Simulation Settings
Period: January 1970 - November 2024 (~55 years)
Consolidated Returns as of 30 November 2024
Live Update available for December 2024
Consolidated Returns as of 30 November 2024
Live Update available for December 2024
Currency:
USD
1.00$
Initial Capital
December 1994
December 1994
7.62$
Final Capital
November 2024
November 2024
7.00%
Yearly Return
17.86
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
1.00$
Initial Capital
January 1970
January 1970
97.29$
Final Capital
November 2024
November 2024
8.69%
Yearly Return
17.34
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
Live returns:
---
1 Day: ---
---
Month: ---
The European Stocks 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 November 2024, in the previous 30 Years, the European Stocks Portfolio obtained a 7.00% compound annual return, with a 17.86% standard deviation. It suffered a maximum drawdown of -59.77% that required 78 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 European Stocks 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 |
VGK
|
USD | Vanguard FTSE Europe | Equity, Developed Europe, Large Cap (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 European Stocks Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
EUROPEAN STOCKS 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(*) | --- |
YTD (11M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~55Y) |
|||
| Investment Return | --- | --- | 4.75 | -1.76 | -3.84 | 10.40 | 6.51 | 5.12 | 7.00 | 8.69 | |||
| 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. | |||||||||||||
In 2023, the European Stocks Portfolio granted a 3.70% dividend yield. If you are interested in getting periodic income, please refer to the European Stocks Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2024
An investment of 1$, from December 1994 to November 2024,
would be worth 7.62$, with a total return of 661.88% (7.00% annualized).
The Inflation Adjusted Capital would be 3.61$, with a net total return of 260.66% (4.37% annualized).
The Inflation Adjusted Capital would be 3.61$, with a net total return of 260.66% (4.37% annualized).
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An investment of 1$, from January 1970 to November 2024,
would be worth 97.29$, with a total return of 9628.90% (8.69% annualized).
The Inflation Adjusted Capital would be 11.59$, with a net total return of 1059.08% (4.56% annualized).
The Inflation Adjusted Capital would be 11.59$, with a net total return of 1059.08% (4.56% annualized).
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Portfolio Metrics as of Nov 30, 2024
Metrics of European Stocks 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.
- dividend reinvestment, when applicable.
EUROPEAN STOCKS PORTFOLIO
Advanced Metrics
1 January 1970 - 30 November 2024 (~55 years)
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| Metrics as of Nov 30, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(11M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~55Y) |
|
| Investment Return (%) | 4.75 | -1.76 | -6.73 | -3.84 | 10.40 | 3.62 | 6.51 | 5.12 | 5.35 | 7.00 | 8.69 |
| Growth of 1$ | 1.05 | 0.98 | 0.93 | 0.96 | 1.10 | 1.11 | 1.37 | 1.65 | 2.84 | 7.62 | 97.29 |
| US Inflation (%) | 2.49 | 0.31 | 0.74 | 1.03 | 2.73 | 4.31 | 4.18 | 2.93 | 2.54 | 2.52 | 3.95 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -7.17 | -7.17 | -30.58 | -30.98 | -30.98 | -59.77 | -59.77 | -59.77 | |||
| Start to Recovery (# months) | 2* | 2* | 24 | 28 | 28 | 78 | 78 | 78 | |||
| Start (yyyy mm) | 2024 10 | 2022 01 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 2 | 9 | 13 | 13 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 11 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 0 | 15 | 15 | 15 | 62 | 62 | 62 | ||||
| End (yyyy mm) | - | 2023 12 | 2023 12 | 2023 12 | 2014 04 | 2014 04 | 2014 04 | ||||
| Longest Drawdown Depth (%) | -2.95 |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | 3 | ||||||||||
| Start (yyyy mm) | 2024 06 | 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 06 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 15 | 15 | 15 | 62 | 62 | 62 | ||||
| End (yyyy mm) | 2024 08 | 2023 12 | 2023 12 | 2023 12 | 2014 04 | 2014 04 | 2014 04 | ||||
| Longest negative period (# months) | 8* | 25 | 35 | 65 | 155 | 155 | 155 | ||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2019 12 | 2014 12 | 2007 05 | 2007 05 | 2007 05 | ||||
| End (yyyy mm) | 2024 11 | 2024 01 | 2022 10 | 2020 04 | 2020 03 | 2020 03 | 2020 03 | ||||
| Annualized Return (%) | -0.38 | -0.13 | -0.84 | -0.11 | -0.29 | -0.29 | -0.29 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -9.34 | -7.69 | -34.22 | -36.46 | -36.46 | -60.44 | -60.44 | -60.44 | |||
| Start to Recovery (# months) | 39* | 2* | 32 | 39* | 39* | 158 | 158 | 158 | |||
| Start (yyyy mm) | 2024 10 | 2022 01 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 2 | 9 | 13 | 13 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 11 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 0 | 23 | 26 | 26 | 142 | 142 | 142 | ||||
| End (yyyy mm) | - | 2024 08 | - | - | 2020 12 | 2020 12 | 2020 12 | ||||
| Longest Drawdown Depth (%) | -2.90 |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | 3 | ||||||||||
