Simulation Settings
Period: January 1985 - October 2024 (~40 years)
Consolidated Returns as of 31 October 2024
Live Update: Nov 20 2024
Consolidated Returns as of 31 October 2024
Live Update: Nov 20 2024
Rebalancing: at every Jan 1st
Currency:
USD
1.00$
Initial Capital
November 1994
November 1994
11.69$
Final Capital
October 2024
October 2024
8.54%
Yearly Return
13.57
Std Deviation
-48.28%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1985
January 1985
50.62$
Final Capital
October 2024
October 2024
10.35%
Yearly Return
13.64
Std Deviation
-48.28%
Max Drawdown
42months
Recovery Period
Live update: November 2024 (USD)
-0.06%
1 day - Nov 20 2024
0.91%
Month - November 2024
The Burton Malkiel Late Thirties to Early Forties Portfolio can be implemented with 8 ETFs. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.
The portfolio asset allocation is: 85% on the Stock Market, 15% 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 15% allocation to bonds, leading to its classification as very high risk.
As of October 2024, in the previous 30 Years, the Burton Malkiel Late Thirties to Early Forties Portfolio obtained a 8.54% compound annual return, with a 13.57% standard deviation. It suffered a maximum drawdown of -48.28% that required 42 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
The first official book of 
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Asset Allocation and ETFs
To effectively implement the asset allocation of the Burton Malkiel Late Thirties to Early Forties 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.
85% Stocks
15% Fixed Income
0% Commodities
Loading data
Please wait
| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 32.50 |
VTI
|
USD | Vanguard Total Stock Market | Equity, U.S., Large Cap (USD) |
| 16.25 |
EEM
|
USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap (USD) |
| 16.25 |
EFA
|
USD | iShares MSCI EAFE | Equity, EAFE, Large Cap (USD) |
| 10.00 |
VIG
|
USD | Vanguard Dividend Appreciation | Equity, U.S., Large Cap (USD) |
| 10.00 |
VNQ
|
USD | Vanguard Real Estate | Real Estate, U.S. (USD) |
| 5.00 |
BIL
|
USD | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term (USD) |
| 5.00 |
EMB
|
USD | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term (USD) |
| 5.00 |
LQD
|
USD | iShares Investment Grade Corporate 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.
Ready to invest smarter?
Create Your Winning Portfolio!
With data going back to 1871, optimize your investment strategy
Create Your Winning Portfolio!
With data going back to 1871, optimize your investment strategy
Portfolio and ETF Returns as of Oct 31, 2024
The Burton Malkiel Late Thirties to Early Forties Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
BURTON MALKIEL LATE THIRTIES TO EARLY FORTIES PORTFOLIO
1 January 1985 - 31 October 2024 (~40 years)
Live Update: Nov 20 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Oct 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Nov 2024 |
YTD
(10M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~40Y) |
|||
| Investment Return | -0.06 | 0.91 | 12.50 | -2.37 | 10.67 | 27.97 | 8.20 | 7.61 | 8.54 | 10.35 | |||
| Components | |||||||||||||
|
VTI
|
USD | Vanguard Total Stock Market | 0.06 | Nov 20 2024 | 4.26 | 19.67 | -0.75 | 13.79 | 37.87 | 14.53 | 12.39 | 10.59 | 11.37 |
|
EEM
|
USD | iShares MSCI Emerging Markets | -0.12 | Nov 20 2024 | -2.45 | 11.31 | -3.07 | 9.19 | 24.26 | 3.18 | 2.75 | 4.70 | 8.82 |
|
EFA
|
USD | iShares MSCI EAFE | -0.27 | Nov 20 2024 | -2.50 | 6.97 | -5.27 | 4.31 | 21.96 | 6.26 | 5.13 | 4.75 | 7.80 |
|
VIG
|
USD | Vanguard Dividend Appreciation | 0.05 | Nov 20 2024 | 2.34 | 15.49 | -1.95 | 11.94 | 29.24 | 12.27 | 11.60 | 10.81 | 11.54 |
|
VNQ
|
USD | Vanguard Real Estate | -0.13 | Nov 20 2024 | 0.71 | 9.72 | -3.36 | 20.74 | 34.59 | 3.80 | 5.94 | 9.48 | 9.36 |
|
BIL
|
USD | SPDR Blmbg Barclays 1-3 Mth T-Bill | 0.01 | Nov 20 2024 | 0.26 | 4.38 | 0.39 | 2.61 | 5.32 | 2.23 | 1.53 | 2.29 | 3.14 |
|
EMB
|
USD | iShares JP Morgan USD Em Mkts Bd | 0.01 | Nov 20 2024 | 0.47 | 6.01 | -2.44 | 6.97 | 17.74 | -0.02 | 2.35 | 9.26 | 9.43 |
|
LQD
|
USD | iShares Investment Grade Corporate Bond | -0.24 | Nov 20 2024 | -0.16 | 1.81 | -3.18 | 6.13 | 14.86 | 0.11 | 2.45 | 5.39 | 6.66 |
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
In 2023, the Burton Malkiel Late Thirties to Early Forties Portfolio granted a 2.96% dividend yield. If you are interested in getting periodic income, please refer to the Burton Malkiel Late Thirties to Early Forties Portfolio: Dividend Yield page.
