Tuesday 11 August 2026
the Financialspectator
fs
Benchmark Portfolios Monitor

Equity still dominant, but the 60/40 portfolio offers better protection for the month

It seems like the document content didn't come through with your message. Could you please paste the Italian text you'd like me to translate?
Operational Monitor
Module
Benchmark Portfolios
Frequency
Monthly
Reference month
June 2026

0.Message of the Month

June closes with a clear picture:The Warren Buffett portfolio remains the top performer year-to-date, buoyed by the strength of equities, yet over the month just ended it is the 60/40 allocation that demonstrates the best relative resilience. The difference, however, goes beyond raw returns: the central issue is the relationship between performance generated, drawdown, and recovery speed.
Best of the Month
Stocks/Bonds 60/40

Monthly return:-0,14%The portfolio does not gain ground, but it is the one that loses the least within the observed basket.

Best YTD
Warren Buffett Portfolio

Year-to-date return:+8,95%Leadership is tied to equity weighting.

Best YTD / Drawdown Ratio
Stocks/Bonds 60/40

The figure indicates the optimal operational trade-off between generated performance and drawdown recorded over the period.

1.Brief description of the portfolios

The monitor compares five asset allocation models with distinct functions: defensive portfolios, balanced portfolios, institutional benchmarks, and models with heavy equity exposure. The reading is not an absolute ranking, but a map plotting the relationship between return, volatility, drawdown, and recovery speed.

Multi-asset defensive · Medium risk

# Ray Dalio's All Weather Portfolio

Built to navigate different regimes: growth, recession, inflation, and disinflation. The fixed income component is dominant, while gold and commodities serve as real hedges.

30% equities · 55% fixed income · 15% commodities
USDMonthly data
Equity-heavy · Very high risk

Warren Buffett Portfolio

High equity-beta portfolio. Performs very well during positive equity cycles, but accepts structurally deeper drawdowns.

90% equities · 10% fixed income · 0% commodities
USDMonthly data
Permanently Defensive · Medium Risk

# Harry Browne Permanent Portfolio

A model designed to always have one leg capable of reacting: equities, bonds, cash/Treasury bills and gold. It is less aggressive, but not immune when bonds and gold fail to offset losses.

25% equities · 50% fixed income · 25% commodities
USDMonthly data
Institutional Benchmark · High Risk

Stocks/Bonds 60/40

It is the classic asset-allocation benchmark: enough equity to capture growth, enough bonds to dampen volatility and market shocks.

60% equities · 40% fixed income · 0% commodities
USDMonthly data
Balanced multi-asset · Medium risk

Davide Pisicchio Four Seasons USD

A dollar-denominated balanced portfolio, with a softer structure than the traditional 60/40 and closer to models diversified by cycle, duration, and gold.

40% equities · 50% fixed income · 10% commodities
USDMonthly data

2.Monthly Dashboard

Please provide the Italian text you'd like me to translate.The data refer to June 2026. The "Max Drawdown YTD" field is to be verified on a monthly basis against annual drawdown statistics; the figure shown here represents the operational drawdown recorded as of the update month.
PortfolioMonthly returnYTD ReturnMax Drawdown YTDSnapshot
# Ray Dalio's All Weather Portfolio
30% equities · 55% fixed income · 15% commodities
-1,43% +4,62% -1,43% Monthly weakness
Strong YTD performance, but the negative month highlights the sensitivity to the combination of duration and real assets.
Warren Buffett Portfolio
90% equities · 10% fixed income · 0% commodities
-0,86% +8,95% -0,86% Relative strength
Year-to-date leaders: 2026 has continued to reward equity exposure.
# Harry Browne's Permanent Portfolio
25% equities · 50% fixed income · 25% commodities
-2,70% +1,69% -5,02% Monthly weakness
The month's weakest performer: the defensive structure failed to find full compensation across gold, bonds, and equities.
Stocks/Bonds 60/40
60% equities · 40% fixed income · 0% commodities
-0,14% +6,92% -0,14% Best month
Best monthly resilience: the bond component contained the drawdown without offsetting the equity contribution.
Davide Pisicchio Four Seasons USD
40% equities · 50% fixed income · 10% commodities
-1,32% +4,89% -1,32% Monthly weakness
In keeping with the multi-asset logic: it does not dominate the month, but remains competitive in terms of the risk/return trade-off.

3.Long-Term Metrics

The 1-, 5-, 10- and 20-year windows serve to separate monthly noise from model robustness. Return indicates direction, standard deviation measures variability, Sharpe and Sortino describe risk quality, while the Ulcer Index and Maximum Drawdown capture the depth and duration of the pain endured by the investor.

