Last Update: 31 March 2024
The Emerging Markets Stocks Portfolio obtained a 5.08% compound annual return, with a 22.37% standard deviation, in the last 30 Years.
The Craig Israelsen 7Twelve Portfolio obtained a 6.85% compound annual return, with a 9.75% standard deviation, in the last 30 Years.
Summary
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| Emerging Markets Stocks Portfolio | Craig Israelsen 7Twelve Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 100% | 50% |
| Fixed Income | 0% | 33.34% | |
| Commodities | 0% | 16.66% | |
| 30 Years Stats | Return | +5.08% | +6.85% |
| Std Dev | 22.37% | 9.75% | |
| Max Drawdown | -60.44% | -37.96% | |
| All time Stats (Since Jan 1976) |
Return | +7.45% | +9.27% |
| Std Dev | 24.02% | 9.48% | |
| Max Drawdown | -60.44% | -37.96% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Emerging Markets Stocks Portfolio | +2.73 | +10.33 | +6.95 | +1.43 | +2.24 | +5.08 | +7.45 |
| Craig Israelsen 7Twelve Portfolio | +2.36 | +9.67 | +10.39 | +6.05 | +4.15 | +6.85 | +9.27 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Emerging Markets Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.42$, with a total return of 341.65%
(5.08% annualized).
Craig Israelsen 7Twelve Portfolio: an investment of 1$, since April 1994, now would be worth 7.30$, with a total return of 630.07% (6.85% annualized).
Craig Israelsen 7Twelve Portfolio: an investment of 1$, since April 1994, now would be worth 7.30$, with a total return of 630.07% (6.85% annualized).
Emerging Markets Stocks Portfolio: an investment of 1$, since January 1976,
now would be worth 32.10$, with a total return of 3109.71%
(7.45% annualized).
Craig Israelsen 7Twelve Portfolio: an investment of 1$, since January 1976, now would be worth 72.17$, with a total return of 7117.08% (9.27% annualized).
Craig Israelsen 7Twelve Portfolio: an investment of 1$, since January 1976, now would be worth 72.17$, with a total return of 7117.08% (9.27% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
Craig Israelsen 7Twelve Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -53.99% | Aug 1997 | Aug 1998 (13) | Jan 2004 (78) | 29.43 | |||||
| -37.96% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 18.93 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -27.16% | Sep 1994 | Mar 1995 (7) | Jan 1997 (29) | 14.80 | |||||
| -17.90% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -14.54% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 6.60 | |||||
| -13.54% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 6.14 | |||||
| -13.50% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 4.88 | |||||
| -13.28% | Apr 2022 | Sep 2022 (6) | Feb 2024 (23) | 6.26 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
| -11.14% | May 2006 | May 2006 (1) | Nov 2006 (7) | 7.49 | |||||
| -10.05% | Feb 2001 | Sep 2001 (8) | Apr 2003 (27) | 4.49 | |||||
| -9.83% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.66 | |||||
| -9.06% | Mar 2005 | Apr 2005 (2) | Jul 2005 (5) | 5.61 | |||||
| -6.34% | Oct 2005 | Oct 2005 (1) | Dec 2005 (3) | 3.20 | |||||
| -5.06% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.00 | |||||
| -4.74% | Mar 1997 | Apr 1997 (2) | Jun 1997 (4) | 2.55 | |||||
| -4.51% | Sep 1994 | Nov 1994 (3) | Apr 1995 (8) | 2.66 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
Craig Israelsen 7Twelve Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -55.33% | Mar 1987 | Dec 1987 (10) | Sep 1989 (31) | 35.10 | |||||
