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Ленивые портфели


Название портфеляДох-ть с нач. г.Дох-ть за 10 летДив. дох-тьВол-ть за 10 летМакс. просадкаКоэф-т Шарпа
«Портфель простака» Уильяма Бернстайна6.73%9.59%1.74%13.43%-27.91%2.92
7Twelve Portfolio5.87%6.01%1.30%9.67%-22.46%2.64
Дивидендный портфель из технологических акций17.52%17.59%0.14%21.09%-30.79%2.72
Портфель «20/80»-0.50%5.74%2.16%4.67%-10.51%2.08
Портфель «40/60»2.18%8.05%1.95%7.18%-15.64%2.50
Портфель «40/60» с плечом-5.60%32.02%1.84%22.62%-32.14%1.66
Портфель «60/40»4.88%10.28%1.74%10.42%-21.85%2.70
Портфель «80/20»7.62%12.42%1.53%13.95%-28.47%2.86
Портфель «Весь фондовый рынок»10.39%14.45%1.32%17.67%-35.00%3.02
Портфель акции полупроводниковых компаний11.23%27.73%1.27%28.07%-35.76%2.58
Портфель из трех фондов6.79%10.04%1.77%13.86%-28.12%2.90
Портфель из четырех фондов6.84%10.39%1.70%13.29%-28.24%2.91
Портфель Роджера Гибсона «Талмуд»6.05%9.32%2.37%11.89%-26.60%1.98
Портфель Тима Маурера «Простые деньги»6.48%7.12%1.30%10.34%-21.12%2.64
Портфель Уоррена Баффета «90/10»9.32%13.30%1.44%15.59%-30.73%2.73
Портфель FAANG10.03%38.86%0.12%24.90%-30.93%2.24
Портфель FANG12.11%40.66%0.00%26.81%-32.10%1.99
Портфель S&P 50010.42%14.47%1.35%17.27%-33.72%2.78
Alpha Architect Robust Portfolio6.41%7.79%1.10%12.99%-28.81%2.68
Aronson Family Taxable Portfolio5.99%9.35%1.55%12.24%-25.12%2.91
Bill Bernstein Coward's Portfolio7.66%7.53%1.26%10.51%-21.52%2.58
Bill Schultheis Coffee House Portfolio6.00%8.46%2.13%10.68%-24.01%2.43
Bob Clyatt Sandwich Portfolio4.75%7.45%1.23%9.14%-18.13%2.69
Cloud Computing Stocks Portfolio7.44%38.50%0.14%25.71%-29.48%2.40
Conservative Portfolio1.53%6.70%1.78%7.24%-15.68%2.63
David Swensen Lazy Portfolio6.37%8.30%1.86%11.97%-25.66%2.44
David Swensen Yale Endowment Portfolio4.49%9.43%1.88%11.27%-24.30%2.29
Dividend-Paying Stocks Portfolio3.63%11.19%2.68%15.06%-27.63%1.65
FAAMG Portfolio12.87%32.04%0.29%22.98%-27.28%2.44
FANG+ Portfolio8.39%34.56%0.06%26.63%-34.13%3.32
Frank Armstrong’s Ideal Index Portfolio7.88%7.31%1.47%12.32%-25.37%2.57
FundAdvice Ultimate Buy & Hold Portfolio5.57%6.51%1.87%10.33%-21.19%2.47
Golden Butterfly Portfolio2.95%8.23%0.88%7.75%-15.83%2.33
Gone Fishin’ Portfolio6.32%8.48%1.98%11.65%-26.04%2.81
Growth Portfolio6.76%10.10%1.66%13.89%-28.25%2.91
Gyroscopic Investing Desert Portfolio0.70%6.60%1.65%5.15%-8.85%2.24
Harry Browne Permanent Portfolio-2.69%6.51%0.88%6.46%-11.14%1.32
Income Portfolio-1.04%4.85%1.83%4.74%-10.79%2.29
Larry Swedroe Minimize FatTails Portfolio3.83%4.44%1.03%6.02%-13.45%2.74
Larry Swedroe Simple Portfolio8.09%7.76%1.42%11.06%-25.44%2.69
Mebane Faber Ivy Portfolio7.38%5.31%1.53%12.24%-27.66%2.33
Moderate Portfolio4.13%8.45%1.72%10.42%-21.72%2.78
Nasdaq-100 Portfolio7.58%20.91%0.41%19.95%-28.56%2.81
Paul Merriman Ultimate Portfolio11.79%8.99%1.91%17.79%-38.24%2.88
Pinwheel Portfolio6.15%7.90%1.61%10.68%-23.65%2.49
Ray Dalio All Weather Portfolio-2.30%8.08%1.17%7.03%-13.99%1.39
Ray Dalio All Weather Portfolio 2x Leveraged-1.85%15.54%0.29%14.50%-24.71%1.07
Rick Ferri Core Four Portfolio7.02%10.14%1.89%13.75%-28.73%2.74
Roger Gibson Five Asset Portfolio7.90%6.00%1.77%11.69%-27.82%2.61
Scott Burns Couch Portfolio4.33%9.04%1.25%8.59%-19.76%2.84
Scott Burns Margaritaville Portfolio5.16%8.00%1.53%11.40%-23.92%2.93
Second Grader's Starter Portfolio7.82%10.81%1.62%15.68%-31.07%2.95
Simple Path to Wealth Portfolio6.93%11.89%1.58%13.04%-26.82%2.82