7Twelve Portfolio
by ElderLemon · shared 16 Sept 2026 · Published by Craig Israelsen, 1 Jan 2008 · source
Weights
IVViShares Core S&P 500 ETF8.3%IJHiShares Core S&P Mid-Cap ETF8.3%IJRiShares Core S&P Small-Cap ETF8.3%EFAiShares MSCI EAFE ETF8.3%EEMiShares MSCI Emerging Markets ETF8.3%VNQVanguard Real Estate ETF8.3%IGEISHARES NORTH AMERICAN NATURAL RESOURCES ETF 8.3%DBCInvesco DB Commodity Index Tracking Fund8.3%AGGiShares Core US Aggregate Bond ETF8.3%TIPiShares TIPS Bond ETF8.3%BWXSPDR Bloomberg International Treasury Bond ETF8.3%SHYiShares 1-3 Year Treasury Bond ETF8.3%
IVViShares Core S&P 500 ETF8.3%IJHiShares Core S&P Mid-Cap ETF8.3%IJRiShares Core S&P Small-Cap ETF8.3%EFAiShares MSCI EAFE ETF8.3%EEMiShares MSCI Emerging Markets ETF8.3%VNQVanguard Real Estate ETF8.3%IGEISHARES NORTH AMERICAN NATURAL RESOURCES ETF 8.3%DBCInvesco DB Commodity Index Tracking Fund8.3%AGGiShares Core US Aggregate Bond ETF8.3%TIPiShares TIPS Bond ETF8.3%BWXSPDR Bloomberg International Treasury Bond ETF8.3%SHYiShares 1-3 Year Treasury Bond ETF8.3%
Performance
- CAGR
- +5.5%
- Final value
- $28k
- Max drawdown
- −40.3%
- Volatility
- 12.7%
- Sharpe
- 0.49
- Sortino
- 0.67
Correlation
| IVV | IJH | IJR | EFA | EEM | VNQ | IGE | DBC | AGG | TIP | BWX | SHY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IVV | · | 0.93 | 0.88 | 0.87 | 0.77 | 0.75 | 0.72 | 0.40 | 0.17 | 0.07 | 0.31 | −0.19 |
| IJH | 0.93 | · | 0.97 | 0.85 | 0.75 | 0.80 | 0.77 | 0.42 | 0.16 | 0.08 | 0.30 | −0.18 |
| IJR | 0.88 | 0.97 | · | 0.81 | 0.71 | 0.78 | 0.73 | 0.39 | 0.13 | 0.06 | 0.26 | −0.18 |
| EFA | 0.87 | 0.85 | 0.81 | · | 0.85 | 0.68 | 0.74 | 0.43 | 0.22 | 0.12 | 0.48 | −0.13 |
| EEM | 0.77 | 0.75 | 0.71 | 0.85 | · | 0.61 | 0.68 | 0.46 | 0.15 | 0.07 | 0.39 | −0.14 |
| VNQ | 0.75 | 0.80 | 0.78 | 0.68 | 0.61 | · | 0.54 | 0.28 | 0.23 | 0.17 | 0.30 | −0.06 |
| IGE | 0.72 | 0.77 | 0.73 | 0.74 | 0.68 | 0.54 | · | 0.72 | 0.10 | 0.11 | 0.31 | −0.18 |
| DBC | 0.40 | 0.42 | 0.39 | 0.43 | 0.46 | 0.28 | 0.72 | · | −0.03 | 0.08 | 0.22 | −0.17 |
| AGG | 0.17 | 0.16 | 0.13 | 0.22 | 0.15 | 0.23 | 0.10 | −0.03 | · | 0.71 | 0.68 | 0.57 |
| TIP | 0.07 | 0.08 | 0.06 | 0.12 | 0.07 | 0.17 | 0.11 | 0.08 | 0.71 | · | 0.54 | 0.52 |
| BWX | 0.31 | 0.30 | 0.26 | 0.48 | 0.39 | 0.30 | 0.31 | 0.22 | 0.68 | 0.54 | · | 0.41 |
| SHY | −0.19 | −0.18 | −0.18 | −0.13 | −0.14 | −0.06 | −0.18 | −0.17 | 0.57 | 0.52 | 0.41 | · |
Growth of $10K
$27,600Oct 9, 2026
−2.1%Oct 9, 2026
Annual returns
- 2007*
- −25.8%
- +27.7%
- 2010
- 2015
- 2020
- 2026
through 2026-10-09