Developed World ex-US 80/20 Portfolio: ETF allocation and returns

Data Source: from January 1985 to February 2024 (~39 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.89%
1 Day
Mar 01 2024
0.89%
Current Month
March 2024

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 5.19% compound annual return, with a 13.24% standard deviation.

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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 Feb 29, 2024

The Developed World ex-US 80/20 Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Developed World ex-US 80/20 Portfolio 0.89 0.89 2.08 7.55 12.46 5.52 4.24 5.19 8.02
US Inflation Adjusted return 2.08 6.34 9.49 1.37 1.43 2.60 5.09
Components
VEA
USD Vanguard FTSE Developed Markets 1.07 Mar 01 2024 1.07 2.74 8.53 13.89 6.75 4.64 4.92 7.96
BNDX
USD Vanguard Total International Bond 0.15 Mar 01 2024 0.15 -0.54 3.57 6.68 0.45 2.10 4.76 6.58
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Developed World ex-US 80/20 Portfolio granted a 3.85% 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 Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 4.56$, with a total return of 355.77% (5.19% annualized).

The Inflation Adjusted Capital now would be 2.16$, with a net total return of 115.90% (2.60% annualized).
An investment of 1$, since January 1985, now would be worth 20.51$, with a total return of 1951.28% (8.02% annualized).

The Inflation Adjusted Capital now would be 6.99$, with a net total return of 598.81% (5.09% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Developed World ex-US 80/20 Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 2.08 6.27 7.55 12.46 2.55 5.52 4.24 5.58 5.19 8.02
Infl. Adjusted Return (%) details 2.08 5.70 6.34 9.49 -2.81 1.37 1.43 2.95 2.60 5.09
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.79
Pending updates, the monthly inflation after Jan 2024 is set at 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 5 30* 30* 30* 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) 2 17 17 17 55 55 55
End (yyyy mm) 2023 12 - - - 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) 2 17 17 17 55 55 55
End (yyyy mm) 2023 12 - - - 2013 09 2013 09 2013 09
Longest negative period (# months) details 8 32 43 69 100 113 113
Period Start (yyyy mm) 2023 03 2021 03 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 (%) -2.65 -2.21 -0.36 -0.05 -0.14 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -9.91 -31.61 -31.61 -31.61 -48.61 -48.61 -48.61
Start to Recovery (# months) details 5 33* 33* 33* 80 80 80
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) 2 17 17 17 64 64 64
End (yyyy mm) 2023 12 - - - 2014 06 2014 06 2014 06
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-20.27
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) 2 17 17 8 64 64 64
End (yyyy mm) 2023 12 - - 2020 11 2014 06 2014 06 2014 06
Longest negative period (# months) details 8 36* 56 113 192 192 233
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 06 2007 11 2007 11 1989 10
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2023 10 2023 10 2009 02
Annualized Return (%) -5.49 -2.81 -1.29 -0.08 -0.09 -0.09 -0.02
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.14 14.80 15.14 12.51 13.85 13.24 14.17
Sharpe Ratio 0.60 0.01 0.24 0.25 0.31 0.22 0.28
Sortino Ratio 0.85 0.02 0.33 0.34 0.41 0.30 0.39
Ulcer Index 3.37 10.06 8.79 7.48 12.41 13.11 12.30
Ratio: Return / Standard Deviation 1.03 0.17 0.36 0.34 0.40 0.39 0.57
Ratio: Return / Deepest Drawdown 1.38 0.10 0.22 0.17 0.12 0.11 0.17
% Positive Months details 58% 55% 58% 58% 59% 59% 60%
Positive Months 7 20 35 70 142 215 284
Negative Months 5 16 25 50 98 145 186
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.24 9.28 9.51 16.08
Worst 10 Years Return (%) - Annualized 2.29 1.34 1.34
Best 10 Years Return (%) - Annualized 1.43 7.38 7.38 12.05
Worst 10 Years Return (%) - Annualized 0.34 -1.22 -1.22
ROLLING PERIODS
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 5.19
Worst Rolling Return (%) - Annualized -41.68 -13.84 -3.78 1.34 3.20
% Positive Periods 67% 81% 91% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.33 24.54 15.14 8.41 5.11 4.71
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.01 2.53
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 44.46 22.14 16.49 7.38 4.50 2.60
Worst Rolling Return (%) - Annualized -41.69 -15.90 -5.71 -1.22 1.09
% Positive Periods 61% 71% 75% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.33 24.54 15.14 8.41 5.11 4.71
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.01 2.53
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Feb 2024)
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 69% 82% 93% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.33 24.54 15.14 8.41 5.11 4.06
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.11 2.08
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 73.93 39.03 27.09 12.05 7.60 6.05
Worst Rolling Return (%) - Annualized -41.69 -15.90 -5.71 -1.22 0.10 2.27
% Positive Periods 63% 71% 76% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.33 24.54 15.14 8.41 5.11 4.06
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.11 2.08
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 29 February 2024
Swipe left to see all data
Asset
VEA
BNDX
VEA
-
0.69
BNDX
0.69
-
Asset
VEA
BNDX
VEA
-
0.54
BNDX
0.54
-
Asset
VEA
BNDX
VEA
-
0.40
BNDX
0.40
-
Asset
VEA
BNDX
VEA
-
0.19
BNDX
0.19
-
Asset
VEA
BNDX
VEA
-
0.22
BNDX
0.22
-

