Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.94%
1 Day
Dec 01 2023
0.94%
Current Month
December 2023
The Developed World ex-US 80/20 Portfolio is a Very High Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 80% on the Stock Market.
In the last 30 Years, the Developed World ex-US 80/20 Portfolio obtained a 5.42% compound annual return, with a 13.31% standard deviation.
Table of contents
Asset Allocation and ETFs
The Developed World ex-US 80/20 Portfolio has the following asset allocation:
80% Stocks
20% Fixed Income
0% Commodities
The Developed World ex-US 80/20 Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 80.00 |
VEA
|
USD | Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap |
| 20.00 |
BNDX
|
USD | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Nov 30, 2023
The Developed World ex-US 80/20 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.
DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~39Y) |
|||
| Developed World ex-US 80/20 Portfolio | 0.94 | 0.94 | 7.74 | 4.05 | 7.90 | 5.01 | 3.84 | 5.42 | 7.90 | |||
| US Inflation Adjusted return | 7.74 | 2.85 | 4.41 | 0.90 | 1.00 | 2.83 | 4.97 | |||||
| Components | ||||||||||||
|
VEA
|
USD | Vanguard FTSE Developed Markets | 1.02 | Dec 01 2023 | 1.02 | 8.81 | 4.66 | 9.27 | 6.03 | 4.14 | 5.23 | 7.81 |
|
BNDX
|
USD | Vanguard Total International Bond | 0.60 | Dec 01 2023 | 0.60 | 3.43 | 1.56 | 2.49 | 0.52 | 2.06 | 4.69 | 6.57 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the Developed World ex-US 80/20 Portfolio granted a 2.20% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 80/20 Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 4.87$, with a total return of 387.30% (5.42% annualized).
The Inflation Adjusted Capital now would be 2.31$, with a net total return of 130.92% (2.83% annualized).
The Inflation Adjusted Capital now would be 2.31$, with a net total return of 130.92% (2.83% annualized).
An investment of 1$, since January 1985,
now would be worth 19.30$, with a total return of 1830.33% (7.90% annualized).
The Inflation Adjusted Capital now would be 6.61$, with a net total return of 560.65% (4.97% annualized).
The Inflation Adjusted Capital now would be 6.61$, with a net total return of 560.65% (4.97% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of Developed World ex-US 80/20 Portfolio, updated as of 30 November 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.
DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~39Y) |
|
| Investment Return (%) | 7.74 | 1.21 | 4.05 | 7.90 | 2.31 | 5.01 | 3.84 | 5.78 | 5.42 | 7.90 |
| Infl. Adjusted Return (%) details | 7.74 | 1.00 | 2.85 | 4.41 | -3.24 | 0.90 | 1.00 | 3.11 | 2.83 | 4.97 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 2.79 |
| Waiting for updates, inflation of Nov 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 (%) | -9.05 | -25.24 | -25.24 | -25.24 | -47.74 | -47.74 | -47.74 | |||
| Start to Recovery (# months) details | 4* | 27* | 27* | 27* | 71 | 71 | 71 | |||
| Start (yyyy mm) | 2023 08 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 55 | 55 | 55 | |||
| End (yyyy mm) | - | - | - | - | 2013 09 | 2013 09 | 2013 09 | |||
| 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 08 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 55 | 55 | 55 | |||
| End (yyyy mm) | - | - | - | - | 2013 09 | 2013 09 | 2013 09 | |||
| Longest negative period (# months) details | 9 | 35 | 43 | 69 | 100 | 113 | 113 | |||
| Period Start (yyyy mm) | 2023 02 | 2020 12 | 2019 03 | 2014 07 | 2007 11 | 1999 10 | 1999 10 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2022 09 | 2020 03 | 2016 02 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -6.37 | -0.20 | -0.36 | -0.05 | -0.14 | -0.02 | -0.02 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -9.63 | -31.53 | -31.53 | -31.53 | -48.54 | -48.54 | -48.54 | |||
| Start to Recovery (# months) details | 4* | 30* | 30* | 30* | 90 | 90 | 90 | |||
| Start (yyyy mm) | 2023 08 | 2021 06 | 2021 06 | 2021 06 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 74 | 74 | 74 | |||
| End (yyyy mm) | - | - | - | - | 2015 04 | 2015 04 | 2015 04 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
-20.58 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 34 | |||||||||
| Start (yyyy mm) | 2023 08 | 2021 06 | 2021 06 | 2018 02 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 16 | 16 | 26 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 8 | 74 | 74 | 74 | |||
| End (yyyy mm) | - | - | - | 2020 11 | 2015 04 | 2015 04 | 2015 04 | |||
| Longest negative period (# months) details | 11 | 36* | 59 | 113 | 192 | 192 | 231 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2014 06 | 2007 11 | 2007 11 | 1989 12 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | |||
| Annualized Return (%) | -3.37 | -3.24 | -0.60 | -0.04 | -0.10 | -0.10 | -0.03 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 14.03 | 14.72 | 15.34 | 12.56 | 13.88 | 13.31 | 14.19 | |||
| Sharpe Ratio | 0.22 | 0.03 | 0.22 | 0.22 | 0.32 | 0.24 | 0.28 | |||
| Sortino Ratio | 0.34 | 0.04 | 0.30 | 0.31 | 0.43 | 0.32 | 0.38 | |||
| Ulcer Index | 3.53 | 10.05 | 8.80 | 7.48 | 12.41 | 13.11 | 12.34 | |||
| Ratio: Return / Standard Deviation | 0.56 | 0.16 | 0.33 | 0.31 | 0.42 | 0.41 | 0.56 | |||
| Ratio: Return / Deepest Drawdown | 0.87 | 0.09 | 0.20 | 0.15 | 0.12 | 0.11 | 0.17 | |||
| % Positive Months details | 50% | 55% | 58% | 58% | 59% | 59% | 60% | |||
| Positive Months | 6 | 20 | 35 | 70 | 143 | 215 | 282 | |||
| Negative Months | 6 | 16 | 25 | 50 | 97 | 145 | 185 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 3.84 | 9.28 | 9.51 | 16.08 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.29 | 1.34 | 1.34 | |||||||
| Best 10 Years Return (%) - Annualized | 1.00 | 7.38 | 7.38 | 12.06 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.33 | -1.21 | -1.21 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 47.57 | 25.55 | 19.86 | 9.51 | 7.07 | 5.42 | ||||
| Worst Rolling Return (%) - Annualized | -41.68 | -13.84 | -3.78 | 1.34 | 3.20 | |||||
| % Positive Periods | 66% | 81% | 91% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 44.47 | 22.19 | 16.52 | 7.38 | 4.50 | 2.83 | ||||
| Worst Rolling Return (%) - Annualized | -41.82 | -15.92 | -5.69 | -1.21 | 1.10 | |||||
| % Positive Periods | 61% | 71% | 74% | 97% | 100% | 100% | ||||
| Over all the available data source (Jan 1985 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 76.67 | 43.18 | 31.75 | 16.08 | 10.86 | 8.93 | ||||
| Worst Rolling Return (%) - Annualized | -41.68 | -13.84 | -3.78 | 1.34 | 2.94 | 4.82 | ||||
| % Positive Periods | 68% | 82% | 93% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 73.93 | 38.90 | 27.09 | 12.06 | 7.63 | 6.06 | ||||
| Worst Rolling Return (%) - Annualized | -41.82 | -15.92 | -5.69 | -1.21 | 0.11 | 2.28 | ||||
| % Positive Periods | 63% | 71% | 76% | 98% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 32.56 | 21.71 | 10.79 | 7.60 | 5.29 | 10.46 | ||||
| Perpetual WR (%) | 0.00 | 0.90 | 0.99 | 3.01 | 2.75 | 4.74 | ||||
- 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 November 2023
Swipe left to see all data
| Asset |
VEA
|
BNDX
|
|---|---|---|
|
VEA
|
-
|
0.74
|
|
BNDX
|
0.74
|
-
|
| Asset |
VEA
|
BNDX
|
|---|---|---|
|
VEA
|
-
|
0.51
|
|
BNDX
|
0.51
|
-
|
| Asset |
VEA
|
BNDX
|
|---|---|---|
|
VEA
|
-
|
0.38
|
|
BNDX
|
0.38
|
-
|
| Asset |
VEA
|
BNDX
|
|---|---|---|
|
VEA
|
-
|
0.18
|
|
BNDX
|
0.18
|
-
|
| Asset |
VEA
|
BNDX
|
|---|---|---|
|
VEA
|
-
|
0.21
|
|
BNDX
|
0.21
|
-
|
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.
DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -47.74% | Nov 2007 | Feb 2009 | 16 | Sep 2013 | 55 | 71 | 20.50 |
| -36.04% | Apr 2000 | Mar 2003 | 36 | Nov 2004 | 20 | 56 | 20.53 |
| -25.24% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 11.55 |
| -19.27% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 8.88 |
| -14.39% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 | 6.33 |
| -13.21% | May 2015 | Feb 2016 | 10 | Mar 2017 | 13 | 23 | 6.27 |
| -10.26% | Sep 1994 | Feb 1995 | 6 | Nov 1995 | 9 | 15 | 4.12 |
| -10.17% | Jun 1998 | Sep 1998 | 4 | Nov 1998 | 2 | 6 | 5.44 |
| -9.05% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 | 5.44 |
| -7.17% | Jul 2014 | Dec 2014 | 6 | Apr 2015 | 4 | 10 | 3.94 |
| -5.40% | Dec 1996 | Jan 1997 | 2 | May 1997 | 4 | 6 | 3.83 |
| -5.30% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 | 3.03 |
| -3.88% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 2.24 |
| -3.75% | May 1999 | May 1999 | 1 | Jul 1999 | 2 | 3 | 1.87 |
| -3.26% | Mar 2005 | May 2005 | 3 | Jul 2005 | 2 | 5 | 2.18 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -48.54% | Nov 2007 | Feb 2009 | 16 | Apr 2015 | 74 | 90 | 21.43 |
| -41.38% | Jan 2000 | Mar 2003 | 39 | Dec 2005 | 33 | 72 | 22.42 |
| -31.53% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 17.37 |
| -20.58% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 | 8.89 |
| -13.40% | May 2015 | Feb 2016 | 10 | Apr 2017 | 14 | 24 | 6.98 |
| -11.39% | Sep 1994 | Feb 1995 | 6 | Dec 1995 | 10 | 16 | 5.19 |
| -10.70% | May 1998 | Sep 1998 | 5 | Dec 1998 | 3 | 8 | 5.08 |
| -9.50% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 | 5.84 |
| -6.34% | May 1996 | Mar 1997 | 11 | May 1997 | 2 | 13 | 3.63 |
| -3.75% | May 1999 | May 1999 | 1 | Jul 1999 | 2 | 3 | 1.87 |
| -3.68% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 2.19 |
| -3.59% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 | 1.53 |
| -2.15% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 | 1.24 |
| -2.12% | Jun 2007 | Aug 2007 | 3 | Sep 2007 | 1 | 4 | 1.26 |
| -1.12% | Jan 2021 | Jan 2021 | 1 | Mar 2021 | 2 | 3 | 0.56 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -47.74% | Nov 2007 | Feb 2009 | 16 | Sep 2013 | 55 | 71 | 20.50 |
| -36.04% | Apr 2000 | Mar 2003 | 36 | Nov 2004 | 20 | 56 | 20.53 |
| -25.24% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 11.55 |
| -24.86% | Jan 1990 | Sep 1990 | 9 | Apr 1993 | 31 | 40 | 14.35 |
| -19.27% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 8.88 |
| -14.39% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 | 6.33 |
| -13.21% | May 2015 | Feb 2016 | 10 | Mar 2017 | 13 | 23 | 6.27 |
| -11.30% | Sep 1987 | Oct 1987 | 2 | Mar 1988 | 5 | 7 | 6.82 |
| -10.26% | Sep 1994 | Feb 1995 | 6 | Nov 1995 | 9 | 15 | 4.12 |
| -10.17% | Jun 1998 | Sep 1998 | 4 | Nov 1998 | 2 | 6 | 5.44 |
| -9.05% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 | 5.44 |
| -8.74% | Sep 1993 | Nov 1993 | 3 | Jan 1994 | 2 | 5 | 4.04 |
| -7.44% | May 1988 | Aug 1988 | 4 | Oct 1988 | 2 | 6 | 3.96 |
| -7.39% | Sep 1986 | Oct 1986 | 2 | Dec 1986 | 2 | 4 | 3.69 |
| -7.17% | Jul 2014 | Dec 2014 | 6 | Apr 2015 | 4 | 10 | 3.94 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -48.54% | Nov 2007 | Feb 2009 | 16 | Apr 2015 | 74 | 90 | 21.43 |
| -41.38% | Jan 2000 | Mar 2003 | 39 | Dec 2005 | 33 | 72 | 22.42 |
| -31.53% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 17.37 |
| -28.60% | Jan 1990 | Sep 1990 | 9 | Apr 1996 | 67 | 76 | 15.72 |
| -20.58% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 | 8.89 |
| -13.40% | May 2015 | Feb 2016 | 10 | Apr 2017 | 14 | 24 | 6.98 |
| -11.99% | Sep 1987 | Oct 1987 | 2 | Mar 1988 | 5 | 7 | 7.43 |
| -10.70% | May 1998 | Sep 1998 | 5 | Dec 1998 | 3 | 8 | 5.08 |
| -9.50% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 | 5.84 |
| -8.92% | May 1988 | Aug 1988 | 4 | Nov 1988 | 3 | 7 | 4.77 |
| -7.89% | Sep 1986 | Oct 1986 | 2 | Dec 1986 | 2 | 4 | 4.05 |
| -6.92% | Mar 1989 | Jun 1989 | 4 | Jul 1989 | 1 | 5 | 3.78 |
| -6.34% | May 1996 | Mar 1997 | 11 | May 1997 | 2 | 13 | 3.63 |
| -3.75% | May 1999 | May 1999 | 1 | Jul 1999 | 2 | 3 | 1.87 |
| -3.71% | Aug 1989 | Aug 1989 | 1 | Sep 1989 | 1 | 2 | 2.14 |
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.
DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 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 | -41.68 |
03/2008 02/2009 |
0.58$ | -8.56 | 0.91$ | 7.22 | 1.07$ | 20.57 | 1.20$ | 47.57 |
03/2009 02/2010 |
1.47$ | 7.90 | 33.24% |
| 2Y | -22.86 |
03/2007 02/2009 |
0.59$ | -4.12 | 0.91$ | 5.58 | 1.11$ | 16.58 | 1.35$ | 31.72 |
03/2009 02/2011 |
1.73$ | -1.39 | 25.22% |
| 3Y | -13.84 |
04/2000 03/2003 |
0.63$ | -0.95 | 0.97$ | 5.79 | 1.18$ | 11.40 | 1.38$ | 25.55 |
04/2003 03/2006 |
1.97$ | 2.31 | 18.46% |
| 5Y | -3.78 |
06/2007 05/2012 |
0.82$ | 1.37 | 1.07$ | 4.53 | 1.24$ | 9.45 | 1.57$ | 19.86 |
10/2002 09/2007 |
2.47$ | 5.01 | 8.97% |
| 7Y | -0.27 |
04/1996 03/2003 |
0.98$ | 3.09 | 1.23$ | 5.25 | 1.43$ | 7.41 | 1.64$ | 11.17 |
04/2003 03/2010 |
2.09$ | 5.63 | 0.36% |
| 10Y | 1.34 |
03/1999 02/2009 |
1.14$ | 3.24 | 1.37$ | 5.74 | 1.74$ | 7.66 | 2.09$ | 9.51 |
04/2003 03/2013 |
2.48$ | 3.84 | 0.00% |
| 15Y | 1.77 |
10/2007 09/2022 |
1.30$ | 4.16 | 1.84$ | 5.21 | 2.14$ | 6.03 | 2.40$ | 8.58 |
02/2003 01/2018 |
3.43$ | 6.67 | 0.00% |
| 20Y | 3.20 |
04/2000 03/2020 |
1.87$ | 4.80 | 2.55$ | 5.60 | 2.97$ | 6.30 | 3.39$ | 7.07 |
04/2003 03/2023 |
3.92$ | 5.78 | 0.00% |
| 30Y | 5.42 |
12/1993 11/2023 |
4.87$ | 5.42 | 4.87$ | 5.42 | 4.87$ | 5.42 | 4.87$ | 5.42 |
12/1993 11/2023 |
4.87$ | 5.42 | 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 | -41.82 |
03/2008 02/2009 |
0.58$ | -11.17 | 0.88$ | 4.97 | 1.04$ | 17.08 | 1.17$ | 44.47 |
03/2009 02/2010 |
1.44$ | 4.41 | 38.68% |
| 2Y | -24.46 |
03/2007 02/2009 |
0.57$ | -8.07 | 0.84$ | 3.23 | 1.06$ | 13.65 | 1.29$ | 28.97 |
03/2009 02/2011 |
1.66$ | -6.27 | 32.05% |
| 3Y | -15.92 |
04/2000 03/2003 |
0.59$ | -3.50 | 0.89$ | 3.38 | 1.10$ | 8.99 | 1.29$ | 22.19 |
04/2003 03/2006 |
1.82$ | -3.24 | 28.31% |
| 5Y | -5.69 |
06/2007 05/2012 |
0.74$ | -1.18 | 0.94$ | 2.29 | 1.12$ | 7.03 | 1.40$ | 16.52 |
10/2002 09/2007 |
2.14$ | 0.90 | 25.25% |
| 7Y | -2.63 |
04/1996 03/2003 |
0.82$ | 0.90 | 1.06$ | 2.94 | 1.22$ | 5.02 | 1.40$ | 8.55 |
04/2003 03/2010 |
1.77$ | 2.03 | 7.58% |
| 10Y | -1.21 |
03/1999 02/2009 |
0.88$ | 1.10 | 1.11$ | 3.54 | 1.41$ | 5.25 | 1.66$ | 7.38 |
03/2009 02/2019 |
2.03$ | 1.00 | 2.07% |
| 15Y | -0.60 |
10/2007 09/2022 |
0.91$ | 1.81 | 1.30$ | 2.89 | 1.53$ | 3.80 | 1.75$ | 6.35 |
02/2003 01/2018 |
2.51$ | 4.07 | 1.66% |
| 20Y | 1.10 |
04/2000 03/2020 |
1.24$ | 2.59 | 1.66$ | 3.26 | 1.89$ | 3.87 | 2.13$ | 4.50 |
10/2001 09/2021 |
2.41$ | 3.11 | 0.00% |
| 30Y | 2.83 |
12/1993 11/2023 |
2.30$ | 2.83 | 2.30$ | 2.83 | 2.30$ | 2.83 | 2.30$ | 2.83 |
12/1993 11/2023 |
2.30$ | 2.83 | 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 | -41.68 |
03/2008 02/2009 |
0.58$ | -8.10 | 0.91$ | 7.90 | 1.07$ | 22.73 | 1.22$ | 76.67 |
09/1985 08/1986 |
1.76$ | 7.90 | 31.14% |
| 2Y | -22.86 |
03/2007 02/2009 |
0.59$ | -3.54 | 0.93$ | 6.19 | 1.12$ | 17.67 | 1.38$ | 63.37 |
05/1985 04/1987 |
2.66$ | -1.39 | 24.77% |
| 3Y | -13.84 |
04/2000 03/2003 |
0.63$ | -0.77 | 0.97$ | 6.13 | 1.19$ | 13.58 | 1.46$ | 43.18 |
05/1985 04/1988 |
2.93$ | 2.31 | 17.59% |
| 5Y | -3.78 |
06/2007 05/2012 |
0.82$ | 1.74 | 1.08$ | 5.24 | 1.29$ | 10.07 | 1.61$ | 31.75 |
01/1985 12/1989 |
3.96$ | 5.01 | 6.62% |
| 7Y | -0.27 |
04/1996 03/2003 |
0.98$ | 3.44 | 1.26$ | 5.66 | 1.46$ | 8.58 | 1.77$ | 20.20 |
01/1985 12/1991 |
3.62$ | 5.63 | 0.26% |
| 10Y | 1.34 |
03/1999 02/2009 |
1.14$ | 3.50 | 1.40$ | 5.75 | 1.74$ | 7.96 | 2.15$ | 16.08 |
01/1985 12/1994 |
4.44$ | 3.84 | 0.00% |
| 15Y | 1.77 |
10/2007 09/2022 |
1.30$ | 4.13 | 1.83$ | 5.36 | 2.18$ | 7.51 | 2.96$ | 14.31 |
01/1985 12/1999 |
7.43$ | 6.67 | 0.00% |
| 20Y | 2.94 |
03/1989 02/2009 |
1.78$ | 4.80 | 2.55$ | 5.78 | 3.07$ | 6.93 | 3.82$ | 10.86 |
01/1985 12/2004 |
7.86$ | 5.78 | 0.00% |
| 30Y | 4.82 |
01/1989 12/2018 |
4.10$ | 5.08 | 4.42$ | 5.73 | 5.32$ | 6.66 | 6.91$ | 8.93 |
01/1985 12/2014 |
13.03$ | 5.42 | 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 | -41.82 |
03/2008 02/2009 |
0.58$ | -10.77 | 0.89$ | 5.29 | 1.05$ | 19.72 | 1.19$ | 73.93 |
09/1985 08/1986 |
1.73$ | 4.41 | 36.84% |
| 2Y | -24.46 |
03/2007 02/2009 |
0.57$ | -7.06 | 0.86$ | 3.50 | 1.07$ | 14.57 | 1.31$ | 59.11 |
05/1985 04/1987 |
2.53$ | -6.27 | 32.43% |
| 3Y | -15.92 |
04/2000 03/2003 |
0.59$ | -3.58 | 0.89$ | 3.57 | 1.11$ | 10.58 | 1.35$ | 38.90 |
05/1985 04/1988 |
2.67$ | -3.24 | 28.70% |
| 5Y | -5.69 |
06/2007 05/2012 |
0.74$ | -1.17 | 0.94$ | 2.72 | 1.14$ | 7.17 | 1.41$ | 27.09 |
01/1985 12/1989 |
3.31$ | 0.90 | 23.77% |
| 7Y | -2.63 |
04/1996 03/2003 |
0.82$ | 0.88 | 1.06$ | 3.28 | 1.25$ | 5.65 | 1.46$ | 15.65 |
01/1985 12/1991 |
2.76$ | 2.03 | 5.47% |
| 10Y | -1.21 |
03/1999 02/2009 |
0.88$ | 1.29 | 1.13$ | 3.26 | 1.37$ | 5.28 | 1.67$ | 12.06 |
01/1985 12/1994 |
3.12$ | 1.00 | 1.44% |
| 15Y | -0.61 |
04/1988 03/2003 |
0.91$ | 1.40 | 1.23$ | 2.98 | 1.55$ | 4.93 | 2.05$ | 10.79 |
01/1985 12/1999 |
4.65$ | 4.07 | 2.43% |
| 20Y | 0.11 |
03/1989 02/2009 |
1.02$ | 2.45 | 1.62$ | 3.31 | 1.91$ | 4.23 | 2.28$ | 7.63 |
01/1985 12/2004 |
4.35$ | 3.11 | 0.00% |
| 30Y | 2.28 |
01/1989 12/2018 |
1.96$ | 2.58 | 2.14$ | 3.16 | 2.54$ | 3.88 | 3.13$ | 6.06 |
01/1985 12/2014 |
5.84$ | 2.83 | 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 Developed World ex-US 80/20 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Developed World ex-US 80/20 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 |
1.56
40% |
-1.57
40% |
-1.33
80% |
1.33
80% |
0.28
60% |
0.61
60% |
1.78
80% |
-0.96
40% |
-2.70
20% |
0.88
60% |
5.32
80% |
0.87
60% |
| Best |
7.7 2023 |
1.9 2019 |
2.6 2023 |
5.8 2020 |
4.3 2020 |
5.0 2019 |
4.8 2022 |
3.9 2020 |
2.4 2019 |
4.8 2022 |
11.2 2020 |
4.6 2020 |
| Worst |
-3.4 2022 |
-5.9 2020 |
-12.4 2020 |
-6.0 2022 |
-4.0 2019 |
-7.7 2022 |
-1.4 2019 |
-5.3 2022 |
-8.3 2022 |
-2.8 2023 |
-3.6 2021 |
-4.2 2018 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.71
50% |
-0.34
50% |
0.04
60% |
1.56
90% |
0.45
50% |
-0.06
50% |
1.62
80% |
-1.11
50% |
-1.61
40% |
0.23
50% |
2.61
70% |
0.48
60% |
| Best |
7.7 2023 |
4.9 2015 |
5.8 2016 |
5.8 2020 |
4.3 2020 |
5.0 2019 |
4.8 2022 |
3.9 2020 |
2.4 2019 |
5.5 2015 |
11.2 2020 |
4.6 2020 |
| Worst |
-4.2 2016 |
-5.9 2020 |
-12.4 2020 |
-6.0 2022 |
-4.0 2019 |
-7.7 2022 |
-1.8 2014 |
-6.0 2015 |
-8.3 2022 |
-6.8 2018 |
-3.6 2021 |
-4.2 2018 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.44
59% |
0.52
59% |
1.07
64% |
2.25
79% |
0.32
46% |
-0.14
44% |
1.43
69% |
-0.50
54% |
-0.56
51% |
0.66
59% |
1.16
67% |
2.02
74% |
| Best |
9.7 1987 |
9.3 1986 |
10.9 1986 |
9.4 2009 |
10.6 2009 |
6.6 1986 |
9.9 1989 |
7.0 1987 |
7.4 2010 |
12.9 1990 |
11.2 2020 |
7.6 2008 |
| Worst |
-11.0 2009 |
-8.0 2009 |
-12.4 2020 |
-6.0 2022 |
-8.9 2012 |
-7.7 2022 |
-7.6 2002 |
-9.7 1998 |
-10.8 1990 |
-16.2 2008 |
-7.7 1993 |
-4.2 2018 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Developed World ex-US 80/20 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
215 Positive Months (60%) - 145 Negative Months (40%)
282 Positive Months (60%) - 185 Negative Months (40%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, 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:
- VEA - Vanguard FTSE Developed Markets, up to December 2007
- BNDX - Vanguard Total International Bond, up to December 2013
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 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | ||
| US Stocks Minimum Volatility | +9.58 | 13.72 | -43.27 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +9.54 | 13.65 | -45.52 | 90 | 10 | 0 | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Stocks/Bonds 80/20 | +9.02 | 12.49 | -41.09 | 80 | 20 | 0 | ||
| Simple Path to Wealth | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Robust | +8.67 | 11.09 | -44.20 | 70 | 20 | 10 | ||
| Edge Select Aggressive | +8.30 | 13.28 | -45.65 | 84 | 16 | 0 | ||
| Dedalo Four | +8.28 | 12.41 | -43.94 | 80 | 20 | 0 | ||
| Mid-Fifties | +8.27 | 13.01 | -46.21 | 80 | 20 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Dedalo Eleven | +8.16 | 12.77 | -44.63 | 80 | 20 | 0 | ||
| Sheltered Sam 80/20 | +8.14 | 12.20 | -45.06 | 77.6 | 20 | 2.4 | ||
| Late Sixties and Beyond | +8.13 | 11.69 | -41.80 | 71 | 29 | 0 | ||
