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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
0.15%
Dividend Yield
1.28%

7Twelve PortfolioAsset Allocation


S&P 500

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 $16,007 for a total return of roughly 60.07%. 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 Apr 18, 2021, the 7Twelve Portfolio returned 7.25% Year-To-Date and 6.17% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
7Twelve Portfolio2.62%7.25%15.89%32.74%8.74%6.17%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.00%-0.02%-0.03%-0.05%0.98%0.59%
BND
Vanguard Total Bond Market ETF
1.25%-2.85%-2.07%-0.41%3.28%3.20%
BNDX
Vanguard Total International Bond ETF
0.37%-2.17%-1.67%1.61%3.31%3.71%
GSG
iShares S&P GSCI Commodity-Indexed Trust
5.19%18.25%32.18%56.10%0.53%-9.31%
IAU
iShares Gold Trust
2.30%-6.73%-6.63%5.16%7.35%2.83%
IJH
iShares Core S&P Mid-Cap ETF
4.23%18.38%37.05%76.76%14.88%13.00%
VEA
Vanguard FTSE Developed Markets ETF
4.11%9.32%25.28%50.40%10.05%7.26%
VIOO
Vanguard S&P Small-Cap 600 ETF
-0.07%20.92%46.74%89.25%15.76%13.54%
VNQ
Vanguard Real Estate ETF
5.39%13.84%21.55%31.36%7.13%8.54%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.55%1.44%2.68%6.41%2.75%1.68%
VV
Vanguard Large Cap ETF
7.00%11.59%21.26%50.41%17.60%15.22%
VWO
Vanguard FTSE Emerging Markets ETF
1.07%5.46%18.84%51.32%11.33%5.92%

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 2.89. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


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

7Twelve PortfolioDividends

7Twelve Portfolio granted a 1.28% dividend yield in the last twelve months, as of Apr 18, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
1.28%1.39%2.05%2.19%1.73%1.68%1.59%1.62%1.44%1.35%1.41%1.24%

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 {{portfolioName}} 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
-10.51%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
-2.82%Oct 30, 201365Feb 3, 20148Feb 13, 201473

7Twelve PortfolioVolatility Chart

Current 7Twelve Portfolio volatility is 0.12%. 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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