| -55.05% | Dec 1980 | Jul 1982 (20) | May 1986 (66) | 33.21 | |||||
| -54.22% | Feb 1994 | Aug 1998 (55) | Jan 2004 (120) | 26.65 | |||||
| -37.96% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 18.93 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -34.47% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 19.05 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -23.01% | Jun 1992 | Dec 1992 (7) | Apr 1993 (11) | 13.98 | |||||
| -17.90% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -14.54% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 6.60 | |||||
| -13.68% | Feb 1980 | Mar 1980 (2) | Nov 1980 (10) | 6.61 | |||||
| -13.54% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 6.14 | |||||
| -13.50% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 4.88 | |||||
| -13.43% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 6.31 | |||||
| -13.28% | Apr 2022 | Sep 2022 (6) | Feb 2024 (23) | 6.26 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
| -11.14% | May 2006 | May 2006 (1) | Nov 2006 (7) | 7.49 | |||||
| -10.62% | Jan 1990 | Apr 1990 (4) | Jun 1990 (6) | 6.39 | |||||
| -10.52% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 5.02 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+2.16%
|
-4.53% |
+3.79%
|
-0.30% |
| 2023 |
+8.99%
|
-12.51% |
+8.77%
|
-6.61% |
| 2022 |
-20.56%
|
-29.40% |
-7.91%
|
-13.28% |
| 2021 |
-3.61%
|
-11.44% |
+16.41%
|
-3.52% |
| 2020 |
+17.03%
|
-23.94% |
+3.64%
|
-17.90% |
| 2019 |
+18.20%
|
-7.82% |
+17.04%
|
-3.93% |
| 2018 |
-15.31%
|
-22.75% |
-6.60%
|
-9.83% |
| 2017 |
+37.28%
|
-0.39% |
+11.15%
|
-0.23% |
| 2016 |
+10.87%
|
-5.81% |
+7.88%
|
-3.46% |
| 2015 |
-16.18%
|
-23.20% |
-6.71%
|
-8.96% |
| 2014 |
-3.93%
|
-11.58% |
-0.27%
|
-5.11% |
| 2013 |
-3.69%
|
-13.17% |
+9.98%
|
-2.34% |
| 2012 |
+19.10%
|
-14.96% |
+9.05%
|
-5.96% |
| 2011 |
-18.82%
|
-29.09% |
-0.33%
|
-13.50% |
| 2010 |
+16.51%
|
-10.81% |
+12.87%
|
-7.69% |
| 2009 |
+68.93%
|
-14.98% |
+19.77%
|
-13.75% |
| 2008 |
-48.88%
|
-53.98% |
-24.01%
|
-29.50% |
| 2007 |
+33.31%
|
-8.97% |
+11.31%
|
-2.37% |
| 2006 |
+31.19%
|
-11.14% |
+12.08%
|
-2.41% |
| 2005 |
+32.62%
|
-9.06% |
+11.36%
|
-3.44% |
| 2004 |
+24.63%
|
-11.25% |
+14.33%
|
-5.06% |
| 2003 |
+57.65%
|
-5.76% |
+25.20%
|
-1.95% |
| 2002 |
-7.43%
|
-24.27% |
+4.93%
|
-5.27% |
| 2001 |
-2.88%
|
-30.79% |
-4.66%
|
-10.05% |
| 2000 |
-27.56%
|
-31.63% |
+11.53%
|
-2.79% |
| 1999 |
+61.57%
|
-4.87% |
+19.24%
|
-3.02% |
| 1998 |
-18.12%
|
-40.98% |
-1.40%
|
-13.54% |
| 1997 |
-16.82%
|
-27.85% |
+7.34%
|
-3.49% |
| 1996 |
+15.83%
|
-6.73% |
+16.09%
|
-3.26% |
| 1995 |
+0.56%
|
-11.22% |
+18.64%
|
-1.07% |
| 1994 |
-20.17%
|
-25.83% |
-1.53%
|
-6.66% |
| 1993 |
+100.42%
|
-5.91% |
+17.28%
|
-3.19% |
| 1992 |
-10.90%
|
-23.01% |
+5.45%
|
-2.13% |
| 1991 |
+111.70%
|
-7.61% |
+26.17%
|
-3.31% |
| 1990 |
-1.92%
|
-34.47% |
+1.68%
|
-5.15% |
| 1989 |
+98.20%
|
-6.54% |
+27.09%
|
-1.51% |
| 1988 |
+36.81%
|
-6.67% |
+17.78%
|
-2.03% |
| 1987 |
-46.69%
|
-55.33% |
+3.08%
|
-13.43% |
| 1986 |
+11.58%
|
-9.07% |
+16.22%
|
-3.66% |
| 1985 |
+27.58%
|
-4.87% |
+24.57%
|
-0.68% |
| 1984 |
+16.85%
|
-4.31% |
+8.53%
|
-2.58% |
| 1983 |
+14.20%
|
-3.85% |
+17.12%
|
-1.50% |
| 1982 |
-31.65%
|
-40.30% |
+15.88%
|
-3.72% |
| 1981 |
-20.21%
|
-22.51% |
-1.36%
|
-7.83% |
| 1980 |
+6.80%
|
-13.68% |
+16.18%
|
-10.52% |
| 1979 |
+19.35%
|
-6.39% |
+20.37%
|
-6.26% |
| 1978 |
+14.19%
|
-7.84% |
+13.62%
|
-5.84% |
| 1977 |
+6.78%
|
-3.89% |
+7.11%
|
-1.81% |
| 1976 |
+6.79%
|
-7.97% |
+15.46%
|
-2.12% |
