US Stocks Equal Weight Portfolio: ETF allocation and returns

Simulation Settings
Period: January 1971 - October 2024 (~54 years)
Consolidated Returns as of 31 October 2024
Live Update: Nov 20 2024
Currency: USD
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1.00$
Initial Capital
November 1994
22.28$
Final Capital
October 2024
10.90%
Yearly Return
16.51
Std Deviation
-55.58%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
January 1971
478.83$
Final Capital
October 2024
12.15%
Yearly Return
16.07
Std Deviation
-55.58%
Max Drawdown
45months
Recovery Period
Live update: November 2024 (USD)
0.34%
1 day - Nov 20 2024
3.12%
Month - November 2024

The US Stocks Equal Weight Portfolio can be implemented with 1 ETF. 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: 100% on the Stock Market, 0% 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 0% allocation to bonds, leading to its classification as very high risk.

As of October 2024, in the previous 30 Years, the US Stocks Equal Weight Portfolio obtained a 10.90% compound annual return, with a 16.51% standard deviation. It suffered a maximum drawdown of -55.58% that required 45 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.

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Asset Allocation and ETFs

To effectively implement the asset allocation of the US Stocks Equal Weight 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.

100% Stocks
0% Fixed Income
0% Commodities

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Weight
(%)		 ETF
Ticker		 ETF
Currency		 ETF Name Investment Themes (Orig.Currency)
100.00
RSP
USD Invesco S&P 500® Equal Weight ETF Equity, U.S. (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 Oct 31, 2024

The US Stocks Equal Weight Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
US STOCKS EQUAL WEIGHT PORTFOLIO
1 January 1971 - 31 October 2024 (~54 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
(~54Y)
Investment Return 0.34 3.12 13.08 -1.60 10.23 31.88 11.97 10.35 10.90 12.15
US Inflation Adjusted Return 10.67 -1.84 9.45 28.57 7.49 7.26 8.17 7.92
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2024. Inflation (annualized) is 1Y: 2.58% , 5Y: 4.17% , 10Y: 2.88% , 30Y: 2.52%

In 2023, the US Stocks Equal Weight Portfolio granted a 1.84% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Equal Weight Portfolio: Dividend Yield page.

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Capital Growth as of Oct 31, 2024

An investment of 1$, from November 1994 to October 2024, would be worth 22.28$, with a total return of 2127.94% (10.90% annualized).

The Inflation Adjusted Capital would be 10.55$, with a net total return of 955.16% (8.17% annualized).

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An investment of 1$, from January 1971 to October 2024, would be worth 478.83$, with a total return of 47782.56% (12.15% annualized).

The Inflation Adjusted Capital would be 60.41$, with a net total return of 5941.22% (7.92% annualized).

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Portfolio Metrics as of Oct 31, 2024

