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 $15,674 for a total return of roughly 56.74%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
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.
| 1M | YTD | 6M | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
7Twelve PortfolioDividends
7Twelve Portfolio granted a 2.32% dividend yield in the last twelve months.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 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 |
| -10.21% | Nov 16, 2021 | 148 | Jun 17, 2022 | — | — | — |
| -4.79% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -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 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.