Data Source: from January 1985 to December 2023 (~39 years)
Consolidated Returns as of 31 December 2023
Live Update: Jan 10 2024, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.39%
1 Day
Jan 10 2024, 04:00PM Eastern Time
0.62%
Current Month
January 2024
The All Country World 80/20 Portfolio is a Very High Risk portfolio and can be implemented with 4 ETFs.
It's exposed for 80% on the Stock Market.
In the last 30 Years, the All Country World 80/20 Portfolio obtained a 6.49% compound annual return, with a 12.79% standard deviation.
Table of contents
Asset Allocation and ETFs
The All Country World 80/20 Portfolio has the following asset allocation:
80% Stocks
20% Fixed Income
0% Commodities
The All Country World 80/20 Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 80.00 | VT | USD | Vanguard Total World Stock | Equity, Global, Large Cap |
| 10.00 | BND | USD | Vanguard Total Bond Market | Bond, U.S., All-Term |
| 7.00 | BNDX | USD | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
| 3.00 | EMB | USD | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging 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 Dec 31, 2023
The All Country World 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.
- the actual US Inflation rates.
January 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
ALL COUNTRY WORLD 80/20 PORTFOLIO
Consolidated returns as of 31 December 2023
Live Update: Jan 10 2024, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Dec 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jan 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX (~39Y) | |||
| All Country World 80/20 Portfolio | 0.39 | -0.62 | 4.87 | 6.78 | 19.08 | 9.74 | 6.95 | 6.49 | 8.34 | |||
| US Inflation Adjusted return | 4.87 | 6.10 | 15.10 | 5.42 | 4.04 | 3.88 | 5.41 | |||||
| Components | ||||||||||||
VT | USD | Vanguard Total World Stock | 0.49 | 04:00PM, Jan 10 2024 | -0.52 | 5.15 | 7.37 | 22.02 | 11.84 | 8.06 | 6.45 | 8.40 |
BND | USD | Vanguard Total Bond Market | -0.18 | 04:00PM, Jan 10 2024 | -0.84 | 3.55 | 3.16 | 5.41 | 1.05 | 1.75 | 4.23 | 5.76 |
BNDX | USD | Vanguard Total International Bond | -0.14 | 04:00PM, Jan 10 2024 | -0.97 | 3.22 | 4.83 | 8.79 | 0.92 | 2.41 | 4.71 | 6.64 |
EMB | USD | iShares JP Morgan USD Em Mkts Bd | 0.71 | 04:00PM, Jan 10 2024 | -1.68 | 4.54 | 5.93 | 10.22 | 1.31 | 2.68 | 8.77 | 9.48 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Nov 2023.
Pending updates, the monthly inflation is set at 0% for the subsequent periods.Current inflation (annualized) is 1Y: 3.45% , 5Y: 4.09% , 10Y: 2.80% , 30Y: 2.51%
Live update: World Markets and Indexes
In 2023, the All Country World 80/20 Portfolio granted a 2.77% dividend yield. If you are interested in getting periodic income, please refer to the All Country World 80/20 Portfolio: Dividend Yield page.
Capital Growth as of Dec 31, 2023
An investment of 1$, since January 1994, now would be worth 6.59$, with a total return of 559.47% (6.49% annualized).
The Inflation Adjusted Capital now would be 3.13$, with a net total return of 213.14% (3.88% annualized).
An investment of 1$, since January 1985, now would be worth 22.73$, with a total return of 2173.15% (8.34% annualized).
The Inflation Adjusted Capital now would be 7.80$, with a net total return of 679.55% (5.41% annualized).
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Portfolio Metrics as of Dec 31, 2023
Metrics of All Country World 80/20 Portfolio, updated as of 31 December 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.
- the actual US Inflation rates.
ALL COUNTRY WORLD 80/20 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 December 2023 (~39 years)
Swipe left to see all data
| Metrics as of Dec 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~39Y) | |
| Investment Return (%) | 4.87 | 10.50 | 6.78 | 19.08 | 4.05 | 9.74 | 6.95 | 6.69 | 6.49 | 8.34 |
| Infl. Adjusted Return (%) details | 4.87 | 10.77 | 6.10 | 15.10 | -1.50 | 5.42 | 4.04 | 4.00 | 3.88 | 5.41 |
| US Inflation (%) | 0.00 | -0.24 | 0.64 | 3.45 | 5.64 | 4.09 | 2.80 | 2.59 | 2.51 | 2.78 |
| Pending updates, the monthly inflation after Nov 2023 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 (%) | -8.64 | -23.52 | -23.52 | -23.52 | -47.32 | -47.32 | -47.32 | |||
| Start to Recovery (# months) details | 5 | 24* | 24* | 24* | 63 | 63 | 63 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 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 | 15 | 15 | 15 | 47 | 47 | 47 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 01 | 2013 01 | 2013 01 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | -36.69 | -36.69 | |||
| Start to Recovery (# months) details | 66 | 66 | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 15 | 47 | 36 | 36 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 01 | 2005 09 | 2005 09 | |||
| Longest negative period (# months) details | 9 | 34 | 34 | 34 | 65 | 139 | 139 | |||
| Period Start (yyyy mm) | 2023 02 | 2021 01 | 2021 01 | 2021 01 | 2006 05 | 1997 08 | 1997 08 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2011 09 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -2.15 | -0.24 | -0.24 | -0.24 | -0.32 | -0.11 | -0.11 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -9.23 | -28.54 | -28.54 | -28.54 | -48.13 | -48.13 | -48.13 | |||
| Start to Recovery (# months) details | 5 | 28* | 28* | 28* | 72 | 72 | 72 | |||
| 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 | 15 | 15 | 15 | 56 | 56 | 56 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 10 | 2013 10 | 2013 10 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | -40.40 | -40.40 | |||
| Start to Recovery (# months) details | 84 | 84 | ||||||||
| Start (yyyy mm) | 2023 08 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2000 01 | 2000 01 | |||
| Start to Bottom (# months) | 3 | 13 | 13 | 13 | 16 | 33 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 15 | 56 | 51 | 51 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 10 | 2006 12 | 2006 12 | |||
| Longest negative period (# months) details | 9 | 36* | 48 | 60 | 82 | 181 | 181 | |||
| Period Start (yyyy mm) | 2023 02 | 2021 01 | 2019 11 | 2017 10 | 2004 12 | 1994 02 | 1994 02 | |||
| Period End (yyyy mm) | 2023 10 | 2023 12 | 2023 10 | 2022 09 | 2011 09 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -5.74 | -1.50 | -0.03 | -0.16 | -0.07 | -0.05 | -0.05 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 13.64 | 14.39 | 15.27 | 12.48 | 13.16 | 12.79 | 13.12 | |||
| Sharpe Ratio | 1.04 | 0.14 | 0.53 | 0.47 | 0.41 | 0.33 | 0.33 | |||
| Sortino Ratio | 1.49 | 0.19 | 0.70 | 0.63 | 0.54 | 0.44 | 0.44 | |||
| Ulcer Index | 3.18 | 10.15 | 8.51 | 6.64 | 11.33 | 12.53 | 11.43 | |||
| Ratio: Return / Standard Deviation | 1.40 | 0.28 | 0.64 | 0.56 | 0.51 | 0.51 | 0.64 | |||
| Ratio: Return / Deepest Drawdown | 2.21 | 0.17 | 0.41 | 0.30 | 0.14 | 0.14 | 0.18 | |||
| % Positive Months details | 58% | 58% | 63% | 65% | 62% | 61% | 62% | |||
| Positive Months | 7 | 21 | 38 | 79 | 150 | 221 | 293 | |||
| Negative Months | 5 | 15 | 22 | 41 | 90 | 139 | 175 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 6.95 | 11.54 | 11.54 | 13.31 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.80 | -1.21 | -1.21 | |||||||
| Best 10 Years Return (%) - Annualized | 4.04 | 9.60 | 9.60 | 9.60 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.98 | -3.69 | -3.69 | |||||||
ROLLING PERIOD RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 49.26 | 21.08 | 17.47 | 11.54 | 7.57 | 6.49 | ||||
| Worst Rolling Return (%) - Annualized | -41.36 | -13.44 | -3.99 | -1.21 | 3.49 | |||||
| % Positive Periods | 74% | 83% | 89% | 98% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 46.13 | 18.28 | 15.11 | 9.60 | 5.06 | 3.88 | ||||
| Worst Rolling Return (%) - Annualized | -41.50 | -15.53 | -6.46 | -3.69 | 1.39 | |||||
| % Positive Periods | 69% | 76% | 75% | 90% | 100% | 100% | ||||
| Over all the available data source (Jan 1985 - Dec 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 52.32 | 29.04 | 23.90 | 13.31 | 10.19 | 8.67 | ||||
| Worst Rolling Return (%) - Annualized | -41.36 | -13.44 | -3.99 | -1.21 | 3.49 | 5.92 | ||||
| % Positive Periods | 76% | 86% | 92% | 98% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 49.96 | 25.18 | 19.51 | 9.60 | 6.98 | 5.80 | ||||
| Worst Rolling Return (%) - Annualized | -41.50 | -15.53 | -6.46 | -3.69 | 0.71 | 3.25 | ||||
| % Positive Periods | 70% | 77% | 80% | 93% | 100% | 100% | ||||
WITHDRAWAL RATES (WR) | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 33.57 | 26.21 | 12.64 | 7.38 | 5.90 | 9.04 | ||||
| Perpetual WR (%) | 0.00 | 5.14 | 3.89 | 3.85 | 3.73 | 5.13 | ||||
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 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).
