The Lazy Team Dynamic 40/60 Income Portfolio vs Fulvio Marchese In Saecula Saeculorum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1992 - November 2024 (~33 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1992)
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
December 1994
8.59$
Final Capital
November 2024
7.43%
Yearly Return
8.13%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Initial Capital
January 1992
10.74$
Final Capital
November 2024
7.48%
Yearly Return
7.85%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
December 1994
10.94$
Final Capital
November 2024
8.30%
Yearly Return
7.84%
Std Deviation
-20.39%
Max Drawdown
25months
Recovery Period
1.00$
Initial Capital
January 1992
12.60$
Final Capital
November 2024
8.00%
Yearly Return
7.64%
Std Deviation
-20.39%
Max Drawdown
25months
Recovery Period

As of November 2024, in the previous 30 Years, the The Lazy Team Dynamic 40/60 Income Portfolio obtained a 7.43% compound annual return, with a 8.13% standard deviation. It suffered a maximum drawdown of -29.84% that required 26 months to be recovered.

As of November 2024, in the previous 30 Years, the Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 8.30% compound annual return, with a 7.84% standard deviation. It suffered a maximum drawdown of -20.39% that required 25 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

The Lazy Team Dynamic 40/60 Income Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
PFF
iShares Preferred and Income Securities ETF
20.00
VTI
Vanguard Total Stock Market
20.00
EMB
iShares JP Morgan USD Em Mkts Bd
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
Fulvio Marchese In Saecula Saeculorum Portfolio
Weight
(%)		 ETF
Ticker		 Name
45.00
VTI
Vanguard Total Stock Market
20.00
IEF
iShares 7-10 Year Treasury Bond
15.00
LQD
iShares Investment Grade Corporate Bond
10.00
SHY
iShares 1-3 Year Treasury Bond
10.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1992 - 30 November 2024 (~33 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Dynamic 40/60 Income
The Lazy Team 		11.86 2.37 7.95 15.75 4.80 4.97 7.43 7.48
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_fulvio_marchese2.webp In Saecula Saeculorum
Fulvio Marchese 		16.55 3.28 10.93 21.41 8.23 7.47 8.30 8.00
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since December 1994, now would be worth 8.59$, with a total return of 758.91% (7.43% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since December 1994, now would be worth 10.94$, with a total return of 993.97% (8.30% annualized).


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The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.74$, with a total return of 973.98% (7.48% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1992, now would be worth 12.60$, with a total return of 1160.45% (8.00% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1992 - 30 November 2024 (~33 years)
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Author The Lazy Team Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 15.75 21.41
Infl. Adjusted Return (%) 12.67 18.18
DRAWDOWN
Deepest Drawdown Depth (%) -2.45 -2.83
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.45 -2.83
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 5.39 6.49
Sharpe Ratio 1.95 2.49
Sortino Ratio 2.38 3.02
Ulcer Index 0.74 0.83
Ratio: Return / Standard Deviation 2.92 3.30
Ratio: Return / Deepest Drawdown 6.44 7.56
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Dynamic 40/60 Income In Saecula Saeculorum
Author The Lazy Team Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.80 8.23
Infl. Adjusted Return (%) 0.60 3.89
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.89
Start to Recovery (months) 30 26
Longest Drawdown Depth (%) -17.33 -18.89
Start to Recovery (months) 30 26
Longest Negative Period (months) 38 34
RISK INDICATORS
Standard Deviation (%) 10.17 10.67
Sharpe Ratio 0.25 0.56
Sortino Ratio 0.32 0.74
Ulcer Index 7.24 6.91
Ratio: Return / Standard Deviation 0.47 0.77
Ratio: Return / Deepest Drawdown 0.28 0.44
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Dynamic 40/60 Income In Saecula Saeculorum
Author The Lazy Team Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.97 7.47
Infl. Adjusted Return (%) 1.97 4.40
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.89
Start to Recovery (months) 30 26
Longest Drawdown Depth (%) -17.33 -18.89
Start to Recovery (months) 30 26
Longest Negative Period (months) 38 34
RISK INDICATORS
Standard Deviation (%) 7.89 8.56
Sharpe Ratio 0.43 0.69
Sortino Ratio 0.57 0.93
Ulcer Index 5.24 5.06
Ratio: Return / Standard Deviation 0.63 0.87
Ratio: Return / Deepest Drawdown 0.29 0.40
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Author The Lazy Team Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.43 8.30
Infl. Adjusted Return (%) 4.79 5.63
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -20.39
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -10.13
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 43
RISK INDICATORS
Standard Deviation (%) 8.13 7.84
Sharpe Ratio 0.63 0.77
Sortino Ratio 0.82 1.01
Ulcer Index 4.85 4.43
Ratio: Return / Standard Deviation 0.91 1.06
Ratio: Return / Deepest Drawdown 0.25 0.41
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Author The Lazy Team Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.48 8.00
Infl. Adjusted Return (%) 4.81 5.32
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -20.39
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -10.13
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 43
RISK INDICATORS
Standard Deviation (%) 7.85 7.64
Sharpe Ratio 0.65 0.73
Sortino Ratio 0.84 0.97
Ulcer Index 4.68 4.30
Ratio: Return / Standard Deviation 0.95 1.05
Ratio: Return / Deepest Drawdown 0.25 0.39
Metrics calculated over the period 1 January 1992 - 30 November 2024
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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.

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1992 - 30 November 2024 (~33 years)

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Dynamic 40/60 Income In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-20.39 25 Nov 2007
Nov 2009
-18.89 26 Jan 2022
Feb 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.13 33 Sep 2000
May 2003
-9.38 8 May 1998
Dec 1998
-8.50 4 Feb 2020
May 2020
-7.93 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-5.64 6 Sep 2018
Feb 2019
-5.09 5 Oct 2018
Feb 2019
-4.77 5 Jun 2011
Oct 2011
-4.59 13 Mar 2015
Mar 2016

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Dynamic 40/60 Income In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-20.39 25 Nov 2007
Nov 2009
-18.89 26 Jan 2022
Feb 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.13 33 Sep 2000
May 2003
-9.38 8 May 1998
Dec 1998
-8.50 4 Feb 2020
May 2020
-7.93 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-5.96 13 Feb 1994
Feb 1995
-5.64 6 Sep 2018
Feb 2019
-5.36 15 Feb 1994
Apr 1995
-5.09 5 Oct 2018
Feb 2019

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1992 - 30 November 2024 (~33 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Dynamic 40/60 Income In Saecula Saeculorum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 11.86 -2.45 16.55 -2.83
2023
 11.97 -5.00 15.53 -6.33
2022
 -14.37 -17.33 -14.97 -18.89
2021
 6.72 -1.83 10.12 -3.03
2020
 8.28 -12.42 15.89 -8.50
2019
 15.91 -1.51 20.14 -2.10
2018
 -3.18 -5.09 -2.76 -5.64
2017
 9.18 0.00 12.42 -0.04
2016
 7.53 -1.95 7.79 -2.43
2015
 0.21 -4.06 -0.75 -4.59
2014
 7.01 -1.44 8.52 -2.04
2013
 6.13 -3.06 10.73 -2.94
2012
 12.70 -2.72 10.41 -2.92
2011
 2.96 -7.19 6.12 -4.77
2010
 11.25 -3.72 14.27 -4.00
2009
 22.37 -15.04 15.39 -9.28
2008
 -14.80 -23.51 -11.54 -16.70
2007
 0.88 -3.23 8.83 -2.17
2006
 9.18 -1.29 10.84 -2.11
2005
 5.23 -1.76 5.47 -1.69
2004
 8.41 -3.31 7.97 -3.39
2003
 21.64 -1.30 18.47 -1.50
2002
 1.03 -6.73 -1.22 -5.96
2001
 8.71 -3.24 -1.59 -6.44
2000
 3.43 -4.13 0.64 -5.96
1999
 11.02 -2.15 9.19 -2.99
1998
 6.04 -9.38 15.29 -7.93
1997
 16.36 -2.49 16.19 -2.95
1996
 16.81 -1.12 9.83 -2.50
1995
 23.17 0.00 25.73 0.00
1994
 -3.19 -5.36 -2.41 -5.96
1993
 14.73 -0.57 11.66 -1.36
1992
 12.95 -0.70 6.70 -2.12
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book