Alpha Architect Robust Portfolio
The Alpha Architect Robust portfolio is a portfolio that implements Robust Asset Allocation (RAA). The portfolio shifts towards momentum, value, and small-cap stocks.
Alpha Architect Robust PortfolioAsset Allocation
Alpha Architect Robust PortfolioPerformance
The chart shows the growth of $10,000 invested in Alpha Architect Robust Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,077 for a total return of roughly 150.77%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Alpha Architect Robust PortfolioReturns
As of Nov 30, 2022, the Alpha Architect Robust Portfolio returned -15.53% Year-To-Date and 7.63% of annualized return in the last 10 years.
| 1M | 6M | YTD | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Benchmark | 1.45% | -4.82% | -16.96% | -13.86% | 8.56% | 10.84% |
| Alpha Architect Robust Portfolio | 2.16% | -5.58% | -10.28% | -8.78% | 5.58% | 6.73% |
| Portfolio components: | ||||||
PDP Invesco DWA Momentum ETF | 0.24% | -3.35% | -20.70% | -22.22% | 7.96% | 10.71% |
VNQ Vanguard Real Estate ETF | 3.66% | -12.66% | -24.08% | -17.68% | 4.29% | 7.14% |
VTV Vanguard Value ETF | 3.62% | 0.14% | -0.60% | 3.93% | 9.40% | 12.33% |
IEI iShares 3-7 Year Treasury Bond ETF | 1.30% | -4.09% | -9.61% | -9.86% | 0.15% | 0.59% |
DLS WisdomTree International SmallCap Dividend | 9.04% | -7.56% | -17.98% | -13.84% | -1.55% | 5.25% |
IJS iShares S&P SmallCap 600 Value ETF | 1.86% | -2.21% | -7.09% | -5.91% | 6.04% | 11.03% |
GSG iShares S&P GSCI Commodity-Indexed Trust | -3.87% | -16.32% | 23.50% | 27.98% | 6.30% | -4.24% |
EFV iShares MSCI EAFE Value ETF | 10.08% | -5.42% | -6.34% | -1.98% | 0.23% | 3.60% |
| Returns over 1 year are annualized | ||||||
Alpha Architect Robust PortfolioDividends
Alpha Architect Robust Portfolio granted a 1.74% dividend yield in the last twelve months.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 1.74% | 1.26% | 1.35% | 1.85% | 2.08% | 1.79% | 2.05% | 1.90% | 1.97% | 1.90% | 2.19% | 2.31% | 2.15% |
Alpha Architect Robust PortfolioDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Alpha Architect Robust PortfolioWorst Drawdowns
The table below shows the maximum drawdowns of the Alpha Architect Robust 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 Alpha Architect Robust Portfolio is 28.81%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.81% | Feb 20, 2020 | 23 | Mar 23, 2020 | 161 | Nov 9, 2020 | 184 |
| -20.3% | Nov 9, 2021 | 222 | Sep 27, 2022 | — | — | — |
| -16.89% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -15.99% | Aug 30, 2018 | 80 | Dec 24, 2018 | 121 | Jun 19, 2019 | 201 |
| -15.69% | May 19, 2015 | 186 | Feb 11, 2016 | 212 | Dec 13, 2016 | 398 |
| -12.62% | Apr 26, 2010 | 49 | Jul 2, 2010 | 68 | Oct 8, 2010 | 117 |
| -8.32% | Apr 30, 2012 | 25 | Jun 4, 2012 | 66 | Sep 6, 2012 | 91 |
| -7.48% | Jan 12, 2010 | 19 | Feb 8, 2010 | 18 | Mar 5, 2010 | 37 |
| -7.34% | Jan 29, 2018 | 9 | Feb 8, 2018 | 84 | Jun 11, 2018 | 93 |
| -7.04% | May 22, 2013 | 23 | Jun 24, 2013 | 58 | Sep 16, 2013 | 81 |
Alpha Architect Robust PortfolioVolatility Chart
Current Alpha Architect Robust Portfolio volatility is 15.15%. 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.