Data Source: from January 1975 to September 2023 (~49 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.66%
1 Day
Oct 02 2023, 04:00PM Eastern Time
1.66%
Current Month
October 2023
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 7.80% compound annual return, with a 10.66% standard deviation.
Table of contents
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 Sep 30, 2023
The Value Stock Geek Weird Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
VALUE STOCK GEEK WEIRD PORTFOLIO
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~49Y) |
|||
| Value Stock Geek Weird Portfolio | -1.66 | -1.66 | -6.13 | -7.21 | 5.16 | 2.78 | 4.74 | 7.80 | 10.87 | |||
| US Inflation Adjusted return | -6.13 | -8.78 | 1.66 | -1.17 | 1.94 | 5.14 | 6.90 | |||||
| Components | ||||||||||||
|
IJS
|
USD | iShares S&P Small-Cap 600 Value | -1.48 | 04:00PM, Oct 02 2023 | -1.48 | -6.28 | -3.70 | 10.01 | 3.00 | 7.37 | 9.94 | 15.11 |
|
SCZ
|
USD | iShares MSCI EAFE Small-Cap | -1.97 | 04:00PM, Oct 02 2023 | -1.97 | -4.58 | -3.49 | 17.74 | 0.70 | 4.16 | 6.28 | 10.32 |
|
VNQ
|
USD | Vanguard Real Estate | -1.84 | 04:00PM, Oct 02 2023 | -1.84 | -7.27 | -6.98 | -1.33 | 2.40 | 5.49 | 7.79 | 11.73 |
|
TLT
|
USD | iShares 20+ Year Treasury Bond | -1.98 | 04:00PM, Oct 02 2023 | -1.98 | -7.95 | -15.25 | -10.95 | -3.44 | 0.55 | 4.72 | 7.11 |
|
GLD
|
USD | SPDR Gold Trust | -1.05 | 04:00PM, Oct 02 2023 | -1.05 | -4.76 | -6.42 | 10.85 | 8.74 | 2.95 | 5.37 | 4.64 |
Returns over 1 year are annualized | Available data source: since Jan 1975
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023.
Waiting for updates, inflation of Sep 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.44%
, 5Y: 3.99%
, 10Y: 2.75%
, 30Y: 2.53%
Live update: World Markets and Indexes
In 2022, the Value Stock Geek Weird Portfolio granted a 1.49% 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 Sep 30, 2023
An investment of 1$, since October 1993,
now would be worth 9.52$, with a total return of 851.58% (7.80% annualized).
The Inflation Adjusted Capital now would be 4.50$, with a net total return of 349.71% (5.14% annualized).
The Inflation Adjusted Capital now would be 4.50$, with a net total return of 349.71% (5.14% annualized).
An investment of 1$, since January 1975,
now would be worth 153.04$, with a total return of 15204.10% (10.87% annualized).
The Inflation Adjusted Capital now would be 25.87$, with a net total return of 2487.02% (6.90% annualized).
The Inflation Adjusted Capital now would be 25.87$, with a net total return of 2487.02% (6.90% annualized).
