Simulation Settings
Period: January 1970 - November 2024 (~55 years)
Consolidated Returns as of 30 November 2024
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency:
EUR
1.00€
Initial Capital
December 1994
December 1994
11.70€
Final Capital
November 2024
November 2024
8.54%
Yearly Return
11.13
Std Deviation
-29.36%
Max Drawdown
35months
Recovery Period
1.00€
Initial Capital
January 1970
January 1970
148.59€
Final Capital
November 2024
November 2024
9.53%
Yearly Return
12.66
Std Deviation
-31.83%
Max Drawdown
37months
Recovery Period
The Bill Schultheis Coffeehouse To EUR Portfolio can be implemented with 6 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.
The portfolio asset allocation is: 60% on the Stock Market, 40% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 40% allocation to bonds, leading to its classification as high risk.
As of November 2024, in the previous 30 Years, the Bill Schultheis Coffeehouse To EUR Portfolio obtained a 8.54% compound annual return, with a 11.13% standard deviation. It suffered a maximum drawdown of -29.36% 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.
Table of contents
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Exclusive new asset allocations in EUR and USD
Asset Allocation and ETFs
To effectively implement the asset allocation of the Bill Schultheis Coffeehouse To EUR Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.
60% Stocks
40% Fixed Income
0% Commodities
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 20.00 |
IUSQ.DE
|
EUR | iShares MSCI ACWI | Equity, Global, Large Cap (Mix) |
| 10.00 |
IQQ7.DE
|
EUR | iShares US Property Yield | Real Estate, U.S. (USD) |
| 10.00 |
SXR8.DE
|
EUR | iShares Core S&P 500 | Equity, U.S., Large Cap (USD) |
| 10.00 |
ZPRR.DE
|
EUR | SPDR Russell 2000 US Small Cap | Equity, U.S., Small Cap (USD) |
| 10.00 |
ZPRV.DE
|
EUR | SPDR MSCI USA Small Cap Value Weighted | Equity, U.S., Small Cap, Value (USD) |
| 40.00 |
EUNX.DE
|
EUR | iShares US Aggregate Bond | Bond, U.S., All-Term (USD) |
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.
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Portfolio and ETF Returns as of Nov 30, 2024
The Bill Schultheis Coffeehouse To EUR Portfolio guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
BILL SCHULTHEIS COFFEEHOUSE TO EUR PORTFOLIO
1 January 1970 - 30 November 2024 (~55 years)
Live Update: December 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2024 |
YTD
(11M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~55Y) |
|||
| Investment Return | n.a. | n.a. | 18.83 | 7.05 | 14.97 | 25.17 | 7.69 | 7.96 | 8.54 | 9.53 | |||
| Components | |||||||||||||
|
IUSQ.DE
|
EUR | iShares MSCI ACWI | n.a. | - | n.a. | 26.11 | 6.63 | 14.65 | 30.80 | 12.27 | 10.93 | 8.56 | 9.35 |
|
IQQ7.DE
|
EUR | iShares US Property Yield | n.a. | - | n.a. | 21.78 | 6.56 | 25.61 | 34.24 | 4.85 | 6.83 | 9.56 | 10.14 |
|
SXR8.DE
|
EUR | iShares Core S&P 500 | n.a. | - | n.a. | 33.76 | 8.45 | 19.67 | 38.71 | 16.41 | 14.82 | 11.39 | 10.72 |
|
ZPRR.DE
|
EUR | SPDR Russell 2000 US Small Cap | n.a. | - | n.a. | 25.42 | 13.25 | 22.70 | 40.41 | 10.39 | 10.39 | 10.70 | 11.33 |
|
ZPRV.DE
|
EUR | SPDR MSCI USA Small Cap Value Weighted | n.a. | - | n.a. | 24.35 | 12.47 | 21.97 | 39.13 | 15.74 | 11.62 | 11.79 | 13.59 |
|
EUNX.DE
|
EUR | iShares US Aggregate Bond | n.a. | - | n.a. | 7.70 | 3.90 | 7.51 | 9.97 | 0.60 | 2.92 | 4.87 | 6.43 |
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
Capital Growth as of Nov 30, 2024
An investment of 1€, from December 1994 to November 2024,
would be worth 11.70€, with a total return of 1070.17% (8.54% annualized).