| Weird Portfolio | +8.02 | 10.75 | -32.97 | 60 | 20 | 20 | ||
| Talmud Portfolio | +8.01 | 10.81 | -40.17 | 66.7 | 33.3 | 0 | ||
| Stocks/Bonds 60/40 | +7.99 | 9.61 | -30.55 | 60 | 40 | 0 | ||
| Yale Endowment | +7.98 | 10.99 | -39.48 | 70 | 30 | 0 | ||
| Seven Value | +7.96 | 11.31 | -41.22 | 71.5 | 28.5 | 0 | ||
| Core Four | +7.94 | 12.21 | -44.44 | 80 | 20 | 0 | ||
| Robo Advisor 80 | +7.87 | 13.10 | -45.47 | 80 | 20 | 0 | ||
| Couch Potato | +7.83 | 8.76 | -27.04 | 50 | 50 | 0 | ||
| Edge Select Moderately Aggressive | +7.83 | 11.16 | -38.23 | 69 | 31 | 0 | ||
| Four Funds | +7.79 | 12.45 | -44.08 | 80 | 20 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.75 | 6.99 | -21.11 | 40 | 60 | 0 | ||
| Three Funds | +7.71 | 12.39 | -43.68 | 80 | 20 | 0 | ||
| Lazy Portfolio | +7.71 | 10.88 | -40.89 | 70 | 30 | 0 | ||
| Six Ways from Sunday | +7.71 | 10.91 | -39.14 | 66.7 | 33.3 | 0 | ||
| Sheltered Sam 70/30 | +7.69 | 10.70 | -39.73 | 67.9 | 30 | 2.1 | ||
| Jane Bryant Quinn Portfolio | +7.69 | 10.78 | -39.55 | 70 | 30 | 0 | ||
| LifeStrategy Growth Fund | +7.65 | 12.41 | -44.18 | 80 | 20 | 0 | ||
| Family Taxable Portfolio | +7.54 | 11.65 | -38.46 | 70 | 30 | 0 | ||
| Golden Butterfly | +7.46 | 7.68 | -17.79 | 40 | 40 | 20 | ||
| No Brainer Portfolio | +7.44 | 11.73 | -40.40 | 75 | 25 | 0 | ||
| Coffeehouse | +7.41 | 9.68 | -33.93 | 60 | 40 | 0 | ||
| Long Term Portfolio | +7.40 | 12.45 | -45.92 | 80 | 20 | 0 | ||
| Perfect Portfolio | +7.39 | 12.39 | -44.81 | 80 | 20 | 0 | ||
| Gone Fishin' Portfolio | +7.34 | 12.09 | -43.02 | 65 | 30 | 5 | ||
| Five Asset | +7.31 | 11.30 | -44.75 | 60 | 20 | 20 | ||
| Tilt Toward Value | +7.30 | 9.42 | -34.63 | 60 | 40 | 0 | ||
| Marc Faber Portfolio | +7.22 | 9.65 | -28.82 | 50 | 25 | 25 | ||
| Dimensional 2030 Retirement Income | +7.22 | 9.25 | -31.78 | 55.9 | 44.1 | 0 | ||
| Pinwheel | +7.22 | 10.50 | -36.89 | 65 | 25 | 10 | ||
| Sheltered Sam 60/40 | +7.22 | 9.24 | -34.12 | 58.2 | 40 | 1.8 | ||
| Edge Select Moderate | +7.20 | 8.97 | -29.58 | 53 | 47 | 0 | ||
| Five Fold | +7.19 | 9.74 | -37.94 | 60 | 40 | 0 | ||
| All Weather Portfolio | +7.19 | 7.39 | -20.58 | 30 | 55 | 15 | ||
| Margaritaville | +7.18 | 10.84 | -38.70 | 67 | 33 | 0 | ||
| Robo Advisor 50 | +7.16 | 9.32 | -30.72 | 49.9 | 50.1 | 0 | ||
| Gretchen Tai Portfolio | +7.14 | 11.69 | -41.80 | 70 | 30 | 0 | ||
| Simple and Cheap | +7.10 | 9.41 | -34.84 | 60 | 40 | 0 | ||
| Nano Portfolio | +7.07 | 9.66 | -36.66 | 60 | 40 | 0 | ||
| LifeStrategy Moderate Growth | +7.01 | 9.53 | -33.52 | 60 | 40 | 0 | ||
| Simple Money Portfolio | +6.99 | 9.10 | -32.39 | 60 | 40 | 0 | ||
| Sandwich Portfolio | +6.97 | 8.32 | -28.96 | 55 | 45 | 0 | ||