Readings that may interest you
Portfolio Metrics as of Sep 30, 2023
Metrics of Value Stock Geek Weird Portfolio, updated as of 30 September 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
VALUE STOCK GEEK WEIRD PORTFOLIO
Advanced Metrics
Data Source: 1 January 1975 - 30 September 2023 (~49 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~49Y) |
|
| Investment Return (%) | -6.13 | -7.06 | -7.21 | 5.16 | -0.10 | 2.78 | 4.74 | 8.05 | 7.80 | 10.87 |
| Infl. Adjusted Return (%) details | -6.13 | -7.64 | -8.78 | 1.66 | -5.45 | -1.17 | 1.94 | 5.36 | 5.14 | 6.90 |
| US Inflation (%) | 0.00 | 0.63 | 1.72 | 3.44 | 5.66 | 3.99 | 2.75 | 2.56 | 2.53 | 3.71 |
| Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -10.45 | -24.18 | -24.18 | -24.18 | -32.97 | -32.97 | -32.97 | |||
| Start to Recovery (# months) details | 8* | 21* | 21* | 21* | 29 | 29 | 29 | |||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 8 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 13 | 13 | 13 | |||
| End (yyyy mm) | - | - | - | - | 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) | 8 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 13 | 13 | 13 | |||
| End (yyyy mm) | - | - | - | - | 2010 03 | 2010 03 | 2010 03 | |||
| Longest negative period (# months) details | 10* | 36* | 38* | 38* | 45 | 45 | 45 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 10 | 2020 08 | 2020 08 | 2005 06 | 2005 06 | 2005 06 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -5.79 | -0.10 | -0.54 | -0.54 | -0.17 | -0.17 | -0.17 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -12.74 | -28.78 | -28.78 | -28.78 | -34.00 | -34.00 | -34.00 | |||
| Start to Recovery (# months) details | 8* | 21* | 21* | 21* | 30 | 30 | 30 | |||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 8 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 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 |
-13.87 | -13.87 | |||
| Start to Recovery (# months) details | 39 | 39 | ||||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 1998 04 | 1998 04 | |||
| Start to Bottom (# months) | 8 | 9 | 9 | 9 | 16 | 5 | 5 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 1998 08 | 1998 08 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 14 | 34 | 34 | |||
| End (yyyy mm) | - | - | - | - | 2010 04 | 2001 06 | 2001 06 | |||
| Longest negative period (# months) details | 11* | 36* | 60* | 87* | 87* | 87* | 87* | |||
| Period Start (yyyy mm) | 2022 11 | 2020 10 | 2018 10 | 2016 07 | 2016 07 | 2016 07 | 2016 07 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | |||
| Annualized Return (%) | -0.93 | -5.45 | -1.17 | -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 (%) | 15.29 | 14.00 | 13.56 | 10.86 | 11.82 | 10.66 | 10.79 | |||
| Sharpe Ratio | 0.05 | -0.12 | 0.09 | 0.35 | 0.58 | 0.52 | 0.64 | |||
| Sortino Ratio | 0.07 | -0.17 | 0.12 | 0.47 | 0.75 | 0.69 | 0.85 | |||
| Ulcer Index | 4.22 | 11.23 | 9.10 | 6.78 | 7.27 | 6.37 | 5.58 | |||
| Ratio: Return / Standard Deviation | 0.34 | -0.01 | 0.21 | 0.44 | 0.68 | 0.73 | 1.01 | |||
| Ratio: Return / Deepest Drawdown | 0.49 | 0.00 | 0.11 | 0.20 | 0.24 | 0.24 | 0.33 | |||
| % Positive Months details | 58% | 55% | 63% | 65% | 66% | 64% | 65% | |||
| Positive Months | 7 | 20 | 38 | 78 | 159 | 232 | 385 | |||
| Negative Months | 5 | 16 | 22 | 42 | 81 | 128 | 200 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 4.74 | 12.07 | 13.87 | 20.34 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.74 | 4.74 | 4.74 | |||||||
| Best 10 Years Return (%) - Annualized | 1.94 | 10.12 | 11.23 | 12.84 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.94 | 1.94 | 1.94 | |||||||
|
ROLLING PERIOD RETURNS
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 | 7.80 | ||||
| Worst Rolling Return (%) - Annualized | -29.40 | -6.05 | 2.09 | 4.74 | 8.05 | |||||
| % Positive Periods | 83% | 97% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 43.56 | 23.66 | 16.89 | 11.23 | 8.35 | 5.14 | ||||
| Worst Rolling Return (%) - Annualized | -29.57 | -8.09 | -1.61 | 1.94 | 5.36 | |||||
| % Positive Periods | 77% | 89% | 97% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 1975 - Sep 2023) | ||||||||||
| 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 | 4.74 | 7.38 | 7.80 | ||||
| % Positive Periods | 85% | 98% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 51.63 | 26.25 | 22.66 | 12.84 | 8.91 | 8.71 | ||||
| Worst Rolling Return (%) - Annualized | -29.57 | -8.09 | -1.61 | 1.94 | 4.43 | 5.14 | ||||
| % Positive Periods | 78% | 90% | 98% | 100% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 34.66 | 21.87 | 12.60 | 10.24 | 6.72 | 10.36 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 1.90 | 5.08 | 4.89 | 6.46 | ||||
- 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 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 September 2023
Swipe left to see all data
| Asset |
IJS
|
SCZ
|
VNQ
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.70
|
0.85
|
0.24
|
0.09
|
|
SCZ
|
0.70
|
-
|
0.90
|
0.73
|
0.68
|
|
VNQ
|
0.85
|
0.90
|
-
|
0.69
|
0.50
|
|
TLT
|
0.24
|
0.73
|
0.69
|
-
|
0.87
|
|
GLD
|
0.09
|
0.68
|
0.50
|
0.87
|
-
|
| Asset |
IJS
|
SCZ
|
VNQ
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.86
|
0.77
|
-0.17
|
0.05
|
|
SCZ
|
0.86
|
-
|
0.83
|
0.07
|
0.26
|
|
VNQ
|
0.77
|
0.83
|
-
|
0.23
|
0.27
|
|
TLT
|
-0.17
|
0.07
|
0.23
|
-
|
0.47
|
|
GLD
|
0.05
|
0.26
|
0.27
|
0.47
|
-
|
| Asset |
IJS
|
SCZ
|
VNQ
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.78
|
0.66
|
-0.19
|
-0.04
|
|
SCZ
|
0.78
|
-
|
0.67
|
0.00
|
0.18
|
|
VNQ
|
0.66
|
0.67
|
-
|
0.35
|
0.22
|
|
TLT
|
-0.19
|
0.00
|
0.35
|
-
|
0.46
|
|
GLD
|
-0.04
|
0.18
|
0.22
|
0.46
|
-
|
| Asset |
IJS
|
SCZ
|
VNQ
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.72
|
0.69
|
-0.22
|
0.03
|
|
SCZ
|
0.72
|
-
|
0.60
|
-0.12
|
0.22
|
|
VNQ
|
0.69
|
0.60
|
-
|
0.08
|
0.14
|
|
TLT
|
-0.22
|
-0.12
|
0.08
|
-
|
0.21
|
|
GLD
|
0.03
|
0.22
|
0.14
|
0.21
|
-
|
| Asset |
IJS
|
SCZ
|
VNQ
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.76
|
0.71
|
-0.03
|
0.02
|
|
SCZ
|
0.76
|
-
|
0.60
|
0.05
|
0.13
|
|
VNQ
|
0.71
|
0.60
|
-
|
0.12
|
0.10
|
|
TLT
|
-0.03
|
0.05
|
0.12
|
-
|
0.09
|
|
GLD
|
0.02
|
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1975 - 30 September 2023 (~49 years)
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 | 12 | 21 | 14.54 |
| -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 period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -34.00% | Nov 2007 | Feb 2009 | 16 | Apr 2010 | 14 | 30 | 16.38 |
| -28.78% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 19.79 |
| -13.87% | Apr 1998 | Aug 1998 | 5 | Jun 2001 | 34 | 39 | 7.27 |
| -13.41% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 | 6.19 |
| -9.73% | Jan 2018 | Dec 2018 | 12 | Jun 2019 | 6 | 18 | 4.23 |
| -9.73% | Feb 1994 | Nov 1994 | 10 | Sep 1995 | 10 | 20 | 5.69 |
| -9.40% | Jun 2002 | Oct 2002 | 5 | May 2003 | 7 | 12 | 5.93 |
| -8.85% | Feb 2015 | Sep 2015 | 8 | Apr 2016 | 7 | 15 | 5.27 |
| -7.62% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 | 4.42 |
| -7.28% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 | 4.10 |
| -6.86% | Aug 2016 | Nov 2016 | 4 | Jul 2017 | 8 | 12 | 3.38 |
| -6.78% | May 2011 | Sep 2011 | 5 | Jan 2012 | 4 | 9 | 2.41 |
| -5.16% | Sep 2014 | Sep 2014 | 1 | Dec 2014 | 3 | 4 | 2.41 |
| -5.00% | May 2007 | Jul 2007 | 3 | Oct 2007 | 3 | 6 | 2.71 |
| -4.88% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 | 2.65 |
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 | 12 | 21 | 14.54 |
| -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 period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -34.00% | Nov 2007 | Feb 2009 | 16 | Apr 2010 | 14 | 30 | 16.38 |
| -28.78% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 19.79 |
| -22.64% | Dec 1980 | Jun 1982 | 19 | Nov 1982 | 5 | 24 | 13.15 |
| -21.36% | Sep 1989 | Oct 1990 | 14 | Nov 1992 | 25 | 39 | 8.81 |
| -17.50% | Feb 1980 | Mar 1980 | 2 | Nov 1980 | 8 | 10 | 7.62 |
| -13.87% | Apr 1998 | Aug 1998 | 5 | Jun 2001 | 34 | 39 | 7.27 |
| -13.46% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 | 6.05 |
| -13.41% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 | 6.19 |
| -11.76% | Jul 1975 | Sep 1975 | 3 | Feb 1976 | 5 | 8 | 7.10 |
| -9.73% | Jan 2018 | Dec 2018 | 12 | Jun 2019 | 6 | 18 | 4.23 |
| -9.73% | Feb 1994 | Nov 1994 | 10 | Sep 1995 | 10 | 20 | 5.69 |
| -9.40% | Jun 2002 | Oct 2002 | 5 | May 2003 | 7 | 12 | 5.93 |
| -8.92% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 | 5.05 |
| -8.85% | Feb 2015 | Sep 2015 | 8 | Apr 2016 | 7 | 15 | 5.27 |
| -8.16% | Jul 1983 | Jul 1984 | 13 | Nov 1984 | 4 | 17 | 3.39 |
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1975 - 30 September 2023 (~49 years)
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$ | -1.02 | 0.98$ | 8.29 | 1.08$ | 19.89 | 1.19$ | 46.29 |
04/2009 03/2010 |
1.46$ | 5.16 | 16.33% |
| 2Y | -16.08 |
03/2007 02/2009 |
0.70$ | 2.49 | 1.05$ | 8.35 | 1.17$ | 17.77 | 1.38$ | 34.82 |
03/2009 02/2011 |
1.81$ | -8.21 | 9.50% |
| 3Y | -6.05 |
03/2006 02/2009 |
0.82$ | 3.63 | 1.11$ | 8.07 | 1.26$ | 15.73 | 1.54$ | 26.63 |
04/2003 03/2006 |
2.03$ | -0.10 | 2.77% |
| 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$ | 2.78 | 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$ | 3.14 | 0.00% |
| 10Y | 4.74 |
10/2013 09/2023 |
1.58$ | 7.65 | 2.09$ | 10.01 | 2.59$ | 12.02 | 3.11$ | 13.87 |
04/2003 03/2013 |
3.66$ | 4.74 | 0.00% |
| 15Y | 5.80 |
11/2007 10/2022 |
2.33$ | 7.82 | 3.09$ | 10.02 | 4.18$ | 11.14 | 4.87$ | 11.93 |
02/2000 01/2015 |
5.41$ | 6.69 | 0.00% |
