Portfolio Backtest and Simulation

With this Backtesting Tool, you can build your Portfolio, based on the selected asset classes.

You can simulate your Portfolio and calculate the same metrics that you are already accustomed to seeing on this website.

You can backtest your portfolio, using the following main assets:

  • Stocks: Total Market, Large/Mid/Small, Value/Growth, Sectors, Factors, US/International
  • Fixed Income: Total Market, Government/Corporate, Long/Medium/Short Term, Convertible, US/International
  • Commodities: Gold, Bitcoin, Precious Metals, Broad commodities

You have access to the main ETFs in USD and EUR currencies.

Build your Portfolio

Choose one or more assets, and for each one input the weight.
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Available assets:
Stocks
Fixed Income
Commodities
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ETFs flagged with • are not available in our database, in the destination currency. We retained the original ticker and calculated returns using historical exchange rates or interest rate differentials for currency hedging.

US Stocks

  • VTI
    US Total Stock Market
  • XD9U.DE
    US Total Stock Market
  • VTV
    US Large Cap Value
  • SPY
    US Large Cap Blend
  • SXR8.DE
    SP500 - US Large Cap Blend
  • VUG
    US Large Cap Growth
  • VOE
    US Mid Cap Value
  • IJH
    US Mid Cap Blend
  • SPY4.DE
    US Mid Cap Blend
  • IJK
    US Mid Cap Growth
  • IJS
    US Small Cap Value
  • ZPRV.DE
    US Small Cap Value
  • IJR
    US Small Cap Blend
  • ZPRR.DE
    US Small Cap Blend
  • IJT
    US Small Cap Growth
  • IUSV
    US Value
  • QDVI.DE
    US Value
  • IUSG
    US Growth

International Stocks - Factor

  • VT
    World All Countries
  • IUSQ.DE
    World All Countries
  • EFA
    EAFE
  • EUNL.DE
    Developed Countries
  • EFV
    EAFE Value
  • IS3S.DE
    Dev. Countries Value
  • SCZ
    EAFE Small Cap
  • IUSN.DE
    Dev. Countries Small Cap
  • EEM
    Emerging Markets
  • IS3N.DE
    Emerging Markets
  • VGK
    Europe
  • SXRT.DE
    European Union
  • VPL
    Pacific
  • SXR1.DE
    Pacific ex-Japan
  • AAXJ
    Asia ex-Japan
  • REET
    Global REITs
  • SPY2.DE
    Global REITs
  • IMTM
    Intl (ex-US) Momentum Factor
  • IS3R.DE
    Dev. World Momentum Factor
  • IS3Q.DE
    Dev. World Quality Factor
  • DWX
    Intl (ex-US) High Dividend
  • VGWE.DE
    All World High Dividend
  • DLS
    Intl (ex-US) Small Cap Dividend

US Theme - Sectors

  • PFF
    US Preferred Stocks
  • PRFD
    US Preferred Stocks
  • ESGV
    US ESG Stocks
  • XZMU.DE
    US ESG Stocks
  • QQQ
    US Nasdaq
  • SXRV.DE
    US Nasdaq
  • VNQ
    US REITs
  • IQQ7.DE
    US REITs
  • XLC
    US Communication Services
  • IU5C.DE
    US Communication Services
  • XLY
    US Consumer Discretionary
  • QDVK.DE
    US Consumer Discretionary
  • XLP
    US Consumer Staples
  • 2B7D.DE
    US Consumer Staples
  • XLE
    US Energy
  • QDVF.DE
    US Energy
  • XLF
    US Financials
  • QDVH.DE
    US Financials
  • XLV
    US Healthcare
  • QDVG.DE
    US Healthcare
  • XLK
    US Information Technology
  • QDVE.DE
    US Information Technology
  • XLI
    US Industrials
  • 2B7C.DE
    US Industrials
  • XLB
    US Materials
  • 2B7B.DE
    US Materials
  • XLU
    US Utilities
  • 2B7A.DE
    US Utilities

US Factor - Dividends

  • MTUM
    US Momentum Factor
  • QDVA.DE
    US Momentum Factor
  • RSP
    US Equal Weight
  • XDEW.DE
    US Equal Weight
  • USMV
    US Minimum Volatility
  • IBCK.DE
    US Minimum Volatility
  • QUAL
    US Quality Factor
  • QDVB.DE
    US Quality Factor
  • VYM
    US High Dividend
  • USDV.DE
    US High Dividend
  • DES
    US Small Cap High Dividend

US Fixed Income

  • BND
    US Total Bonds
  • EUNX.DE
    US Total Bonds
  • BSV
    US Short Term Total Bonds
  • GOVT
    US Government Bonds
  • VGTY.DE
    US Government Bonds
  • BIL
    US T-Bill 1-3 Months
  • XFFE.DE
    US Dollar Ultra Short
  • SHY
    US Treasury 1-3 Year
  • IUSU.DE
    US Treasury 1-3 Year
  • IEI
    US Treasury 3-7 Year
  • SXRL.DE
    US Treasury 3-7 Year
  • IEF
    US Treasury 7-10 Year
  • IUSM.DE
    US Treasury 7-10 Year
  • TLT
    US Treasury 20+Year
  • IS04.DE
    US Treasury 20+Year
  • TIP
    US Inflation Linked Bonds
  • IUST.DE
    US Inflation Linked Bonds
  • CWB
    US Convertible Bonds
  • NUBD
    US ESG Aggregate Bonds
  • SPPU.DE
    US ESG Aggregate Bonds
  • LQD
    US Invest. Grade Corp. Bonds
  • VUCE.DE
    US Invest. Grade Corp. Bonds
  • HYG
    US High Yield Corporate Bonds
  • IS0R.DE
    US High Yield Corporate Bonds
  • SPLB
    US Long Term Corporate Bonds
  • MBB
    US Invest. Grade Mortage Backed

EU Fixed Income

  • SYBA.DE
    EU Total Bonds
  • XGLE.DE
    EU Government Bonds
  • EUN6.DE
    EU Gov. Bonds 0-1 Year
  • LYQ2.DE
    EU Gov. Bonds 1-3 Year
  • SXRP.DE
    EU Gov. Bonds 3-7 Year
  • LYXD.DE
    EU Gov. Bonds 7-10 Year
  • IBCL.DE
    EU Gov. Bonds 15-30 Year
  • IBCI.DE
    EU Inflation Linked Bonds
  • EUN4.DE
    EU ESG Aggregate Bonds
  • EUN5.DE
    EU Invest. Grade Corp. Bonds
  • XHYG.DE
    EU High Yield Corporate Bonds

International Fixed Income

  • BNDX
    Intl (ex-US) Total Bonds
  • EUNU.DE
    Global Aggregate Bonds
  • XG7S.DE
    Developed Mkts Gov. Bonds
  • EMB
    Emerging Markets Gov. Bonds
  • IUS7.DE
    Emerging Markets Gov. Bonds
  • WIP
    Intl (ex-US) Infl. Linked Bonds
  • IUS5.DE
    Global Inflation Linked Bonds
  • ZPRC.DE
    Global Convertible Bonds

Commodity

  • GLD
    Gold
  • PHAU
    Gold
  • DBC
    Broad Commodities
  • UIQK.DE
    Broad Commodities
  • GSG
    Broad Commodities
  • GLTR
    Precious Metals
  • ^BTC
    Bitcoin
  • ^BTC-EUR
    Bitcoin
%
%
%
%
%
%
%
%
%
%
 
%

Portfolio Simulation

Permanent Link to this simulation: Copy to Clipboard
//www.lazyportfolioetf.com/portfolio-backtest-and-simulation/?sm=eNqrVkp0VrJSCg12UdJRSjQEMsNCgKwCEMvMACRmBGR5unqCBEFME5BgmZKVUS0AjcINCA%3D%3Dv
Data Source: from January 1970 to June 2024 (~55 years)
Consolidated Returns as of 30 June 2024
Currency: USD

The Portfolio can be implemented with 2 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: 60% on the Stock Market, 40% 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 40% allocation to bonds, leading to its classification as high risk.

In the last 30 Years, the Portfolio obtained a 6.32% compound annual return, with a 9.07% standard deviation. It suffered a maximum drawdown of -32.25% that required 38 months to be recovered.

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Asset Allocation and ETFs

The Portfolio has the following asset allocation:

60% Stocks
40% Fixed Income
0% Commodities

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The Portfolio can be implemented with the following ETFs:

Weight
(%)		 ETF
Ticker		 ETF
Currency		 ETF Name Investment Themes (Orig.Currency)
60.00
VT
USD Vanguard Total World Stock Equity, Global, Large Cap (USD)
40.00
IEI
USD iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-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.

Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.

Portfolio and ETF Returns as of Jun 30, 2024

The Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • a rebalancing of the components at every January 1st.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
PORTFOLIO
Consolidated returns as of 30 June 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
Portfolio n.a. n.a. 1.34 6.22 12.40 6.52 5.67 6.32 8.20
US Inflation Adjusted return 1.34 4.70 9.09 2.25 2.78 3.70 4.08
Components
VT
USD Vanguard Total World Stock 0.77 Jul 03 2024 1.38 1.59 10.46 18.61 10.73 8.49 6.73 8.58
IEI
USD iShares 3-7 Year Treasury Bond 0.38 Jul 03 2024 0.20 0.94 -0.16 3.04 -0.15 1.04 4.32 6.47
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to May 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 3.03% , 5Y: 4.18% , 10Y: 2.82% , 30Y: 2.53%
Need other portfolios? Select your currency here

In 2023, the Portfolio granted a 2.48% dividend yield.

Capital Growth as of Jun 30, 2024

An investment of 1$, since July 1994, now would be worth 6.29$, with a total return of 529.03% (6.32% annualized).

The Inflation Adjusted Capital now would be 2.97$, with a net total return of 197.02% (3.70% annualized).

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An investment of 1$, since January 1970, now would be worth 73.48$, with a total return of 7248.37% (8.20% annualized).

The Inflation Adjusted Capital now would be 8.84$, with a net total return of 784.46% (4.08% annualized).

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Live update: World Markets and Indexes
Readings that may interest you

Portfolio Metrics as of Jun 30, 2024

Metrics of Portfolio, updated as of 30 June 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.
  • a rebalancing of the components at every January 1st.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
PORTFOLIO
Advanced Metrics
Data Source: 1 January 1970 - 30 June 2024 (~55 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~55Y)
Investment Return (%) 1.34 1.71 6.22 12.40 2.30 6.52 5.67 6.16 6.32 8.20
Infl. Adjusted Return (%)
1.34 1.38 4.70 9.09 -2.56 2.25 2.78 3.51 3.70 4.08
US Inflation (%) 0.00 0.32 1.45 3.03 4.99 4.18 2.82 2.56 2.53 3.96
Pending updates, the monthly inflation of Jun 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -6.84 -19.53 -19.53 -19.53 -32.25 -32.25 -32.25
Start to Recovery (# months)
5 26 26 26 38 38 38
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 22 22 22
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2010 12 2010 12 2010 12
Longest Drawdown Depth (%)
same
same
same
same
same		 -20.84 -20.84
Start to Recovery (# months)
47 47
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 9 9 9 16 30 30
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 2 17 17 17 22 17 17
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2010 12 2004 02 2004 02
Longest negative period (# months)
4 29 34 34 56 110 110
Period Start (yyyy mm) 2023 07 2021 07 2021 01 2021 01 2004 07 2000 01 2000 01
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2009 02 2009 02 2009 02
Annualized Return (%) -13.28 -1.33 -0.99 -0.99 -0.42 -0.06 -0.06
Deepest Drawdown Depth (%) -7.72 -25.47 -25.47 -25.47 -33.37 -33.37 -36.82
Start to Recovery (# months)
5 34* 34* 34* 42 42 141
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 1973 01
Start to Bottom (# months) 3 13 13 13 16 16 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 21 21 21 26 26 120
End (yyyy mm) 2023 12 - - - 2011 04 2011 04 1984 09
Longest Drawdown Depth (%)
same
same
same
same
same		 -25.72
same
Start to Recovery (# months)
70
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2000 04 1973 01
Start to Bottom (# months) 3 13 13 13 16 36 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2003 03 1974 09
Bottom to End (# months) 2 21 21 21 26 34 120
End (yyyy mm) 2023 12 - - - 2011 04 2006 01 1984 09
Longest negative period (# months)
4 36* 52 71 71 139 153
Period Start (yyyy mm) 2023 07 2021 07 2019 07 2017 12 2017 12 1997 08 1970 01
Period End (yyyy mm) 2023 10 2024 06 2023 10 2023 10 2023 10 2009 02 1982 09
Annualized Return (%) -16.23 -2.56 -0.80 -0.03 -0.03 -0.30 -0.21
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 10.05 11.53 10.97 9.14 9.36 9.07 9.88
Sharpe Ratio 0.71 -0.06 0.41 0.47 0.51 0.45 0.43
Sortino Ratio 1.00 -0.08 0.55 0.64 0.67 0.59 0.59
Ulcer Index 2.53 8.66 6.97 5.31 6.92 7.15 6.29
Ratio: Return / Standard Deviation 1.23 0.20 0.59 0.62 0.66 0.70 0.83
Ratio: Return / Deepest Drawdown 1.81 0.12 0.33 0.29 0.19 0.20 0.25
Positive Months (%)
66.66 55.55 60.00 60.83 62.08 62.22 62.69
Positive Months 8 20 36 73 149 224 410
Negative Months 4 16 24 47 91 136 244
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.67 8.93 8.93 17.56
Worst 10 Years Return (%) - Annualized 4.36 1.38 1.38
Best 10 Years Return (%) - Annualized 2.78 7.04 7.04 11.66
Worst 10 Years Return (%) - Annualized 1.78 -1.18 -2.83
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· Over the latest 30Y
Best Rolling Return (%) - Annualized 34.29 16.31 13.38 8.93 6.67 6.32
Worst Rolling Return (%) - Annualized -28.58 -7.21 -0.69 1.38 4.21
Positive Periods (%) 77.9 89.5 99.3 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 31.47 13.59 11.09 7.04 4.35 3.70
Worst Rolling Return (%) - Annualized -28.59 -9.44 -3.25 -1.18 2.08
Positive Periods (%) 73.3 76.0 87.7 97.5 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
3.76 5.82 7.27 11.15 9.33 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 4.85 7.70 9.93 18.37 14.19 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
5.54 8.91 11.64 23.83 18.50 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 6.68 10.87 14.42 26.31 21.00 2.48 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 83.99 28.43 17.30 9.30 5.45 5.80
Perpetual Withdrawal Rate (%) --- --- --- --- 1.84 3.85
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1970 - Jun 2024)
Best Rolling Return (%) - Annualized 45.19 34.92 28.36 17.56 13.16 11.30
Worst Rolling Return (%) - Annualized -28.58 -7.21 -0.69 1.38 4.21 5.70
Positive Periods (%) 81.4 93.5 99.6 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 42.94 30.97 24.45 11.66 8.95 6.36
Worst Rolling Return (%) - Annualized -31.26 -10.06 -4.83 -2.83 2.08 3.10
Positive Periods (%) 70.2 74.4 81.8 93.2 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
3.99 6.03 7.30 8.90 1.99 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 5.18 8.08 10.20 15.34 9.87 0.00 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
5.94 9.40 12.06 23.05 14.91 0.00 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 7.17 11.54 15.09 24.70 19.06 0.00 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 83.99 26.50 15.98 7.92 5.23 4.44
Perpetual Withdrawal Rate (%) --- --- --- --- 1.84 2.98
% 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 June 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.

PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1970 - 30 June 2024 (~55 years)
Inflation Adjusted:

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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.

PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1970 - 30 June 2024 (~55 years)
Inflation Adjusted:

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Seasonality

In which months is it better to invest in Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

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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 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

PORTFOLIO
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1970 - 30 June 2024 (~55 years)
224 Positive Months (62%) - 136 Negative Months (38%)
410 Positive Months (63%) - 244 Negative Months (37%)

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Investment Returns, up to December 2008, 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 Total World Stock (VT), up to December 2008
  • iShares 3-7 Year Treasury Bond (IEI), up to December 2007

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 first official book of
Mastering ETF Investing
Build wealth
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