Simulation Settings
Period: January 1976 - November 2024 (~49 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
31.77$
Final Capital
November 2024
November 2024
12.22%
Yearly Return
15.09
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1976
January 1976
329.30$
Final Capital
November 2024
November 2024
12.58%
Yearly Return
15.01
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
Live returns:
---
1 Day: ---
---
Month: ---
The US Stocks Quality 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 US Stocks Quality Portfolio obtained a 12.22% compound annual return, with a 15.09% standard deviation. It suffered a maximum drawdown of -46.25% that required 40 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 US Stocks Quality 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 |
QUAL
|
USD | iShares Edge MSCI USA Quality Factor ETF | Equity, U.S., Large Cap, Growth (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 US Stocks Quality Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
US STOCKS QUALITY PORTFOLIO
1 January 1976 - 30 November 2024 (~49 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 (~49Y) |
|||
| Investment Return | --- | --- | 26.86 | 5.03 | 12.37 | 32.81 | 15.06 | 13.27 | 12.22 | 12.58 | |||
| 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 US Stocks Quality Portfolio granted a 1.59% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Quality Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2024
An investment of 1$, from December 1994 to November 2024,
would be worth 31.77$, with a total return of 3076.98% (12.22% annualized).
The Inflation Adjusted Capital would be 15.04$, with a net total return of 1403.95% (9.46% annualized).
The Inflation Adjusted Capital would be 15.04$, with a net total return of 1403.95% (9.46% annualized).
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An investment of 1$, from January 1976 to November 2024,
would be worth 329.30$, with a total return of 32830.47% (12.58% annualized).
The Inflation Adjusted Capital would be 57.86$, with a net total return of 5686.02% (8.65% annualized).
The Inflation Adjusted Capital would be 57.86$, with a net total return of 5686.02% (8.65% annualized).
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Portfolio Metrics as of Nov 30, 2024
Metrics of US Stocks Quality 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.
US STOCKS QUALITY PORTFOLIO
Advanced Metrics
1 January 1976 - 30 November 2024 (~49 years)
Swipe left to see all data
| Metrics as of Nov 30, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(11M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~49Y) |
|
| Investment Return (%) | 26.86 | 5.03 | 4.54 | 12.37 | 32.81 | 10.96 | 15.06 | 13.27 | 11.13 | 12.22 | 12.58 |
| Growth of 1$ | 1.27 | 1.05 | 1.05 | 1.12 | 1.33 | 1.37 | 2.02 | 3.48 | 8.26 | 31.77 | 329.30 |
| US Inflation (%) | 2.49 | 0.31 | 0.74 | 1.03 | 2.73 | 4.31 | 4.18 | 2.93 | 2.54 | 2.52 | 3.62 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | 0.00 | -4.50 | -27.78 | -27.78 | -27.78 | -46.25 | -46.25 | -46.25 | |||
| Start to Recovery (# months) | 2 | 24 | 24 | 24 | 40 | 40 | 40 | ||||
| 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 | 15 | 15 | 15 | 24 | 24 | 24 | ||||
| End (yyyy mm) | 2024 05 | 2023 12 | 2023 12 | 2023 12 | 2011 02 | 2011 02 | 2011 02 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
-43.01 | -43.01 | ||||
| Start to Recovery (# months) | 77 | 77 | |||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 25 | 25 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | ||||
| Bottom to End (# months) | 1 | 15 | 15 | 15 | 24 | 52 | 52 | ||||
| End (yyyy mm) | 2024 05 | 2023 12 | 2023 12 | 2023 12 | 2011 02 | 2007 01 | 2007 01 | ||||
| Longest negative period (# months) | 2 | 23 | 27 | 27 | 55 | 130 | 130 | ||||
| Start (yyyy mm) | 2024 03 | 2021 12 | 2021 08 | 2021 08 | 2004 12 | 1998 05 | 1998 05 | ||||
| End (yyyy mm) | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2009 06 | 2009 02 | 2009 02 | ||||
| Annualized Return (%) | -10.59 | -2.81 | -1.11 | -1.11 | -1.28 | -0.20 | -0.20 | ||||
| Deepest Drawdown Depth (%) | 0.00 | -4.79 | -31.56 | -31.56 | -31.56 | -47.14 | -50.85 | -50.85 | |||
| Start to Recovery (# months) | 2 | 26 | 26 | 26 | 52 | 149 | 149 | ||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 102 | 102 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 17 | 17 | 17 | 36 | 47 | 47 | ||||
| End (yyyy mm) | 2024 05 | 2024 02 | 2024 02 | 2024 02 | 2012 02 | 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 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 102 | 102 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 17 | 17 | 17 | 36 | 47 | 47 | ||||
| End (yyyy mm) | 2024 05 | 2024 02 | 2024 02 | 2024 02 | 2012 02 | 2013 01 | 2013 01 | ||||
| Longest negative period (# months) | 2 | 28 | 34 | 34 | 69 | 156 | 156 | ||||
| Start (yyyy mm) | 2024 03 | 2022 01 | 2019 12 | 2019 12 | 2004 12 | 2000 01 | 2000 01 | ||||
| End (yyyy mm) | 2024 04 | 2024 04 | 2022 09 | 2022 09 | 2010 08 | 2012 12 | 2012 12 | ||||
| Annualized Return (%) | -14.21 | -0.11 | -1.43 | -1.43 | -0.78 | -0.09 | -0.09 | ||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 10.47 | 18.24 | 18.70 | 15.63 | 14.97 | 15.09 | 15.01 | ||||
| Sharpe Ratio | 2.64 | 0.40 | 0.68 | 0.75 | 0.64 | 0.66 | 0.56 | ||||
| Sortino Ratio | 3.31 | 0.53 | 0.90 | 1.00 | 0.85 | 0.87 | 0.75 | ||||
| Ulcer Index | 1.32 | 11.47 | 9.53 | 7.17 | 10.57 | 13.77 | 11.68 | ||||
| Ratio: Return / Standard Deviation | 3.13 | 0.60 | 0.81 | 0.85 | 0.74 | 0.81 | 0.84 | ||||
| Ratio: Return / Deepest Drawdown | 7.30 | 0.39 | 0.54 | 0.48 | 0.24 | 0.26 | 0.27 | ||||
| Positive Months (%) | 83.33 | 61.11 | 63.33 | 64.16 | 64.16 | 63.61 | 61.83 | ||||
| Positive Months | 10 | 22 | 38 | 77 | 154 | 229 | 363 | ||||
| Negative Months | 2 | 14 | 22 | 43 | 86 | 131 | 224 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 13.27 | 16.81 | 16.81 | 22.42 | |||||||
| Worst 10 Years Return (%) - Annualized | 7.97 | -2.18 | -2.18 | ||||||||
| Best 10 Years Return (%) - Annualized | 10.05 | 14.78 | 14.78 | 19.14 | |||||||
| Worst 10 Years Return (%) - Annualized | 6.09 | -4.65 | -4.65 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Nov 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 53.98 | 36.99 | 34.78 | 16.81 | 11.70 | 12.22 | |||||
| Worst Rolling Return (%) - Annualized | -39.37 | -15.42 | -5.11 | -2.18 | 5.30 | ||||||
| Positive Periods (%) | 81.3 | 82.7 | 89.7 | 93.3 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 50.89 | 34.08 | 31.65 | 14.78 | 9.16 | 9.46 | |||||
| Worst Rolling Return (%) - Annualized | -39.37 | -17.45 | -7.55 | -4.65 | 3.16 | ||||||
| Positive Periods (%) | 79.3 | 79.3 | 79.4 | 88.3 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 6.10 | 9.23 | 11.18 | 21.34 | 24.13 | 9.16 | 1.84 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 7.91 | 12.36 | 15.61 | 28.13 | 30.74 | 13.35 | 9.92 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 9.07 | 14.37 | 18.45 | 33.36 | 33.38 | 15.47 | 17.01 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 10.96 | 17.64 | 23.08 | 36.75 | 36.96 | 19.82 | 19.78 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 75.51 | 23.64 | 14.20 | 7.27 | 4.67 | 11.78 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.16 | 10.99 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1976 - Nov 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 55.12 | 36.99 | 34.78 | 22.42 | 20.15 | 14.32 | |||||
| Worst Rolling Return (%) - Annualized | -39.37 | -15.42 | -5.11 | -2.18 | 5.30 | 10.22 | |||||
| Positive Periods (%) | 79.8 | 89.8 | 94.1 | 96.5 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 51.38 | 34.08 | 31.65 | 19.14 | 15.68 | 10.12 | |||||
| Worst Rolling Return (%) - Annualized | -39.37 | -17.45 | -7.55 | -4.65 | 3.16 | 7.51 | |||||
| Positive Periods (%) | 74.4 | 82.2 | 84.2 | 94.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 6.04 | 9.08 | 10.94 | 16.09 | 15.04 | 2.88 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 7.84 | 12.20 | 15.34 | 24.15 | 26.10 | 10.41 | 4.58 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 8.99 | 14.20 | 18.17 | 31.22 | 32.28 | 15.02 | 12.41 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 10.87 | 17.45 | 22.77 | 34.23 | 34.56 | 17.61 | 15.50 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 75.51 | 23.64 | 14.20 | 7.27 | 4.67 | 6.44 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.16 | 5.86 | |||||
| % 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.
US STOCKS QUALITY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 January 1976 - 30 November 2024 (~49 years)
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Rolling Returns
For a detailed rolling return analysis, click here
US Stocks Quality Portfolio: Rolling Returns
US Stocks Quality 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 QUALITY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 January 1976 - 30 November 2024 (~49 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 Quality 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 1976 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 US Stocks Quality Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
US STOCKS QUALITY PORTFOLIO
Monthly Returns Distribution
1 December 1994 - 30 November 2024 (30 Years)
1 January 1976 - 30 November 2024 (~49 years)
229 Positive Months (64%) - 131 Negative Months (36%)
363 Positive Months (62%) - 224 Negative Months (38%)
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Methodology
Returns, up to December 2013, 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 2013, 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:
- iShares Edge MSCI USA Quality Factor ETF (QUAL), up to December 2013
Portfolio efficiency
Compare US Stocks Quality 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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The following portfolios are based on similar asset allocation strategies and/or comparable asset weightings.
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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