| 20Y | 8.05 |
10/2003 09/2023 |
4.70$ | 9.35 | 5.97$ | 9.75 | 6.42$ | 10.26 | 7.05$ | 10.77 |
11/2001 10/2021 |
7.73$ | 8.05 | 0.00% |
| 30Y | 7.80 |
10/1993 09/2023 |
9.51$ | 7.80 | 9.51$ | 7.80 | 9.51$ | 7.80 | 9.51$ | 7.80 |
10/1993 09/2023 |
9.51$ | 7.80 | 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 | -29.57 |
03/2008 02/2009 |
0.70$ | -3.57 | 0.96$ | 6.24 | 1.06$ | 16.51 | 1.16$ | 43.56 |
04/2003 03/2004 |
1.43$ | 1.66 | 22.35% |
| 2Y | -17.82 |
03/2007 02/2009 |
0.67$ | 0.19 | 1.00$ | 5.81 | 1.11$ | 14.20 | 1.30$ | 32.01 |
03/2009 02/2011 |
1.74$ | -13.24 | 14.54% |
| 3Y | -8.09 |
03/2006 02/2009 |
0.77$ | 0.89 | 1.02$ | 5.93 | 1.18$ | 13.05 | 1.44$ | 23.66 |
03/2009 02/2012 |
1.89$ | -5.45 | 10.15% |
| 5Y | -1.61 |
10/2017 09/2022 |
0.92$ | 2.78 | 1.14$ | 5.80 | 1.32$ | 12.12 | 1.77$ | 16.89 |
11/2002 10/2007 |
2.18$ | -1.17 | 2.33% |
| 7Y | -0.35 |
10/2016 09/2023 |
0.97$ | 3.96 | 1.31$ | 6.52 | 1.55$ | 10.22 | 1.97$ | 13.44 |
02/2000 01/2007 |
2.41$ | -0.35 | 0.36% |
| 10Y | 1.94 |
10/2013 09/2023 |
1.21$ | 5.59 | 1.72$ | 7.57 | 2.07$ | 9.37 | 2.44$ | 11.23 |
04/2003 03/2013 |
2.89$ | 1.94 | 0.00% |
| 15Y | 3.33 |
11/2007 10/2022 |
1.63$ | 5.28 | 2.16$ | 7.44 | 2.93$ | 8.79 | 3.54$ | 9.52 |
02/2000 01/2015 |
3.91$ | 4.31 | 0.00% |
| 20Y | 5.36 |
10/2003 09/2023 |
2.83$ | 6.86 | 3.77$ | 7.35 | 4.13$ | 7.91 | 4.58$ | 8.35 |
11/2001 10/2021 |
4.97$ | 5.36 | 0.00% |
| 30Y | 5.14 |
10/1993 09/2023 |
4.49$ | 5.14 | 4.49$ | 5.14 | 4.49$ | 5.14 | 4.49$ | 5.14 |
10/1993 09/2023 |
4.49$ | 5.14 | 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$ | 0.31 | 1.00$ | 10.43 | 1.10$ | 23.99 | 1.23$ | 55.54 |
07/1982 06/1983 |
1.55$ | 5.16 | 14.46% |
| 2Y | -16.08 |
03/2007 02/2009 |
0.70$ | 3.41 | 1.06$ | 10.11 | 1.21$ | 20.85 | 1.46$ | 35.34 |
02/1978 01/1980 |
1.83$ | -8.21 | 6.41% |
| 3Y | -6.05 |
03/2006 02/2009 |
0.82$ | 4.49 | 1.14$ | 10.08 | 1.33$ | 19.74 | 1.71$ | 30.06 |
08/1984 07/1987 |
2.19$ | -0.10 | 1.64% |
| 5Y | 2.09 |
10/2017 09/2022 |
1.10$ | 5.87 | 1.33$ | 9.37 | 1.56$ | 17.86 | 2.27$ | 26.51 |
08/1982 07/1987 |
3.24$ | 2.78 | 0.00% |
| 7Y | 3.14 |
10/2016 09/2023 |
1.24$ | 6.96 | 1.60$ | 9.85 | 1.93$ | 16.47 | 2.90$ | 20.75 |
08/1982 07/1989 |
3.74$ | 3.14 | 0.00% |
| 10Y | 4.74 |
10/2013 09/2023 |
1.58$ | 7.46 | 2.05$ | 10.51 | 2.71$ | 14.28 | 3.80$ | 20.34 |
09/1976 08/1986 |
6.37$ | 4.74 | 0.00% |
| 15Y | 5.80 |
11/2007 10/2022 |
2.33$ | 8.04 | 3.19$ | 10.42 | 4.42$ | 12.93 | 6.19$ | 17.77 |
01/1975 12/1989 |
11.62$ | 6.69 | 0.00% |
| 20Y | 7.38 |
03/1989 02/2009 |
4.15$ | 9.39 | 6.02$ | 10.15 | 6.91$ | 11.74 | 9.20$ | 14.78 |
01/1975 12/1994 |
15.74$ | 8.05 | 0.00% |
| 30Y | 7.80 |
10/1993 09/2023 |
9.51$ | 8.94 | 13.03$ | 10.59 | 20.49$ | 12.69 | 36.04$ | 13.34 |
01/1975 12/2004 |
42.81$ | 7.80 | 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 | -29.57 |
03/2008 02/2009 |
0.70$ | -3.39 | 0.96$ | 7.47 | 1.07$ | 17.55 | 1.17$ | 51.63 |
07/1982 06/1983 |
1.51$ | 1.66 | 21.95% |
| 2Y | -17.82 |
03/2007 02/2009 |
0.67$ | 0.19 | 1.00$ | 7.25 | 1.15$ | 15.43 | 1.33$ | 32.01 |
03/2009 02/2011 |
1.74$ | -13.24 | 14.59% |
| 3Y | -8.09 |
03/2006 02/2009 |
0.77$ | 0.97 | 1.02$ | 6.80 | 1.21$ | 14.64 | 1.50$ | 26.25 |
