
Asset
IJS
SCZ
VNQ
TLT
GLD
IJS
-
0.79
0.69
-0.09
-0.03
SCZ
0.79
-
0.70
0.09
0.18
VNQ
0.69
0.70
-
0.40
0.20
TLT
-0.09
0.09
0.40
-
0.42
GLD
-0.03
0.18
0.20
0.42
-
Asset
IJS
SCZ
VNQ
TLT
GLD
IJS
-
0.73
0.69
-0.18
0.03
SCZ
0.73
-
0.61
-0.09
0.21
VNQ
0.69
0.61
-
0.10
0.14
TLT
-0.18
-0.09
0.10
-
0.20
GLD
0.03
0.21
0.14
0.20
-
Asset
IJS
SCZ
VNQ
TLT
GLD
IJS
-
0.76
0.71
-0.01
0.01
SCZ
0.76
-
0.61
0.07
0.13
VNQ
0.71
0.61
-
0.14
0.10
TLT
-0.01
0.07
0.14
-
0.09
GLD
0.01
0.13
0.10
0.09
-

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.

VALUE STOCK GEEK WEIRD PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1975 - 31 January 2024 (~49 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-32.97% Nov 2007 Feb 2009 16 Mar 2010 13 29 15.03
-24.18% Jan 2022 Sep 2022 9 in progress 16 25 14.71
-13.36% Feb 2020 Mar 2020 2 Jul 2020 4 6 6.31
-13.23% Apr 1998 Aug 1998 5 Jun 2000 22 27 6.30
-8.66% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.24
-8.65% Jun 2002 Oct 2002 5 May 2003 7 12 5.09
-7.57% Feb 1994 Nov 1994 10 May 1995 6 16 4.53
-7.32% Apr 2004 Apr 2004 1 Sep 2004 5 6 4.11
-7.20% Feb 2015 Sep 2015 8 Mar 2016 6 14 4.13
-6.89% May 2013 Jun 2013 2 Oct 2013 4 6 3.77
-6.58% Aug 2016 Nov 2016 4 Apr 2017 5 9 3.39
-5.96% May 2011 Sep 2011 5 Oct 2011 1 6 2.45
-5.08% Sep 2014 Sep 2014 1 Dec 2014 3 4 2.43
-4.90% May 2010 Jun 2010 2 Sep 2010 3 5 2.63
-4.58% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.64
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 134 2.7 Months 37.12%
 
DD = 0% 37.12%
 
0% < DD <= -5% 139 2.6 Months 38.50%
 
DD <= -5% 75.62%
 
-5% < DD <= -10% 53 6.8 Months 14.68%
 
DD <= -10% 90.30%
 
-10% < DD <= -15% 14 25.8 Months 3.88%
 
DD <= -15% 94.18%
 
-15% < DD <= -20% 10 36.1 Months 2.77%
 
DD <= -20% 96.95%
 
-20% < DD <= -25% 6 60.2 Months 1.66%
 
DD <= -25% 98.61%
 
-25% < DD <= -30% 3 120.3 Months 0.83%
 
DD <= -30% 99.45%
 
-30% < DD <= -35% 2 180.5 Months 0.55%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
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
-34.08% Nov 2007 Feb 2009 16 Apr 2010 14 30 16.32
-29.66% Sep 2021 Oct 2023 26 in progress 3 29 19.15
-13.97% Apr 1998 Aug 1998 5 Jun 2001 34 39 7.36
-13.10% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.92
-9.84% Feb 2018 Dec 2018 11 Jun 2019 6 17 4.04
-9.73% Feb 1994 Nov 1994 10 Sep 1995 10 20 5.63
-9.50% Jun 2002 Oct 2002 5 May 2003 7 12 6.10
-8.28% Feb 2015 Sep 2015 8 Apr 2016 7 15 4.92
-7.47% Apr 2004 Apr 2004 1 Oct 2004 6 7 4.30
-7.32% Aug 2016 Nov 2016 4 Jul 2017 8 12 3.66
-7.15% May 2013 Jun 2013 2 Oct 2013 4 6 4.08
-6.99% May 2011 Sep 2011 5 Jan 2012 4 9 2.57
-5.09% Sep 2014 Sep 2014 1 Dec 2014 3 4 2.42
-5.04% May 2007 Jul 2007 3 Oct 2007 3 6 2.76
-4.81% May 2010 Jun 2010 2 Sep 2010 3 5 2.62
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 100 3.6 Months 27.70%
 