1Y Horizon

PortfolioReturnStd. DeviationSharpeSortinoUlcer IndexMax DrawdownStart to Recovery
Ray Dalio All Weather +12,22% 6,56% 1,28 1,65 0,97 -3,08% 2 months
Warren Buffett Portfolio +19,94% 11,41% 1,41 2,21 1,50 -5,28% 3 months
Harry Browne Permanent +13,99% 9,39% 1,08 1,34 2,34 -5,30% 4 months*
Stocks/Bonds 60/40 +15,21% 7,79% 1,46 2,11 1,03 -3,69% 2 months
Davide Pisicchio Four Seasons USD +14,68% 7,31% 1,49 1,84 1,18 -4,05% 2 months

5Y Horizon

PortfolioReturnStd. DeviationSharpeSortinoUlcer IndexMax DrawdownStart to Recovery
Ray Dalio All Weather +3,52% 10,21% 0,01 0,01 9,53 -20,58% 42 months
Warren Buffett Portfolio +11,91% 14,40% 0,59 0,79 7,95 -23,08% 24 months
Harry Browne Permanent +7,18% 8,80% 0,42 0,56 5,92 -15,92% 27 months
Stocks/Bonds 60/40 +7,52% 11,37% 0,36 0,48 7,71 -20,69% 26 months
Davide Pisicchio Four Seasons USD +7,51% 9,02% 0,45 0,59 6,14 -17,32% 26 months

10Y Horizon

PortfolioReturnStd. DeviationSharpeSortinoUlcer IndexMax DrawdownStart to Recovery
Ray Dalio All Weather +5,65% 8,51% 0,40 0,55 6,92 -20,58% 42 months
Warren Buffett Portfolio +14,18% 13,91% 0,86 1,14 6,24 -23,08% 24 months
Harry Browne Permanent +7,04% 7,59% 0,64 0,88 4,49 -15,92% 27 months
Stocks/Bonds 60/40 +9,72% 10,45% 0,72 0,95 5,76 -20,69% 26 months
Davide Pisicchio Four Seasons USD +8,71% 8,09% 0,80 1,06 4,52 -17,32% 26 months

20Y Horizon

PortfolioReturnStd. DeviationSharpeSortinoUlcer IndexMax DrawdownStart to Recovery
Ray Dalio All Weather +6,88% 7,94% 0,67 0,90 5,31 -20,58% 42 months
Warren Buffett Portfolio +10,66% 13,81% 0,66 0,87 10,50 -45,52% 42 months
Harry Browne Permanent +7,18% 7,38% 0,77 1,06 3,77 -15,92% 27 months
Stocks/Bonds 60/40 +8,40% 9,93% 0,69 0,91 6,73 -30,55% 36 months
Davide Pisicchio Four Seasons USD +7,86% 7,67% 0,82 1,09 4,36 -18,91% 25 months

4. Operational Ranking

Monthly Return
Stocks/Bonds 60/40
-0,14%

Best performer on a relative basis during the month and year-to-date leader

Best relative resilience over the month just concluded.

YTD Return
Warren Buffett Portfolio
+8,95%

Year-to-date leadership, driven by equity weight.

Return / Drawdown
Stocks/Bonds 60/40
49.43x

Operational ratio between YTD performance and recorded drawdown.

5. Market Regime Reading

What favoured the top-performing portfolios

The month reveals an important distinction: relative monthly performance and year-to-date performance do not coincide. The 60/40 performed better over the short term because the correction was contained and the fixed income component did not amplify the negative move. The Buffett Portfolio instead dominates the YTD figure because 2026 remains, through June, an environment favourable to equity beta.

The Four Seasons USD and the All Weather remain in the intermediate group: both benefit from diversification, but pay a price for their duration exposure and real-asset components when the market does not simultaneously reward bonds, gold and commodities. The Permanent Portfolio appears the most fragile during the month, a signal that a defensive structure is insufficient when its principal legs are not pulling in the same direction.

Interpretation Framework

  • Strong equity: favours Warren Buffett and, secondarily, the 60/40.
  • Falling rates: supports All Weather, Permanent and Four Seasons.
  • Strong gold: underpins Permanent, Four Seasons and All Weather.
  • Deep risk-off: rewards the most diversified portfolios only if bonds and gold absorb the shock.
  • Sideways market: places Ulcer Index control and recovery time at centre stage.

6. Final Commentary

The June data confirms that no portfolio is "best" in absolute terms: there is only a portfolio that is more consistent with the prevailing market regime. Over the short term, the 60/40 offered the greatest resilience, while year-to-date leadership remains with the Warren Buffett Portfolio, supported by equity market strength. The key variable to monitor in the coming months will be the sustainability of equity beta: if the market remains constructive, the more equity-heavy portfolios will continue to dominate; if volatility, rate pressure or macro stress increase, the ability of multi-asset models to contain drawdowns and recovery times will once again prove decisive.

The Observatory should be read as follows: the monthly return reflects the most recent regime; the 5-, 10- and 20-year metrics reflect the robustness of the model. The real question is not simply who generated the highest return, but who produced that return via the least fragile path.

7. Sources and Methodology

LazyPortfolio Methodology. Metrics are based on monthly returns and assume no costs or taxation, dividend reinvestment, and rebalancing according to the site's settings. Performance figures are expressed in USD and updated as of June 2026.
📡 Follow the Trading Room live sessions
Analyses come to life in real time on our Telegram channel, from which Trading Room sessions are launched.
Join the Telegram channel →

Content (text and/or images) produced with the assistance of artificial intelligence, under the editorial responsibility of the newsroom.