Simulation Settings
Period: August 1953 - October 2024 (~71 years)
Consolidated Returns as of 31 October 2024
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency:
CAD
1.00$
Initial Capital
November 1994
November 1994
8.35$
Final Capital
October 2024
October 2024
7.33%
Yearly Return
7.25
Std Deviation
-14.58%
Max Drawdown
103months
Recovery Period
1.00$
Initial Capital
August 1953
August 1953
361.20$
Final Capital
October 2024
October 2024
8.62%
Yearly Return
7.56
Std Deviation
-17.91%
Max Drawdown
29months
Recovery Period
The US Stocks/Bonds 40/60 To CAD Portfolio can be implemented with 2 ETFs. This portfolio has a medium risk, signifying moderate fluctuations in value. It is suitable for investors with a balanced approach to risk and return, seeking steady growth while tolerating some level of volatility.
The portfolio asset allocation is: 40% on the Stock Market, 60% 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 60% allocation to bonds, leading to its classification as medium risk.
As of October 2024, in the previous 30 Years, the US Stocks/Bonds 40/60 To CAD Portfolio obtained a 7.33% compound annual return, with a 7.25% standard deviation. It suffered a maximum drawdown of -14.58% that required 103 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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Asset Allocation and ETFs
To effectively implement the asset allocation of the US Stocks/Bonds 40/60 To CAD 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.
40% Stocks
60% Fixed Income
0% Commodities
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 40.00 |
VUN.TO
|
CAD | Vanguard US Total Market Index | Equity, U.S., Large Cap (USD) |
| 60.00 |
ZUAG.TO
|
CAD | BMO US Aggregate Bond Index | 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 Oct 31, 2024
The US Stocks/Bonds 40/60 To CAD Portfolio guaranteed the following returns.
Returns are calculated in CAD, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
US STOCKS/BONDS 40/60 TO CAD PORTFOLIO
1 August 1953 - 31 October 2024 (~71 years)
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| Chg (%) | Return (%) | Return (%) as of Oct 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Nov 2024 |
YTD
(10M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~71Y) |
|||
| Investment Return | n.a. | n.a. | 14.12 | 1.04 | 10.16 | 21.69 | 6.84 | 8.05 | 7.33 | 8.62 | |||
| Components | |||||||||||||
|
VUN.TO
|
CAD | Vanguard US Total Market Index | n.a. | - | n.a. | 25.43 | 2.27 | 14.98 | 38.06 | 15.41 | 14.33 | 10.55 | 11.63 |
|
ZUAG.TO
|
CAD | BMO US Aggregate Bond Index | n.a. | - | n.a. | 6.58 | 0.10 | 6.66 | 10.89 | 0.84 | 3.63 | 4.51 | 5.98 |
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
Capital Growth as of Oct 31, 2024
An investment of 1$, from November 1994 to October 2024,
would be worth 8.35$, with a total return of 735.10% (7.33% annualized).
The Inflation Adjusted Capital would be 4.44$, with a net total return of 344.25% (5.10% annualized).
The Inflation Adjusted Capital would be 4.44$, with a net total return of 344.25% (5.10% annualized).
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An investment of 1$, from August 1953 to October 2024,
would be worth 361.20$, with a total return of 36019.55% (8.62% annualized).
The Inflation Adjusted Capital would be 31.16$, with a net total return of 3016.46% (4.95% annualized).
The Inflation Adjusted Capital would be 31.16$, with a net total return of 3016.46% (4.95% annualized).
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Portfolio Metrics as of Oct 31, 2024
Metrics of US Stocks/Bonds 40/60 To CAD 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.
