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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.

Expense Ratio

Rank 38 of 53

0.15%
0.00%0.94%
Dividend Yield

Rank 19 of 53

1.89%
0.00%3.07%
10Y Annualized Return

Rank 48 of 53

6.15%
4.27%32.63%
Sharpe Ratio

Rank 13 of 53

1.15
-0.271.84
Maximum Drawdown

Rank 17 of 53

-22.46%
-38.24%-8.85%

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 Portfolio
Benchmark (S&P 500)
Portfolio components

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.


YTD1M6M1Y5Y10Y
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%
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%

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 1.15. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


7Twelve Portfolio
Benchmark (S&P 500)
Portfolio components

7Twelve PortfolioDividends

7Twelve Portfolio granted a 1.89% dividend yield in the last twelve months, as of Jan 19, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

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 Portfolio
Benchmark (S&P 500)
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
-4.79%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-4.5%Nov 16, 202111Dec 1, 2021
-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 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.


7Twelve Portfolio
Benchmark (S&P 500)
Portfolio components

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