Metrics of US Stocks Equal Weight 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.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
US STOCKS EQUAL WEIGHT PORTFOLIO
Advanced Metrics
1 January 1971 - 31 October 2024 (~54 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
(~54Y)
Investment Return (%)
13.08 -1.60 3.14 10.23 31.88 5.54 11.97 10.35 10.03 10.90 12.15
Growth of 1$ 1.13 0.98 1.03 1.10 1.32 1.18 1.76 2.68 6.76 22.28 478.83
Infl. Adjusted Return (%)
10.67 -1.84 2.51 9.45 28.57 0.99 7.49 7.26 7.29 8.17 7.92
US Inflation (%) 2.17 0.24 0.61 0.72 2.58 4.50 4.17 2.88 2.55 2.52 3.92
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -1.60 -4.82 -20.69 -26.65 -26.65 -55.58 -55.58 -55.58
Start to Recovery (# months)
1* 4 24 11 11 45 45 45
Start (yyyy mm) 2024 04 2022 01 2020 01 2020 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 1 9 3 3 21 21 21
Bottom (yyyy mm) 2024 04 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 3 15 8 8 24 24 24
End (yyyy mm) 2024 07 2023 12 2020 11 2020 11 2011 02 2011 02 2011 02
Longest Drawdown Depth (%)
same
same		 -20.69 -20.69
same
same
same
Start to Recovery (# months)
24 24
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 1 9 9 9 21 21 21
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 3 15 15 15 24 24 24
End (yyyy mm) 2024 07 2023 12 2023 12 2023 12 2011 02 2011 02 2011 02
Longest negative period (# months)
3 25 31 37 60 121 121
Start (yyyy mm) 2024 04 2021 11 2021 04 2017 03 2007 06 1999 02 1999 02
End (yyyy mm) 2024 06 2023 11 2023 10 2020 03 2012 05 2009 02 2009 02
Annualized Return (%) -10.06 -1.29 -0.03 -0.60 -0.24 -0.25 -0.25
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -1.84 -5.12 -24.85 -26.52 -26.52 -56.82 -56.82 -56.82
Start to Recovery (# months)
1* 4 32 11 11 68 68 68
Start (yyyy mm) 2024 04 2022 01 2020 01 2020 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 1 9 3 3 21 21 21
Bottom (yyyy mm) 2024 04 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 3 23 8 8 47 47 47
End (yyyy mm) 2024 07 2024 08 2020 11 2020 11 2013 01 2013 01 2013 01
Longest Drawdown Depth (%)
same
same		 -24.85 -24.85
same
same		 -54.64
Start to Recovery (# months)
32 32 91
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2007 06 2007 06 1973 01
Start to Bottom (# months) 1 9 9 9 21 21 21
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 3 23 23 23 47 47 70
End (yyyy mm) 2024 07 2024 08 2024 08 2024 08 2013 01 2013 01 1980 07
Longest negative period (# months)
3 32 38 44 81 141 141
Start (yyyy mm) 2024 04 2021 11 2021 05 2016 08 2005 01 1997 06 1997 06
End (yyyy mm) 2024 06 2024 06 2024 06 2020 03 2011 09 2009 02 2009 02
Annualized Return (%) -11.00 -1.38 -0.14 0.00 -0.22 -0.37 -0.37
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.81 17.91 19.89 16.58 17.12 16.51 16.07
Sharpe Ratio 2.07 0.11 0.49 0.53 0.50 0.52 0.48
Sortino Ratio 2.84 0.16 0.66 0.73 0.67 0.69 0.66
Ulcer Index 1.71 7.98 7.91 6.23 12.16 11.12 10.52
Ratio: Return / Standard Deviation 2.49 0.31 0.60 0.62 0.59 0.66 0.76
Ratio: Return / Deepest Drawdown 6.61 0.27 0.45 0.39 0.18 0.20 0.22
Positive Months (%)
66.66 50.00 58.33 65.83 65.00 65.27 63.00
Positive Months 8 18 35 79 156 235 407
Negative Months 4 18 25 41 84 125 239
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 10.35 18.33 18.33 22.47
Worst 10 Years Return (%) - Annualized 6.90 0.14 0.14
Best 10 Years Return (%) - Annualized 7.26 16.28 16.28 16.28
Worst 10 Years Return (%) - Annualized 5.03 -2.38 -2.38
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Oct 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized 79.06 33.05 28.31 18.33 11.54 10.90
Worst Rolling Return (%) - Annualized -47.46 -18.35 -7.39 0.14 6.79
Positive Periods (%) 79.3 86.7 97.0 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 75.29 29.95 25.72 16.28 9.02 8.17
Worst Rolling Return (%) - Annualized -47.46 -20.09 -9.77 -2.38 4.61
Positive Periods (%) 74.2 84.3 88.7 97.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.86 10.64 13.32 17.35 16.79 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.84 14.06 18.17 29.74 27.05 8.59 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
10.11 16.26 21.27 42.60 38.48 21.79 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 12.17 19.84 26.34 45.16 43.42 28.19 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 69.11 23.69 15.33 9.71 6.56 9.64
Perpetual Withdrawal Rate (%) --- --- --- --- 4.10 8.72
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1971 - Oct 2024)
Best Rolling Return (%) - Annualized 79.06 33.05 30.43 22.47 18.62 16.60
Worst Rolling Return (%) - Annualized -47.46 -18.35 -7.39 0.14 6.79 9.95
Positive Periods (%) 80.1 88.8 98.4 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 75.29 29.95 26.46 16.28 13.51 11.63
Worst Rolling Return (%) - Annualized -47.46 -20.50 -9.77 -2.38 4.61 7.33
Positive Periods (%) 73.7 86.4 89.6 98.6 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.56 10.01 12.28 16.34 13.73 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.49 13.35 17.00 26.04 24.92 1.06 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
9.72 15.49 20.02 39.70 31.91 8.05 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 11.74 18.97 24.95 42.79 39.39 20.58 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 69.11 22.61 14.73 8.35 6.03 5.49
Perpetual Withdrawal Rate (%) --- --- --- --- 4.10 5.02
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
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.
  • 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.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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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.

US STOCKS EQUAL WEIGHT PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 January 1971 - 31 October 2024 (~54 years)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
US Stocks Equal Weight 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.

US STOCKS EQUAL WEIGHT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 January 1971 - 31 October 2024 (~54 years)
Inflation Adjusted:

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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 US Stocks Equal Weight 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 1971 to October 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 US Stocks Equal Weight Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

US STOCKS EQUAL WEIGHT PORTFOLIO
Monthly Returns Distribution
1 November 1994 - 31 October 2024 (30 Years)
1 January 1971 - 31 October 2024 (~54 years)
235 Positive Months (65%) - 125 Negative Months (35%)
407 Positive Months (63%) - 239 Negative Months (37%)

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Methodology

Returns, up to December 2003, 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:
  • Invesco S&P 500® Equal Weight ETF (RSP), up to December 2003

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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Mastering ETF Investing
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