US STOCKS/BONDS 40/60 TO CAD PORTFOLIO
Advanced Metrics
1 August 1953 - 31 October 2024 (~71 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
(~71Y) |
|
| Investment Return (%) | 14.12 | 1.04 | 2.54 | 10.16 | 21.69 | 5.71 | 6.84 | 8.05 | 6.95 | 7.33 | 8.62 |
| Growth of 1$ | 1.14 | 1.01 | 1.03 | 1.10 | 1.22 | 1.18 | 1.39 | 2.17 | 3.84 | 8.35 | 361.20 |
| Canada Inflation (%) | 1.77 | 0.00 | -0.62 | 0.31 | 1.58 | 3.84 | 3.35 | 2.50 | 2.15 | 2.13 | 3.50 |
| Pending updates, the monthly inflation of Oct 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 | -2.13 | -13.33 | -13.33 | -13.33 | -14.50 | -14.58 | -17.91 | |||
| Start to Recovery (# months) | 3 | 24 | 24 | 24 | 44 | 103 | 29 | ||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 02 | 2002 04 | 1973 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 6 | 6 | 9 | 67 | 21 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 06 | 2022 06 | 2022 06 | 2007 10 | 2007 10 | 1974 09 | ||||
| Bottom to End (# months) | 2 | 18 | 18 | 18 | 35 | 36 | 8 | ||||
| End (yyyy mm) | 2024 06 | 2023 12 | 2023 12 | 2023 12 | 2010 09 | 2010 10 | 1975 05 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
-14.58 | ||||
| Start to Recovery (# months) | 103 | ||||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 02 | 2002 04 | 2002 04 | ||||
| Start to Bottom (# months) | 1 | 6 | 6 | 6 | 9 | 67 | 67 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 06 | 2022 06 | 2022 06 | 2007 10 | 2007 10 | 2007 10 | ||||
| Bottom to End (# months) | 2 | 18 | 18 | 18 | 35 | 36 | 36 | ||||
| End (yyyy mm) | 2024 06 | 2023 12 | 2023 12 | 2023 12 | 2010 09 | 2010 10 | 2010 10 | ||||
| Longest negative period (# months) | 2 | 24 | 29 | 29 | 54 | 110 | 110 | ||||
| Start (yyyy mm) | 2024 03 | 2021 11 | 2020 06 | 2020 06 | 2005 02 | 2000 04 | 2000 04 | ||||
| End (yyyy mm) | 2024 04 | 2023 10 | 2022 10 | 2022 10 | 2009 07 | 2009 05 | 2009 05 | ||||
| Annualized Return (%) | -1.67 | -1.47 | -0.01 | -0.01 | -0.10 | -0.19 | -0.19 | ||||
| Deepest Drawdown Depth (%) | 0.00 | -2.61 | -18.37 | -18.37 | -18.37 | -18.37 | -25.63 | -31.39 | |||
| Start to Recovery (# months) | 3 | 33 | 33 | 33 | 33 | 137 | 118 | ||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2002 01 | 1973 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 6 | 6 | 6 | 79 | 21 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 06 | 2022 06 | 2022 06 | 2022 06 | 2008 07 | 1974 09 | ||||
| Bottom to End (# months) | 2 | 27 | 27 | 27 | 27 | 58 | 97 | ||||
| End (yyyy mm) | 2024 06 | 2024 09 | 2024 09 | 2024 09 | 2024 09 | 2013 05 | 1982 10 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
-16.93 |
same |
-25.63 | ||||
| Start to Recovery (# months) | 62 | 137 | |||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 02 | 2002 01 | 2002 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 6 | 6 | 18 | 79 | 79 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 06 | 2022 06 | 2022 06 | 2008 07 | 2008 07 | 2008 07 | ||||
| Bottom to End (# months) | 2 | 27 | 27 | 27 | 44 | 58 | 58 | ||||
| End (yyyy mm) | 2024 06 | 2024 09 | 2024 09 | 2024 09 | 2012 03 | 2013 05 | 2013 05 | ||||
| Longest negative period (# months) | 2 | 33 | 48 | 50 | 81 | 164 | 214 | ||||
| Start (yyyy mm) | 2024 03 | 2021 12 | 2019 11 | 2019 09 | 2005 02 | 1999 01 | 1964 06 | ||||
| End (yyyy mm) | 2024 04 | 2024 08 | 2023 10 | 2023 10 | 2011 10 | 2012 08 | 1982 03 | ||||
| Annualized Return (%) | -8.10 | -0.17 | -0.37 | -0.25 | -0.06 | -0.04 | -0.05 | ||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 5.71 | 7.41 | 7.20 | 7.62 | 7.63 | 7.25 | 7.56 | ||||
| Sharpe Ratio | 2.87 | 0.29 | 0.64 | 0.86 | 0.72 | 0.69 | 0.59 | ||||
| Sortino Ratio | 3.69 | 0.40 | 0.92 | 1.28 | 1.05 | 1.00 | 0.85 | ||||
| Ulcer Index | 0.61 | 6.01 | 4.73 | 3.68 | 4.37 | 5.00 | 4.29 | ||||
| Ratio: Return / Standard Deviation | 3.80 | 0.77 | 0.95 | 1.06 | 0.91 | 1.01 | 1.14 | ||||
| Ratio: Return / Deepest Drawdown | 10.20 | 0.43 | 0.51 | 0.60 | 0.48 | 0.50 | 0.48 | ||||
| Positive Months (%) | 83.33 | 61.11 | 56.66 | 58.33 | 58.33 | 59.72 | 63.15 | ||||
| Positive Months | 10 | 22 | 34 | 70 | 140 | 215 | 540 | ||||
| Negative Months | 2 | 14 | 26 | 50 | 100 | 145 | 315 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 8.05 | 11.09 | 11.09 | 16.81 | |||||||
| Worst 10 Years Return (%) - Annualized | 5.86 | 0.44 | 0.44 | ||||||||
| Best 10 Years Return (%) - Annualized | 5.42 | 9.22 | 9.22 | 13.14 | |||||||
| Worst 10 Years Return (%) - Annualized | 3.98 | -1.53 | -2.59 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Oct 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 28.85 | 19.39 | 16.46 | 11.09 | 7.42 | 7.33 | |||||
| Worst Rolling Return (%) - Annualized | -13.61 | -3.98 | -2.15 | 0.44 | 4.85 | ||||||
| Positive Periods (%) | 81.6 | 83.0 | 87.7 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 27.57 | 17.84 | 14.55 | 9.22 | 5.50 | 5.10 | |||||
| Worst Rolling Return (%) - Annualized | -15.49 | -6.60 | -4.22 | -1.53 | 2.89 | ||||||
| Positive Periods (%) | 75.9 | 68.3 | 73.0 | 78.4 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 2.83 | 4.12 | 4.75 | 7.61 | 5.12 | 4.25 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 3.70 | 5.63 | 6.88 | 9.37 | 7.39 | 6.64 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 4.26 | 6.59 | 8.25 | 11.44 | 9.76 | 7.41 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 5.16 | 8.17 | 10.47 | 12.76 | 11.20 | 9.05 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 88.09 | 29.48 | 17.18 | 8.36 | 5.18 | 7.04 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.28 | 5.45 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Aug 1953 - Oct 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 39.11 | 24.54 | 22.56 | 16.81 | 14.39 | 12.30 | |||||
| Worst Rolling Return (%) - Annualized | -17.76 | -3.98 | -2.15 | 0.44 | 4.85 | 6.66 | |||||
| Positive Periods (%) | 84.4 | 91.3 | 95.3 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 33.56 | 18.86 | 16.37 | 13.14 | 10.09 | 6.90 | |||||
| Worst Rolling Return (%) - Annualized | -26.05 | -10.62 | -5.36 | -2.59 | 0.49 | 3.05 | |||||
| Positive Periods (%) | 74.1 | 75.9 | 79.5 | 81.2 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 2.87 | 4.07 | 4.50 | 6.68 | 2.11 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 3.78 | 5.64 | 6.72 | 9.20 | 5.11 | 3.52 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 4.36 | 6.64 | 8.14 | 11.03 | 7.07 | 6.50 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 5.31 | 8.28 | 10.46 | 13.28 | 9.50 | 7.62 | 0.00 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 86.02 | 27.32 | 16.61 | 8.36 | 4.92 | 3.97 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 0.52 | 2.58 | |||||
| % 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 31 October 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.
US STOCKS/BONDS 40/60 TO CAD PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 August 1953 - 31 October 2024 (~71 years)
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Rolling Returns
For a detailed rolling return analysis, click here
US Stocks/Bonds 40/60 To CAD Portfolio: Rolling Returns
US Stocks/Bonds 40/60 To CAD 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/BONDS 40/60 TO CAD PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 August 1953 - 31 October 2024 (~71 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 US Stocks/Bonds 40/60 To CAD 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 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/Bonds 40/60 To CAD Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
US STOCKS/BONDS 40/60 TO CAD PORTFOLIO
Monthly Returns Distribution
1 November 1994 - 31 October 2024 (30 Years)
1 August 1953 - 31 October 2024 (~71 years)
215 Positive Months (60%) - 145 Negative Months (40%)
540 Positive Months (63%) - 315 Negative Months (37%)
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Methodology
Returns, up to February 2023, 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 2023, 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 US Total Market Index (VUN.TO), up to September 2013
- BMO US Aggregate Bond Index (ZUAG.TO), up to February 2023
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
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with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing