Historical performance and safe withdrawal rate analysis for the Ivy 5 ETF Portfolio. See asset allocation, risk metrics, and success rates across different withdrawal strategies and retirement horizons.
Equal weight across 5 asset classes: US Stocks, Intl Stocks, REITs, Commodities, and Bonds. Originated from the Yale and Harvard endowment models, adapted for individual investors.
Source: Meb Faber
Worst year: -25.9%
Sharpe: 0.35
| Metric | Value |
|---|---|
| CAGR (Annual Return) | 5.7% |
| Volatility (Std Dev) | 12.8% |
| Maximum Drawdown | -33% |
| Sharpe Ratio | 0.35 |
| Best Year | 20.8% |
| Worst Year | -25.9% |
| Withdrawal Rate | 30-Year Success | 40-Year Success |
|---|---|---|
| Conservative (3%) | 100% | 94% |
| Moderate (3.5%) | 98% | 90% |
| Standard (4%) | 87% | 79% |
| Aggressive (5%) | 68% | 60% |
Conservative (3%)
Moderate (3.5%)
Standard (4%)
Aggressive (5%)
Calculation Assumptions
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