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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 31 December 2023
Swipe left to see all data
| Asset | VT | BND | BNDX | EMB |
|---|---|---|---|---|
VT | - | 0.87 | 0.79 | 0.97 |
BND | 0.87 | - | 0.97 | 0.93 |
BNDX | 0.79 | 0.97 | - | 0.88 |
EMB | 0.97 | 0.93 | 0.88 | - |
| Asset | VT | BND | BNDX | EMB |
|---|---|---|---|---|
VT | - | 0.57 | 0.57 | 0.85 |
BND | 0.57 | - | 0.90 | 0.74 |
BNDX | 0.57 | 0.90 | - | 0.73 |
EMB | 0.85 | 0.74 | 0.73 | - |
| Asset | VT | BND | BNDX | EMB |
|---|---|---|---|---|
VT | - | 0.42 | 0.42 | 0.75 |
BND | 0.42 | - | 0.88 | 0.71 |
BNDX | 0.42 | 0.88 | - | 0.67 |
EMB | 0.75 | 0.71 | 0.67 | - |
| Asset | VT | BND | BNDX | EMB |
|---|---|---|---|---|
VT | - | 0.17 | 0.18 | 0.61 |
BND | 0.17 | - | 0.68 | 0.50 |
BNDX | 0.18 | 0.68 | - | 0.36 |
EMB | 0.61 | 0.50 | 0.36 | - |
| Asset | VT | BND | BNDX | EMB |
|---|---|---|---|---|
VT | - | 0.21 | 0.21 | 0.58 |
BND | 0.21 | - | 0.74 | 0.52 |
BNDX | 0.21 | 0.74 | - | 0.43 |
EMB | 0.58 | 0.52 | 0.43 | - |
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.
ALL COUNTRY WORLD 80/20 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 January 1994 - 31 December 2023 (30 Years)
Data Source: 1 January 1985 - 31 December 2023 (~39 years)
Inflation Adjusted:
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -47.32% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 19.94 |
| -36.69% | Apr 2000 | Sep 2002 | 30 | Sep 2005 | 36 | 66 | 19.39 |
| -23.52% | Jan 2022 | Sep 2022 | 9 | in progress | 15 | 24 | 12.32 |
| -17.97% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 | 7.88 |
| -12.27% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 5.82 |
| -11.51% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 4.87 |
| -10.78% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 | 5.78 |
| -6.57% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 4.19 |
| -5.88% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 15 | 3.40 |
| -4.62% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 2.67 |
| -4.51% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 | 3.00 |
| -3.98% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 2.31 |
| -3.66% | May 2006 | Jun 2006 | 2 | Sep 2006 | 3 | 5 | 2.41 |
| -3.60% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.08 |
| -3.46% | May 2013 | Jun 2013 | 2 | Jul 2013 | 1 | 3 | 1.79 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -48.13% | Nov 2007 | Feb 2009 | 16 | Oct 2013 | 56 | 72 | 21.55 |
| -40.40% | Jan 2000 | Sep 2002 | 33 | Dec 2006 | 51 | 84 | 21.63 |
| -28.54% | Sep 2021 | Sep 2022 | 13 | in progress | 15 | 28 | 16.85 |
| -18.34% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 | 8.02 |
| -12.75% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 6.16 |
| -12.69% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 5.52 |
| -10.82% | May 2015 | Feb 2016 | 10 | Jan 2017 | 11 | 21 | 5.12 |
| -7.92% | Feb 1994 | Jan 1995 | 12 | Jul 1995 | 6 | 18 | 4.56 |
| -7.21% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 4.59 |
| -4.16% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 2.42 |
| -3.68% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 2.13 |
| -3.34% | May 1999 | May 1999 | 1 | Jun 1999 | 1 | 2 | 1.93 |
| -3.08% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 | 1.92 |
| -2.88% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 | 1.45 |
| -2.46% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 | 1.42 |
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -47.32% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 19.94 |
| -36.69% | Apr 2000 | Sep 2002 | 30 | Sep 2005 | 36 | 66 | 19.39 |
| -23.52% | Jan 2022 | Sep 2022 | 9 | in progress | 15 | 24 | 12.32 |
| -22.19% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 10.97 |
| -19.99% | Jan 1990 | Sep 1990 | 9 | Dec 1991 | 15 | 24 | 9.06 |
| -17.97% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 | 7.88 |
| -12.27% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 5.82 |
| -11.51% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 4.87 |
| -10.78% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 | 5.78 |
| -6.64% | Jan 1992 | Mar 1992 | 3 | Mar 1993 | 12 | 15 | 3.92 |
| -6.57% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 4.19 |
| -5.88% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 15 | 3.40 |
| -5.17% | Sep 1986 | Sep 1986 | 1 | Oct 1986 | 1 | 2 | 2.99 |
| -4.62% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 2.67 |
| -4.51% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 | 3.00 |
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -48.13% | Nov 2007 | Feb 2009 | 16 | Oct 2013 | 56 | 72 | 21.55 |
| -40.40% | Jan 2000 | Sep 2002 | 33 | Dec 2006 | 51 | 84 | 21.63 |
| -28.54% | Sep 2021 | Sep 2022 | 13 | in progress | 15 | 28 | 16.85 |
| -23.97% | Jan 1990 | Sep 1990 | 9 | Aug 1993 | 35 | 44 | 12.27 |
| -22.87% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 | 11.42 |
| -18.34% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 | 8.02 |
| -12.75% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 6.16 |
| -12.69% | Feb 2018 | Dec 2018 | 11 | Oct 2019 | 10 | 21 | 5.52 |
| -10.82% | May 2015 | Feb 2016 | 10 | Jan 2017 | 11 | 21 | 5.12 |
| -7.92% | Feb 1994 | Jan 1995 | 12 | Jul 1995 | 6 | 18 | 4.56 |
| -7.21% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 4.59 |
| -5.60% | Sep 1986 | Sep 1986 | 1 | Nov 1986 | 2 | 3 | 2.81 |
| -4.50% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 | 2.25 |
| -4.16% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 2.42 |
| -3.68% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 2.13 |
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.
