Asset Allocation Lab
17 strategies · 30-year history · updated daily
60/40 Portfolio
balanced2 asset classes · annual rebalancing
Total Return (29.8Y)
+587.2%
CAGR
+8.8%
1Y Return
+8.6%
Max Drawdown
-30.4%
Permanent Portfolio (Harry Browne)
conservative4 asset classes · annual rebalancing
Total Return (19.2Y)
+260.2%
CAGR
+6.9%
1Y Return
+5.9%
Max Drawdown
-16.2%
All Weather Portfolio (Ray Dalio)
conservative5 asset classes · annual rebalancing
Total Return (20.4Y)
+289.1%
CAGR
+6.9%
1Y Return
+6.4%
Max Drawdown
-21.0%
Golden Butterfly Portfolio
balanced5 asset classes · annual rebalancing
Total Return (25.8Y)
+634.3%
CAGR
+8.5%
1Y Return
+8.7%
Max Drawdown
-17.6%
Three-Fund Portfolio (Bogleheads)
balanced3 asset classes · annual rebalancing
Total Return (29.8Y)
+501.8%
CAGR
+8.2%
1Y Return
+10.0%
Max Drawdown
-32.2%
Yale Endowment Portfolio (David Swensen)
balanced6 asset classes · annual rebalancing
Total Return (19Y)
+250.5%
CAGR
+6.8%
1Y Return
+10.6%
Max Drawdown
-42.2%
Ivy Portfolio (Mebane Faber)
balanced5 asset classes · annual rebalancing
Total Return (20.3Y)
+212.8%
CAGR
+5.9%
1Y Return
+18.0%
Max Drawdown
-44.2%
Core Four Portfolio (Rick Ferri)
aggressive4 asset classes · annual rebalancing
Total Return (29.8Y)
+590.2%
CAGR
+8.8%
1Y Return
+12.9%
Max Drawdown
-44.3%
Coffeehouse Portfolio (Bill Schultheis)
balanced7 asset classes · annual rebalancing
Total Return (26.3Y)
+331.1%
CAGR
+6.9%
1Y Return
+11.5%
Max Drawdown
-33.8%
No-Brainer Portfolio (William Bernstein)
balanced4 asset classes · annual rebalancing
Total Return (26.3Y)
+336.7%
CAGR
+7.0%
1Y Return
+14.7%
Max Drawdown
-40.8%
Larry Portfolio (Larry Swedroe)
conservative2 asset classes · annual rebalancing
Total Return (28.2Y)
+293.6%
CAGR
+5.0%
1Y Return
+7.7%
Max Drawdown
-12.7%
Warren Buffett Portfolio
aggressive2 asset classes · annual rebalancing
Total Return (29.9Y)
+1455.1%
CAGR
+9.6%
1Y Return
+13.0%
Max Drawdown
-45.8%
80/20 Portfolio
aggressive2 asset classes · annual rebalancing
Total Return (29.8Y)
+722.0%
CAGR
+9.6%
1Y Return
+11.4%
Max Drawdown
-45.1%
7Twelve Portfolio (Craig Israelsen)
balanced12 asset classes · annual rebalancing
Total Return (19Y)
+179.6%
CAGR
+5.5%
1Y Return
+12.6%
Max Drawdown
-30.1%
Swensen Lazy Portfolio
balanced5 asset classes · annual rebalancing
Total Return (19Y)
+205.6%
CAGR
+6.0%
1Y Return
+8.6%
Max Drawdown
-27.6%
40/60 Portfolio
conservative2 asset classes · annual rebalancing
Total Return (29.8Y)
+451.6%
CAGR
+7.7%
1Y Return
+5.7%
Max Drawdown
-18.8%
Margarita Portfolio
balanced3 asset classes · annual rebalancing
Total Return (25.8Y)
+463.6%
CAGR
+8.5%
1Y Return
+8.7%
Max Drawdown
-19.1%
Build an allocation in three checks
Start with the amount of loss and complexity you can realistically tolerate, then use historical results to examine trade-offs instead of treating a backtest as a forecast.
1. Define constraints
Start with risk and horizon
Use the strategy quiz to explore allocations that match your time horizon and tolerance for drawdowns.
2. Compare construction
See what each sleeve does
Review asset weights, ETF mappings, drawdowns, and the trade-offs each classic strategy accepts.
3. Stress-test assumptions
Test periods, spending, and rebalancing
Compare matching historical periods and inspect drawdown before relying on any return figure.
Hypothetical historical performance based on backtested data. Past performance does not guarantee future results. This site is for educational purposes only and does not constitute investment advice. Full disclaimer
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ETF Tracking Error and Costs: A Practical Investor Primer
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