DD = 0% 27.70%
 
0% < DD <= -5% 138 2.6 Months 38.23%
 
DD <= -5% 65.93%
 
-5% < DD <= -10% 78 4.6 Months 21.61%
 
DD <= -10% 87.53%
 
-10% < DD <= -15% 14 25.8 Months 3.88%
 
DD <= -15% 91.41%
 
-15% < DD <= -20% 7 51.6 Months 1.94%
 
DD <= -20% 93.35%
 
-20% < DD <= -25% 14 25.8 Months 3.88%
 
DD <= -25% 97.23%
 
-25% < DD <= -30% 8 45.1 Months 2.22%
 
DD <= -30% 99.45%
 
-30% < DD <= -35% 2 180.5 Months 0.55%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
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
-32.97% Nov 2007 Feb 2009 16 Mar 2010 13 29 15.03
-24.18% Jan 2022 Sep 2022 9 in progress 16 25 14.71
-16.24% Dec 1989 Oct 1990 11 May 1991 7 18 7.74
-15.06% Feb 1980 Mar 1980 2 Jun 1980 3 5 7.84
-13.36% Feb 2020 Mar 2020 2 Jul 2020 4 6 6.31
-13.23% Apr 1998 Aug 1998 5 Jun 2000 22 27 6.30
-12.71% Sep 1987 Nov 1987 3 Oct 1988 11 14 5.92
-12.24% Dec 1980 Jun 1982 19 Sep 1982 3 22 6.56
-10.11% Jul 1975 Sep 1975 3 Jan 1976 4 7 5.75
-8.66% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.24
-8.65% Jun 2002 Oct 2002 5 May 2003 7 12 5.09
-8.18% Oct 1979 Oct 1979 1 Dec 1979 2 3 4.37
-7.57% Feb 1994 Nov 1994 10 May 1995 6 16 4.53
-7.32% Apr 2004 Apr 2004 1 Sep 2004 5 6 4.11
-7.20% Feb 2015 Sep 2015 8 Mar 2016 6 14 4.13
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 256 2.3 Months 43.39%
 
DD = 0% 43.39%
 
0% < DD <= -5% 210 2.8 Months 35.59%
 
DD <= -5% 78.98%
 
-5% < DD <= -10% 75 7.9 Months 12.71%
 
DD <= -10% 91.69%
 
-10% < DD <= -15% 26 22.7 Months 4.41%
 
DD <= -15% 96.10%
 
-15% < DD <= -20% 12 49.2 Months 2.03%
 
DD <= -20% 98.14%
 
-20% < DD <= -25% 6 98.3 Months 1.02%
 
DD <= -25% 99.15%
 
-25% < DD <= -30% 3 196.7 Months 0.51%
 
DD <= -30% 99.66%
 
-30% < DD <= -35% 2 295.0 Months 0.34%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
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
-34.08% Nov 2007 Feb 2009 16 Apr 2010 14 30 16.32
-29.66% Sep 2021 Oct 2023 26 in progress 3 29 19.15
-22.55% Dec 1980 Jun 1982 19 Nov 1982 5 24 13.08
-21.36% Sep 1989 Oct 1990 14 Nov 1992 25 39 8.85
-17.28% Feb 1980 Mar 1980 2 Nov 1980 8 10 7.43
-13.97% Apr 1998 Aug 1998 5 Jun 2001 34 39 7.36
-13.54% Sep 1987 Nov 1987 3 May 1989 18 21 6.12
-13.10% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.92
-11.92% Jul 1975 Sep 1975 3 Feb 1976 5 8 7.24
-9.84% Feb 2018 Dec 2018 11 Jun 2019 6 17 4.04
-9.73% Feb 1994 Nov 1994 10 Sep 1995 10 20 5.63
-9.50% Jun 2002 Oct 2002 5 May 2003 7 12 6.10
-9.16% Oct 1979 Oct 1979 1 Dec 1979 2 3 5.24
-8.28% Feb 2015 Sep 2015 8 Apr 2016 7 15 4.92
-8.25% Sep 1978 Nov 1978 3 Mar 1979 4 7 3.83
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 180 3.3 Months 30.51%
 