Capital Growth as of Oct 31, 2024
An investment of 1$, from November 1994 to October 2024,
would be worth 11.69$, with a total return of 1069.04% (8.54% annualized).
The Inflation Adjusted Capital would be 5.54$, with a net total return of 453.66% (5.87% annualized).
The Inflation Adjusted Capital would be 5.54$, with a net total return of 453.66% (5.87% annualized).
Loading data
Please wait
An investment of 1$, from January 1985 to October 2024,
would be worth 50.62$, with a total return of 4961.78% (10.35% annualized).
The Inflation Adjusted Capital would be 16.93$, with a net total return of 1592.85% (7.36% annualized).
The Inflation Adjusted Capital would be 16.93$, with a net total return of 1592.85% (7.36% annualized).
Loading data
Please wait
Portfolio Metrics as of Oct 31, 2024
Metrics of Burton Malkiel Late Thirties to Early Forties Portfolio, updated as of 31 October 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.
BURTON MALKIEL LATE THIRTIES TO EARLY FORTIES PORTFOLIO
Advanced Metrics
1 January 1985 - 31 October 2024 (~40 years)
Swipe left to see all data
| Metrics as of Oct 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(10M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~40Y) |
|
| Investment Return (%) | 12.50 | -2.37 | 2.43 | 10.67 | 27.97 | 3.36 | 8.20 | 7.61 | 8.11 | 8.54 | 10.35 |
| Growth of 1$ | 1.12 | 0.98 | 1.02 | 1.11 | 1.28 | 1.10 | 1.48 | 2.08 | 4.75 | 11.69 | 50.62 |
| US Inflation (%) | 2.17 | 0.24 | 0.61 | 0.72 | 2.58 | 4.50 | 4.17 | 2.88 | 2.55 | 2.52 | 2.79 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -2.37 | -3.45 | -24.26 | -24.26 | -24.26 | -48.28 | -48.28 | -48.28 | |||
| Start to Recovery (# months) | 1* | 2 | 27 | 27 | 27 | 42 | 42 | 42 | |||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 18 | 18 | 18 | 26 | 26 | 26 | ||||
| End (yyyy mm) | 2024 05 | 2024 03 | 2024 03 | 2024 03 | 2011 04 | 2011 04 | 2011 04 | ||||
| Longest Drawdown Depth (%) | -0.89 |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | 2 | ||||||||||
| Start (yyyy mm) | 2024 01 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 01 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 18 | 18 | 18 | 26 | 26 | 26 | ||||
| End (yyyy mm) | 2024 02 | 2024 03 | 2024 03 | 2024 03 | 2011 04 | 2011 04 | 2011 04 | ||||
| Longest negative period (# months) | 2 | 30 | 34 | 34 | 58 | 63 | 63 | ||||
| Start (yyyy mm) | 2024 03 | 2021 11 | 2021 01 | 2021 01 | 2006 12 | 2003 12 | 2003 12 | ||||
| End (yyyy mm) | 2024 04 | 2024 04 | 2023 10 | 2023 10 | 2011 09 | 2009 02 | 2009 02 | ||||
| Annualized Return (%) | -4.75 | -0.09 | -0.62 | -0.62 | -0.10 | -0.22 | -0.22 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -4.17 | -3.76 | -28.23 | -28.81 | -28.81 | -49.13 | -49.13 | -49.13 | |||
| Start to Recovery (# months) | 38* | 3 | 34* | 38* | 38* | 63 | 63 | 63 | |||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 1 | 9 | 13 | 13 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 25 | 25 | 25 | 47 | 47 | 47 | ||||
| End (yyyy mm) | 2024 06 | - | - | - | 2013 01 | 2013 01 | 2013 01 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 1 | 9 | 13 | 13 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 25 | 25 | 25 | 47 | 47 | 47 | ||||
| End (yyyy mm) | 2024 06 | - | - | - | 2013 01 | 2013 01 | 2013 01 | ||||
| Longest negative period (# months) | 2 | 36* | 48 | 69 | 69 | 131 | 131 | ||||
| Start (yyyy mm) | 2024 03 | 2021 11 | 2019 11 | 2018 02 | 2018 02 | 1998 04 | 1998 04 | ||||
| End (yyyy mm) | 2024 04 | 2024 10 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | 2009 02 | ||||
| Annualized Return (%) | -8.61 | -1.09 | -0.78 | -0.18 | -0.18 | -0.19 | -0.19 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 10.61 | 14.94 | 15.44 | 12.89 | 14.01 | 13.57 | 13.64 | ||||
| Sharpe Ratio | 2.13 | -0.01 | 0.39 | 0.47 | 0.47 | 0.46 | 0.53 | ||||
| Sortino Ratio | 2.91 | -0.02 | 0.51 | 0.63 | 0.62 | 0.60 | 0.69 | ||||
| Ulcer Index | 1.19 | 10.82 | 9.11 | 7.01 | 10.87 | 9.82 | 9.01 | ||||
| Ratio: Return / Standard Deviation | 2.64 | 0.23 | 0.53 | 0.59 | 0.58 | 0.63 | 0.76 | ||||
| Ratio: Return / Deepest Drawdown | 8.10 | 0.14 | 0.34 | 0.31 | 0.17 | 0.18 | 0.21 | ||||
| Positive Months (%) | 75.00 | 52.77 | 60.00 | 62.50 | 63.75 | 64.16 | 65.27 | ||||
| Positive Months | 9 | 19 | 36 | 75 | 153 | 231 | 312 | ||||
| Negative Months | 3 | 17 | 24 | 45 | 87 | 129 | 166 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 7.61 | 12.91 | 12.91 | 15.78 | |||||||
| Worst 10 Years Return (%) - Annualized | 5.07 | 2.84 | 2.84 | ||||||||
| Best 10 Years Return (%) - Annualized | 4.59 | 10.95 | 10.95 | 12.26 | |||||||
| Worst 10 Years Return (%) - Annualized | 3.08 | 0.25 | 0.25 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Oct 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 57.14 | 25.05 | 19.97 | 12.91 | 9.44 | 8.54 | |||||
| Worst Rolling Return (%) - Annualized | -41.31 | -11.83 | -1.97 | 2.84 | 6.06 | ||||||
| Positive Periods (%) | 77.0 | 87.6 | 99.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 53.83 | 22.13 | 17.13 | 10.95 | 7.04 | 5.87 | |||||
| Worst Rolling Return (%) - Annualized | -41.31 | -13.71 | -4.49 | 0.25 | 3.90 | ||||||
| Positive Periods (%) | 72.7 | 80.3 | 93.3 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 5.68 | 8.87 | 11.20 | 15.04 | 10.12 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 7.31 | 11.69 | 15.19 | 26.66 | 17.16 | 0.00 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 8.35 | 13.49 | 17.74 | 36.73 | 23.98 | 0.47 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 10.05 | 16.44 | 21.90 | 39.70 | 29.40 | 6.16 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 73.13 | 25.05 | 16.12 | 9.51 | 6.73 | 7.51 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 0.31 | 3.64 | 6.15 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1985 - Oct 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 57.14 | 25.05 | 20.20 | 15.78 | 13.03 | 11.23 | |||||
| Worst Rolling Return (%) - Annualized | -41.31 | -11.83 | -1.97 | 2.84 | 6.06 | 7.78 | |||||
| Positive Periods (%) | 78.5 | 90.9 | 99.2 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 53.83 | 22.13 | 17.13 | 12.26 | 9.70 | 8.28 | |||||
| Worst Rolling Return (%) - Annualized | -41.31 | -13.71 | -4.49 | 0.25 | 3.90 | 5.13 | |||||
| Positive Periods (%) | 74.9 | 85.3 | 95.2 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 5.57 | 8.51 | 10.45 | 11.02 | 7.47 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 7.21 | 11.34 | 14.45 | 22.91 | 14.77 | 0.00 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 8.26 | 13.16 | 17.02 | 35.85 | 20.10 | 0.00 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 9.97 | 16.12 | 21.20 | 38.17 | 27.62 | 4.29 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 73.13 | 25.05 | 16.12 | 9.51 | 6.73 | 6.81 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 0.31 | 3.64 | 5.37 | |||||
| % 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.
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
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 31 October 2024
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
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.
BURTON MALKIEL LATE THIRTIES TO EARLY FORTIES PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 January 1985 - 31 October 2024 (~40 years)
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Rolling Returns
For a detailed rolling return analysis, click here
Burton Malkiel Late Thirties to Early Forties Portfolio: Rolling Returns
Burton Malkiel Late Thirties to Early Forties 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.
BURTON MALKIEL LATE THIRTIES TO EARLY FORTIES PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 January 1985 - 31 October 2024 (~40 years)
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
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 Burton Malkiel Late Thirties to Early Forties 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 1985 to October 2024.
Swipe left to see all data
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
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 Burton Malkiel Late Thirties to Early Forties Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
BURTON MALKIEL LATE THIRTIES TO EARLY FORTIES PORTFOLIO
Monthly Returns Distribution
1 November 1994 - 31 October 2024 (30 Years)
1 January 1985 - 31 October 2024 (~40 years)
231 Positive Months (64%) - 129 Negative Months (36%)
312 Positive Months (65%) - 166 Negative Months (35%)
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
(Scroll down to see all data)
Loading data
Please wait
Methodology
Returns, up to December 2007, 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 December 2007, 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:
- Vanguard Total Stock Market (VTI), up to December 2001
- iShares MSCI Emerging Markets (EEM), up to December 2003
- iShares MSCI EAFE (EFA), up to December 2001
- Vanguard Dividend Appreciation (VIG), up to December 2006
- Vanguard Real Estate (VNQ), up to December 2004
- SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL), up to December 2007
- iShares JP Morgan USD Em Mkts Bd (EMB), up to December 2007
- iShares Investment Grade Corporate Bond (LQD), up to December 2002
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
Loading data
Please wait
In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
Swipe left to see all data
Loading data
Please wait
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing