7Twelve Portfolio
7Twelve is a broadly diversified portfolio developed by Craig Israelsen in 2008. The portfolio consists of 7 asset classes and 12 equally weighted ETFs that invest in those asset classes.
7Twelve PortfolioAsset Allocation
7Twelve PortfolioPerformance
The chart shows the growth of $10,000 invested in 7Twelve Portfolio in Jun 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,494 for a total return of roughly 44.94%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
7Twelve PortfolioReturns
As of Oct 2, 2022, the 7Twelve Portfolio returned -19.10% Year-To-Date and 4.01% of annualized return in the last 10 years.
| 1M | 6M | YTD | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Benchmark | -10.05% | -20.85% | -24.77% | -17.75% | 7.32% | 8.82% |
| 7Twelve Portfolio | -7.37% | -14.02% | -14.49% | -11.33% | 4.03% | 4.06% |
| Portfolio components: | ||||||
IJH iShares Core S&P Mid-Cap ETF | -9.88% | -17.54% | -21.58% | -16.64% | 5.77% | 8.61% |
BNDX Vanguard Total International Bond ETF | -3.36% | -8.52% | -12.90% | -13.13% | -0.02% | 1.59% |
VNQ Vanguard Real Estate ETF | -13.28% | -24.74% | -29.32% | -20.02% | 3.09% | 5.60% |
IAU iShares Gold Trust | -3.61% | -14.39% | -9.42% | -4.02% | 5.16% | 1.66% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.23% | 0.54% | 0.56% | 0.53% | 0.96% | 0.55% |
BND Vanguard Total Bond Market ETF | -4.58% | -9.21% | -14.51% | -14.70% | -0.34% | 0.98% |
VEA Vanguard FTSE Developed Markets ETF | -10.39% | -23.07% | -27.51% | -25.78% | -0.63% | 2.73% |
GSG iShares S&P GSCI Commodity-Indexed Trust | -9.58% | -9.14% | 20.28% | 22.94% | 6.93% | -4.32% |
VV Vanguard Large-Cap ETF | -9.89% | -20.90% | -25.15% | -18.26% | 9.10% | 10.80% |
VWO Vanguard FTSE Emerging Markets ETF | -9.95% | -19.24% | -24.46% | -24.03% | -0.81% | 1.42% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -3.41% | -3.84% | -4.19% | -3.00% | 2.29% | 1.36% |
VIOO Vanguard S&P Small-Cap 600 ETF | -10.73% | -18.47% | -23.16% | -20.18% | 4.81% | 8.75% |
| Returns over 1 year are annualized | ||||||
7Twelve PortfolioDividends
7Twelve Portfolio granted a 2.54% dividend yield in the last twelve months.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 2.54% | 1.89% | 1.44% | 2.17% | 2.37% | 1.91% | 1.95% | 1.90% | 1.99% | 1.83% | 1.84% | 1.89% | 1.73% |
7Twelve PortfolioDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
7Twelve PortfolioWorst Drawdowns
The table below shows the maximum drawdowns of the 7Twelve Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 7Twelve Portfolio is 22.46%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.46% | Jan 21, 2020 | 44 | Mar 23, 2020 | 114 | Sep 2, 2020 | 158 |
| -15.34% | Nov 16, 2021 | 217 | Sep 27, 2022 | — | — | — |
| -13.82% | Jul 2, 2014 | 391 | Jan 20, 2016 | 144 | Aug 15, 2016 | 535 |
| -10.52% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -4.79% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -4.18% | Jun 19, 2013 | 4 | Jun 24, 2013 | 12 | Jul 11, 2013 | 16 |
| -4.02% | Sep 8, 2016 | 42 | Nov 4, 2016 | 40 | Jan 4, 2017 | 82 |
| -3.82% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
| -3.35% | May 6, 2019 | 19 | May 31, 2019 | 14 | Jun 20, 2019 | 33 |
| -2.85% | Feb 25, 2021 | 6 | Mar 4, 2021 | 5 | Mar 11, 2021 | 11 |
7Twelve PortfolioVolatility Chart
Current 7Twelve Portfolio volatility is 0.34%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.