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 in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,089 for a total return of roughly 60.89%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
7Twelve PortfolioReturns
As of Feb 7, 2023, the 7Twelve Portfolio returned 4.66% Year-To-Date and 5.04% of annualized return in the last 10 years.
| 1M | YTD | 6M | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Benchmark | 5.55% | 7.07% | -0.82% | -8.65% | 8.83% | 10.03% |
| 7Twelve Portfolio | 3.11% | 4.66% | 1.04% | -2.79% | 5.64% | 5.04% |
| Portfolio components: | ||||||
IJH iShares Core S&P Mid-Cap ETF | 7.61% | 10.34% | 7.85% | 3.79% | 9.19% | 10.56% |
BNDX Vanguard Total International Bond ETF | 0.71% | 2.56% | -3.72% | -8.35% | 0.40% | 1.82% |
VNQ Vanguard Real Estate ETF | 8.18% | 10.66% | -3.87% | -9.85% | 8.03% | 6.97% |
IAU iShares Gold Trust | 0.06% | 2.49% | 5.26% | 3.08% | 7.01% | 2.84% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.35% | 0.37% | 1.56% | 1.80% | 1.14% | 0.65% |
BND Vanguard Total Bond Market ETF | 0.37% | 2.48% | -2.03% | -8.22% | 0.74% | 1.38% |
VEA Vanguard FTSE Developed Markets ETF | 3.75% | 7.58% | 7.81% | -5.70% | 3.03% | 5.08% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.80% | -5.18% | -6.24% | 2.34% | 4.24% | -4.38% |
VV Vanguard Large-Cap ETF | 5.96% | 7.38% | -0.40% | -8.25% | 10.53% | 12.00% |
VWO Vanguard FTSE Emerging Markets ETF | 0.66% | 5.85% | 2.71% | -13.22% | -0.01% | 2.84% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.06% | 0.28% | -1.85% | -1.48% | 2.66% | 1.48% |
VIOO Vanguard S&P Small-Cap 600 ETF | 8.95% | 11.71% | 5.02% | 2.17% | 8.61% | 10.66% |
| Returns over 1 year are annualized | ||||||
7Twelve PortfolioDividends
7Twelve Portfolio granted a 2.29% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 2.29% | 2.34% | 1.92% | 1.46% | 2.21% | 2.41% | 1.94% | 1.98% | 1.92% | 2.01% | 1.85% | 1.86% | 1.92% | 1.75% |
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 |
| -15.36% | Nov 16, 2021 | 217 | Sep 27, 2022 | — | — | — |
| -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 |
| -4.18% | 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 3.13%. 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.