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 $16,804 for a total return of roughly 68.04%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
7Twelve PortfolioReturns
As of Oct 23, 2021, the 7Twelve Portfolio returned 12.59% Year-To-Date and 6.39% of annualized return in the last 10 years.
| 1M | 6M | YTD | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| 7Twelve Portfolio | 2.97% | 5.24% | 12.59% | 22.08% | 8.99% | 6.39% |
| Portfolio components: | ||||||
IJH iShares Core S&P Mid-Cap ETF | 6.32% | 4.15% | 22.39% | 43.62% | 14.59% | 12.59% |
BNDX Vanguard Total International Bond ETF | -1.34% | -0.60% | -2.60% | -1.78% | 2.70% | 3.42% |
VNQ Vanguard Real Estate ETF | 3.70% | 13.67% | 30.86% | 41.36% | 9.88% | 9.80% |
IAU iShares Gold Trust | 1.07% | 0.44% | -5.82% | -7.05% | 6.94% | 2.77% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | -0.01% | -0.07% | -0.09% | -0.08% | 0.96% | 0.54% |
BND Vanguard Total Bond Market ETF | -1.62% | 0.36% | -2.25% | -1.09% | 3.01% | 3.07% |
VEA Vanguard FTSE Developed Markets ETF | 1.32% | 4.36% | 12.42% | 29.11% | 10.26% | 7.15% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 12.03% | 22.83% | 45.74% | 63.66% | 3.41% | -6.45% |
VV Vanguard Large Cap ETF | 4.41% | 10.79% | 22.01% | 34.56% | 18.89% | 15.42% |
VWO Vanguard FTSE Emerging Markets ETF | 3.58% | -0.11% | 4.97% | 17.24% | 9.10% | 5.49% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.61% | 3.25% | 4.75% | 6.02% | 3.10% | 1.96% |
VIOO Vanguard S&P Small-Cap 600 ETF | 6.06% | 4.65% | 24.50% | 52.63% | 15.10% | 13.03% |
| Returns over 1 year are annualized | ||||||
7Twelve PortfolioDividends
7Twelve Portfolio granted a 1.45% dividend yield in the last twelve months, as of Oct 23, 2021.
| Period | TTM | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 1.45% | 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 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 |
| -10.51% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -9.02% | May 6, 2021 | 5 | May 12, 2021 | — | — | — |
| -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 7.87%. 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.