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7Twelve Portfolio

Last updated Feb 7, 2023

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.

Expense Ratio

Rank 37 of 54

0.14%
0.00%0.94%
Dividend Yield

Rank 17 of 54

2.29%
0.00%4.21%
10Y Annualized Return

Rank 46 of 54

5.04%
2.65%53.17%
Sharpe Ratio

Rank 6 of 54

-0.21
-0.99-0.09
Maximum Drawdown

Rank 15 of 54

-22.46%
-55.92%-14.59%

7Twelve PortfolioAsset Allocation


7Twelve PortfolioPerformance

The chart shows the growth of $10,000 invested in 7Twelve Portfolio in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,089 for a total return of roughly 60.89%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
4.14%
3.64%
7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components

7Twelve PortfolioReturns

As of Feb 7, 2023, the 7Twelve Portfolio returned 4.66% Year-To-Date and 5.04% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark5.55%7.07%-0.82%-8.65%8.83%10.03%
7Twelve Portfolio3.11%4.66%1.04%-2.79%5.64%5.04%
IJH
iShares Core S&P Mid-Cap ETF
7.61%10.34%7.85%3.79%9.19%10.56%
BNDX
Vanguard Total International Bond ETF
0.71%2.56%-3.72%-8.35%0.40%1.82%
VNQ
Vanguard Real Estate ETF
8.18%10.66%-3.87%-9.85%8.03%6.97%
IAU
iShares Gold Trust
0.06%2.49%5.26%3.08%7.01%2.84%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.35%0.37%1.56%1.80%1.14%0.65%
BND
Vanguard Total Bond Market ETF
0.37%2.48%-2.03%-8.22%0.74%1.38%
VEA
Vanguard FTSE Developed Markets ETF
3.75%7.58%7.81%-5.70%3.03%5.08%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.80%-5.18%-6.24%2.34%4.24%-4.38%
VV
Vanguard Large-Cap ETF
5.96%7.38%-0.40%-8.25%10.53%12.00%
VWO
Vanguard FTSE Emerging Markets ETF
0.66%5.85%2.71%-13.22%-0.01%2.84%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.06%0.28%-1.85%-1.48%2.66%1.48%
VIOO
Vanguard S&P Small-Cap 600 ETF
8.95%11.71%5.02%2.17%8.61%10.66%

7Twelve PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current 7Twelve Portfolio Sharpe ratio is -0.21. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.200.00OctoberNovemberDecember2023February
-0.21
-0.34
7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components

7Twelve PortfolioDividends

7Twelve Portfolio granted a 2.29% dividend yield in the last twelve months.


PeriodTTM2022202120202019201820172016201520142013201220112010

Dividend yield

2.29%2.34%1.92%1.46%2.21%2.41%1.94%1.98%1.92%2.01%1.85%1.86%1.92%1.75%

7Twelve PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%OctoberNovemberDecember2023February
-5.80%
-14.29%
7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components

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, 202044Mar 23, 2020114Sep 2, 2020158
-15.36%Nov 16, 2021217Sep 27, 2022
-13.82%Jul 2, 2014391Jan 20, 2016144Aug 15, 2016535
-10.52%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-4.79%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-4.18%Jun 19, 20134Jun 24, 201312Jul 11, 201316
-4.02%Sep 8, 201642Nov 4, 201640Jan 4, 201782
-3.82%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-3.35%May 6, 201919May 31, 201914Jun 20, 201933
-2.85%Feb 25, 20216Mar 4, 20215Mar 11, 202111

7Twelve PortfolioVolatility Chart

Current 7Twelve Portfolio volatility is 3.13%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2023February
11.30%
16.98%
7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components