DD = 0% 30.51%
 
0% < DD <= -5% 220 2.7 Months 37.29%
 
DD <= -5% 67.80%
 
-5% < DD <= -10% 116 5.1 Months 19.66%
 
DD <= -10% 87.46%
 
-10% < DD <= -15% 30 19.7 Months 5.08%
 
DD <= -15% 92.54%
 
-15% < DD <= -20% 17 34.7 Months 2.88%
 
DD <= -20% 95.42%
 
-20% < DD <= -25% 17 34.7 Months 2.88%
 
DD <= -25% 98.31%
 
-25% < DD <= -30% 8 73.8 Months 1.36%
 
DD <= -30% 99.66%
 
-30% < DD <= -35% 2 295.0 Months 0.34%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
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%
 

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.

VALUE STOCK GEEK WEIRD PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1975 - 31 January 2024 (~49 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 -29.40 03/2008
02/2009
0.70$ -0.36 0.99$ 8.30 1.08$ 19.89 1.19$ 46.29 04/2009
03/2010
1.46$ -1.45 15.76%
2Y -16.08 03/2007
02/2009
0.70$ 2.03 1.04$ 8.35 1.17$ 17.77 1.38$ 34.82 03/2009
02/2011
1.81$ -3.95 10.68%
3Y -6.05 03/2006
02/2009
0.82$ 3.36 1.10$ 8.07 1.26$ 15.73 1.54$ 26.63 04/2003
03/2006
2.03$ 0.21 3.08%
5Y 2.09 10/2017
09/2022
1.10$ 5.14 1.28$ 7.92 1.46$ 14.96 2.00$ 20.26 11/2002
10/2007
2.51$ 4.80 0.00%
7Y 3.14 10/2016
09/2023
1.24$ 6.35 1.53$ 8.73 1.79$ 12.88 2.33$ 16.43 02/2000
01/2007
2.89$ 4.90 0.00%
10Y 4.21 11/2013
10/2023
1.50$ 7.64 2.08$ 10.01 2.59$ 12.02 3.11$ 13.87 04/2003
03/2013
3.66$ 5.41 0.00%
15Y 5.80 11/2007
10/2022
2.33$ 7.87 3.11$ 10.02 4.18$ 11.14 4.87$ 11.93 02/2000
01/2015
5.41$ 8.90 0.00%
20Y 7.76 11/2003
10/2023
4.46$ 9.32 5.94$ 9.75 6.42$ 10.26 7.05$ 10.77 11/2001
10/2021
7.73$ 7.97 0.00%
30Y 8.02 02/1994
01/2024
10.11$ 8.02 10.11$ 8.02 10.11$ 8.02 10.11$ 8.02 02/1994
01/2024
10.11$ 8.02 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 -29.41 03/2008
02/2009
0.70$ -3.38 0.96$ 6.29 1.06$ 16.41 1.16$ 43.56 04/2003
03/2004
1.43$ -4.42 22.35%
2Y -17.77 03/2007
02/2009
0.67$ -0.72 0.98$ 5.84 1.12$ 14.13 1.30$ 31.99 03/2009
02/2011
1.74$ -8.28 15.43%
3Y -8.05 03/2006
02/2009
0.77$ 0.54 1.01$ 5.90 1.18$ 13.04 1.44$ 23.64 03/2009
02/2012
1.89$ -5.16 11.38%
5Y -1.60 10/2017
09/2022
0.92$ 2.78 1.14$ 5.78 1.32$ 12.15 1.77$ 16.85 11/2002
10/2007
2.17$ 0.61 2.66%
7Y -0.37 10/2016
09/2023
0.97$ 3.97 1.31$ 6.53 1.55$ 10.22 1.97$ 13.41 02/2000
01/2007
2.41$ 1.37 0.72%
10Y 1.38 11/2013
10/2023
1.14$ 5.60 1.72$ 7.59 2.07$ 9.39 2.45$ 11.24 04/2003
03/2013
2.90$ 2.56 0.00%
15Y 3.34 11/2007
10/2022
1.63$ 5.57 2.25$ 7.46 2.94$ 8.79 3.53$ 9.51 02/2000
01/2015
3.90$ 6.18 0.00%
