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 on Jun 5, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,724 for a total return of roughly 67.24%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
7Twelve PortfolioReturns
As of Jan 19, 2022, the 7Twelve Portfolio returned -1.37% Year-To-Date and 6.15% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Benchmark | -3.97% | -0.94% | 7.48% | 21.47% | 15.05% | 12.72% |
| 7Twelve Portfolio | -1.37% | 0.84% | 3.48% | 10.12% | 8.42% | 6.15% |
| Portfolio components: | ||||||
IJH iShares Core S&P Mid-Cap ETF | -4.15% | -0.01% | 6.56% | 13.72% | 11.82% | 11.92% |
BNDX Vanguard Total International Bond ETF | -1.20% | -2.28% | -2.57% | -3.10% | 2.89% | 3.22% |
VNQ Vanguard Real Estate ETF | -6.63% | -2.15% | 6.41% | 31.72% | 9.51% | 9.55% |
IAU iShares Gold Trust | -0.89% | 1.00% | -0.00% | -0.74% | 8.36% | 2.86% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | -0.02% | -0.03% | -0.05% | -0.12% | 0.94% | 0.53% |
BND Vanguard Total Bond Market ETF | -2.31% | -2.86% | -3.72% | -3.36% | 2.97% | 2.64% |
VEA Vanguard FTSE Developed Markets ETF | -1.14% | 1.73% | 2.78% | 8.08% | 9.30% | 6.73% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 8.30% | 12.92% | 21.27% | 43.81% | 4.01% | -5.81% |
VV Vanguard Large Cap ETF | -4.67% | -1.49% | 6.51% | 20.81% | 17.26% | 14.91% |
VWO Vanguard FTSE Emerging Markets ETF | 0.97% | 3.01% | -2.51% | -2.41% | 9.01% | 5.01% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -0.86% | -0.32% | 1.19% | 4.19% | 3.17% | 1.91% |
VIOO Vanguard S&P Small-Cap 600 ETF | -3.53% | 0.63% | 6.86% | 12.82% | 11.75% | 12.43% |
| Returns over 1 year are annualized | ||||||
7Twelve PortfolioDividends
7Twelve Portfolio granted a 1.89% dividend yield in the last twelve months, as of Jan 19, 2022.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 1.89% | 1.86% | 1.41% | 2.17% | 2.34% | 1.88% | 1.92% | 1.87% | 1.95% | 1.80% | 1.81% | 1.86% | 1.70% |
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 |
| -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 |
| -4.5% | Nov 16, 2021 | 11 | Dec 1, 2021 | — | — | — |
| -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 17.13%. 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.