The Inflation Adjusted Capital would be 6.36€, with a net total return of 535.52% (6.36% annualized).
The Inflation Adjusted Capital would be 6.36€, with a net total return of 535.52% (6.36% annualized).
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An investment of 1€, from January 1970 to November 2024,
would be worth 148.59€, with a total return of 14759.42% (9.53% annualized).
The Inflation Adjusted Capital would be 31.85€, with a net total return of 3084.72% (6.51% annualized).
The Inflation Adjusted Capital would be 31.85€, with a net total return of 3084.72% (6.51% annualized).
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Portfolio Metrics as of Nov 30, 2024
Metrics of Bill Schultheis Coffeehouse To EUR Portfolio, updated as of 30 November 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
BILL SCHULTHEIS COFFEEHOUSE TO EUR PORTFOLIO
Advanced Metrics
1 January 1970 - 30 November 2024 (~55 years)
Swipe left to see all data
| Metrics as of Nov 30, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(11M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~55Y) |
|
| Investment Return (%) | 18.83 | 7.05 | 9.36 | 14.97 | 25.17 | 6.04 | 7.69 | 7.96 | 7.94 | 8.54 | 9.53 |
| Growth of 1€ | 1.19 | 1.07 | 1.09 | 1.15 | 1.25 | 1.19 | 1.45 | 2.15 | 4.61 | 11.70 | 148.59 |
| Euro Inflation (%) | 2.41 | 0.00 | 0.24 | 0.57 | 2.58 | 4.95 | 3.86 | 2.42 | 2.11 | 2.06 | 2.84 |
| Pending updates, the monthly inflation of Nov 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | 0.00 | -2.64 | -11.10 | -13.64 | -13.64 | -29.36 | -29.36 | -31.83 | |||
| Start to Recovery (# months) | 3 | 26 | 12 | 12 | 35 | 35 | 37 | ||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2020 02 | 2020 02 | 2007 06 | 2007 06 | 1973 01 | ||||
| Start to Bottom (# months) | 1 | 12 | 2 | 2 | 22 | 22 | 24 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 12 | 2020 03 | 2020 03 | 2009 03 | 2009 03 | 1974 12 | ||||
| Bottom to End (# months) | 2 | 14 | 10 | 10 | 13 | 13 | 13 | ||||
| End (yyyy mm) | 2024 06 | 2024 02 | 2021 01 | 2021 01 | 2010 04 | 2010 04 | 1976 01 | ||||
| Longest Drawdown Depth (%) |
same |
same |
-11.10 | -11.10 |
same |
-27.46 | -27.46 | ||||
| Start to Recovery (# months) | 26 | 26 | 44 | 44 | |||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2002 04 | 2002 04 | ||||
| Start to Bottom (# months) | 1 | 12 | 12 | 12 | 22 | 12 | 12 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 12 | 2022 12 | 2022 12 | 2009 03 | 2003 03 | 2003 03 | ||||
| Bottom to End (# months) | 2 | 14 | 14 | 14 | 13 | 32 | 32 | ||||
| End (yyyy mm) | 2024 06 | 2024 02 | 2024 02 | 2024 02 | 2010 04 | 2005 11 | 2005 11 | ||||
| Longest negative period (# months) | 2 | 25 | 28 | 37 | 55 | 114 | 114 | ||||
| Start (yyyy mm) | 2024 03 | 2022 01 | 2021 07 | 2017 03 | 2004 12 | 2000 05 | 2000 05 | ||||
| End (yyyy mm) | 2024 04 | 2024 01 | 2023 10 | 2020 03 | 2009 06 | 2009 10 | 2009 10 | ||||
| Annualized Return (%) | -0.19 | -0.36 | -1.10 | -0.03 | -0.24 | -0.07 | -0.07 | ||||
| Deepest Drawdown Depth (%) | 0.00 | -3.21 | -20.78 | -20.78 | -20.78 | -32.22 | -34.45 | -43.02 | |||
| Start to Recovery (# months) | 3 | 35 | 35 | 35 | 59 | 128 | 112 | ||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 02 | 2001 06 | 1971 05 | ||||
| Start to Bottom (# months) | 1 | 22 | 22 | 22 | 26 | 94 | 44 | ||||
