Craig Israelsen 7Twelve Portfolio vs Stocks/Bonds 40/60 Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - April 2025 (~43 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond April 2025.
Reset settings
Close
Results
30 Years
All (since January 1982)
Inflation Adjusted:
Craig Israelsen 7Twelve Portfolio
1.00$
Initial Capital
May 1995
7.21$
Final Capital
April 2025
6.81%
Yearly Return
9.77%
Std Deviation
-37.96%
Max Drawdown
33months
Recovery Period
1.00$
Initial Capital
May 1995
3.42$
Final Capital
April 2025
4.19%
Yearly Return
9.77%
Std Deviation
-37.23%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
January 1982
38.63$
Final Capital
April 2025
8.80%
Yearly Return
9.35%
Std Deviation
-37.96%
Max Drawdown
33months
Recovery Period
1.00$
Initial Capital
January 1982
11.37$
Final Capital
April 2025
5.77%
Yearly Return
9.35%
Std Deviation
-37.23%
Max Drawdown
35months
Recovery Period
Stocks/Bonds 40/60 Momentum Portfolio
1.00$
Initial Capital
May 1995
10.51$
Final Capital
April 2025
8.16%
Yearly Return
7.10%
Std Deviation
-21.11%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
May 1995
4.99$
Final Capital
April 2025
5.50%
Yearly Return
7.10%
Std Deviation
-27.85%
Max Drawdown
42months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1982
55.73$
Final Capital
April 2025
9.72%
Yearly Return
7.46%
Std Deviation
-21.11%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
January 1982
16.40$
Final Capital
April 2025
6.67%
Yearly Return
7.46%
Std Deviation
-27.85%
Max Drawdown
42months*
Recovery Period
* in progress

As of April 2025, in the previous 30 Years, the Craig Israelsen 7Twelve Portfolio obtained a 6.81% compound annual return, with a 9.77% standard deviation. It suffered a maximum drawdown of -37.96% that required 33 months to be recovered.

As of April 2025, in the previous 30 Years, the Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.16% compound annual return, with a 7.10% standard deviation. It suffered a maximum drawdown of -21.11% that required 35 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Buy now
English book
Buy now
Italian book

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Craig Israelsen 7Twelve Portfolio
Weight
(%)		 Ticker Name
8.34
VNQ
Vanguard Real Estate
8.34
VV
Vanguard Large-Cap
8.33
EEM
iShares MSCI Emerging Markets
8.33
EFA
iShares MSCI EAFE
8.33
IJR
iShares Core S&P Small-Cap
8.33
VO
Vanguard Mid-Cap
25.00
IEI
iShares 3-7 Year Treasury Bond
8.34
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
16.66
GSG
iShares S&P GSCI Commodity Indexed Trust
Stocks/Bonds 40/60 Momentum Portfolio
Weight
(%)		 Ticker Name
40.00
MTUM
iShares Edge MSCI USA Momentum Fctr
60.00
BND
Vanguard Total Bond Market
Test Your Asset Allocation
Evaluate your portfolio strategy in 7 different currencies
Try the Backtest Tool

Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1982 - 30 April 2025 (~43 years)
Swipe left to see all data
Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_craig_israelsen.webp 7Twelve Portfolio
Craig Israelsen 		0.08 -1.47 0.03 6.16 8.85 4.50 6.81 8.80
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 40/60 Momentum
-- Market Benchmark 		2.44 1.68 3.30 12.98 4.94 6.27 8.16 9.72
Return over 1 year are annualized.
Explore All Lazy Portfolios
Tailored Portfolios for every Investment Strategy

Capital Growth as of Apr 30, 2025

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since May 1995, now would be worth 7.21$, with a total return of 621.11% (6.81% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since May 1995, now would be worth 10.51$, with a total return of 951.11% (8.16% annualized).


Loading data
Please wait
Craig Israelsen 7Twelve Portfolio: an investment of 1$, since January 1982, now would be worth 38.63$, with a total return of 3763.13% (8.80% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 55.73$, with a total return of 5473.10% (9.72% annualized).


Loading data
Please wait
Readings that may interest you

Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1982 - 30 April 2025 (~43 years)
Swipe left to see all data
7Twelve Portfolio Stocks/Bonds 40/60 Momentum
Author Craig Israelsen
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 33.34% 60%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 6.16 12.98
Infl. Adjusted Return (%) 4.00 10.69
DRAWDOWN
Deepest Drawdown Depth (%) -2.38 -3.03
Start to Recovery (months) 5* 2*
Longest Drawdown Depth (%) -2.38 -2.82
Start to Recovery (months) 5* 3
Longest Negative Period (months) 8* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.67 7.65
Sharpe Ratio 0.24 1.07
Sortino Ratio 0.31 1.32
Ulcer Index 1.05 1.28
Ratio: Return / Standard Deviation 1.09 1.70
Ratio: Return / Deepest Drawdown 2.59 4.29
Metrics calculated over the period 1 May 2024 - 30 April 2025
Swipe left to see all data
7Twelve Portfolio Stocks/Bonds 40/60 Momentum
Author Craig Israelsen
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 33.34% 60%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 8.85 4.94
Infl. Adjusted Return (%) 4.13 0.39
DRAWDOWN
Deepest Drawdown Depth (%) -13.28 -21.11
Start to Recovery (months) 23 35
Longest Drawdown Depth (%) -13.28 -21.11
Start to Recovery (months) 23 35
Longest Negative Period (months) 30 42
RISK INDICATORS
Standard Deviation (%) 9.67 9.75
Sharpe Ratio 0.65 0.25
Sortino Ratio 0.88 0.33
Ulcer Index 4.03 10.15
Ratio: Return / Standard Deviation 0.91 0.51
Ratio: Return / Deepest Drawdown 0.67 0.23
Metrics calculated over the period 1 May 2020 - 30 April 2025
Swipe left to see all data
7Twelve Portfolio Stocks/Bonds 40/60 Momentum
Author Craig Israelsen
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 33.34% 60%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 4.50 6.27
Infl. Adjusted Return (%) 1.38 3.10
DRAWDOWN
Deepest Drawdown Depth (%) -17.90 -21.11
Start to Recovery (months) 11 35
Longest Drawdown Depth (%) -13.28 -21.11
Start to Recovery (months) 23 35
Longest Negative Period (months) 59 46
RISK INDICATORS
Standard Deviation (%) 9.62 8.26
Sharpe Ratio 0.29 0.55
Sortino Ratio 0.37 0.72
Ulcer Index 4.93 7.32
Ratio: Return / Standard Deviation 0.47 0.76
Ratio: Return / Deepest Drawdown 0.25 0.30
Metrics calculated over the period 1 May 2015 - 30 April 2025
Swipe left to see all data
7Twelve Portfolio Stocks/Bonds 40/60 Momentum
Author Craig Israelsen
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 33.34% 60%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 6.81 8.16
Infl. Adjusted Return (%) 4.19 5.50
DRAWDOWN
Deepest Drawdown Depth (%) -37.96 -21.11
Start to Recovery (months) 33 35
Longest Drawdown Depth (%) -14.54 -21.11
Start to Recovery (months) 37 35
Longest Negative Period (months) 73 46
RISK INDICATORS
Standard Deviation (%) 9.77 7.10
Sharpe Ratio 0.46 0.83
Sortino Ratio 0.60 1.09
Ulcer Index 7.03 5.26
Ratio: Return / Standard Deviation 0.70 1.15
Ratio: Return / Deepest Drawdown 0.18 0.39
Metrics calculated over the period 1 May 1995 - 30 April 2025
Swipe left to see all data
7Twelve Portfolio Stocks/Bonds 40/60 Momentum
Author Craig Israelsen
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 33.34% 60%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 8.80 9.72
Infl. Adjusted Return (%) 5.77 6.67
DRAWDOWN
Deepest Drawdown Depth (%) -37.96 -21.11
Start to Recovery (months) 33 35
Longest Drawdown Depth (%) -14.54 -21.11
Start to Recovery (months) 37 35
Longest Negative Period (months) 73 46
RISK INDICATORS
Standard Deviation (%) 9.35 7.46
Sharpe Ratio 0.56 0.82
Sortino Ratio 0.72 1.10
Ulcer Index 6.03 4.66
Ratio: Return / Standard Deviation 0.94 1.30
Ratio: Return / Deepest Drawdown 0.23 0.46
Metrics calculated over the period 1 January 1982 - 30 April 2025
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book

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 COMPARISON
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1982 - 30 April 2025 (~43 years)

Loading data
Please wait
Swipe left to see all data
7Twelve Portfolio Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.96 33 Jun 2008
Feb 2011
-21.11 35 Nov 2021
Sep 2024
-20.54 30 Nov 2007
Apr 2010
-17.90 11 Jan 2020
Nov 2020
-14.54 37 Jul 2014
Jul 2017
-13.54 13 Apr 1998
Apr 1999
-13.50 20 May 2011
Dec 2012
-13.28 23 Apr 2022
Feb 2024
-10.05 27 Feb 2001
Apr 2003
-9.83 7 Oct 2018
Apr 2019
-8.48 28 Feb 2001
May 2003
-7.10 4 Feb 2020
May 2020
-5.89 6 Oct 2018
Mar 2019
-5.06 6 Apr 2004
Sep 2004
-4.35 6 Nov 2007
Apr 2008

Loading data
Please wait
Swipe left to see all data
7Twelve Portfolio Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.96 33 Jun 2008
Feb 2011
-21.11 35 Nov 2021
Sep 2024
-20.54 30 Nov 2007
Apr 2010
-17.90 11 Jan 2020
Nov 2020
-14.54 37 Jul 2014
Jul 2017
-13.77 19 Sep 1987
Mar 1989
-13.54 13 Apr 1998
Apr 1999
-13.50 20 May 2011
Dec 2012
-13.43 14 Sep 1987
Oct 1988
-13.28 23 Apr 2022
Feb 2024
-10.05 27 Feb 2001
Apr 2003
-9.83 7 Oct 2018
Apr 2019
-8.48 28 Feb 2001
May 2003
-7.10 4 Feb 2020
May 2020
-6.66 16 Feb 1994
May 1995

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 30 April 2025 (~43 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

Swipe left to see all data
7Twelve Portfolio Stocks/Bonds 40/60 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.08 -2.26 2.44 -3.03
2024
 7.60 -2.38 13.98 -3.77
2023
 8.76 -6.62 6.90 -5.19
2022
 -7.91 -13.28 -15.17 -19.48
2021
 16.41 -3.52 4.23 -2.38
2020
 3.64 -17.90 16.57 -7.10
2019
 17.04 -3.93 16.20 -0.81
2018
 -6.60 -9.83 -0.73 -5.89
2017
 11.15 -0.23 17.14 0.00
2016
 7.88 -3.46 3.51 -3.61
2015
 -6.71 -8.96 3.91 -2.95
2014
 -0.27 -5.11 9.34 -1.49
2013
 9.98 -2.34 12.57 -1.74
2012
 9.05 -5.96 7.87 -2.05
2011
 -0.33 -13.50 7.13 -3.62
2010
 12.87 -7.69 10.93 -3.48
2009
 19.77 -13.75 9.16 -9.41
2008
 -24.01 -29.50 -12.27 -15.80
2007
 11.31 -2.37 11.21 -0.82
2006
 12.08 -2.41 6.78 -1.50
2005
 11.36 -3.44 9.09 -0.93
2004
 14.33 -5.06 9.22 -2.12
2003
 25.20 -1.95 12.78 -1.27
2002
 4.93 -5.27 0.04 -5.36
2001
 -4.66 -10.05 -1.88 -6.89
2000
 11.53 -2.79 2.99 -3.33
1999
 19.24 -3.02 15.71 -1.69
1998
 -1.40 -13.54 24.65 -4.13
1997
 7.34 -3.49 20.41 -2.69
1996
 16.09 -3.26 14.08 -1.52
1995
 18.64 -1.07 27.84 0.00
1994
 -1.53 -6.66 -2.03 -5.91
1993
 17.28 -3.19 11.10 -0.87
1992
 5.45 -2.13 6.01 -2.11
1991
 26.17 -3.31 23.91 -1.79
1990
 1.68 -5.15 5.79 -5.29
1989
 27.09 -1.51 25.29 -1.01
1988
 17.78 -2.03 7.24 -2.95
1987
 3.08 -13.43 1.86 -13.77
1986
 16.22 -3.66 18.14 -4.37
1985
 24.57 -0.68 26.30 -0.74
1984
 8.53 -2.58 8.68 -6.28
1983
 17.12 -1.50 9.91 -2.81
1982
 15.88 -3.72 30.86 -1.48
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book