| Coward's Portfolio | +6.93 | 9.11 | -32.68 | 60 | 40 | 0 | ||
| Ivy Portfolio | +6.87 | 11.59 | -47.39 | 60 | 20 | 20 | ||
| One-Decision Portfolio | +6.85 | 8.38 | -31.96 | 50 | 50 | 0 | ||
| Dynamic 40/60 Income | +6.84 | 8.11 | -29.84 | 40 | 60 | 0 | ||
| Dynamic 60/40 Income | +6.84 | 9.33 | -41.44 | 60 | 40 | 0 | ||
| Global Market Portfolio | +6.84 | 8.29 | -25.90 | 45 | 55 | 0 | ||
| Stocks/Bonds 40/60 | +6.83 | 6.98 | -19.17 | 40 | 60 | 0 | ||
| Big Rocks Portfolio | +6.83 | 9.15 | -33.80 | 60 | 40 | 0 | ||
| Ultimate Buy&Hold | +6.82 | 9.29 | -34.23 | 60 | 40 | 0 | ||
| GAA Global Asset Allocation | +6.77 | 8.06 | -24.91 | 40.5 | 49.5 | 10 | ||
| Simplified Permanent Portfolio | +6.75 | 6.88 | -16.43 | 25 | 50 | 25 | ||
| Ideal Index | +6.72 | 10.67 | -40.11 | 70 | 30 | 0 | ||
| Sheltered Sam 50/50 | +6.71 | 7.82 | -28.23 | 48.5 | 50 | 1.5 | ||
| Four Square | +6.66 | 8.45 | -29.95 | 50 | 50 | 0 | ||
| 7Twelve Portfolio | +6.63 | 9.81 | -37.96 | 50 | 33.3 | 16.7 | ||
| Zefiro Portfolio | +6.52 | 7.48 | -20.61 | 20 | 50 | 30 | ||
| Edge Select Moderately Conservative | +6.49 | 6.86 | -20.48 | 37 | 63 | 0 | ||
| Desert Portfolio | +6.48 | 5.50 | -14.72 | 30 | 60 | 10 | ||
| All Country World 80/20 | +6.48 | 12.79 | -47.32 | 80 | 20 | 0 | ||
| Andrew Tobias Portfolio | +6.47 | 9.96 | -36.42 | 66.7 | 33.3 | 0 | ||
| Rob Arnott Portfolio | +6.46 | 7.22 | -24.27 | 30 | 60 | 10 | ||
| High Yield Bonds Income | +6.42 | 8.80 | -23.97 | 0 | 100 | 0 | ||
| Permanent Portfolio | +6.37 | 6.58 | -15.92 | 25 | 50 | 25 | ||
| Lifepath Fund | +6.37 | 7.00 | -21.23 | 40.4 | 59.6 | 0 | ||
| All Country World 60/40 | +6.34 | 10.09 | -36.70 | 60 | 40 | 0 | ||
| LifeStrategy Conservative Growth | +6.23 | 6.89 | -21.90 | 40 | 60 | 0 | ||
| Sheltered Sam 40/60 | +6.18 | 6.47 | -22.05 | 38.8 | 60 | 1.2 | ||
| All Country World 40/60 | +6.06 | 7.63 | -25.16 | 40 | 60 | 0 | ||
| Paul Boyer Portfolio | +6.05 | 7.50 | -18.04 | 25 | 50 | 25 | ||
| Stocks/Bonds 20/80 Momentum | +6.01 | 4.94 | -17.91 | 20 | 80 | 0 | ||
| Larry Portfolio | +5.81 | 5.57 | -15.96 | 30 | 70 | 0 | ||
| All Country World 20/80 | +5.64 | 5.63 | -17.97 | 20 | 80 | 0 | ||
| Sheltered Sam 30/70 | +5.62 | 5.22 | -16.58 | 29.1 | 70 | 0.9 | ||
| Gold | +5.55 | 15.48 | -42.91 | 0 | 0 | 100 | ||
| Stocks/Bonds 20/80 | +5.54 | 4.90 | -16.57 | 20 | 80 | 0 | ||
| Developed World ex-US 60/40 | +5.46 | 10.22 | -37.49 | 60 | 40 | 0 | ||
| Developed World ex-US 80/20 | +5.42 | 13.31 | -47.74 | 80 | 20 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.75 | 24.01 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +12.01 | 15.28 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.71 | 15.36 | -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.
