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7Twelve Portfolio

Last updated Oct 2, 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 37 of 54

0.14%
0.00%0.94%
Dividend Yield

Rank 21 of 54

2.54%
0.00%5.13%
10Y Annualized Return

Rank 51 of 54

4.01%
2.78%57.48%
Sharpe Ratio

Rank 33 of 54

-1.03
-1.65-0.52
Maximum Drawdown

Rank 12 of 54

-25.70%
-91.88%-19.55%

7Twelve PortfolioAsset Allocation


7Twelve PortfolioPerformance

The chart shows the growth of $10,000 invested in 7Twelve Portfolio in Jun 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,494 for a total return of roughly 44.94%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-14.74%
-21.76%
7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components

7Twelve PortfolioReturns

As of Oct 2, 2022, the 7Twelve Portfolio returned -19.10% Year-To-Date and 4.01% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark-10.05%-20.85%-24.77%-17.75%7.32%8.82%
7Twelve Portfolio-7.37%-14.02%-14.49%-11.33%4.03%4.06%
IJH
iShares Core S&P Mid-Cap ETF
-9.88%-17.54%-21.58%-16.64%5.77%8.61%
BNDX
Vanguard Total International Bond ETF
-3.36%-8.52%-12.90%-13.13%-0.02%1.59%
VNQ
Vanguard Real Estate ETF
-13.28%-24.74%-29.32%-20.02%3.09%5.60%
IAU
iShares Gold Trust
-3.61%-14.39%-9.42%-4.02%5.16%1.66%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.23%0.54%0.56%0.53%0.96%0.55%
BND
Vanguard Total Bond Market ETF
-4.58%-9.21%-14.51%-14.70%-0.34%0.98%
VEA
Vanguard FTSE Developed Markets ETF
-10.39%-23.07%-27.51%-25.78%-0.63%2.73%
GSG
iShares S&P GSCI Commodity-Indexed Trust
-9.58%-9.14%20.28%22.94%6.93%-4.32%
VV
Vanguard Large-Cap ETF
-9.89%-20.90%-25.15%-18.26%9.10%10.80%
VWO
Vanguard FTSE Emerging Markets ETF
-9.95%-19.24%-24.46%-24.03%-0.81%1.42%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
-3.41%-3.84%-4.19%-3.00%2.29%1.36%
VIOO
Vanguard S&P Small-Cap 600 ETF
-10.73%-18.47%-23.16%-20.18%4.81%8.75%

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 -1.03. 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.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-0.97
-0.77
7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components

7Twelve PortfolioDividends

7Twelve Portfolio granted a 2.54% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.54%1.89%1.44%2.17%2.37%1.91%1.95%1.90%1.99%1.83%1.84%1.89%1.73%

7Twelve PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-15.14%
-25.25%
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
-15.34%Nov 16, 2021217Sep 27, 2022
-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
-4.18%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 0.34%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MayJuneJulyAugustSeptember
15.73%
19.40%
7Twelve Portfolio
Benchmark (^GSPC)
Portfolio components

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