PortfoliosLab logo

7Twelve Portfolio

Last updated Jun 25, 2022

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 38 of 54

0.14%
0.00%0.94%
Dividend Yield

Rank 23 of 54

2.32%
0.00%4.52%
10Y Annualized Return

Rank 49 of 54

5.09%
3.08%28.76%
Sharpe Ratio

Rank 8 of 54

-0.44
-1.990.02
Maximum Drawdown

Rank 17 of 54

-22.46%
-54.87%-13.30%

7Twelve PortfolioAsset Allocation


7Twelve PortfolioPerformance

The chart shows the growth of $10,000 invested in 7Twelve Portfolio on Jun 5, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,674 for a total return of roughly 56.74%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components

7Twelve PortfolioReturns

As of Jun 25, 2022, the 7Twelve Portfolio returned -7.56% Year-To-Date and 5.09% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-0.75%-17.93%-17.23%-7.78%9.92%10.14%
7Twelve Portfolio-1.70%-7.56%-6.78%-4.06%6.39%5.09%
IJH
iShares Core S&P Mid-Cap ETF
-1.79%-17.28%-15.91%-11.62%7.62%9.52%
BNDX
Vanguard Total International Bond ETF
-2.82%-10.43%-10.75%-10.44%0.49%1.95%
VNQ
Vanguard Real Estate ETF
-3.13%-18.78%-15.94%-6.58%5.94%7.41%
IAU
iShares Gold Trust
-2.31%-0.43%0.73%2.54%7.58%2.78%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.03%0.08%0.09%0.04%0.92%0.51%
BND
Vanguard Total Bond Market ETF
-2.21%-10.86%-10.95%-10.85%0.56%1.48%
VEA
Vanguard FTSE Developed Markets ETF
-5.74%-17.36%-16.97%-16.67%3.16%4.31%
GSG
iShares S&P GSCI Commodity-Indexed Trust
-2.69%39.28%39.85%50.54%12.67%-2.88%
VV
Vanguard Large-Cap ETF
-0.26%-18.68%-17.85%-8.67%11.76%12.17%
VWO
Vanguard FTSE Emerging Markets ETF
1.87%-13.82%-13.33%-19.13%3.46%2.95%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
-0.63%-0.91%-0.48%1.78%3.14%1.82%
VIOO
Vanguard S&P Small-Cap 600 ETF
-1.57%-17.40%-16.51%-14.91%7.68%9.90%

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 -0.44. 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.


7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components

7Twelve PortfolioDividends

7Twelve Portfolio granted a 2.32% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.32%1.87%1.43%2.16%2.36%1.90%1.94%1.89%1.97%1.82%1.83%1.88%1.71%

7Twelve PortfolioDrawdowns Chart

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


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
-13.82%Jul 2, 2014391Jan 20, 2016144Aug 15, 2016535
-10.52%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-10.21%Nov 16, 2021148Jun 17, 2022
-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 0.25%. 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.


7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components

More Tools for 7Twelve Portfolio