ALL COUNTRY WORLD 80/20 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 January 1994 - 31 December 2023 (30 Years)
Data Source: 1 January 1985 - 31 December 2023 (~39 years)
Inflation Adjusted:
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| 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 | -41.36 | 03/2008 02/2009 | 0.58$ | -8.01 | 0.91$ | 10.12 | 1.10$ | 18.55 | 1.18$ | 49.26 | 03/2009 02/2010 | 1.49$ | 19.08 | 25.50% |
| 2Y | -22.72 | 03/2007 02/2009 | 0.59$ | -3.16 | 0.93$ | 8.74 | 1.18$ | 15.27 | 1.32$ | 33.02 | 03/2009 02/2011 | 1.76$ | -0.69 | 20.47% |
| 3Y | -13.44 | 04/2000 03/2003 | 0.64$ | -1.78 | 0.94$ | 8.10 | 1.26$ | 13.22 | 1.45$ | 21.08 | 03/2009 02/2012 | 1.77$ | 4.05 | 16.92% |
| 5Y | -3.99 | 03/2004 02/2009 | 0.81$ | 0.31 | 1.01$ | 6.13 | 1.34$ | 11.91 | 1.75$ | 17.47 | 03/2009 02/2014 | 2.23$ | 9.74 | 10.63% |
| 7Y | -0.96 | 03/2002 02/2009 | 0.93$ | 3.50 | 1.27$ | 5.63 | 1.46$ | 8.43 | 1.76$ | 11.68 | 03/2009 02/2016 | 2.16$ | 8.48 | 0.72% |
| 10Y | -1.21 | 03/1999 02/2009 | 0.88$ | 4.10 | 1.49$ | 6.30 | 1.84$ | 8.15 | 2.18$ | 11.54 | 03/2009 02/2019 | 2.97$ | 6.95 | 1.66% |
| 15Y | 2.59 | 03/1994 02/2009 | 1.46$ | 4.17 | 1.84$ | 5.38 | 2.19$ | 6.70 | 2.64$ | 9.01 | 01/2009 12/2023 | 3.64$ | 9.01 | 0.00% |
| 20Y | 3.49 | 04/2000 03/2020 | 1.98$ | 4.84 | 2.57$ | 5.79 | 3.08$ | 6.95 | 3.83$ | 7.57 | 04/2003 03/2023 | 4.30$ | 6.69 | 0.00% |
| 30Y | 6.49 | 01/1994 12/2023 | 6.59$ | 6.49 | 6.59$ | 6.49 | 6.59$ | 6.49 | 6.59$ | 6.49 | 01/1994 12/2023 | 6.59$ | 6.49 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| 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 | -41.50 | 03/2008 02/2009 | 0.58$ | -10.57 | 0.89$ | 7.12 | 1.07$ | 15.71 | 1.15$ | 46.13 | 03/2009 02/2010 | 1.46$ | 15.10 | 30.09% |
| 2Y | -24.32 | 03/2007 02/2009 | 0.57$ | -7.11 | 0.86$ | 6.25 | 1.12$ | 12.44 | 1.26$ | 30.25 | 03/2009 02/2011 | 1.69$ | -5.37 | 24.33% |
| 3Y | -15.53 | 04/2000 03/2003 | 0.60$ | -3.79 | 0.89$ | 5.72 | 1.18$ | 10.38 | 1.34$ | 18.28 | 03/2009 02/2012 | 1.65$ | -1.50 | 23.69% |
| 5Y | -6.46 | 03/2004 02/2009 | 0.71$ | -1.89 | 0.90$ | 4.05 | 1.21$ | 9.17 | 1.55$ | 15.11 | 03/2009 02/2014 | 2.02$ | 5.42 | 24.25% |
| 7Y | -3.43 | 03/2002 02/2009 | 0.78$ | 0.91 | 1.06$ | 3.10 | 1.23$ | 6.49 | 1.55$ | 9.92 | 03/2009 02/2016 | 1.93$ | 4.81 | 5.05% |
| 10Y | -3.69 | 03/1999 02/2009 | 0.68$ | 1.74 | 1.18$ | 3.77 | 1.44$ | 6.27 | 1.83$ | 9.60 | 03/2009 02/2019 | 2.50$ | 4.04 | 9.96% |
| 15Y | 0.09 | 03/1994 02/2009 | 1.01$ | 1.79 | 1.30$ | 2.95 | 1.54$ | 4.69 | 1.98$ | 6.33 | 12/2008 11/2023 | 2.51$ | 6.29 | 0.00% |
| 20Y | 1.39 | 04/2000 03/2020 | 1.31$ | 2.67 | 1.69$ | 3.59 | 2.02$ | 4.41 | 2.37$ | 5.06 | 11/2001 10/2021 | 2.68$ | 4.00 | 0.00% |
| 30Y | 3.88 | 01/1994 12/2023 | 3.13$ | 3.88 | 3.13$ | 3.88 | 3.13$ | 3.88 | 3.13$ | 3.88 | 01/1994 12/2023 | 3.13$ | 3.88 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| 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 | -41.36 | 03/2008 02/2009 | 0.58$ | -5.39 | 0.94$ | 10.21 | 1.10$ | 19.98 | 1.19$ | 52.32 | 09/1985 08/1986 | 1.52$ | 19.08 | 23.19% |
| 2Y | -22.72 | 03/2007 02/2009 | 0.59$ | -0.99 | 0.98$ | 8.72 | 1.18$ | 15.49 | 1.33$ | 46.51 | 10/1985 09/1987 | 2.14$ | -0.69 | 16.85% |
| 3Y | -13.44 | 04/2000 03/2003 | 0.64$ | 0.50 | 1.01$ | 8.15 | 1.26$ | 13.75 | 1.47$ | 29.04 | 05/1985 04/1988 | 2.14$ | 4.05 | 13.63% |
| 5Y | -3.99 | 03/2004 02/2009 | 0.81$ | 1.40 | 1.07$ | 6.93 | 1.39$ | 12.17 | 1.77$ | 23.90 | 01/1985 12/1989 | 2.91$ | 9.74 | 7.82% |
| 7Y | -0.96 | 03/2002 02/2009 | 0.93$ | 3.70 | 1.28$ | 6.97 | 1.60$ | 9.87 | 1.93$ | 16.80 | 01/1985 12/1991 | 2.96$ | 8.48 | 0.52% |
| 10Y | -1.21 | 03/1999 02/2009 | 0.88$ | 4.40 | 1.53$ | 6.72 | 1.91$ | 9.16 | 2.40$ | 13.31 | 01/1985 12/1994 | 3.49$ | 6.95 | 1.15% |
| 15Y | 2.59 | 03/1994 02/2009 | 1.46$ | 4.39 | 1.90$ | 6.02 | 2.40$ | 7.75 | 3.06$ | 14.05 | 01/1985 12/1999 | 7.18$ | 9.01 | 0.00% |
| 20Y | 3.49 | 04/2000 03/2020 | 1.98$ | 4.98 | 2.64$ | 6.20 | 3.32$ | 7.31 | 4.10$ | 10.19 | 01/1985 12/2004 | 6.96$ | 6.69 | 0.00% |
| 30Y | 5.92 | 09/1987 08/2017 | 5.60$ | 6.16 | 6.01$ | 6.60 | 6.79$ | 7.20 | 8.05$ | 8.67 | 01/1985 12/2014 | 12.10$ | 6.49 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| 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 | -41.50 | 03/2008 02/2009 | 0.58$ | -8.50 | 0.91$ | 7.12 | 1.07$ | 17.08 | 1.17$ | 49.96 | 09/1985 08/1986 | 1.49$ | 15.10 | 29.54% |
| 2Y | -24.32 | 03/2007 02/2009 | 0.57$ | -5.37 | 0.89$ | 5.92 | 1.12$ | 12.61 | 1.26$ | 42.29 | 09/1985 08/1987 | 2.02$ | -5.37 | 24.49% |
| 3Y | -15.53 | 04/2000 03/2003 | 0.60$ | -2.66 | 0.92$ | 5.60 | 1.17$ | 10.53 | 1.35$ | 25.18 | 05/1985 04/1988 | 1.96$ | -1.50 | 22.63% |
| 5Y | -6.46 | 03/2004 02/2009 | 0.71$ | -1.14 | 0.94$ | 4.37 | 1.23$ | 9.27 | 1.55$ | 19.51 | 01/1985 12/1989 | 2.43$ | 5.42 | 19.07% |
| 7Y | -3.43 | 03/2002 02/2009 | 0.78$ | 1.21 | 1.08$ | 3.84 | 1.30$ | 7.22 | 1.62$ | 12.38 | 01/1985 12/1991 | 2.26$ | 4.81 | 3.64% |
| 10Y | -3.69 | 03/1999 02/2009 | 0.68$ | 2.21 | 1.24$ | 4.12 | 1.49$ | 6.50 | 1.87$ | 9.60 | 03/2009 02/2019 | 2.50$ | 4.04 | 6.88% |
| 15Y | 0.09 | 03/1994 02/2009 | 1.01$ | 1.88 | 1.32$ | 3.24 | 1.61$ | 5.15 | 2.12$ | 10.54 | 01/1985 12/1999 | 4.49$ | 6.29 | 0.00% |
| 20Y | 0.71 | 03/1989 02/2009 | 1.15$ | 2.60 | 1.67$ | 3.62 | 2.03$ | 4.60 | 2.45$ | 6.98 | 01/1985 12/2004 | 3.85$ | 4.00 | 0.00% |
| 30Y | 3.25 | 09/1987 08/2017 | 2.61$ | 3.56 | 2.85$ | 3.93 | 3.18$ | 4.74 | 4.01$ | 5.80 | 01/1985 12/2014 | 5.42$ | 3.88 | 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 All Country World 80/20 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in All Country World 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
page.
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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 | 1.63 | -1.42 | -1.04 | 1.76 | 0.07 | 1.39 | 2.90 | -0.22 | -3.30 | 1.42 | 5.10 | 2.22 |
| Best | 6.7 2023 | 2.3 2019 | 2.8 2023 | 8.5 2020 | 4.3 2020 | 5.5 2019 | 6.1 2022 | 4.6 2020 | 1.7 2019 | 4.9 2022 | 10.1 2020 | 4.9 2023 |
| Worst | -4.1 2022 | -5.6 2020 | -12.4 2020 | -7.3 2022 | -4.6 2019 | -6.9 2022 | 0.1 2019 | -3.8 2022 | -8.4 2022 | -2.6 2023 | -2.1 2021 | -3.9 2022 |
Monthly Seasonality over the period Feb 1985 - Dec 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 | 0.61 | -0.02 | 0.12 | 1.40 | 0.52 | 0.70 | 2.17 | -0.27 | -1.98 | 0.74 | 3.00 | 0.52 |
| Best | 6.7 2023 | 4.6 2015 | 6.5 2016 | 8.5 2020 | 4.3 2020 | 5.5 2019 | 6.1 2022 | 4.6 2020 | 1.7 2019 | 5.9 2015 | 10.1 2020 | 4.9 2023 |
| Worst | -4.5 2016 | -5.6 2020 | -12.4 2020 | -7.3 2022 | -4.6 2019 | -6.9 2022 | -1.4 2014 | -5.4 2015 | -8.4 2022 | -6.5 2018 | -2.1 2021 | -5.4 2018 |
Monthly Seasonality over the period Feb 1985 - Dec 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 | 0.72 | 0.57 | 0.75 | 1.62 | 0.67 | 0.18 | 1.45 | -0.46 | -0.74 | 0.87 | 1.42 | 1.87 |
| Best | 11.8 1987 | 8.3 1986 | 7.1 2009 | 9.8 2009 | 8.7 2009 | 5.5 2019 | 9.2 1989 | 7.3 1986 | 7.9 2010 | 8.8 2011 | 10.1 2020 | 6.9 1999 |
| Worst | -9.0 2009 | -7.8 2009 | -12.4 2020 | -7.3 2022 | -7.8 2010 | -6.9 2022 | -6.7 2002 | -11.9 1998 | -10.4 2008 | -16.5 1987 | -5.4 1987 | -5.4 2018 |
Monthly Seasonality over the period Feb 1985 - Dec 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the All Country World 80/20 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ALL COUNTRY WORLD 80/20 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 January 1994 - 31 December 2023 (30 Years)
Data Source: 1 January 1985 - 31 December 2023 (~39 years)
221 Positive Months (61%) - 139 Negative Months (39%)
293 Positive Months (63%) - 175 Negative Months (37%)
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(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:
- VT - Vanguard Total World Stock (VT), up to December 2008
- BND - Vanguard Total Bond Market (BND), up to December 2007
- BNDX - Vanguard Total International Bond (BNDX), up to December 2013
- EMB - iShares JP Morgan USD Em Mkts Bd (EMB), up to December 2007
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) | % Allocation | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | Author | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 80/20 Momentum | +10.88 | 12.36 | -43.61 | 80 | 20 | 0 | |||
| Warren Buffett Portfolio | Warren Buffett | +9.64 | 13.66 | -45.52 | 90 | 10 | 0 | ||
| US Stocks Minimum Volatility | +9.63 | 13.73 | -43.27 | 100 | 0 | 0 | |||
| Stocks/Bonds 60/40 Momentum | +9.45 | 9.58 | -32.52 | 60 | 40 | 0 | |||
| Stocks/Bonds 80/20 | +9.14 | 12.51 | -41.09 | 80 | 20 | 0 | |||
| Simple Path to Wealth | JL Collins | +8.90 | 11.77 | -38.53 | 75 | 25 | 0 | ||
| Robust | Alpha Architect | +8.78 | 11.11 | -44.20 | 70 | 20 | 10 | ||
| Shield Strategy | Aim Ways | +8.67 | 8.85 | -19.36 | 42 | 38 | 20 | ||
| Dedalo Four | Dedalo Invest | +8.35 | 12.42 | -43.94 | 80 | 20 | 0 | ||
| Edge Select Aggressive | Merrill Lynch | +8.31 | 13.28 | -45.65 | 84 | 16 | 0 | ||
| Mid-Fifties | Burton Malkiel | +8.25 | 13.00 | -46.21 | 80 | 20 | 0 | ||
| Aim Bold Strategy | Aim Ways | +8.22 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Sheltered Sam 80/20 | Bill Bernstein | +8.21 | 12.22 | -45.06 | 77.6 | 20 | 2.4 | ||
| Talmud Portfolio | Roger Gibson | +8.20 | 10.85 | -40.17 | 66.7 | 33.3 | 0 | ||
| Weird Portfolio | Value Stock Geek | +8.19 | 10.82 | -32.97 | 60 | 20 | 20 | ||
| Late Sixties and Beyond | Burton Malkiel | +8.15 | 11.70 | -41.80 | 71 | 29 | 0 | ||
| Dedalo Eleven | Dedalo Invest | +8.14 | 12.76 | -44.63 | 80 | 20 | 0 | ||
| Stocks/Bonds 60/40 | +8.11 | 9.64 | -30.55 | 60 | 40 | 0 | |||
| Yale Endowment | David Swensen | +8.09 | 11.02 | -39.48 | 70 | 30 | 0 | ||
| Seven Value | Scott Burns | +8.04 | 11.33 | -41.22 | 71.5 | 28.5 | 0 | ||
| Core Four | Rick Ferri | +8.04 | 12.23 | -44.44 | 80 | 20 | 0 | ||
| Couch Potato | Scott Burns | +7.93 | 8.78 | -27.04 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.86 | 7.02 | -21.11 | 40 | 60 | 0 | |||
| Four Funds | Bogleheads | +7.86 | 12.47 | -44.08 | 80 | 20 | 0 | ||
| Edge Select Moderately Aggressive | Merrill Lynch | +7.85 | 11.17 | -38.23 | 69 | 31 | 0 | ||
| Robo Advisor 80 | Betterment | +7.85 | 13.09 | -45.47 | 80 | 20 | 0 | ||
| Jane Bryant Quinn Portfolio | Jane Bryant Quinn | +7.79 | 10.81 | -39.55 | 70 | 30 | 0 | ||
| Six Ways from Sunday | Scott Burns | +7.79 | 10.93 | -39.14 | 66.7 | 33.3 | 0 | ||
| Lazy Portfolio | David Swensen | +7.79 | 10.90 | -40.89 | 70 | 30 | 0 | ||
| Three Funds | Bogleheads | +7.78 | 12.41 | -43.68 | 80 | 20 | 0 | ||
| Sheltered Sam 70/30 | Bill Bernstein | +7.76 | 10.72 | -39.73 | 67.9 | 30 | 2.1 | ||
| LifeStrategy Growth Fund | Vanguard | +7.70 | 12.42 | -44.18 | 80 | 20 | 0 | ||
| In Saecula Saeculorum | Fulvio Marchese | +7.63 | 7.84 | -20.39 | 45 | 45 | 10 | ||
| Family Taxable Portfolio | Ted Aronson | +7.58 | 11.66 | -38.46 | 70 | 30 | 0 | ||
| Golden Butterfly | Tyler | +7.57 | 7.73 | -17.79 | 40 | 40 | 20 | ||
| Coffeehouse | Bill Schultheis | +7.57 | 9.73 | -33.93 | 60 | 40 | 0 | ||
| No Brainer Portfolio | Bill Bernstein | +7.54 | 11.76 | -40.40 | 75 | 25 | 0 | ||
| Aim comfortable trip | Aim Ways | +7.42 | 7.60 | -20.15 | 40 | 45 | 15 | ||
| Long Term Portfolio | Ben Stein | +7.42 | 12.45 | -45.92 | 80 | 20 | 0 | ||
| Tilt Toward Value | Time Inc | +7.41 | 9.45 | -34.63 | 60 | 40 | 0 | ||
| Five Asset | Roger Gibson | +7.40 | 11.32 | -44.75 | 60 | 20 | 20 | ||
| Perfect Portfolio | Ben Stein | +7.35 | 12.38 | -44.81 | 80 | 20 | 0 | ||
| All Weather Portfolio | Ray Dalio | +7.33 | 7.43 | -20.58 | 30 | 55 | 15 | ||
| Gone Fishin' Portfolio | Alexander Green | +7.33 | 12.09 | -43.02 | 65 | 30 | 5 | ||
| Five Fold | Scott Burns | +7.29 | 9.77 | -37.94 | 60 | 40 | 0 | ||
| Marc Faber Portfolio | Marc Faber | +7.27 | 9.66 | -28.82 | 50 | 25 | 25 | ||
| Sheltered Sam 60/40 | Bill Bernstein | +7.27 | 9.26 | -34.12 | 58.2 | 40 | 1.8 | ||
| Edge Select Moderate | Merrill Lynch | +7.24 | 8.98 | -29.58 | 53 | 47 | 0 | ||
| Margaritaville | Scott Burns | +7.23 | 10.86 | -38.70 | 67 | 33 | 0 | ||
| Pinwheel | +7.23 | 10.51 | -36.89 | 65 | 25 | 10 | |||
| Simple and Cheap | Time Inc | +7.19 | 9.44 | -34.84 | 60 | 40 | 0 | ||
| Nano Portfolio | John Wasik | +7.19 | 9.69 | -36.66 | 60 | 40 | 0 | ||
| Robo Advisor 50 | Betterment | +7.16 | 9.32 | -30.72 | 49.9 | 50.1 | 0 | ||
| Gretchen Tai Portfolio | Gretchen Tai | +7.14 | 11.69 | -41.80 | 70 | 30 | 0 | ||
| Simple Money Portfolio | Tim Maurer | +7.07 | 9.13 | -32.39 | 60 | 40 | 0 | ||
| LifeStrategy Moderate Growth | Vanguard | +7.07 | 9.55 | -33.52 | 60 | 40 | 0 | ||
| Sandwich Portfolio | Bob Clyatt | +7.02 | 8.34 | -28.96 | 55 | 45 | 0 | ||
| One-Decision Portfolio | Marvin Appel | +7.00 | 8.42 | -31.96 | 50 | 50 | 0 | ||
| Coward's Portfolio | Bill Bernstein | +6.98 | 9.13 | -32.68 | 60 | 40 | 0 | ||
| Dynamic 60/40 Income | +6.96 | 9.36 | -41.44 | 60 | 40 | 0 | |||
| Stocks/Bonds 40/60 | +6.94 | 7.01 | -19.17 | 40 | 60 | 0 | |||
| Big Rocks Portfolio | Larry Swedroe | +6.90 | 9.18 | -33.80 | 60 | 40 | 0 | ||
| Global Market Portfolio | Credit Suisse | +6.90 | 8.32 | -25.90 | 45 | 55 | 0 | ||
| Dynamic 40/60 Income | +6.90 | 8.13 | -29.84 | 40 | 60 | 0 | |||
| Ultimate Buy&Hold | FundAdvice | +6.87 | 9.31 | -34.23 | 60 | 40 | 0 | ||
| GAA Global Asset Allocation | Mebane Faber | +6.83 | 8.08 | -24.91 | 40.5 | 49.5 | 10 | ||
| Ideal Index | Frank Armstrong | +6.80 | 10.70 | -40.11 | 70 | 30 | 0 | ||
| Simplified Permanent Portfolio | +6.80 | 6.90 | -16.43 | 25 | 50 | 25 | |||
| Sheltered Sam 50/50 | Bill Bernstein | +6.77 | 7.84 | -28.23 | 48.5 | 50 | 1.5 | ||
| Four Square | Scott Burns | +6.70 | 8.47 | -29.95 | 50 | 50 | 0 | ||
| 7Twelve Portfolio | Craig Israelsen | +6.64 | 9.81 | -37.96 | 50 | 33.3 | 16.7 | ||
| Ulcer Free Strategy | Aim Ways | +6.60 | 5.51 | -17.05 | 7 | 82 | 11 | ||
| Rob Arnott Portfolio | Rob Arnott | +6.56 | 7.25 | -24.27 | 30 | 60 | 10 | ||
| Edge Select Moderately Conservative | Merrill Lynch | +6.54 | 6.88 | -20.48 | 37 | 63 | 0 | ||
| Desert Portfolio | Gyroscopic Investing | +6.54 | 5.52 | -14.72 | 30 | 60 | 10 | ||
| High Yield Bonds Income | +6.52 | 8.83 | -23.97 | 0 | 100 | 0 | |||
| Andrew Tobias Portfolio | Andrew Tobias | +6.51 | 9.97 | -36.42 | 66.7 | 33.3 | 0 | ||
| All Country World 80/20 | +6.49 | 12.79 | -47.32 | 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 | Author | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.84 | 24.02 | -81.08 | 100 | 0 | 0 | |||
| US Stocks Momentum | +12.13 | 15.30 | -53.85 | 100 | 0 | 0 | |||
| Stocks/Bonds 80/20 Momentum | +10.88 | 12.36 | -43.61 | 80 | 20 | 0 | |||
| US Stocks | +10.02 | 15.54 | -50.84 | 100 | 0 | 0 | |||
| US Stocks Value | +9.87 | 15.39 | -55.41 | 100 | 0 | 0 | |||
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