| Start (yyyy mm) | 2024 06 | 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 06 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 23 | 26 | 26 | 142 | 142 | 142 | ||||
| End (yyyy mm) | 2024 08 | 2024 08 | - | - | 2020 12 | 2020 12 | 2020 12 | ||||
| Longest negative period (# months) | 8* | 36* | 47 | 95 | 199 | 199 | 199 | ||||
| Start (yyyy mm) | 2024 04 | 2021 12 | 2019 12 | 2014 12 | 2007 04 | 2007 04 | 2007 04 | ||||
| End (yyyy mm) | 2024 11 | 2024 11 | 2023 10 | 2022 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Annualized Return (%) | -2.36 | -0.66 | -1.34 | -0.87 | -0.06 | -0.06 | -0.06 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 12.31 | 19.21 | 20.33 | 17.01 | 18.82 | 17.86 | 17.34 | ||||
| Sharpe Ratio | 0.42 | 0.00 | 0.21 | 0.21 | 0.21 | 0.26 | 0.25 | ||||
| Sortino Ratio | 0.58 | -0.01 | 0.29 | 0.29 | 0.28 | 0.35 | 0.34 | ||||
| Ulcer Index | 2.76 | 11.04 | 10.62 | 9.71 | 18.89 | 18.64 | 15.49 | ||||
| Ratio: Return / Standard Deviation | 0.85 | 0.19 | 0.32 | 0.30 | 0.28 | 0.39 | 0.50 | ||||
| Ratio: Return / Deepest Drawdown | 1.45 | 0.12 | 0.21 | 0.17 | 0.09 | 0.12 | 0.15 | ||||
| Positive Months (%) | 58.33 | 52.77 | 56.66 | 56.66 | 57.08 | 60.00 | 59.93 | ||||
| Positive Months | 7 | 19 | 34 | 68 | 137 | 216 | 395 | ||||
| Negative Months | 5 | 17 | 26 | 52 | 103 | 144 | 264 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 5.12 | 10.03 | 11.15 | 21.29 | |||||||
| Worst 10 Years Return (%) - Annualized | 0.38 | -1.57 | -1.57 | ||||||||
| Best 10 Years Return (%) - Annualized | 2.13 | 8.12 | 8.38 | 16.94 | |||||||
| Worst 10 Years Return (%) - Annualized | -1.42 | -4.05 | -5.74 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Nov 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 58.54 | 30.55 | 25.37 | 11.15 | 7.96 | 7.00 | |||||
| Worst Rolling Return (%) - Annualized | -52.96 | -18.37 | -8.13 | -1.57 | 2.21 | ||||||
| Positive Periods (%) | 66.1 | 73.8 | 82.7 | 98.3 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 55.20 | 27.01 | 21.84 | 8.38 | 5.57 | 4.37 | |||||
| Worst Rolling Return (%) - Annualized | -52.96 | -20.32 | -9.96 | -4.05 | 0.13 | ||||||
| Positive Periods (%) | 62.4 | 66.4 | 67.1 | 85.8 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 7.78 | 12.59 | 16.57 | 24.10 | 31.33 | 21.10 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 9.92 | 16.30 | 21.82 | 36.96 | 37.03 | 25.74 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 11.29 | 18.68 | 25.18 | 49.43 | 39.97 | 28.88 | 9.21 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 13.53 | 22.55 | 30.66 | 51.47 | 44.52 | 33.27 | 14.60 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 63.06 | 21.00 | 12.80 | 7.12 | 4.67 | 7.37 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 0.12 | 5.33 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1970 - Nov 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 92.07 | 53.23 | 38.41 | 21.29 | 16.28 | 13.84 | |||||
| Worst Rolling Return (%) - Annualized | -52.96 | -18.37 | -8.13 | -1.57 | 2.21 | 6.13 | |||||
| Positive Periods (%) | 70.0 | 81.5 | 90.3 | 99.2 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 89.07 | 48.74 | 34.20 | 16.94 | 11.93 | 9.25 | |||||
| Worst Rolling Return (%) - Annualized | -52.96 | -20.32 | -9.96 | -5.74 | 0.13 | 3.68 | |||||
| Positive Periods (%) | 61.5 | 68.7 | 69.6 | 85.5 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 7.41 | 11.79 | 15.23 | 21.15 | 23.09 | 9.26 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 9.49 | 15.39 | 20.32 | 30.80 | 32.39 | 20.76 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 10.82 | 17.70 | 23.58 | 45.64 | 38.36 | 25.93 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 12.99 | 21.46 | 28.90 | 49.50 | 41.53 | 29.86 | 7.98 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 63.06 | 21.00 | 12.80 | 7.12 | 4.67 | 4.28 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 0.12 | 3.18 | |||||
| % 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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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.
EUROPEAN STOCKS 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
European Stocks Portfolio: Rolling Returns
European Stocks 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.
EUROPEAN STOCKS 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 European Stocks 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 European Stocks Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
EUROPEAN STOCKS 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%)
395 Positive Months (60%) - 264 Negative Months (40%)
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Methodology
Returns, up to December 2005, 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 2005, 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 FTSE Europe (VGK), up to December 2005
Portfolio efficiency
Compare European Stocks Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.
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Compare this portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
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Compare this portfolio with up to 3 other portfolios.
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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing