Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio: ETF allocation and returns

Period: August 1953 - September 2024 (~71 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1^st
Currency: EUR

(Change Settings)

1.00€
Initial Capital
October 1994
10.51€
Final Capital
September 2024
8.16%
Yearly Return
7.73
Std Deviation
-16.77%
Max Drawdown
57 months
Recovery Period

1.00€
Initial Capital
August 1953
360.43€
Final Capital
September 2024
8.62%
Yearly Return
8.37
Std Deviation
-18.53%
Max Drawdown
16 months
Recovery Period

The Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio can be implemented with 5 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 asset allocation is the following: 45% on the Stock Market, 45% on Fixed Income, 10% 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 45% allocation to bonds, leading to its classification as high risk.

As of September 2024, in the previous 30 Years, the Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio obtained a 8.16% compound annual return, with a 7.73% standard deviation. It suffered a maximum drawdown of -16.77% that required 57 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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About the Author: Fulvio Marchese

I am Italian, living in Sanremo, Italy, near Monaco-Montecarlo. In 2023, I completed 50 years of work for a major Italian bank. Throughout my career, I assisted both institutional investors and individuals in building wealth through a life-strategy perspective, employing Strategic and Tactical Asset Allocation with modern 'liability-driven' Risk Management protocols, grounded in methodology and rules.

"Uncompromising quality" has been the guiding principle, where I consistently paired experience and innovation in the financial field.

Through my finance career, I've learned that long-term success is achieved by avoiding mistakes rather than attempting to predict market trends, approaching tasks with the tranquility of doing things well consistently.

Today, I offer my expertise to those in need. I am passionate about planning, organizing, and guiding important life decisions for individuals, extending beyond merely economic and financial aspects. As a 'life coach,' I help individuals grow and enhance their qualities in their professional, social, and economic lives, steering them towards the best path.

I enjoy sharing these topics on LinkedIn and Facebook and have initiated a Financial e-Learning Group on Telegram.
https://www.linkedin.com/in/fulviomarchese

'If we only walk on sunny days, we will never reach our destination.' (Paulo Coelho)

Portfolio Overview

Why Title an Asset Allocation "Saecula Saeculorum"?
Because it can be a choice based on various considerations, including aesthetics, inspiration, or symbolic meaning. "Saecula Saeculorum" is a Latin expression meaning "in the centuries of the centuries" or "forever." The use of such a significant term reflects the intention to create a long-term investment portfolio that can endure through generations.

As for the specific composition of the portfolio, each asset represents a different element and can play a specific role in risk management and achieving financial goals.

Total US Stock Market (45%): Represents a significant portion of US stocks, providing diversification within the stock market.

US Intermediate-Term Bond (20%): Intermediate-term bonds can provide stability and more predictable income flows compared to stocks. They may be considered less risky than stocks but still offer higher returns than short-term bonds.

US Investment Grade Corporate Bond (15%): Investment-grade corporate bonds are issued by companies with good financial strength, offering a balance between yield and risk.

US 1-3 Year Treasury Short-Term Bond (10%): Short-term US Treasury bonds are generally considered safer, being issued by the US government. They can be used for short-term stability and liquidity.

US Gold Trust Commodity (10%): Gold is often seen as a safe-haven asset in times of economic uncertainty. The allocation in gold can serve as diversification and protection against inflation.

The selection of these components depends on the investor's preferences, time horizon, risk tolerance, and financial goals. Titling the asset allocation with a symbolic term like 'In Saecula Saeculorum' may reflect the desire to build a robust and enduring portfolio over time.

Asset Allocation and ETFs

This asset allocation includes ETFs not denominated in EUR. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

The Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio has the following asset allocation:

          45% Stocks
        
          45% Fixed Income
        
          10% Commodities

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The Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio can be implemented with the following ETFs:

Weight (%)	ETF Ticker	ETF Currency	ETF Name	Investment Themes (Orig.Currency)
45.00	VTI	→EUR	Vanguard Total Stock Market	Equity, U.S., Large Cap (USD)
20.00	IEF	→EUR Hedged	iShares 7-10 Year Treasury Bond	Bond, U.S., Intermediate-Term (USD)
15.00	LQD	→EUR Hedged	iShares Investment Grade Corporate Bond	Bond, U.S., All-Term (USD)
10.00	SHY	→EUR Hedged	iShares 1-3 Year Treasury Bond	Bond, U.S., Short Term (USD)
10.00	GLD	→EUR	SPDR Gold Trust	Commodity, Gold (USD)
• Not denominated in EUR. Returns are hypotetical, retrieved from the original ETF, applying currency exchange rates or hedging costs when needed.

