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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 ШарпаКомиссия
«Ленивый портфель» Дэвида Свенсона12.56%8.52%1.97%11.91%-25.66%2.590.11%
«Портфель простака» Уильяма Бернстайна10.44%9.69%1.79%13.37%-27.91%2.410.04%
7Twelve Portfolio10.01%6.29%1.36%10.39%-22.46%1.560.15%
Дивидендный портфель из технологических акций18.41%17.24%2.13%21.07%-30.79%2.180.00%
Доходный портфель1.49%4.82%1.74%4.73%-10.79%1.460.09%
Консервативный портфель4.84%6.73%1.72%7.21%-15.68%2.060.08%
Портфель «20/80»2.67%5.79%2.01%4.68%-10.51%1.530.04%
Портфель «40/60»6.31%8.19%1.81%7.18%-15.64%2.140.04%
Портфель «40/60» с плечом13.01%32.97%1.55%22.73%-32.14%1.010.66%
Портфель «60/40»10.01%10.51%1.62%10.40%-21.85%2.380.03%
Портфель «80/20»13.78%12.74%1.43%13.91%-28.47%2.540.03%
Портфель «Весь фондовый рынок»17.61%14.87%1.23%17.61%-35.00%2.660.03%
Портфель акции полупроводниковых компаний15.02%28.35%1.31%28.00%-35.76%1.750.00%
Портфель из трех фондов11.74%10.23%1.80%13.79%-28.12%2.450.04%
Портфель из четырех фондов11.74%10.61%1.74%13.18%-28.24%2.460.04%
Портфель Роджера Гибсона «Талмуд»14.01%9.62%2.15%11.86%-26.60%2.460.06%
Портфель роста11.68%10.29%1.69%13.82%-28.25%2.450.05%
Портфель Тима Маурера «Простые деньги»7.99%7.01%1.38%10.31%-21.12%2.260.23%
Портфель Уоррена Баффета «90/10»16.53%13.72%1.32%15.55%-30.73%2.530.03%
Портфель FAANG21.62%38.99%0.11%24.70%-30.93%1.720.00%
Портфель FANG23.77%40.72%0.00%26.58%-32.10%1.550.00%
Портфель S&P 50018.44%14.95%1.27%17.22%-33.72%2.560.09%
Простой портфель Ларри Сведро10.86%7.79%2.04%11.05%-25.44%2.520.20%
Умеренный портфель8.23%8.56%1.71%10.37%-21.72%2.300.06%
Alpha Architect Robust Portfolio11.66%8.00%1.12%12.94%-28.81%2.460.40%
Aronson Family Taxable Portfolio9.12%9.33%1.79%12.21%-25.12%2.410.19%
Bill Bernstein Coward's Portfolio9.99%7.56%1.18%10.48%-21.52%2.500.15%
Bill Schultheis Coffee House Portfolio10.17%8.58%2.05%10.66%-24.01%2.460.05%
Bob Clyatt Sandwich Portfolio7.70%7.41%1.19%9.12%-18.13%2.380.17%
Cloud Computing Stocks Portfolio20.00%38.95%0.59%25.36%-29.48%1.740.00%
David Swensen Yale Endowment Portfolio11.89%9.72%2.01%11.23%-24.30%2.400.13%
Dividend-Paying Stocks Portfolio8.28%11.30%2.62%15.04%-27.63%1.370.00%
FAAMG Portfolio29.34%32.89%0.26%22.83%-27.28%2.130.00%
FANG+ Portfolio13.92%33.92%0.06%26.39%-34.13%2.000.00%
Frank Armstrong’s Ideal Index Portfolio10.48%7.33%1.48%12.26%-25.37%2.400.13%
FundAdvice Ultimate Buy & Hold Portfolio8.43%6.53%2.02%10.29%-21.19%2.310.14%
Golden Butterfly Portfolio6.38%8.21%0.79%7.78%-15.83%1.790.20%
Gone Fishin’ Portfolio9.30%8.53%2.10%11.81%-26.04%1.970.13%
Gyroscopic Investing Desert Portfolio4.02%6.54%1.53%6.78%-10.21%0.660.06%
Harry Browne Permanent Portfolio1.76%6.57%0.77%6.48%-11.14%0.700.18%
Larry Swedroe Minimize FatTails Portfolio5.46%4.39%1.45%6.03%-13.45%2.400.17%
Mebane Faber Ivy Portfolio15.88%5.85%1.48%12.15%-27.66%2.850.23%
Nasdaq-100 Portfolio17.64%21.22%0.37%19.91%-28.56%1.980.20%
Paul Merriman Ultimate Portfolio15.29%9.07%2.07%17.72%-38.24%2.560.18%
Pinwheel Portfolio10.35%8.11%1.60%11.56%-23.65%1.430.09%
Ray Dalio All Weather Portfolio4.70%8.42%1.07%7.04%-13.99%1.140.19%
Ray Dalio All Weather Portfolio 2x Leveraged10.64%15.99%0.28%14.52%-24.71%0.970.94%
Rick Ferri Core Four Portfolio12.81%10.37%1.87%13.69%-28.73%2.520.04%
Roger Gibson Five Asset Portfolio16.23%6.75%1.71%11.60%-27.82%2.960.23%
Scott Burns Couch Portfolio10.42%9.30%1.86%8.59%-19.76%2.700.11%
Scott Burns Margaritaville Portfolio10.05%8.18%2.06%11.35%-23.92%2.480.10%
Second Grader's Starter Portfolio12.97%11.04%1.66%15.61%-31.07%2.460.05%
Simple Path to Wealth Portfolio12.83%12.19%1.47%13.01%-26.82%2.500.03%