Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Late Thirties to Early Forties Portfolio by Burton Malkiel
Details
The Late Thirties to Early Forties Portfolio was developed by Burton Malkiel.
Burton Malkiel is the Chemical Bank Chairman’s Professor of Economics at Princeton University, an author, and former member of the Council of Economic Advisors.
The Late Thirties to Early Forties Portfolio was profiled in his best selling book A Random Walk Down Wallstreet.
The portfolio holds 70% in equities, 15% in bonds, 5% in cash, and 10% in REITs.
Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
7.2%
Sharpe Ratio
0.46
10 Year Annual Return
6.7%
Volatility (annualized)
12.7%
Max Drawdown
-46.8%
Positive Periods
62.7%
Dot Com Annual Return
-5.9%
Great Financial Crisis Return
-1.0%
Trade Frequency
Static
Ulcer Performance Index
0.6
How to Invest in the Late Thirties to Early Forties Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