08/1984 07/1987 |
2.01$ | -5.45 | 9.45% |
| 5Y | -1.61 |
10/2017 09/2022 |
0.92$ | 3.21 | 1.17$ | 6.36 | 1.36$ | 12.89 | 1.83$ | 22.66 |
08/1982 07/1987 |
2.77$ | -1.17 | 1.33% |
| 7Y | -0.35 |
10/2016 09/2023 |
0.97$ | 4.22 | 1.33$ | 7.15 | 1.62$ | 10.86 | 2.05$ | 16.62 |
08/1982 07/1989 |
2.93$ | -0.35 | 0.20% |
| 10Y | 1.94 |
10/2013 09/2023 |
1.21$ | 4.68 | 1.57$ | 7.68 | 2.09$ | 10.12 | 2.62$ | 12.84 |
09/1977 08/1987 |
3.34$ | 1.94 | 0.00% |
| 15Y | 3.33 |
11/2007 10/2022 |
1.63$ | 5.27 | 2.15$ | 7.51 | 2.96$ | 8.87 | 3.57$ | 11.00 |
01/1975 12/1989 |
4.78$ | 4.31 | 0.00% |
| 20Y | 4.43 |
03/1989 02/2009 |
2.38$ | 6.42 | 3.47$ | 7.31 | 4.09$ | 8.06 | 4.71$ | 8.91 |
10/1975 09/1995 |
5.51$ | 5.36 | 0.00% |
| 30Y | 5.14 |
10/1993 09/2023 |
4.49$ | 6.24 | 6.14$ | 7.21 | 8.07$ | 8.29 | 10.90$ | 8.71 |
12/1976 11/2006 |
12.23$ | 5.14 | 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.
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 |
2.29
60% |
-1.09
60% |
-1.26
80% |
1.34
80% |
-0.28
40% |
0.58
60% |
2.75
100% |
-0.52
60% |
-3.99
20% |
0.33
60% |
2.63
80% |
0.90
60% |
| 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 |
7.3 2022 |
4.5 2020 |
| 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 |
-4.9 2018 |
-1.9 2021 |
-3.4 2018 |
Monthly Seasonality over the period Feb 1975 - Sep 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 |
1.83
70% |
-0.06
60% |
-0.02
70% |
0.89
80% |
0.15
60% |
0.78
60% |
1.71
90% |
-0.22
60% |
-2.66
30% |
0.78
70% |
1.20
60% |
0.84
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 |
7.3 2022 |
4.5 2020 |
| 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 - Sep 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 |
1.64
65% |
0.49
61% |
0.83
73% |
1.35
73% |
0.74
65% |
0.92
59% |
0.91
65% |
0.76
67% |
0.04
59% |
-0.08
58% |
1.43
67% |
1.93
75% |
| 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 |
7.3 2022 |
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 - Sep 2023
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1975 - 30 September 2023 (~49 years)
232 Positive Months (64%) - 128 Negative Months (36%)
385 Positive Months (66%) - 200 Negative Months (34%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- IJS - iShares S&P Small-Cap 600 Value, up to December 2000
- SCZ - iShares MSCI EAFE Small-Cap, up to December 2007
- VNQ - Vanguard Real Estate, up to December 2004
- TLT - iShares 20+ Year Treasury Bond, up to December 2002
- GLD - SPDR Gold Trust, 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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 Momentum | +9.16 | 9.48 | -32.52 | 60 | 40 | 0 | ||
| Stocks/Bonds 60/40 | +7.80 | 9.52 | -30.55 | 60 | 40 | 0 | ||
| Weird Portfolio | +7.80 | 10.66 | -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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.48 | 23.94 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +11.80 | 15.21 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.57 | 12.27 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.67 | 15.44 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.49 | 15.27 | -55.41 | 100 | 0 | 0 | ||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
