verifiedCurated Strategy
· 32 yr backtestBuy and Hold

Ideal Index Portfolio

Real CAGR7.5%
Max Drawdown-40.1%
Sharpe Ratio0.31

The Ideal Index Portfolio was created by Frank Armstrong III, a financial advisor and founder of Investor Solutions, and introduced in his book The Informed Investor: A Hype-Free Guide to Constructing a Sound Financial Portfolio. The portfolio applies modern portfolio theory to a seven-fund index structure, with a 70% equity allocation and 30% short-term bonds. The equity sleeve has a strong value tilt and a heavy international weighting -- roughly half of equities are allocated to developed international stocks -- along with meaningful exposure to US REITs.

Investment Philosophy

Armstrong's approach draws on the academic evidence that certain risk factors -- particularly the size and value premiums documented by Fama and French -- can improve risk-adjusted returns when targeted systematically through index funds. Rather than simply holding the market-cap-weighted global market, the Ideal Index Portfolio overweights small-cap and value stocks within both the US and international sleeves. The short-term bond allocation is designed to anchor volatility without taking unnecessary interest rate risk. The premise is that smart asset class choices within a low-cost index framework can outperform both active management and simpler passive approaches over the long run.

Who It's For

This portfolio suits long-term investors who have absorbed the passive investing literature and want more than a plain three-fund approach. It is appropriate for investors comfortable with a value and small-cap tilt that may underperform the broad market for extended periods and who want meaningful international diversification.

Pros

  • Grounded in peer-reviewed factor research rather than market-cap weighting alone
  • Diversified across US equities, international equities, REITs, and short-term bonds
  • Low-cost implementation using broad index funds in each asset class

Cons

  • Strong value and small-cap tilts can lag the broad market for long stretches, testing investor patience
  • Heavy international weighting has been a significant drag during periods of US equity dominance
  • The seven-fund structure is more complex to maintain than a simple two- or three-fund portfolio

Technical Notes

Armstrong has periodically updated the portfolio's specific allocations over the years, and the Bogleheads community has tracked these revisions. The overall structure -- value tilt, international emphasis, REIT inclusion, short-term bonds -- has remained consistent across updates.

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Target Allocation

Static
International Equity(VEU)31%
Short-Term Bond(BSV)30%
US Large-Cap Blend Value(IWD)9.25%
US Small-Cap Value(IWN)9.25%
US Real Estate(VNQ)8%
US Large-Cap Blend(SPY)6.25%
US Small-Cap Growth(IWO)6.25%

Performance Snapshot

trending_upReal CAGR
7.47%
balanceSharpe Ratio
0.310
trending_downMax Drawdown
-40.12%
show_chartSortino Ratio
0.040
arrow_upwardBest Year
+28.7%
arrow_downwardWorst Year
-24.6%
update10-Year CAGR
7.73%
warningUlcer Index
7.57
analyticsUlcer Perf. Index
0.390
account_balanceGFC CAGR
-1.1%
computerDot-com CAGR
-4.6%
syncTrade Frequency
Static
shieldRisk Level
4/5 — Aggressive
calendar_monthMin. Timeline
7 years
historyBacktest Period
32 years

Rolling Returns

PeriodLowAverageHigh
1 Year-34.1%+8.0%+44.9%
3 Year-9.4%+7.2%+20.9%
5 Year-1.6%+6.9%+16.2%
10 Year+2.8%+6.8%+10.3%
Compare to:

Growth of $10,000

Ideal Index Portfolio
Sharpe Ratio0.31
Best Year+28.7%
Worst Year-24.6%
Final Value$102,760

Historical Drawdown

Percentage decline from the portfolio's peak value at each point in time.

Rolling Returns

Annualised return for each rolling period ending on that date.

Annualised return for each 1Y period ending on that date.

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