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 Sep 30, 2024

The Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio guaranteed the following returns.

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
for non-EUR assets, the adjustment for actual currency exchange rates.
for non-EUR assets, the currency hedging cost, taking into account the interest rate differentials, with a yearly additional expense ratio of 0.25%.
the actual Euro Inflation rates.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR BOND HEDGED PORTFOLIO

Time Period: 1 August 1953 - 30 September 2024 (~71 years)

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			Chg (%)		Return (%)	Return (%) as of Sep 30, 2024
			1 Day	*Time ET^()**	Oct 2024	YTD (9M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~71Y)
Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio			n.a.		n.a.	12.82	1.58	6.15	21.02	7.63	7.77	8.16	8.62
Euro Inflation Adjusted return						10.53	1.68	5.07	18.93	3.73	5.28	5.98	5.80
*Components*
VTI	→EUR	Vanguard Total Stock Market	n.a.	-	n.a.	19.32	1.21	5.83	28.83	14.77	14.25	11.06	11.12
IEF	→EUR Hedged	iShares 7-10 Year Treasury Bond	n.a.	-	n.a.	3.13	1.25	4.80	9.41	-1.96	0.13	4.44	5.16
LQD	→EUR Hedged	iShares Investment Grade Corporate Bond	n.a.	-	n.a.	4.11	1.83	5.33	14.28	-0.31	1.61	4.81	5.40
SHY	→EUR Hedged	iShares 1-3 Year Treasury Bond	n.a.	-	n.a.	2.97	0.64	3.00	5.23	0.15	-0.02	2.50	4.55
GLD	→EUR	SPDR Gold Trust	n.a.	-	n.a.	25.81	4.25	14.01	35.05	11.44	9.06	6.60	6.04
• Not denominated in EUR. Returns are hypotetical, retrieved from the original asset, applying currency exchange rates or hedging costs when needed.
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Sep 2024. Inflation (annualized) is 1Y: 1.75% , 5Y: 3.76% , 10Y: 2.36% , 30Y: 2.05%

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Capital Growth as of Sep 30, 2024

An investment of 1€, from October 1994 to September 2024, would be worth 10.51€, with a total return of 951.48% (8.16% annualized).

The Inflation Adjusted Capital would be 5.72€, with a net total return of 471.81% (5.98% annualized).

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An investment of 1€, from August 1953 to September 2024, would be worth 360.43€, with a total return of 35942.69% (8.62% annualized).

The Inflation Adjusted Capital would be 55.23€, with a net total return of 5422.69% (5.80% annualized).

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Portfolio Metrics as of Sep 30, 2024

Metrics of Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio, updated as of 30 September 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 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
for non-EUR assets, the adjustment for actual currency exchange rates.
for non-EUR assets, the currency hedging cost, taking into account the interest rate differentials, with a yearly additional expense ratio of 0.25%.
the actual Euro Inflation rates.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR BOND HEDGED PORTFOLIO

Advanced Metrics

Time Period: 1 August 1953 - 30 September 2024 (~71 years)

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	Metrics as of Sep 30, 2024
	YTD (9M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~71Y)
Investment Return (%)	12.82	1.58	3.99	6.15	21.02	5.74	7.63	7.77	7.73	8.16	8.62
Growth of 1€	1.13	1.02	1.04	1.06	1.21	1.18	1.44	2.11	4.43	10.51	360.43
Infl. Adjusted Return (%)	10.53	1.68	3.98	5.07	18.93	0.44	3.73	5.28	5.51	5.98	5.80
Euro Inflation (%)	2.06	-0.09	0.02	1.03	1.75	5.28	3.76	2.36	2.11	2.05	2.67
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				0.00	-2.47	-12.69	-12.69	-12.69	-13.86	-16.77	-18.53
Start to Recovery (# months)					3	25	25	25	25	57	16
Start (yyyy mm)					2024 04	2022 01	2022 01	2022 01	2007 11	2000 09	1974 03
Start to Bottom (# months)					1	12	12	12	16	31	7
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2009 02	2003 03	1974 09
Bottom to End (# months)					2	13	13	13	9	26	9
End (yyyy mm)					2024 06	2024 01	2024 01	2024 01	2009 11	2005 05	1975 06
Longest Drawdown Depth (%)					same	same	same	same	same	same	-16.77
Start to Recovery (# months)					same	same	same	same	same	same	57
Start (yyyy mm)					2024 04	2022 01	2022 01	2022 01	2007 11	2000 09	2000 09
Start to Bottom (# months)					1	12	12	12	16	31	31
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2009 02	2003 03	2003 03
Bottom to End (# months)					2	13	13	13	9	26	26
End (yyyy mm)					2024 06	2024 01	2024 01	2024 01	2009 11	2005 05	2005 05
Longest negative period (# months)					2	25	28	28	45	56	56
Start (yyyy mm)					2024 04	2021 10	2021 07	2021 07	2005 06	2000 09	2000 09
End (yyyy mm)					2024 05	2023 10	2023 10	2023 10	2009 02	2005 04	2005 04
Annualized Return (%)					-2.28	-1.73	-1.05	-1.05	-0.26	-0.70	-0.70
Deepest Drawdown Depth (%)				-2.90	-3.04	-20.04	-20.04	-20.04	-20.04	-21.78	-26.67
Start to Recovery (# months)				33*	3	33*	33*	33*	33*	114	48
Start (yyyy mm)					2024 04	2022 01	2022 01	2022 01	2022 01	2000 09	1973 01
Start to Bottom (# months)					1	12	12	12	12	31	21
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2022 12	2003 03	1974 09
Bottom to End (# months)					2	21	21	21	21	83	27
End (yyyy mm)					2024 06	-	-	-	-	2010 02	1976 12
Longest Drawdown Depth (%)					same	same	same	same	same	same	-21.78
Start to Recovery (# months)					same	same	same	same	same	same	114
Start (yyyy mm)					2024 04	2022 01	2022 01	2022 01	2022 01	2000 09	2000 09
Start to Bottom (# months)					1	12	12	12	12	31	31
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2022 12	2003 03	2003 03
Bottom to End (# months)					2	21	21	21	21	83	83
End (yyyy mm)					2024 06	-	-	-	-	2010 02	2010 02
Longest negative period (# months)					2	35	49	50	54	118	136
Start (yyyy mm)					2024 03	2021 10	2019 10	2019 09	2004 10	1999 05	1968 12
End (yyyy mm)					2024 04	2024 08	2023 10	2023 10	2009 03	2009 02	1980 03
Annualized Return (%)					-5.17	-0.12	-0.10	-0.02	-0.72	-0.08	-0.03
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					6.68	9.35	8.99	7.92	7.04	7.73	8.37
Sharpe Ratio					2.35	0.25	0.61	0.79	0.89	0.76	0.53
Sortino Ratio					3.02	0.34	0.81	1.07	1.21	1.03	0.74
Ulcer Index					0.78	6.41	5.13	3.91	3.71	4.68	4.50
Ratio: Return / Standard Deviation					3.15	0.61	0.85	0.98	1.10	1.06	1.03
Ratio: Return / Deepest Drawdown					8.50	0.45	0.60	0.61	0.56	0.49	0.47
Positive Months (%)					83.33	61.11	65.00	64.16	66.25	65.00	64.87
Positive Months					10	22	39	77	159	234	554
Negative Months					2	14	21	43	81	126	300
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								7.77	10.36	10.36	15.45
Worst 10 Years Return (%) - Annualized								7.77	6.73	2.45	2.45
Best 10 Years Return (%) - Annualized								5.28	8.93	8.93	12.76
Worst 10 Years Return (%) - Annualized								5.28	4.39	0.30	-0.83
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Sep 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized					37.05	21.63	18.17	10.36	9.01	8.16
Worst Rolling Return (%) - Annualized					-13.20	-4.14	0.43	2.45	5.61	8.16
Positive Periods (%)					84.5	92.6	100.0	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					35.04	19.58	16.30	8.93	7.07	5.98
Worst Rolling Return (%) - Annualized					-20.04	-6.35	-1.72	0.30	3.89	5.98
Positive Periods (%)					78.7	78.4	94.3	100.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		2.99	4.31	4.90	7.04	3.84	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		3.91	5.92	7.17	9.95	6.75	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		4.51	6.95	8.63	12.17	9.00	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		5.48	8.62	11.00	12.94	10.75	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					88.20	29.31	17.58	9.14	5.78	7.88
Perpetual Withdrawal Rate (%)					---	---	---	0.32	3.18	6.50
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Aug 1953 - Sep 2024)
Best Rolling Return (%) - Annualized					54.08	25.71	20.34	15.45	13.34	11.26
Worst Rolling Return (%) - Annualized					-14.19	-4.14	0.43	2.45	5.61	7.24
Positive Periods (%)					82.2	96.3	100.0	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					50.14	22.62	16.30	12.76	10.46	7.59
Worst Rolling Return (%) - Annualized					-20.04	-7.72	-3.53	-0.83	2.18	4.22
Positive Periods (%)					75.0	85.4	93.0	98.5	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		3.25	4.72	5.41	6.42	0.00	0.00	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		4.26	6.46	7.86	9.51	2.96	0.00	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		4.90	7.57	9.44	11.92	6.48	0.00	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		5.95	9.38	12.00	12.91	8.96	0.00	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					87.12	28.66	17.58	9.14	5.78	4.92
Perpetual Withdrawal Rate (%)					---	---	---	---	2.30	3.60
% 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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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 September 2024

