Comparison - Lazy Portfolio ETF (2024)

Table of Contents
Returns as of Aug 31, 2024 Capital Growth as of Aug 31, 2024 Metrics as of Aug 31, 2024 Drawdowns Rolling Returns Yearly Returns

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD

(Change Settings)

All Country World 80/20 Portfolio

1.00$

Initial Capital
September 1994

9.47$

Final Capital
August 2024

7.78%

Yearly Return

12.81

Std Deviation

-45.61%

Max Drawdown

62 months

Recovery Period

Stocks/Bonds 60/40 Portfolio

All Country World 80/20 Portfolio

1.00$

Initial Capital
January 1985

38.09$

Final Capital
August 2024

9.61%

Yearly Return

12.94

Std Deviation

-45.61%

Max Drawdown

62 months

Recovery Period

Stocks/Bonds 60/40 Portfolio

1.00$

Initial Capital
January 1985

36.16$

Final Capital
August 2024

9.47%

Yearly Return

9.80

Std Deviation

36 months

Recovery Period

The All Country World 80/20 Portfolio obtained a 7.78% compound annual return, with a 12.81% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Portfolio obtained a 8.49% compound annual return, with a 9.63% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON

Period: 1 January 1985 - 31 August 2024 (~40 years)

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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
All Country World 80/20 12.89 2.13 9.23 19.88 9.72 7.55 7.78 9.61
Stocks/Bonds 60/40 12.20 1.88 8.64 18.66 9.19 8.16 8.49 9.47
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

All Country World 80/20 Portfolio: an investment of 1$, since September 1994,now would be worth 9.47$, with a total return of 846.63%(7.78% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since September 1994,now would be worth 11.54$, with a total return of 1053.74%(8.49% annualized).


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All Country World 80/20 Portfolio: an investment of 1$, since January 1985,now would be worth 38.09$, with a total return of 3708.77%(9.61% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1985,now would be worth 36.16$, with a total return of 3516.13%(9.47% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON

Period: 1 September 2023 - 31 August 2024 (1 year)

Period: 1 September 2019 - 31 August 2024 (5 years)

Period: 1 September 2014 - 31 August 2024 (10 years)

Period: 1 September 1994 - 31 August 2024 (30 years)

Period: 1 January 1985 - 31 August 2024 (~40 years)

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All Country World 80/20 Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 19.88 18.66
Infl. Adjusted Return (%) 16.85 15.66
DRAWDOWN
Deepest Drawdown Depth (%) -6.36 -6.10
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.36 -6.10
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.79 11.19
Sharpe Ratio 1.23 1.19
Sortino Ratio 1.69 1.59
Ulcer Index 2.26 2.25
Ratio: Return / Standard Deviation 1.69 1.67
Ratio: Return / Deepest Drawdown 3.12 3.06
Metrics calculated over the period 1 September 2023 - 31 August 2024

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All Country World 80/20 Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.72 9.19
Infl. Adjusted Return (%) 5.33 4.81
DRAWDOWN
Deepest Drawdown Depth (%) -23.52 -20.69
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -23.52 -20.69
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 14.90 12.56
Sharpe Ratio 0.51 0.56
Sortino Ratio 0.67 0.74
Ulcer Index 8.50 7.86
Ratio: Return / Standard Deviation 0.65 0.73
Ratio: Return / Deepest Drawdown 0.41 0.44
Metrics calculated over the period 1 September 2019 - 31 August 2024

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All Country World 80/20 Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.55 8.16
Infl. Adjusted Return (%) 4.58 5.18
DRAWDOWN
Deepest Drawdown Depth (%) -23.52 -20.69
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -23.52 -20.69
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.50 10.27
Sharpe Ratio 0.49 0.65
Sortino Ratio 0.65 0.87
Ulcer Index 6.64 5.78
Ratio: Return / Standard Deviation 0.60 0.79
Ratio: Return / Deepest Drawdown 0.32 0.39
Metrics calculated over the period 1 September 2014 - 31 August 2024

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All Country World 80/20 Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.78 8.49
Infl. Adjusted Return (%) 5.13 5.83
DRAWDOWN
Deepest Drawdown Depth (%) -45.61 -30.55
Start to Recovery (months) 62 36
Longest Drawdown Depth (%) -45.61 -21.56
Start to Recovery (months) 62 41
Longest Negative Period (months) 118 110
RISK INDICATORS
Standard Deviation (%) 12.81 9.63
Sharpe Ratio 0.43 0.64
Sortino Ratio 0.56 0.84
Ulcer Index 11.28 6.90
Ratio: Return / Standard Deviation 0.61 0.88
Ratio: Return / Deepest Drawdown 0.17 0.28
Metrics calculated over the period 1 September 1994 - 31 August 2024

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All Country World 80/20 Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.61 9.47
Infl. Adjusted Return (%) 6.64 6.50
DRAWDOWN
Deepest Drawdown Depth (%) -45.61 -30.55
Start to Recovery (months) 62 36
Longest Drawdown Depth (%) -45.61 -21.56
Start to Recovery (months) 62 41
Longest Negative Period (months) 118 110
RISK INDICATORS
Standard Deviation (%) 12.94 9.80
Sharpe Ratio 0.50 0.65
Sortino Ratio 0.66 0.85
Ulcer Index 10.22 6.36
Ratio: Return / Standard Deviation 0.74 0.97
Ratio: Return / Deepest Drawdown 0.21 0.31
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON

Period: 1 September 1994 - 31 August 2024 (30 years)

Period: 1 January 1985 - 31 August 2024 (~40 years)


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All Country World 80/20Stocks/Bonds 60/40
Drawdown
(%)		Recovery
(#Months)		 From
To		Drawdown
(%)		Recovery
(#Months)		 From
To
-45.6162Nov 2007
Dec 2012
-35.4351Sep 2000
Nov 2004
-30.5536Nov 2007
Oct 2010
-23.5226Jan 2022
Feb 2024
-21.5641Sep 2000
Jan 2004
-20.6926Jan 2022
Feb 2024
-17.978Jan 2020
Aug 2020
-13.875Jul 1998
Nov 1998
-12.296Feb 2020
Jul 2020
-11.5115Feb 2018
Apr 2019
-10.7814Jun 2015
Jul 2016
-10.185Jul 1998
Nov 1998
-9.009May 2011
Jan 2012
-8.387Sep 2018
Mar 2019
-5.767Aug 1997
Feb 1998


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All Country World 80/20Stocks/Bonds 60/40
Drawdown
(%)		Recovery
(#Months)		 From
To		Drawdown
(%)		Recovery
(#Months)		 From
To
-45.6162Nov 2007
Dec 2012
-35.4351Sep 2000
Nov 2004
-30.5536Nov 2007
Oct 2010
-23.5226Jan 2022
Feb 2024
-22.1916Sep 1987
Dec 1988
-21.5641Sep 2000
Jan 2004
-20.6926Jan 2022
Feb 2024
-19.1717Sep 1987
Jan 1989
-18.3528Sep 1989
Dec 1991
-17.978Jan 2020
Aug 2020
-13.875Jul 1998
Nov 1998
-12.296Feb 2020
Jul 2020
-11.5115Feb 2018
Apr 2019
-10.7814Jun 2015
Jul 2016
-10.185Jul 1998
Nov 1998

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 1985 - 31 August 2024 (~40 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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All Country World 80/20 Stocks/Bonds 60/40
Year Return Drawdown Return Drawdown
2024
 12.89% -3.30% 12.20% -3.62%
2023
 19.08% -8.64% 17.79% -7.48%
2022
 -17.17% -23.52% -16.95% -20.69%
2021
 14.21% -3.60% 14.66% -3.24%
2020
 14.55% -17.97% 15.70% -12.29%
2019
 23.35% -4.62% 21.94% -3.41%
2018
 -7.79% -11.51% -3.17% -8.38%
2017
 20.43% 0.00% 14.15% 0.00%
2016
 7.66% -5.08% 8.71% -2.95%
2015
 -1.32% -9.49% 0.44% -5.24%
2014
 4.31% -3.32% 9.85% -1.50%
2013
 17.86% -3.46% 19.23% -2.27%
2012
 15.19% -7.89% 11.13% -3.54%
2011
 -4.38% -17.02% 3.75% -9.00%
2010
 12.00% -9.60% 12.93% -7.13%
2009
 28.02% -16.08% 18.79% -11.70%
2008
 -33.39% -34.76% -19.44% -22.19%
2007
 10.99% -2.73% 5.99% -3.07%
2006
 18.78% -2.05% 11.12% -2.03%
2005
 10.41% -1.78% 4.74% -2.34%
2004
 14.78% -2.07% 9.37% -2.68%
2003
 30.51% -1.45% 20.04% -1.99%
2002
 -13.28% -20.43% -8.98% -13.74%
2001
 -10.46% -19.45% -3.21% -11.68%
2000
 -6.91% -10.39% -1.79% -8.27%
1999
 21.78% -3.37% 13.98% -3.76%
1998
 19.76% -13.87% 17.39% -10.18%
1997
 13.23% -5.76% 22.37% -3.12%
1996
 12.23% -4.12% 14.01% -3.33%
1995
 19.50% -1.09% 28.74% -0.20%
1994
 3.53% -5.80% -1.16% -6.47%
1993
 22.62% -0.88% 10.25% -1.36%
1992
 -1.62% -4.76% 8.32% -1.65%
1991
 19.58% -4.80% 25.53% -2.86%
1990
 -11.80% -17.51% -0.19% -8.52%
1989
 16.58% -3.52% 22.33% -1.36%
1988
 20.67% -2.19% 13.33% -2.24%
1987
 13.56% -22.19% 2.18% -19.17%
1986
 37.13% -5.17% 14.79% -5.58%
1985
 37.92% -1.68% 27.66% -2.15%
Comparison - Lazy Portfolio ETF (2024)
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