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.
Asset Allocation
Performance
The chart shows the growth of $10,000 invested in Alpha Architect Robust Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,082 for a total return of roughly 130.82%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Apr 1, 2023, the Alpha Architect Robust Portfolio returned 3.39% Year-To-Date and 6.07% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 3.51% | 7.03% | 12.88% | -10.71% | 9.25% | 10.16% |
| Alpha Architect Robust Portfolio | 0.52% | 3.39% | 10.25% | -7.34% | 5.78% | 6.07% |
| Portfolio components: | ||||||
PDP Invesco DWA Momentum ETF | 2.52% | 7.11% | 12.34% | -7.14% | 7.87% | 9.84% |
VNQ Vanguard Real Estate ETF | -2.16% | 1.69% | 7.29% | -21.13% | 5.81% | 5.76% |
VTV Vanguard Value ETF | -0.46% | -1.00% | 12.01% | -5.42% | 8.84% | 10.55% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.92% | 2.73% | 3.68% | -2.12% | 0.95% | 0.87% |
DLS WisdomTree International SmallCap Dividend | 0.16% | 6.24% | 20.93% | -7.24% | -0.77% | 4.73% |
IJS iShares S&P SmallCap 600 Value ETF | -6.49% | 2.87% | 13.35% | -8.05% | 6.04% | 9.34% |
GSG iShares S&P GSCI Commodity-Indexed Trust | -0.94% | -5.23% | -3.64% | -14.09% | 4.11% | -4.68% |
EFV iShares MSCI EAFE Value ETF | -0.04% | 5.78% | 26.41% | -1.02% | 1.56% | 3.73% |
| Returns over 1 year are annualized | ||||||
Dividends
Alpha Architect Robust Portfolio granted a 2.09% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 2.09% | 1.80% | 1.28% | 1.37% | 1.88% | 2.11% | 1.81% | 2.08% | 1.93% | 2.00% | 1.93% | 2.22% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst 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 48.58%, recorded on Mar 9, 2009. It took 522 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.58% | May 19, 2008 | 203 | Mar 9, 2009 | 522 | Apr 1, 2011 | 725 |
| -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 |
| -10.83% | Nov 1, 2007 | 55 | Jan 22, 2008 | 80 | May 15, 2008 | 135 |
| -8.96% | Jul 20, 2007 | 19 | Aug 15, 2007 | 32 | Oct 1, 2007 | 51 |
| -8.32% | Apr 30, 2012 | 25 | Jun 4, 2012 | 66 | Sep 6, 2012 | 91 |
| -7.34% | Jan 29, 2018 | 9 | Feb 8, 2018 | 84 | Jun 11, 2018 | 93 |
Volatility Chart
Current Alpha Architect Robust Portfolio volatility is 12.48%. 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.