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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

Rank 38 of 53

0.15%
0.00%0.94%
Dividend Yield

Rank 36 of 53

1.36%
0.00%2.62%
10Y Annualized Return

Rank 49 of 53

6.29%
4.39%40.72%
Sharpe Ratio

Rank 43 of 53

1.56
0.662.96
Maximum Drawdown

Rank 17 of 53

-22.46%
-38.24%-10.21%

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 $16,419 for a total return of roughly 64.19%. 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 Jul 25, 2021, the 7Twelve Portfolio returned 10.01% Year-To-Date and 6.29% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
7Twelve Portfolio0.62%7.02%10.01%22.58%8.42%6.29%
IJH
iShares Core S&P Mid-Cap ETF
-0.02%9.60%16.62%45.43%13.21%12.34%
BNDX
Vanguard Total International Bond ETF
1.41%-0.21%-0.83%0.61%3.02%3.76%
VNQ
Vanguard Real Estate ETF
3.15%25.31%26.25%38.79%7.19%9.63%
IAU
iShares Gold Trust
1.36%-3.79%-5.43%-3.95%6.09%2.91%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
-0.01%-0.07%-0.07%-0.07%0.96%0.56%
BND
Vanguard Total Bond Market ETF
1.08%0.07%-0.90%-0.75%3.27%3.34%
VEA
Vanguard FTSE Developed Markets ETF
-0.52%6.63%10.76%29.70%10.47%7.19%
GSG
iShares S&P GSCI Commodity-Indexed Trust
1.90%23.84%30.17%48.34%2.15%-7.93%
VV
Vanguard Large Cap ETF
4.12%14.94%18.19%37.89%17.92%15.49%
VWO
Vanguard FTSE Emerging Markets ETF
-2.71%-3.84%4.37%22.76%9.93%5.59%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.14%3.16%3.72%6.22%3.03%1.90%
VIOO
Vanguard S&P Small-Cap 600 ETF
-3.57%8.91%18.50%55.11%13.78%12.78%

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 1.56. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


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

7Twelve PortfolioDividends

7Twelve Portfolio granted a 1.36% dividend yield in the last twelve months, as of May 17, 2020.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

1.36%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 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
-13.82%Jul 2, 2014391Jan 20, 2016144Aug 15, 2016535
-10.51%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-9.02%May 6, 20215May 12, 2021
-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 23.89%. 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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