20Y 5.06 11/2003
10/2023
2.68$ 6.84 3.75$ 7.36 4.13$ 7.91 4.58$ 8.35 11/2001
10/2021
4.97$ 5.26 0.00%
30Y 5.35 02/1994
01/2024
4.77$ 5.35 4.77$ 5.35 4.77$ 5.35 4.77$ 5.35 02/1994
01/2024
4.77$ 5.35 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 -29.40 03/2008
02/2009
0.70$ 0.18 1.00$ 10.35 1.10$ 23.87 1.23$ 55.54 07/1982
06/1983
1.55$ -1.45 14.71%
2Y -16.08 03/2007
02/2009
0.70$ 3.30 1.06$ 9.84 1.20$ 20.82 1.45$ 35.34 02/1978
01/1980
1.83$ -3.95 7.07%
3Y -6.05 03/2006
02/2009
0.82$ 4.46 1.13$ 10.01 1.33$ 19.65 1.71$ 30.06 08/1984
07/1987
2.19$ 0.21 1.81%
5Y 2.09 10/2017
09/2022
1.10$ 5.85 1.32$ 9.35 1.56$ 17.86 2.27$ 26.51 08/1982
07/1987
3.24$ 4.80 0.00%
7Y 3.14 10/2016
09/2023
1.24$ 6.95 1.60$ 9.78 1.92$ 16.43 2.89$ 20.75 08/1982
07/1989
3.74$ 4.90 0.00%
10Y 4.21 11/2013
10/2023
1.50$ 7.42 2.04$ 10.48 2.71$ 14.28 3.80$ 20.34 09/1976
08/1986
6.37$ 5.41 0.00%
15Y 5.80 11/2007
10/2022
2.33$ 8.04 3.19$ 10.39 4.40$ 12.93 6.19$ 17.77 01/1975
12/1989
11.62$ 8.90 0.00%
20Y 7.38 03/1989
02/2009
4.15$ 9.36 5.98$ 10.13 6.88$ 11.74 9.20$ 14.78 01/1975
12/1994
15.74$ 7.97 0.00%
30Y 7.65 11/1993
10/2023
9.13$ 8.91 12.95$ 10.58 20.42$ 12.69 36.04$ 13.34 01/1975
12/2004
42.81$ 8.02 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 -29.41 03/2008
02/2009
0.70$ -3.38 0.96$ 7.28 1.07$ 17.55 1.17$ 51.78 07/1982
06/1983
1.51$ -4.42 22.49%
2Y -17.77 03/2007
02/2009
0.67$ -0.06 0.99$ 7.21 1.14$ 15.36 1.33$ 31.99 03/2009
02/2011
1.74$ -8.28 15.19%
3Y -8.05 03/2006
02/2009
0.77$ 0.82 1.02$ 6.77 1.21$ 14.57 1.50$ 26.25 08/1984
07/1987
2.01$ -5.16 10.11%
5Y -1.60 10/2017
09/2022
0.92$ 3.18 1.16$ 6.36 1.36$ 12.89 1.83$ 22.66 08/1982
07/1987
2.77$ 0.61 1.51%
7Y -0.37 10/2016
09/2023
0.97$ 4.18 1.33$ 7.10 1.61$ 10.85 2.05$ 16.60 08/1982
07/1989
2.93$ 1.37 0.40%
10Y 1.38 11/2013
10/2023
1.14$ 4.64 1.57$ 7.65 2.08$ 10.11 2.61$ 12.84 09/1977
08/1987
3.34$ 2.56 0.00%
15Y 3.34 11/2007
10/2022
1.63$ 5.29 2.16$ 7.49 2.95$ 8.87 3.57$ 10.99 01/1975
12/1989
4.77$ 6.18 0.00%
20Y 4.42 03/1989
02/2009
2.37$ 6.41 3.46$ 7.30 4.09$ 8.06 4.71$ 8.92 10/1975
09/1995
5.51$ 5.26 0.00%
30Y 5.00 11/1993
10/2023
4.32$ 6.24 6.14$ 7.20 8.04$ 8.29 10.90$ 8.70 12/1976
11/2006
12.22$ 5.35 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 Value Stock Geek Weird Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Value Stock Geek Weird 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
0.20
40%
-1.09
60%
-1.26
80%
1.34
80%
-0.28
40%
0.58
60%
2.75
100%
-0.52
60%
-3.99
20%
0.81
60%
3.98
80%
3.15
80%
Best 8.8
2023
1.3
2021
1.7
2021
7.2
2020
2.9
2021
4.4
2019
5.2
2020
3.1
2019
0.8
2019
3.4
2021
8.3
2023
7.8
2023
Worst -4.9
2022
-4.2
2023
-10.0
2020
-5.7
2022
-3.2
2023
-5.9
2022
0.4
2019
-4.7
2022
-8.9
2022
-2.5
2023
-1.9
2021
-2.3
2022
Monthly Seasonality over the period Feb 1975 - Jan 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
1.34
60%
-0.06
60%
-0.02
70%
0.89
80%
0.15
60%
0.78
60%
1.71
90%
-0.22
60%
-2.66
30%
0.27
60%
2.14
70%
1.60
70%
Best 8.8
2023
4.5
2014
5.0
2016
7.2
2020
2.9
2021
4.4
2019
5.2
2020
3.1
2019
1.0
2017
3.8
2015
8.3
2023
7.8
2023
Worst -4.9
2022
-4.2
2023
-10.0
2020
-5.7
2022
-3.2
2023
-5.9
2022
-2.2
2014
-4.7
2022
-8.9
2022
-4.9
2018
-1.9
2021
-3.4
2018
Monthly Seasonality over the period Feb 1975 - Jan 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
1.54
64%
0.49
61%
0.83
73%
1.35
73%
0.74
65%
0.92
59%
0.91
65%
0.76
67%
0.04
59%
-0.13
57%
1.57
67%
2.05
76%
Best 9.7
1975
5.6
1986
6.6
1986
9.0
2009
7.7
2003
8.1
1980
6.8
2009
10.4
1982
5.4
2010
9.7
1982
8.3
2023
10.7
2008
Worst -10.1
2009
-8.0
2009
-12.9
1980
-7.3
2004
-4.4
2012
-5.9
2022
-5.5
2002
-7.5
1998
-8.9
2022
-18.2
2008
-4.1
2007
-3.4
2018
Monthly Seasonality over the period Feb 1975 - Jan 2024

Monthly Returns

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

VALUE STOCK GEEK WEIRD PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1975 - 31 January 2024 (~49 years)
231 Positive Months (64%) - 129 Negative Months (36%)
387 Positive Months (66%) - 202 Negative Months (34%)
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:
  • IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • SCZ - iShares MSCI EAFE Small-Cap (SCZ), up to December 2007
  • VNQ - Vanguard Real Estate (VNQ), up to December 2004
  • TLT - iShares 20+ Year Treasury Bond (TLT), up to December 2002
  • GLD - SPDR Gold Trust (GLD), up to December 2004

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 +9.48 9.58 -32.52 60 40 0
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Stocks/Bonds 60/40 +8.05 9.63 -30.55 60 40 0
Weird Portfolio Value Stock Geek +8.02 10.84 -32.97 60 20 20

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.76 24.01 -81.08 100 0 0
US Stocks Momentum +12.21 15.32 -53.85 100 0 0
US Stocks Quality +11.44 15.06 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +10.93 12.38 -43.61 80 20 0
US Stocks +9.95 15.54 -50.84 100 0 0
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