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Terms and Definitions

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.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR BOND HEDGED PORTFOLIO

Drawdown periods

Drawdown periods - Inflation Adjusted

Time Period: 1 October 1994 - 30 September 2024 (30 Years)

Time Period: 1 August 1953 - 30 September 2024 (~71 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged 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.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR BOND HEDGED PORTFOLIO

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

Time Period: 1 October 1994 - 30 September 2024 (30 Years)

Time Period: 1 August 1953 - 30 September 2024 (~71 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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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 Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged 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 August 1953 to September 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 Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR BOND HEDGED PORTFOLIO

Monthly Returns Distribution

Time Period: 1 October 1994 - 30 September 2024 (30 Years)

Time Period: 1 August 1953 - 30 September 2024 (~71 years)

234 Positive Months (65%) - 126 Negative Months (35%)

554 Positive Months (65%) - 300 Negative Months (35%)

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Methodology

Returns, up to December 2004, 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.

For non-EUR assets, returns are calculated based on the performance of the original asset, adjusted for actual currency exchange rates.
For non-EUR assets, hedged returns are calculated taking into account the interest rate differentials of the countries. It is assumed that hedged instruments have a yearly additional expense ratio of 0.25%.

In particular, the series derived from equivalent datasets are:

Vanguard Total Stock Market (VTI) to EUR, up to December 2001
iShares 7-10 Year Treasury Bond (IEF) to EUR Hedged, up to December 2002
iShares Investment Grade Corporate Bond (LQD) to EUR Hedged, up to December 2002
iShares 1-3 Year Treasury Bond (SHY) to EUR Hedged, up to December 2002
SPDR Gold Trust (GLD) to EUR, up to December 2004

Portfolio efficiency

No other portfolio in our database 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

Mastering ETF Investing

Build wealth
with Lazy Portfolios and Passive Investing

Buy now
English book

Buy now
Italian book

Table of contents

About the Author: Fulvio Marchese

Portfolio Overview

Asset Allocation and ETFs

Portfolio and ETF Returns as of Sep 30, 2024

Capital Growth as of Sep 30, 2024

Portfolio Metrics as of Sep 30, 2024

Portfolio Components Correlation

Drawdowns

Rolling Returns

Seasonality

Monthly Returns

Portfolio efficiency