Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
The Developed World ex-US Stocks Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.
It's exposed for 100% on the Stock Market.
In the last 30 Years, the Developed World ex-US Stocks Portfolio obtained a 4.86% compound annual return, with a 16.60% standard deviation.
Asset Allocation and ETFs
The Developed World ex-US Stocks Portfolio has the following asset allocation:
The Developed World ex-US Stocks Portfolio can be implemented with the following ETFs:
Weight (%) | Ticker | ETF Name | Investment Themes |
---|---|---|---|
100.00 |
VEA
|
Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of May 31, 2023
The Developed World ex-US Stocks Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of May 31, 2023 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~53Y) |
||
Developed World ex-US Stocks Portfolio | 1.48 | 3.05 | -3.73 | 4.40 | 1.18 | 3.21 | 4.92 | 4.86 | 8.10 | ||
US Inflation Adjusted return | -3.73 | 2.46 | -2.51 | -0.58 | 2.19 | 2.29 | 3.96 | ||||
Components | |||||||||||
VEA
|
Vanguard FTSE Developed Markets | 1.48 | Jun 02 2023 | 3.05 | -3.73 | 4.40 | 1.18 | 3.21 | 4.92 | 4.86 | 8.10 |
In 2022, the Developed World ex-US Stocks Portfolio granted a 2.42% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Developed World ex-US Stocks Portfolio, updated as of 31 May 2023.
- No fees or capital gain taxes
- the reinvestment of dividends
Metrics as of May 31, 2023 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~53Y) |
|
Portfolio Return (%) | -3.73 | 1.42 | 4.40 | 1.18 | 8.83 | 3.21 | 4.92 | 6.67 | 4.86 | 8.10 |
US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 3.98 |
Infl. Adjusted Return (%) | -3.73 | 0.57 | 2.46 | -2.51 | 2.90 | -0.58 | 2.19 | 4.02 | 2.29 | 3.96 |
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 23.72 | 18.34 | 18.40 | 15.26 | 17.11 | 16.60 | 17.15 | |||
Sharpe Ratio | -0.08 | 0.43 | 0.10 | 0.27 | 0.32 | 0.16 | 0.24 | |||
Sortino Ratio | -0.12 | 0.62 | 0.14 | 0.37 | 0.43 | 0.21 | 0.33 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -18.83 | -28.08 | -28.08 | -28.08 | -57.00 | -57.00 | -57.00 | |||
Start (yyyy mm) | 2022 06 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
Start to Bottom (# months) | 4 | 13 | 13 | 13 | 16 | 16 | 16 | |||
Start to Recovery (# months) in progress |
8
|
> 21
|
> 21
|
> 21
|
79
|
79
|
79
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||||
Best Return (%) | 90.05 | 60.37 | 42.40 | 24.60 | 16.26 | 12.94 | ||||
Worst Return (%) | -49.94 | -19.64 | -7.06 | -0.38 | 1.34 | 3.90 | ||||
% Positive Periods | 68% | 81% | 89% | 100% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 0 | 2 | 3 | 6 | 21 | 35 | 71 | 146 | 214 | 382 |
Negative | 1 | 1 | 3 | 6 | 15 | 25 | 49 | 94 | 146 | 259 |
% Positive | 0% | 67% | 50% | 50% | 58% | 58% | 59% | 61% | 59% | 60% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 40.38 | 20.19 | 12.04 | 9.17 | 4.75 | 4.82 | ||||
Perpetual WR (%) | 2.82 | 0.00 | 2.14 | 3.86 | 2.24 | 3.81 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- 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).
- Maximum Drawdown: 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.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative 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).
Capital Growth as of May 31, 2023
The Inflation Adjusted Capital now would be 1975.01$, with a net total return of 97.50% (2.29% annualized).
The Inflation Adjusted Capital now would be 7963.11$, with a net total return of 696.31% (3.96% annualized).
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.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-57.00% | Nov 2007 | Feb 2009 | 16 | May 2014 | 63 | 79 |
-48.19% | Jan 2000 | Mar 2003 | 39 | Sep 2005 | 30 | 69 |
-28.08% | Sep 2021 | Sep 2022 | 13 | in progress | 8 | 21 |
-24.14% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
-17.94% | Jul 2014 | Feb 2016 | 20 | Apr 2017 | 14 | 34 |
-14.47% | Jun 1998 | Sep 1998 | 4 | Dec 1998 | 3 | 7 |
-13.15% | Sep 1994 | Feb 1995 | 6 | Mar 1996 | 13 | 19 |
-11.23% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 |
-10.94% | Sep 1993 | Nov 1993 | 3 | Jan 1994 | 2 | 5 |
-5.79% | May 1996 | Jan 1997 | 9 | May 1997 | 4 | 13 |
-4.28% | May 1999 | May 1999 | 1 | Jun 1999 | 1 | 2 |
-3.73% | May 2006 | Jun 2006 | 2 | Sep 2006 | 3 | 5 |
-3.02% | Mar 1994 | Mar 1994 | 1 | Apr 1994 | 1 | 2 |
-2.98% | Jun 1993 | Jun 1993 | 1 | Jul 1993 | 1 | 2 |
-2.93% | Jun 2007 | Aug 2007 | 3 | Sep 2007 | 1 | 4 |
-2.83% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
-2.16% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 |
-0.93% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
-0.72% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
-0.66% | Feb 2006 | Feb 2006 | 1 | Mar 2006 | 1 | 2 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-57.00% | Nov 2007 | Feb 2009 | 16 | May 2014 | 63 | 79 |
-48.19% | Jan 2000 | Mar 2003 | 39 | Sep 2005 | 30 | 69 |
-41.73% | Jan 1973 | Sep 1974 | 21 | Sep 1977 | 36 | 57 |
-31.21% | Jan 1990 | Sep 1990 | 9 | Jan 1994 | 40 | 49 |
-28.08% | Sep 2021 | Sep 2022 | 13 | in progress | 8 | 21 |
-27.77% | Dec 1980 | Jul 1982 | 20 | Mar 1983 | 8 | 28 |
-27.31% | Jan 1970 | Jun 1970 | 6 | Mar 1971 | 9 | 15 |
-24.14% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
-17.94% | Jul 2014 | Feb 2016 | 20 | Apr 2017 | 14 | 34 |
-14.47% | Jun 1998 | Sep 1998 | 4 | Dec 1998 | 3 | 7 |
-13.46% | Sep 1987 | Oct 1987 | 2 | Mar 1988 | 5 | 7 |
-13.15% | Sep 1994 | Feb 1995 | 6 | Mar 1996 | 13 | 19 |
-11.23% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 |
-11.03% | Feb 1980 | Mar 1980 | 2 | Jul 1980 | 4 | 6 |
-9.43% | May 1988 | Aug 1988 | 4 | Nov 1988 | 3 | 7 |
-8.91% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 |
-8.70% | Sep 1986 | Oct 1986 | 2 | Dec 1986 | 2 | 4 |
-7.94% | Mar 1989 | Jun 1989 | 4 | Jul 1989 | 1 | 5 |
-6.84% | Dec 1983 | May 1984 | 6 | Aug 1984 | 3 | 9 |
-5.86% | Oct 1978 | Oct 1978 | 1 | Dec 1978 | 2 | 3 |
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.
Rolling Period |
Annualized Return (%) | Negative Periods |
|||
---|---|---|---|---|---|
Average | Latest | Best | Worst | ||
1 Year |
10.49 | 1.18 |
90.05 Sep 1985 - Aug 1986 |
-49.94 Mar 2008 - Feb 2009 |
32.38% |
2 Years |
9.66 | -4.90 |
74.88 May 1985 - Apr 1987 |
-29.13 Mar 2007 - Feb 2009 |
22.98% |
3 Years |
9.16 | 8.83 |
60.37 Jun 1984 - May 1987 |
-19.64 Apr 2000 - Mar 2003 |
19.31% |
5 Years |
8.85 | 3.21 |
42.40 Aug 1982 - Jul 1987 |
-7.06 Jun 2007 - May 2012 |
11.17% |
7 Years |
8.83 | 5.97 |
33.35 Aug 1982 - Jul 1989 |
-2.53 Apr 1996 - Mar 2003 |
2.33% |
10 Years |
8.89 | 4.92 |
24.60 May 1977 - Apr 1987 |
-0.38 Mar 1999 - Feb 2009 |
0.38% |
15 Years |
8.91 | 2.69 |
21.16 Oct 1974 - Sep 1989 |
0.53 Apr 1988 - Mar 2003 |
0.00% |
20 Years |
8.54 | 6.67 |
16.26 Jul 1970 - Jun 1990 |
1.34 Mar 1989 - Feb 2009 |
0.00% |
30 Years |
8.31 | 4.86 |
12.94 Jul 1970 - Jun 2000 |
3.90 Jan 1989 - Dec 2018 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Developed World ex-US Stocks Portfolio: Rolling Returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
The annualized return of the last 10 years has been 4.92% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Developed World ex-US Stocks Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.78
40% |
-1.80
40% |
-1.69
80% |
1.75
80% |
0.37
60% |
-0.49
40% |
1.73
80% |
-0.59
40% |
-2.23
40% |
0.08
60% |
4.81
80% |
1.14
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.78
|
99.95
|
98.26
|
99.98
|
100.35
|
99.87
|
101.60
|
101.00
|
98.74
|
98.82
|
103.57
|
104.75
|
Best |
9.0 2023 |
2.4 2021 |
2.8 2021 |
7.0 2020 |
5.6 2020 |
5.9 2019 |
5.3 2022 |
5.2 2020 |
3.2 2019 |
6.1 2022 |
14.3 2020 |
5.6 2020 |
Worst |
-3.9 2022 |
-7.7 2020 |
-15.1 2020 |
-6.8 2022 |
-5.2 2019 |
-9.2 2022 |
-2.0 2019 |
-5.8 2022 |
-9.9 2022 |
-8.6 2018 |
-4.6 2021 |
-5.7 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.73
50% |
-0.40
50% |
-0.02
60% |
2.00
90% |
0.53
50% |
-0.85
40% |
2.00
80% |
-1.11
50% |
-0.74
50% |
0.93
60% |
2.33
70% |
0.58
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.73
|
100.32
|
100.31
|
102.31
|
102.85
|
101.98
|
104.02
|
102.87
|
102.11
|
103.06
|
105.46
|
106.07
|
Best |
9.0 2023 |
6.2 2015 |
7.2 2016 |
7.0 2020 |
5.6 2020 |
5.9 2019 |
5.3 2022 |
5.2 2020 |
7.9 2013 |
6.7 2015 |
14.3 2020 |
5.6 2020 |
Worst |
-5.5 2016 |
-7.7 2020 |
-15.1 2020 |
-6.8 2022 |
-5.2 2019 |
-9.2 2022 |
-2.4 2014 |
-7.2 2015 |
-9.9 2022 |
-8.6 2018 |
-4.6 2021 |
-5.7 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.62
52% |
0.45
61% |
1.17
65% |
2.27
74% |
-0.01
44% |
-0.04
45% |
1.05
64% |
0.06
57% |
-0.65
57% |
0.94
57% |
1.39
68% |
2.03
72% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.62
|
101.08
|
102.26
|
104.58
|
104.57
|
104.53
|
105.62
|
105.69
|
105.00
|
105.98
|
107.46
|
109.64
|
Best |
12.2 1975 |
11.1 1991 |
12.7 1986 |
11.8 2009 |
13.1 2009 |
7.4 1986 |
12.2 1989 |
12.1 1982 |
9.7 2010 |
18.0 1974 |
14.3 2020 |
9.0 2008 |
Worst |
-14.0 2009 |
-10.1 2009 |
-15.1 2020 |
-10.5 1970 |
-11.5 2010 |
-9.2 2022 |
-9.9 2002 |
-12.5 1998 |
-14.2 1990 |
-20.6 2008 |
-10.7 1973 |
-5.7 2018 |
Monthly/Yearly Returns
Developed World ex-US Stocks Portfolio data source starts from January 1970: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+6.73 | +4.42 | 9.0 | -3.5 | 2.6 | 2.6 | -3.7 | |||||||
2022 |
-15.36 | -20.49 | -3.9 | -2.6 | 0.7 | -6.8 | 1.7 | -9.2 | 5.3 | -5.8 | -9.9 | 6.1 | 12.5 | -2.2 |
2021 |
+11.67 | +4.33 | -0.7 | 2.4 | 2.8 | 3.1 | 3.6 | -0.9 | 0.5 | 1.3 | -3.4 | 3.2 | -4.6 | 4.3 |
2020 |
+9.74 | +8.27 | -3.0 | -7.7 | -15.1 | 7.0 | 5.6 | 3.5 | 2.6 | 5.2 | -1.8 | -3.5 | 14.3 | 5.6 |
2019 |
+22.62 | +19.88 | 7.5 | 2.3 | 0.6 | 2.8 | -5.2 | 5.9 | -2.0 | -1.9 | 3.2 | 3.2 | 1.3 | 3.6 |
2018 |
-14.75 | -16.35 | 4.7 | -5.1 | -0.4 | 1.3 | -1.4 | -1.7 | 2.3 | -1.7 | 0.7 | -8.6 | 0.5 | -5.7 |
2017 |
+26.42 | +23.81 | 3.7 | 1.1 | 3.1 | 2.2 | 3.4 | 0.6 | 2.9 | 0.0 | 2.5 | 1.8 | 0.9 | 1.7 |
2016 |
+2.67 | +0.58 | -5.5 | -3.1 | 7.2 | 2.3 | -0.3 | -2.0 | 4.2 | 0.4 | 1.6 | -2.4 | -1.5 | 2.5 |
2015 |
-0.38 | -1.10 | 0.7 | 6.2 | -1.2 | 3.9 | 0.0 | -2.9 | 1.5 | -7.2 | -4.1 | 6.7 | -0.8 | -2.1 |
2014 |
-5.98 | -6.68 | -5.2 | 5.9 | -0.4 | 1.6 | 1.8 | 1.0 | -2.4 | 0.3 | -4.2 | -0.4 | 0.0 | -3.8 |
2013 |
+21.83 | +20.03 | 3.8 | -1.1 | 1.2 | 5.2 | -3.0 | -2.8 | 5.2 | -1.6 | 7.9 | 3.2 | 0.7 | 1.9 |
2012 |
+18.56 | +16.53 | 5.6 | 4.9 | 0.3 | -2.4 | -11.2 | 7.0 | 0.3 | 3.3 | 2.6 | 1.1 | 2.7 | 4.2 |
2011 |
-12.30 | -14.83 | 2.2 | 3.7 | -2.5 | 6.2 | -2.7 | -1.2 | -2.4 | -8.6 | -11.3 | 9.8 | -2.1 | -2.1 |
2010 |
+8.35 | +6.75 | -5.4 | 0.7 | 6.3 | -2.8 | -11.5 | -1.8 | 11.7 | -3.6 | 9.7 | 4.1 | -4.9 | 8.4 |
2009 |
+27.49 | +24.11 | -14.0 | -10.1 | 8.4 | 11.8 | 13.1 | -1.8 | 10.6 | 4.5 | 3.9 | -2.8 | 4.1 | 0.8 |
2008 |
-40.65 | -40.70 | -7.4 | -1.0 | 0.4 | 5.4 | 1.2 | -8.7 | -3.5 | -4.0 | -11.6 | -20.6 | -6.6 | 9.0 |
2007 |
+11.15 | +6.80 | 1.3 | 0.3 | 2.7 | 3.9 | 2.5 | -0.1 | -2.2 | -0.7 | 5.3 | 4.5 | -3.8 | -2.6 |
2006 |
+26.27 | +23.14 | 6.2 | -0.7 | 3.6 | 4.9 | -3.4 | -0.3 | 1.0 | 2.7 | 0.2 | 3.9 | 3.1 | 2.8 |
2005 |
+13.60 | +9.85 | -1.9 | 4.2 | -2.4 | -1.9 | -0.4 | 1.1 | 3.2 | 3.2 | 4.2 | -2.8 | 1.8 | 5.0 |
2004 |
+20.25 | +16.46 | 1.4 | 2.4 | 0.6 | -2.7 | 0.7 | 2.7 | -3.6 | 0.5 | 2.7 | 3.3 | 6.9 | 4.4 |
2003 |
+38.67 | +36.11 | -4.2 | -2.3 | -2.0 | 9.8 | 6.0 | 2.5 | 2.7 | 2.2 | 3.0 | 6.3 | 2.2 | 7.8 |
2002 |
-15.62 | -17.57 | -5.3 | 0.7 | 5.9 | 0.1 | 1.8 | -4.0 | -9.9 | -0.3 | -11.0 | 5.5 | 4.6 | -3.3 |
2001 |
-21.94 | -23.13 | -0.1 | -7.5 | -6.6 | 7.7 | -4.1 | -4.1 | -1.8 | -2.5 | -10.3 | 2.6 | 3.0 | 0.7 |
2000 |
-14.29 | -17.10 | -6.5 | 2.9 | 3.8 | -5.4 | -2.4 | 3.9 | -4.2 | 0.9 | -4.9 | -2.4 | -3.7 | 3.4 |
1999 |
+37.96 | +34.35 | 0.9 | -2.2 | 4.7 | 5.3 | -4.3 | 5.0 | 3.5 | 1.6 | 1.6 | 3.7 | 5.2 | 8.2 |
1998 |
+16.51 | +14.66 | 4.2 | 6.2 | 3.2 | 0.7 | 0.1 | -0.2 | 0.2 | -12.5 | -2.2 | 9.5 | 4.9 | 3.0 |
1997 |
-1.39 | -3.04 | -3.8 | 1.5 | -0.7 | 0.8 | 7.6 | 4.7 | 0.9 | -6.3 | 4.1 | -6.8 | -2.3 | -0.1 |
1996 |
+4.68 | +1.31 | 0.5 | 0.3 | 2.0 | 4.0 | -1.3 | 0.4 | -3.2 | 0.0 | 2.1 | -1.2 | 3.1 | -1.9 |
1995 |
+3.98 | +1.41 | -3.9 | -5.2 | 6.5 | 3.5 | -1.9 | -1.8 | 5.7 | -3.4 | 1.6 | -2.6 | 2.5 | 3.7 |
1994 |
+9.76 | +6.90 | 9.9 | 0.4 | -3.0 | 3.3 | -0.1 | 2.0 | 0.5 | 1.7 | -2.9 | 2.8 | -5.4 | 0.9 |
1993 |
+29.92 | +26.45 | 0.0 | 3.5 | 10.1 | 10.0 | 3.6 | -3.0 | 4.2 | 4.8 | -3.0 | 1.3 | -9.4 | 6.1 |
1992 |
-14.79 | -17.19 | -2.4 | -3.7 | -7.2 | -0.8 | 7.1 | -4.6 | -3.3 | 7.0 | -2.7 | -5.3 | 0.8 | 0.5 |
1991 |
+9.48 | +6.23 | 1.7 | 11.1 | -4.8 | 1.6 | -0.4 | -6.6 | 4.0 | -3.1 | 6.4 | 2.0 | -5.3 | 4.0 |
1990 |
-24.79 | -29.11 | -3.6 | -6.5 | -10.4 | -2.8 | 11.7 | -0.3 | 2.3 | -10.4 | -14.2 | 17.1 | -7.8 | 1.3 |
1989 |
+12.85 | +7.84 | 2.3 | 0.6 | -2.3 | 1.3 | -4.8 | -2.4 | 12.2 | -4.0 | 5.5 | -3.7 | 4.8 | 3.8 |
1988 |
+25.66 | +20.35 | 3.7 | 6.6 | 6.1 | 1.9 | -2.4 | -3.0 | 1.7 | -5.9 | 2.9 | 6.3 | 6.8 | -0.5 |
1987 |
+30.48 | +24.94 | 11.7 | 2.3 | 11.2 | 10.5 | 0.5 | -3.1 | -0.5 | 8.4 | -1.2 | -12.4 | 0.5 | 1.8 |
1986 |
+63.38 | +61.60 | 2.3 | 10.4 | 12.7 | 7.2 | -3.2 | 7.4 | 6.1 | 7.2 | -1.9 | -7.0 | 5.6 | 5.0 |
1985 |
+56.04 | +50.33 | 9.7 | 3.2 | 1.8 | 1.5 | 7.4 | 3.0 | 1.4 | 1.0 | -1.2 | 5.4 | 7.4 | 5.4 |
1984 |
+7.32 | +3.24 | -0.4 | -3.2 | 1.7 | 0.8 | -5.3 | 2.3 | -1.4 | 11.2 | 0.1 | 0.3 | -0.9 | 2.7 |
1983 |
+23.61 | +19.09 | 3.6 | 2.7 | 3.7 | 7.7 | -0.7 | 3.9 | -3.1 | 2.0 | 1.4 | -1.2 | 2.4 | -0.5 |
1982 |
-1.94 | -5.56 | -3.4 | -7.2 | -2.9 | 2.2 | -5.2 | -4.1 | -4.9 | 12.1 | -1.0 | 11.1 | 3.1 | 0.2 |
1981 |
-2.36 | -10.36 | -4.2 | 2.4 | 4.0 | -1.9 | 0.9 | -0.6 | 0.2 | -5.1 | -4.7 | 5.4 | 4.5 | -2.5 |
1980 |
+22.48 | +8.85 | 5.2 | -0.4 | -10.7 | 3.6 | 4.9 | 2.1 | 6.2 | 0.6 | 2.1 | 1.4 | 11.0 | -4.0 |
1979 |
+4.69 | -7.59 | 3.0 | -4.0 | 4.7 | -0.7 | -2.8 | 3.1 | 0.1 | 5.5 | -0.8 | -8.2 | 4.6 | 0.9 |
1978 |
+32.52 | +21.56 | -3.8 | 0.6 | 4.8 | 10.2 | 3.2 | 0.5 | 6.9 | 4.8 | 1.2 | -5.9 | 3.9 | 3.1 |
1977 |
+17.99 | +10.58 | -2.8 | 0.8 | 0.9 | 2.2 | 0.8 | 6.2 | 0.7 | 0.8 | 2.0 | -1.5 | 4.8 | 2.3 |
1976 |
+2.46 | -2.30 | 10.4 | -2.5 | 1.1 | -2.7 | -2.8 | 3.7 | -2.4 | -1.5 | 1.1 | -4.2 | -1.5 | 4.6 |
1975 |
+35.29 | +26.51 | 12.2 | 6.4 | 2.4 | 5.1 | 5.6 | 5.0 | -6.8 | -2.1 | -3.8 | 6.4 | 3.1 | -1.4 |
1974 |
-23.23 | -31.67 | -0.8 | 0.0 | -1.9 | -3.7 | -2.1 | -1.6 | -7.5 | -8.1 | -10.8 | 18.0 | -3.4 | -1.7 |
1973 |
-14.99 | -21.80 | -1.9 | -3.6 | -0.3 | -4.5 | -1.3 | -0.7 | 4.6 | -2.9 | 4.6 | -0.1 | -10.7 | 1.6 |
1972 |
+36.24 | +31.75 | 3.6 | 4.4 | 2.1 | 2.0 | 3.1 | -0.6 | 1.2 | 4.8 | 0.8 | 2.2 | 5.5 | 2.3 |
1971 |
+29.49 | +25.40 | 5.6 | 2.4 | 5.0 | 4.9 | -2.7 | 1.4 | -2.5 | 4.7 | 0.7 | -2.5 | 1.1 | 8.9 |
1970 |
-11.71 | -16.37 | -8.7 | 4.2 | -0.9 | -10.5 | -7.7 | -6.7 | 6.7 | 3.7 | 2.6 | -2.7 | 4.3 | 5.4 |
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007
Portfolio efficiency
Compared to the Developed World ex-US Stocks Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
US Stocks Momentum | +11.80 | 15.15 | -53.85 | 100 | 0 | 0 | ||
Stocks/Bonds 80/20 Momentum | +10.63 | 12.22 | -43.61 | 80 | 20 | 0 | ||
US Stocks | +9.70 | 15.36 | -50.84 | 100 | 0 | 0 | ||
US Stocks Value | +9.50 | 15.19 | -55.41 | 100 | 0 | 0 | ||
US Stocks Minimum Volatility | +9.47 | 13.67 | -43.27 | 100 | 0 | 0 | ||
Warren Buffett Portfolio | +9.33 | 13.50 | -45.52 | 90 | 10 | 0 | ||
Stocks/Bonds 60/40 Momentum | +9.28 | 9.43 | -32.52 | 60 | 40 | 0 | ||
Sheltered Sam 100/0 | +8.92 | 15.16 | -54.91 | 97 | 0 | 3 | ||
Stocks/Bonds 80/20 | +8.89 | 12.33 | -41.09 | 80 | 20 | 0 | ||
Dedalo Three | +8.68 | 15.26 | -52.73 | 100 | 0 | 0 | ||
Simple Path to Wealth | +8.66 | 11.60 | -38.53 | 75 | 25 | 0 | ||
Robust | +8.60 | 10.99 | -44.20 | 70 | 20 | 10 | ||
Sheltered Sam 90/10 | +8.55 | 13.61 | -50.12 | 87.3 | 10 | 2.7 | ||
Aggressive Global Income | +8.52 | 14.36 | -52.63 | 80 | 20 | 0 | ||
Mid-Fifties | +8.33 | 12.89 | -46.21 | 80 | 20 | 0 | ||
Late Thirties to Early Forties | +8.26 | 13.52 | -48.28 | 85 | 15 | 0 | ||
Edge Select Aggressive | +8.21 | 13.16 | -45.65 | 84 | 16 | 0 | ||
Late Sixties and Beyond | +8.19 | 11.57 | -41.80 | 71 | 29 | 0 | ||
Robo Advisor 100 | +8.18 | 15.73 | -54.55 | 100 | 0 | 0 | ||
Mid-Twenties | +8.17 | 13.85 | -49.50 | 87 | 13 | 0 | ||
Dedalo Four | +8.15 | 12.27 | -43.94 | 80 | 20 | 0 | ||
Sheltered Sam 80/20 | +8.15 | 12.09 | -45.06 | 77.6 | 20 | 2.4 | ||
Robo Advisor 90 | +8.08 | 14.37 | -50.07 | 90.1 | 9.9 | 0 | ||
Yale Endowment | +8.06 | 10.83 | -39.48 | 70 | 30 | 0 | ||
Talmud Portfolio | +8.00 | 10.64 | -40.17 | 66.7 | 33.3 | 0 | ||
Second Grader's Starter | +7.94 | 13.75 | -48.52 | 90 | 10 | 0 | ||
Stocks/Bonds 60/40 | +7.93 | 9.46 | -30.55 | 60 | 40 | 0 | ||
Robo Advisor 80 | +7.91 | 13.00 | -45.47 | 80 | 20 | 0 | ||
Couch Potato | +7.88 | 8.66 | -27.04 | 50 | 50 | 0 | ||
Seven Value | +7.85 | 11.26 | -41.22 | 71.5 | 28.5 | 0 | ||
Core Four | +7.77 | 12.08 | -44.44 | 80 | 20 | 0 | ||
Edge Select Moderately Aggressive | +7.77 | 11.04 | -38.23 | 69 | 31 | 0 | ||
Stocks/Bonds 40/60 Momentum | +7.77 | 6.87 | -21.11 | 40 | 60 | 0 | ||
Sheltered Sam 70/30 | +7.72 | 10.60 | -39.73 | 67.9 | 30 | 2.1 | ||
Lazy Portfolio | +7.71 | 10.76 | -40.89 | 70 | 30 | 0 | ||
Family Taxable Portfolio | +7.65 | 11.54 | -38.46 | 70 | 30 | 0 | ||
Four Funds | +7.61 | 12.35 | -44.08 | 80 | 20 | 0 | ||
Six Ways from Sunday | +7.60 | 10.87 | -39.14 | 66.7 | 33.3 | 0 | ||
Jane Bryant Quinn Portfolio | +7.59 | 10.65 | -39.55 | 70 | 30 | 0 | ||
Golden Butterfly | +7.52 | 7.52 | -17.79 | 40 | 40 | 20 | ||
Three Funds | +7.51 | 12.28 | -43.68 | 80 | 20 | 0 | ||
LifeStrategy Growth Fund | +7.45 | 12.31 | -44.18 | 80 | 20 | 0 | ||
Gone Fishin' Portfolio | +7.44 | 12.00 | -43.02 | 65 | 30 | 5 | ||
Coffeehouse | +7.42 | 9.53 | -33.93 | 60 | 40 | 0 | ||
Long Term Portfolio | +7.38 | 12.34 | -45.92 | 80 | 20 | 0 | ||
Perfect Portfolio | +7.34 | 12.31 | -44.81 | 80 | 20 | 0 | ||
No Brainer Portfolio | +7.30 | 11.63 | -40.40 | 75 | 25 | 0 | ||
Robo Advisor 50 | +7.29 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
Sheltered Sam 60/40 | +7.25 | 9.15 | -34.12 | 58.2 | 40 | 1.8 | ||
Pinwheel | +7.25 | 10.41 | -36.89 | 65 | 25 | 10 | ||
Dimensional 2030 Retirement Income | +7.25 | 9.17 | -31.78 | 55.9 | 44.1 | 0 | ||
Tilt Toward Value | +7.25 | 9.29 | -34.63 | 60 | 40 | 0 | ||
Marc Faber Portfolio | +7.20 | 9.54 | -28.82 | 50 | 25 | 25 | ||
All Weather Portfolio | +7.19 | 7.21 | -20.19 | 30 | 55 | 15 | ||
Edge Select Moderate | +7.18 | 8.84 | -29.58 | 53 | 47 | 0 | ||
Five Fold | +7.18 | 9.64 | -37.94 | 60 | 40 | 0 | ||
Gretchen Tai Portfolio | +7.17 | 11.59 | -41.80 | 70 | 30 | 0 | ||
Five Asset | +7.10 | 11.23 | -44.75 | 60 | 20 | 20 | ||
Simple Money Portfolio | +7.08 | 9.00 | -32.39 | 60 | 40 | 0 | ||
Sandwich Portfolio | +7.08 | 8.23 | -28.96 | 55 | 45 | 0 | ||
Margaritaville | +7.07 | 10.78 | -38.70 | 67 | 33 | 0 | ||
Nano Portfolio | +7.04 | 9.55 | -36.66 | 60 | 40 | 0 | ||
Simple and Cheap | +7.02 | 9.29 | -34.84 | 60 | 40 | 0 | ||
Global Market Portfolio | +6.96 | 8.14 | -25.90 | 45 | 55 | 0 | ||
Ultimate Buy&Hold | +6.95 | 9.20 | -34.23 | 60 | 40 | 0 | ||
Coward's Portfolio | +6.94 | 9.02 | -32.68 | 60 | 40 | 0 | ||
LifeStrategy Moderate Growth | +6.90 | 9.43 | -33.52 | 60 | 40 | 0 | ||
Dynamic 40/60 Income | +6.88 | 8.02 | -29.84 | 40 | 60 | 0 | ||
Big Rocks Portfolio | +6.87 | 9.06 | -33.80 | 60 | 40 | 0 | ||
One-Decision Portfolio | +6.84 | 8.25 | -31.96 | 50 | 50 | 0 | ||
GAA Global Asset Allocation | +6.84 | 7.93 | -24.91 | 40.5 | 49.5 | 10 | ||
Stocks/Bonds 40/60 | +6.84 | 6.83 | -19.17 | 40 | 60 | 0 | ||
Dynamic 60/40 Income | +6.83 | 9.22 | -41.44 | 60 | 40 | 0 | ||
Simplified Permanent Portfolio | +6.79 | 6.79 | -16.43 | 25 | 50 | 25 | ||
Sheltered Sam 50/50 | +6.77 | 7.75 | -28.23 | 48.5 | 50 | 1.5 | ||
Four Square | +6.64 | 8.39 | -29.95 | 50 | 50 | 0 | ||
Ivy Portfolio | +6.63 | 11.52 | -47.39 | 60 | 20 | 20 | ||
7Twelve Portfolio | +6.60 | 9.74 | -37.96 | 50 | 33.3 | 16.7 | ||
Ideal Index | +6.58 | 10.60 | -40.11 | 70 | 30 | 0 | ||
High Yield Bonds Income | +6.57 | 8.71 | -23.97 | 0 | 100 | 0 | ||
Zefiro Portfolio | +6.56 | 7.41 | -20.61 | 20 | 50 | 30 | ||
Edge Select Moderately Conservative | +6.51 | 6.73 | -20.48 | 37 | 63 | 0 | ||
Rob Arnott Portfolio | +6.50 | 7.11 | -24.27 | 30 | 60 | 10 | ||
Desert Portfolio | +6.48 | 5.42 | -14.72 | 30 | 60 | 10 | ||
Permanent Portfolio | +6.41 | 6.46 | -15.92 | 25 | 50 | 25 | ||
Lifepath Fund | +6.36 | 6.89 | -21.23 | 40.4 | 59.6 | 0 | ||
Paul Boyer Portfolio | +6.32 | 7.43 | -18.04 | 25 | 50 | 25 | ||
All Country World 80/20 | +6.32 | 12.69 | -47.32 | 80 | 20 | 0 | ||
Andrew Tobias Portfolio | +6.28 | 9.90 | -36.42 | 66.7 | 33.3 | 0 | ||
All Country World 60/40 | +6.27 | 9.99 | -36.70 | 60 | 40 | 0 | ||
Sheltered Sam 40/60 | +6.25 | 6.41 | -22.05 | 38.8 | 60 | 1.2 | ||
LifeStrategy Conservative Growth | +6.22 | 6.79 | -21.90 | 40 | 60 | 0 | ||
Stocks/Bonds 20/80 Momentum | +6.10 | 4.82 | -17.91 | 20 | 80 | 0 | ||
All Country World 40/60 | +6.07 | 7.54 | -25.16 | 40 | 60 | 0 | ||
Larry Portfolio | +6.04 | 5.51 | -15.96 | 30 | 70 | 0 | ||
All Country World 20/80 | +5.75 | 5.54 | -17.97 | 20 | 80 | 0 | ||
Sheltered Sam 30/70 | +5.71 | 5.18 | -16.58 | 29.1 | 70 | 0.9 | ||
Stocks/Bonds 20/80 | +5.62 | 4.76 | -16.57 | 20 | 80 | 0 | ||
Eliminate Fat Tails | +5.59 | 6.36 | -18.42 | 30 | 70 | 0 | ||
Dimensional Retirement Income Fund | +5.48 | 4.78 | -12.91 | 20.4 | 79.6 | 0 | ||
LifeStrategy Income Fund | +5.42 | 4.67 | -16.61 | 20 | 80 | 0 | ||
Gold | +5.37 | 15.53 | -42.91 | 0 | 0 | 100 | ||
Developed World ex-US 40/60 | +5.32 | 7.41 | -26.17 | 40 | 60 | 0 | ||
Developed World ex-US 60/40 | +5.31 | 10.22 | -37.49 | 60 | 40 | 0 | ||
All Country World Bonds | +5.31 | 4.54 | -17.60 | 0 | 100 | 0 | ||
US Inflation Protection | +5.21 | 6.08 | -14.74 | 0 | 100 | 0 | ||
Developed World ex-US 20/80 | +5.19 | 5.23 | -16.80 | 20 | 80 | 0 | ||
Edge Select Conservative | +5.17 | 4.18 | -12.44 | 21 | 79 | 0 | ||
Developed World ex-US 80/20 | +5.17 | 13.31 | -47.74 | 80 | 20 | 0 | ||
Sheltered Sam 20/80 | +5.15 | 4.12 | -11.24 | 19.4 | 80 | 0.6 | ||
Robo Advisor 20 | +5.10 | 4.14 | -12.16 | 19.9 | 80.1 | 0 | ||
Total Bond Developed World ex-US | +4.93 | 4.56 | -14.88 | 0 | 100 | 0 | ||
10-year Treasury | +4.89 | 6.77 | -21.22 | 0 | 100 | 0 | ||
Developed World ex-US Stocks | +4.86 | 16.60 | -57.00 | 100 | 0 | 0 |
The following portfolios share asset allocation strategy and/or similar asset weights.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Developed World ex-US Stocks Momentum | +3.53 | 16.20 | -28.57 | 100 | 0 | 0 | ||
Developed World ex-US Stocks | +3.21 | 18.40 | -28.08 | 100 | 0 | 0 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Technology | +13.50 | 23.92 | -81.08 | 100 | 0 | 0 | ||
US Stocks Momentum | +11.80 | 15.15 | -53.85 | 100 | 0 | 0 | ||
Stocks/Bonds 80/20 Momentum | +10.63 | 12.22 | -43.61 | 80 | 20 | 0 | ||
US Stocks | +9.70 | 15.36 | -50.84 | 100 | 0 | 0 | ||
US Stocks Value | +9.50 | 15.19 | -55.41 | 100 | 0 | 0 |