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
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 17 30 10.99
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 79 4.6 Months 21.88%
 
DD = 0% 21.88%
 
0% < DD <= -5% 101 3.6 Months 27.98%
 
DD <= -5% 49.86%
 
-5% < DD <= -10% 68 5.3 Months 18.84%
 
DD <= -10% 68.70%
 
-10% < DD <= -15% 37 9.8 Months 10.25%
 
DD <= -15% 78.95%
 
-15% < DD <= -20% 21 17.2 Months 5.82%
 
DD <= -20% 84.76%
 
-20% < DD <= -25% 25 14.4 Months 6.93%
 
DD <= -25% 91.69%
 
-25% < DD <= -30% 13 27.8 Months 3.60%
 
DD <= -30% 95.29%
 
-30% < DD <= -35% 8 45.1 Months 2.22%
 
DD <= -35% 97.51%
 
-35% < DD <= -40% 5 72.2 Months 1.39%
 
DD <= -40% 98.89%
 
-40% < DD <= -45% 3 120.3 Months 0.83%
 
DD <= -45% 99.72%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
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
-48.61% Nov 2007 Feb 2009 16 Jun 2014 64 80 22.61
-41.11% Jan 2000 Mar 2003 39 Dec 2005 33 72 22.22
-31.61% Jun 2021 Sep 2022 16 in progress 17 33 17.25
-20.27% Feb 2018 Mar 2020 26 Nov 2020 8 34 8.55
-13.62% May 2015 Feb 2016 10 May 2017 15 25 7.00
-11.39% Sep 1994 Feb 1995 6 Dec 1995 10 16 5.19
-10.81% May 1998 Sep 1998 5 Dec 1998 3 8 5.16
-9.84% Aug 1997 Dec 1997 5 Mar 1998 3 8 5.98
-6.79% Jul 2014 Dec 2014 6 Apr 2015 4 10 3.70
-6.34% May 1996 Mar 1997 11 May 1997 2 13 3.72
-3.80% May 1999 May 1999 1 Jul 1999 2 3 1.90
-3.54% May 2006 Jun 2006 2 Oct 2006 4 6 2.17
-3.05% Mar 1994 Mar 1994 1 Aug 1994 5 6 1.27
-2.57% Jun 2007 Aug 2007 3 Sep 2007 1 4 1.48
-2.03% Feb 1999 Feb 1999 1 Mar 1999 1 2 1.17
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 50 7.2 Months 13.85%
 
DD = 0% 13.85%
 
0% < DD <= -5% 88 4.1 Months 24.38%
 
DD <= -5% 38.23%
 
-5% < DD <= -10% 68 5.3 Months 18.84%
 
DD <= -10% 57.06%
 
-10% < DD <= -15% 35 10.3 Months 9.70%
 
DD <= -15% 66.76%
 
-15% < DD <= -20% 35 10.3 Months 9.70%
 
DD <= -20% 76.45%
 
-20% < DD <= -25% 34 10.6 Months 9.42%
 
DD <= -25% 85.87%
 
-25% < DD <= -30% 24 15.0 Months 6.65%
 
DD <= -30% 92.52%
 
-30% < DD <= -35% 11 32.8 Months 3.05%
 
DD <= -35% 95.57%
 
-35% < DD <= -40% 9 40.1 Months 2.49%
 
DD <= -40% 98.06%
 
-40% < DD <= -45% 5 72.2 Months 1.39%
 
DD <= -45% 99.45%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
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
-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 17 30 10.99
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 119 4.0 Months 25.27%
 
DD = 0% 25.27%
 
0% < DD <= -5% 125 3.8 Months 26.54%
 
DD <= -5% 51.80%
 
-5% < DD <= -10% 82 5.7 Months 17.41%
 
DD <= -10% 69.21%
 
-10% < DD <= -15% 50 9.4 Months 10.62%
 
DD <= -15% 79.83%
 
-15% < DD <= -20% 39 12.1 Months 8.28%
 
DD <= -20% 88.11%
 
-20% < DD <= -25% 26 18.1 Months 5.52%
 
DD <= -25% 93.63%
 
-25% < DD <= -30% 13 36.2 Months 2.76%
 
DD <= -30% 96.39%
 
-30% < DD <= -35% 8 58.9 Months 1.70%
 
DD <= -35% 98.09%
 
-35% < DD <= -40% 5 94.2 Months 1.06%
 
DD <= -40% 99.15%
 
-40% < DD <= -45% 3 157.0 Months 0.64%
 
DD <= -45% 99.79%
 
-45% < DD <= -50% 1 471.0 Months 0.21%
 
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
-48.61% Nov 2007 Feb 2009 16 Jun 2014 64 80 22.61
-41.11% Jan 2000 Mar 2003 39 Dec 2005 33 72 22.22
-31.61% Jun 2021 Sep 2022 16 in progress 17 33 17.25
-28.38% Jan 1990 Sep 1990 9 Apr 1996 67 76 15.61
-20.27% Feb 2018 Mar 2020 26 Nov 2020 8 34 8.55
-13.62% May 2015 Feb 2016 10 May 2017 15 25 7.00
-11.84% Sep 1987 Oct 1987 2 Mar 1988 5 7 7.50
-10.81% May 1998 Sep 1998 5 Dec 1998 3 8 5.16
-9.84% Aug 1997 Dec 1997 5 Mar 1998 3 8 5.98
-8.84% May 1988 Aug 1988 4 Nov 1988 3 7 4.65
-7.89% Sep 1986 Oct 1986 2 Dec 1986 2 4 4.06
-6.92% Mar 1989 Jun 1989 4 Jul 1989 1 5 3.75
-6.79% Jul 2014 Dec 2014 6 Apr 2015 4 10 3.70
-6.34% May 1996 Mar 1997 11 May 1997 2 13 3.72
-3.80% May 1999 May 1999 1 Jul 1999 2 3 1.90
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 81 5.8 Months 17.20%
 
DD = 0% 17.20%
 
0% < DD <= -5% 106 4.4 Months 22.51%
 
DD <= -5% 39.70%
 
-5% < DD <= -10% 86 5.5 Months 18.26%
 
DD <= -10% 57.96%
 
-10% < DD <= -15% 44 10.7 Months 9.34%
 
DD <= -15% 67.30%
 
-15% < DD <= -20% 50 9.4 Months 10.62%
 
DD <= -20% 77.92%
 
-20% < DD <= -25% 45 10.5 Months 9.55%
 
DD <= -25% 87.47%
 
-25% < DD <= -30% 32 14.7 Months 6.79%
 
DD <= -30% 94.27%
 
-30% < DD <= -35% 11 42.8 Months 2.34%
 
DD <= -35% 96.60%
 
-35% < DD <= -40% 9 52.3 Months 1.91%
 
DD <= -40% 98.51%
 
-40% < DD <= -45% 5 94.2 Months 1.06%
 
DD <= -45% 99.58%
 
-45% < DD <= -50% 2 235.5 Months 0.42%
 
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.

DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 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 -41.68 03/2008
02/2009
0.58$ -8.56 0.91$ 7.43 1.07$ 20.57 1.20$ 47.57 03/2009
02/2010
1.47$ 12.46 32.95%
2Y -22.86 03/2007
02/2009
0.59$ -4.12 0.91$ 5.54 1.11$ 16.58 1.35$ 31.72 03/2009
02/2011
1.73$ 2.92 25.52%
3Y -13.84 04/2000
03/2003
0.63$ -0.95 0.97$ 5.73 1.18$ 11.40 1.38$ 25.55 04/2003
03/2006
1.97$ 2.55 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$ 5.52 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$ 5.68 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$ 4.24 0.00%
15Y 1.77 10/2007
09/2022
1.30$ 4.19 1.84$ 5.25 2.15$ 6.17 2.45$ 8.58 02/2003
01/2018
3.43$ 8.01 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$ 5.58 0.00%
30Y 5.19 03/1994
02/2024
4.55$ 5.19 4.55$ 5.19 4.55$ 5.19 4.55$ 5.19 03/1994
02/2024
4.55$ 5.19 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 -41.69 03/2008
02/2009
0.58$ -11.11 0.88$ 5.01 1.05$ 17.05 1.17$ 44.46 03/2009
02/2010
1.44$ 9.49 38.40%
2Y -24.41 03/2007
02/2009
0.57$ -8.06 0.84$ 3.16 1.06$ 13.62 1.29$ 28.96 03/2009
02/2011
1.66$ -1.35 33.23%
3Y -15.90 04/2000
03/2003
0.59$ -3.49 0.89$ 3.40 1.10$ 9.01 1.29$ 22.14 04/2003
03/2006
1.82$ -2.81 28.62%
5Y -5.71 06/2007
05/2012
0.74$ -1.16 0.94$ 2.10 1.10$ 7.01 1.40$ 16.49 10/2002
09/2007
2.14$ 1.37 24.58%
7Y -2.63 04/1996
03/2003
0.82$ 0.89 1.06$ 2.90 1.22$ 5.03 1.40$ 8.55 04/2003
03/2010
1.77$ 2.15 7.58%
10Y -1.22 03/1999
02/2009
0.88$ 1.12 1.11$ 3.54 1.41$ 5.25 1.66$ 7.38 03/2009
02/2019
2.03$ 1.43 2.07%
15Y -0.59 10/2007
09/2022
0.91$ 1.89 1.32$ 2.92 1.53$ 3.86 1.76$ 6.36 02/2003
01/2018
2.52$ 5.34 1.66%
20Y 1.09 04/2000
03/2020
1.24$ 2.59 1.66$ 3.24 1.89$ 3.87 2.13$ 4.50 10/2001
09/2021
2.41$ 2.95 0.00%
30Y 2.60 03/1994
02/2024
2.15$ 2.60 2.15$ 2.60 2.15$ 2.60 2.15$ 2.60 03/1994
02/2024
2.15$ 2.60 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$ -7.55 0.92$ 7.95 1.07$ 22.72 1.22$ 76.67 09/1985
08/1986
1.76$ 12.46 30.94%
2Y -22.86 03/2007
02/2009
0.59$ -3.54 0.93$ 6.15 1.12$ 17.67 1.38$ 63.37 05/1985
04/1987
2.66$ 2.92 24.83%
3Y -13.84 04/2000
03/2003
0.63$ -0.77 0.97$ 6.12 1.19$ 13.58 1.46$ 43.18 05/1985
04/1988
2.93$ 2.55 17.47%
5Y -3.78 06/2007
05/2012
0.82$ 1.74 1.09$ 5.26 1.29$ 10.02 1.61$ 31.75 01/1985
12/1989
3.96$ 5.52 6.57%
7Y -0.27 04/1996
03/2003
0.98$ 3.44 1.26$ 5.68 1.47$ 8.58 1.77$ 20.20 01/1985
12/1991
3.62$ 5.68 0.26%
10Y 1.34 03/1999
02/2009
1.14$ 3.56 1.41$ 5.74 1.74$ 7.95 2.14$ 16.08 01/1985
12/1994
4.44$ 4.24 0.00%
15Y 1.77 10/2007
09/2022
1.30$ 4.13 1.83$ 5.37 2.19$ 7.51 2.96$ 14.31 01/1985
12/1999
7.43$ 8.01 0.00%
20Y 2.94 03/1989
02/2009
1.78$ 4.80 2.55$ 5.76 3.06$ 6.90 3.80$ 10.86 01/1985
12/2004
7.86$ 5.58 0.00%
30Y 4.82 01/1989
12/2018
4.10$ 5.09 4.42$ 5.71 5.29$ 6.55 6.70$ 8.93 01/1985
12/2014
13.03$ 5.19 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 -41.69 03/2008
02/2009
0.58$ -10.67 0.89$ 5.38 1.05$ 19.65 1.19$ 73.93 09/1985
08/1986
1.73$ 9.49 36.60%
2Y -24.41 03/2007
02/2009
0.57$ -7.04 0.86$ 3.46 1.07$ 14.55 1.31$ 59.19 05/1985
04/1987
2.53$ -1.35 33.11%
3Y -15.90 04/2000
03/2003
0.59$ -3.56 0.89$ 3.54 1.10$ 10.51 1.34$ 39.03 04/1985
03/1988
2.68$ -2.81 28.97%
5Y -5.71 06/2007
05/2012
0.74$ -1.12 0.94$ 2.71 1.14$ 7.17 1.41$ 27.09 01/1985
12/1989
3.31$ 1.37 23.11%
7Y -2.63 04/1996
03/2003
0.82$ 0.89 1.06$ 3.26 1.25$ 5.66 1.47$ 15.65 01/1985
12/1991
2.76$ 2.15 5.68%
10Y -1.22 03/1999
02/2009
0.88$ 1.31 1.13$ 3.26 1.37$ 5.29 1.67$ 12.05 01/1985
12/1994
3.12$ 1.43 1.42%
15Y -0.60 04/1988
03/2003
0.91$ 1.42 1.23$ 2.99 1.55$ 4.92 2.05$ 10.79 01/1985
12/1999
4.64$ 5.34 2.41%
20Y 0.10 03/1989
02/2009
1.02$ 2.47 1.63$ 3.31 1.91$ 4.22 2.28$ 7.60 01/1985
12/2004
4.32$ 2.95 0.00%
30Y 2.27 01/1989
12/2018
1.96$ 2.59 2.15$ 3.09 2.49$ 3.82 3.08$ 6.05 01/1985
12/2014
5.81$ 2.60 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.
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
0.13
20%
-1.54
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%
2.73
80%
Best 7.7
2023
2.1
2024
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
5.1
2023
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
-2.3
2022
Monthly Seasonality over the period Feb 1985 - Feb 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
1.00
50%
-0.61
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%
0.84
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
5.1
2023
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 - Feb 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
0.41
58%
0.56
60%
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%
2.10
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 - Feb 2024

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 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
215 Positive Months (60%) - 145 Negative Months (40%)
284 Positive Months (60%) - 186 Negative Months (40%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2013, 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:
  • VEA - Vanguard FTSE Developed Markets (VEA), up to December 2007
  • BNDX - Vanguard Total International Bond (BNDX), 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 Author Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
Warren Buffett Portfolio Warren Buffett +9.85 13.66 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
US Stocks Minimum Volatility +9.77 13.71 -43.27 100 0 0
Stocks/Bonds 80/20 +9.29 12.51 -41.09 80 20 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Robust Alpha Architect +8.91 11.10 -44.20 70 20 10
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Dedalo Four Dedalo Invest +8.47 12.42 -43.94 80 20 0
Edge Select Aggressive Merrill Lynch +8.37 13.26 -45.65 84 16 0
Mid-Fifties Burton Malkiel +8.30 12.98 -46.21 80 20 0
Dedalo Eleven Dedalo Invest +8.24 12.74 -44.63 80 20 0
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
Sheltered Sam 80/20 Bill Bernstein +8.21 12.20 -45.06 77.6 20 2.4
Talmud Portfolio Roger Gibson +8.20 10.85 -40.17 66.7 33.3 0
Late Sixties and Beyond Burton Malkiel +8.20 11.68 -41.80 71 29 0
Weird Portfolio Value Stock Geek +8.09 10.84 -32.97 60 20 20
Stocks/Bonds 40/60 Momentum +8.06 7.02 -21.11 40 60 0
Couch Potato Scott Burns +8.04 8.75 -27.04 50 50 0
Core Four Rick Ferri +8.04 12.21 -44.44 80 20 0
Seven Value Scott Burns +8.03 11.31 -41.22 71.5 28.5 0
Edge Select Moderately Aggressive Merrill Lynch +7.90 11.14 -38.23 69 31 0
Robo Advisor 80 Betterment +7.88 13.06 -45.47 80 20 0
Four Funds Bogleheads +7.86 12.45 -44.08 80 20 0
Yale Endowment David Swensen +7.80 10.83 -40.68 70 30 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.79 10.79 -39.55 70 30 0
Lazy Portfolio David Swensen +7.78 10.88 -40.89 70 30 0
Three Funds Bogleheads +7.78 12.39 -43.68 80 20 0
Sheltered Sam 70/30 Bill Bernstein +7.76 10.70 -39.73 67.9 30 2.1
Six Ways from Sunday Scott Burns +7.76 10.91 -39.14 66.7 33.3 0
Gold Pivot Ptf Aim Ways +7.76 8.20 -19.49 22 44 34
In Saecula Saeculorum Fulvio Marchese +7.72 7.83 -20.39 45 45 10
LifeStrategy Growth Fund Vanguard +7.70 12.41 -44.18 80 20 0
Golden Butterfly Tyler +7.56 7.73 -17.79 40 40 20
Family Taxable Portfolio Ted Aronson +7.56 11.63 -38.46 70 30 0
Coffeehouse Bill Schultheis +7.50 9.72 -33.93 60 40 0
No Brainer Portfolio Bill Bernstein +7.48 11.75 -40.40 75 25 0
Aim comfortable trip Aim Ways +7.42 7.59 -20.15 40 45 15
Long Term Portfolio Ben Stein +7.41 12.44 -45.92 80 20 0
Perfect Portfolio Ben Stein +7.41 12.35 -44.81 80 20 0
Tilt Toward Value Time Inc +7.38 9.44 -34.63 60 40 0
All Weather Portfolio Ray Dalio +7.34 7.40 -20.58 30 55 15
Gone Fishin' Portfolio Alexander Green +7.31 12.06 -43.02 65 30 5
Five Asset Roger Gibson +7.30 11.29 -44.75 60 20 20
Sheltered Sam 60/40 Bill Bernstein +7.28 9.24 -34.12 58.2 40 1.8
Edge Select Moderate Merrill Lynch +7.27 8.96 -29.58 53 47 0
Marc Faber Portfolio Marc Faber +7.25 9.66 -28.82 50 25 25
Five Fold Scott Burns +7.25 9.75 -37.94 60 40 0
Pinwheel +7.20 10.50 -36.89 65 25 10
Margaritaville Scott Burns +7.20 10.82 -38.70 67 33 0
Robo Advisor 50 Betterment +7.19 9.28 -30.72 49.9 50.1 0
Simple and Cheap Time Inc +7.16 9.42 -34.84 60 40 0
Nano Portfolio John Wasik +7.14 9.67 -36.66 60 40 0
Gretchen Tai Portfolio Gretchen Tai +7.11 11.65 -41.80 70 30 0
LifeStrategy Moderate Growth Vanguard +7.06 9.53 -33.52 60 40 0
Simple Money Portfolio Tim Maurer +7.04 9.11 -32.39 60 40 0
Sandwich Portfolio Bob Clyatt +7.03 8.32 -28.96 55 45 0
Stocks/Bonds 40/60 +7.00 6.99 -19.17 40 60 0
PISI Portfolio Davide Pisicchio +7.00 6.48 -18.36 30 60 10
One-Decision Portfolio Marvin Appel +6.99 8.42 -31.96 50 50 0
Coward's Portfolio Bill Bernstein +6.99 9.11 -32.68 60 40 0
Dynamic 60/40 Income +6.98 9.36 -41.44 60 40 0
Dynamic 40/60 Income +6.97 8.12 -29.84 40 60 0
Ivy Portfolio Mebane Faber +6.89 11.58 -47.39 60 20 20
Global Market Portfolio Credit Suisse +6.89 8.28 -25.90 45 55 0
Big Rocks Portfolio Larry Swedroe +6.88 9.17 -33.80 60 40 0
Simplified Permanent Portfolio +6.85 6.88 -16.43 25 50 25
Ultimate Buy&Hold FundAdvice +6.84 9.28 -34.23 60 40 0
GAA Global Asset Allocation Mebane Faber +6.82 8.05 -24.91 40.5 49.5 10
Sheltered Sam 50/50 Bill Bernstein +6.77 7.82 -28.23 48.5 50 1.5
Ideal Index Frank Armstrong +6.70 10.68 -40.11 70 30 0
Four Square Scott Burns +6.69 8.44 -29.95 50 50 0
7Twelve Portfolio Craig Israelsen +6.63 9.77 -37.96 50 33.3 16.7
Ulcer Free Strategy Aim Ways +6.61 5.50 -17.05 7 82 11
Desert Portfolio Gyroscopic Investing +6.60 5.50 -14.72 30 60 10
Edge Select Moderately Conservative Merrill Lynch +6.56 6.85 -20.48 37 63 0
Rob Arnott Portfolio Rob Arnott +6.50 7.22 -24.27 30 60 10
High Yield Bonds Income +6.50 8.82 -23.97 0 100 0
Andrew Tobias Portfolio Andrew Tobias +6.49 9.95 -36.42 66.7 33.3 0
All Country World 80/20 +6.48 12.76 -47.32 80 20 0
Permanent Portfolio Harry Browne +6.47 6.59 -15.92 25 50 25
Lifepath Fund iShares +6.44 7.01 -21.23 40.4 59.6 0
All Country World 60/40 +6.36 10.07 -36.70 60 40 0
LifeStrategy Conservative Growth Vanguard +6.29 6.89 -21.90 40 60 0
Sheltered Sam 40/60 Bill Bernstein +6.24 6.46 -22.05 38.8 60 1.2
Stocks/Bonds 20/80 Momentum +6.20 4.95 -17.91 20 80 0
All Country World 40/60 +6.10 7.62 -25.16 40 60 0
Paul Boyer Portfolio Paul Boyer +6.03 7.47 -18.04 25 50 25
Larry Portfolio Larry Swedroe +5.83 5.55 -15.96 30 70 0
All Country World 20/80 +5.70 5.63 -17.97 20 80 0
Sheltered Sam 30/70 Bill Bernstein +5.68 5.20 -16.58 29.1 70 0.9
Stocks/Bonds 20/80 +5.66 4.92 -16.57 20 80 0
Gold +5.46 15.44 -42.91 0 0 100
Dimensional Retirement Income Fund DFA +5.44 4.76 -12.91 20.4 79.6 0
LifeStrategy Income Fund Vanguard +5.40 4.78 -16.61 20 80 0
Developed World ex-US 60/40 +5.29 10.17 -37.49 60 40 0
Eliminate Fat Tails Larry Swedroe +5.29 6.29 -18.42 30 70 0
Developed World ex-US 40/60 +5.26 7.40 -26.17 40 60 0
Developed World ex-US 80/20 +5.19 13.24 -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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.98 24.02 -81.08 100 0 0
US Stocks Momentum +12.68 15.38 -53.85 100 0 0
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
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