| Bottom (yyyy mm) | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2009 03 | 2009 03 | 1974 12 | ||||
| Bottom to End (# months) | 2 | 13 | 13 | 13 | 33 | 34 | 68 | ||||
| End (yyyy mm) | 2024 06 | 2024 11 | 2024 11 | 2024 11 | 2011 12 | 2012 01 | 1980 08 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
-34.45 | ||||
| Start to Recovery (# months) | 128 | ||||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 02 | 2001 06 | 2001 06 | ||||
| Start to Bottom (# months) | 1 | 22 | 22 | 22 | 26 | 94 | 94 | ||||
| Bottom (yyyy mm) | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2009 03 | 2009 03 | 2009 03 | ||||
| Bottom to End (# months) | 2 | 13 | 13 | 13 | 33 | 34 | 34 | ||||
| End (yyyy mm) | 2024 06 | 2024 11 | 2024 11 | 2024 11 | 2011 12 | 2012 01 | 2012 01 | ||||
| Longest negative period (# months) | 4 | 35 | 48 | 51 | 74 | 137 | 137 | ||||
| Start (yyyy mm) | 2024 02 | 2021 12 | 2019 12 | 2019 08 | 2005 08 | 2000 05 | 2000 05 | ||||
| End (yyyy mm) | 2024 05 | 2024 10 | 2023 11 | 2023 10 | 2011 09 | 2011 09 | 2011 09 | ||||
| Annualized Return (%) | -0.24 | -1.26 | -0.46 | -0.57 | -0.04 | -0.05 | -0.05 | ||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 8.54 | 10.71 | 11.07 | 10.63 | 10.48 | 11.13 | 12.66 | ||||
| Sharpe Ratio | 2.34 | 0.22 | 0.49 | 0.60 | 0.62 | 0.56 | 0.40 | ||||
| Sortino Ratio | 3.52 | 0.32 | 0.68 | 0.84 | 0.88 | 0.78 | 0.57 | ||||
| Ulcer Index | 0.93 | 5.58 | 5.32 | 4.90 | 7.58 | 8.97 | 9.45 | ||||
| Ratio: Return / Standard Deviation | 2.95 | 0.56 | 0.69 | 0.75 | 0.76 | 0.77 | 0.75 | ||||
| Ratio: Return / Deepest Drawdown | 9.53 | 0.54 | 0.56 | 0.58 | 0.27 | 0.29 | 0.30 | ||||
| Positive Months (%) | 83.33 | 55.55 | 60.00 | 56.66 | 58.75 | 60.00 | 60.09 | ||||
| Positive Months | 10 | 20 | 36 | 68 | 141 | 216 | 396 | ||||
| Negative Months | 2 | 16 | 24 | 52 | 99 | 144 | 263 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 7.96 | 12.18 | 12.18 | 23.50 | |||||||
| Worst 10 Years Return (%) - Annualized | 6.44 | 1.00 | 1.00 | ||||||||
| Best 10 Years Return (%) - Annualized | 5.41 | 10.73 | 10.73 | 18.61 | |||||||
| Worst 10 Years Return (%) - Annualized | 4.79 | -1.03 | -1.03 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Nov 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 52.17 | 27.06 | 21.87 | 12.18 | 9.90 | 8.54 | |||||
| Worst Rolling Return (%) - Annualized | -27.46 | -9.84 | -1.85 | 1.00 | 4.77 | ||||||
| Positive Periods (%) | 76.2 | 83.6 | 97.3 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 49.94 | 24.92 | 19.97 | 10.73 | 7.95 | 6.36 | |||||
| Worst Rolling Return (%) - Annualized | -29.14 | -11.63 | -3.85 | -1.03 | 3.13 | ||||||
| Positive Periods (%) | 70.7 | 77.5 | 84.7 | 92.9 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 4.55 | 6.94 | 8.52 | 13.31 | 14.65 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 5.88 | 9.25 | 11.79 | 18.78 | 17.81 | 1.43 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 6.74 | 10.73 | 13.89 | 25.19 | 19.54 | 3.24 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 8.13 | 13.15 | 17.30 | 26.63 | 26.45 | 7.55 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 82.08 | 26.47 | 16.54 | 8.31 | 5.19 | 8.41 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.39 | 7.09 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1970 - Nov 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 67.31 | 40.81 | 36.20 | 23.50 | 16.27 | 12.97 | |||||
| Worst Rolling Return (%) - Annualized | -27.46 | -9.84 | -3.60 | 1.00 | 4.77 | 7.24 | |||||
| Positive Periods (%) | 74.5 | 84.9 | 97.8 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 62.20 | 36.61 | 30.82 | 18.61 | 13.32 | 9.85 | |||||
| Worst Rolling Return (%) - Annualized | -29.66 | -15.23 | -8.96 | -1.03 | 3.13 | 5.05 | |||||
| Positive Periods (%) | 69.4 | 79.3 | 84.6 | 96.4 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 5.18 | 7.93 | 9.75 | 14.35 | 14.35 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 6.70 | 10.55 | 13.47 | 19.25 | 18.22 | 0.72 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 7.67 | 12.24 | 15.85 | 24.87 | 21.00 | 5.00 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 9.26 | 14.98 | 19.73 | 26.08 | 25.00 | 9.43 | 0.00 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 81.20 | 24.48 | 15.35 | 8.31 | 5.19 | 5.68 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.39 | 4.88 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- 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.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Portfolio Components Correlation
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2024
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Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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.
BILL SCHULTHEIS COFFEEHOUSE TO EUR PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 January 1970 - 30 November 2024 (~55 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Bill Schultheis Coffeehouse To EUR Portfolio: Rolling Returns
Bill Schultheis Coffeehouse To EUR Portfolio: Rolling Returns
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.
BILL SCHULTHEIS COFFEEHOUSE TO EUR PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 January 1970 - 30 November 2024 (~55 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Bill Schultheis Coffeehouse To EUR Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1970 to November 2024.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Bill Schultheis Coffeehouse To EUR Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
BILL SCHULTHEIS COFFEEHOUSE TO EUR PORTFOLIO
Monthly Returns Distribution
1 December 1994 - 30 November 2024 (30 Years)
1 January 1970 - 30 November 2024 (~55 years)
216 Positive Months (60%) - 144 Negative Months (40%)
396 Positive Months (60%) - 263 Negative Months (40%)
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Methodology
Returns, up to February 2015, 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:
Returns, up to February 2015, 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:
- iShares MSCI ACWI (IUSQ.DE), up to March 2012
- iShares US Property Yield (IQQ7.DE), up to March 2007
- iShares Core S&P 500 (SXR8.DE), up to April 2014
- SPDR Russell 2000 US Small Cap (ZPRR.DE), up to November 2014
- SPDR MSCI USA Small Cap Value Weighted (ZPRV.DE), up to February 2015
- iShares US Aggregate Bond (EUNX.DE), up to January 2012
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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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
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The following portfolios share asset allocation strategy and/or similar asset weights.
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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing