Allocation Lab

All Asset Allocation Strategies

Filter by risk level, number of asset classes, or rebalancing frequency. Select 2 to 5 strategies to compare their historical performance side by side.

17 of 17 strategies

60/40 Portfolio

balanced

2 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)

conservative

4 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)

conservative

5 asset classes · annual rebalancing

Total Return (20.4Y)

+289.1%

CAGR

+6.9%

1Y Return

+6.4%

Max Drawdown

-21.0%

Golden Butterfly Portfolio

balanced

5 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)

balanced

3 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)

balanced

6 asset classes · annual rebalancing

Total Return (19Y)

+250.5%

CAGR

+6.8%

1Y Return

+10.6%

Max Drawdown

-42.2%

Ivy Portfolio (Mebane Faber)

balanced

5 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)

aggressive

4 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)

balanced

7 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)

balanced

4 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)

conservative

2 asset classes · annual rebalancing

Total Return (28.2Y)

+293.6%

CAGR

+5.0%

1Y Return

+7.7%

Max Drawdown

-12.7%

Warren Buffett Portfolio

aggressive

2 asset classes · annual rebalancing

Total Return (29.9Y)

+1455.1%

CAGR

+9.6%

1Y Return

+13.0%

Max Drawdown

-45.8%

80/20 Portfolio

aggressive

2 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)

balanced

12 asset classes · annual rebalancing

Total Return (19Y)

+179.6%

CAGR

+5.5%

1Y Return

+12.6%

Max Drawdown

-30.1%

Swensen Lazy Portfolio

balanced

5 asset classes · annual rebalancing

Total Return (19Y)

+205.6%

CAGR

+6.0%

1Y Return

+8.6%

Max Drawdown

-27.6%

40/60 Portfolio

conservative

2 asset classes · annual rebalancing

Total Return (29.8Y)

+451.6%

CAGR

+7.7%

1Y Return

+5.7%

Max Drawdown

-18.8%

Margarita Portfolio

balanced

3 asset classes · annual rebalancing

Total Return (25.8Y)

+463.6%

CAGR

+8.5%

1Y Return

+8.7%

Max Drawdown

-19.1%

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