Data Source: from January 1976 to October 2022 (~47 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.55%
1 Day
Nov 29 2022, 03:00PM Eastern Time
6.70%
Current Month
November 2022

The Paul Merriman Ultimate Buy and Hold Strategy Portfolio is a Very High Risk portfolio and can be implemented with 10 ETFs.

It's exposed for 100% on the Stock Market.

In the last 30 Years, the Paul Merriman Ultimate Buy and Hold Strategy Portfolio obtained a 8.56% compound annual return, with a 15.46% standard deviation.

Asset Allocation and ETFs

The Paul Merriman Ultimate Buy and Hold Strategy Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The Paul Merriman Ultimate Buy and Hold Strategy Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
10.00 %
IJR iShares Core S&P Small-Cap Equity, U.S., Small Cap
10.00 %
DLS WisdomTree International SmallCp Div Equity, Developed Markets, Small Cap, Value
10.00 %
IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
10.00 %
EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
10.00 %
SPY SPDR S&P 500 Equity, U.S., Large Cap
10.00 %
VTV Vanguard Value Equity, U.S., Large Cap, Value
10.00 %
VEA Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
10.00 %
SCZ iShares MSCI EAFE Small-Cap Equity, EAFE, Small Cap
10.00 %
EFV iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
10.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Oct 31, 2022

The Paul Merriman Ultimate Buy and Hold Strategy Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
PAUL MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~47Y)
Paul Merriman Ultimate Buy and Hold Strategy Portfolio 0.55 6.70 7.03 -9.84 -18.38 2.87 7.45 8.56 11.42
US Inflation Adjusted return 6.60 -12.53 -24.25 -0.95 4.76 5.90 7.49
Components
IJR
iShares Core S&P Small-Cap
0.40 03:00PM
Nov 29 2022
1.60 12.31 -0.69 -11.96 7.08 11.60 10.54 11.68
DLS
WisdomTree International SmallCp Div
0.14 02:55PM
Nov 29 2022
10.06 2.29 -15.64 -26.54 -3.46 4.44 6.63 6.40
IJS
iShares S&P Small-Cap 600 Value
0.45 02:57PM
Nov 29 2022
1.68 14.40 -0.71 -7.38 6.48 11.01 11.05 13.63
EEM
iShares MSCI Emerging Markets
2.09 02:59PM
Nov 29 2022
12.27 -1.98 -18.62 -31.25 -3.80 0.20 5.66 7.33
SPY
SPDR S&P 500
-0.30 03:00PM
Nov 29 2022
2.21 8.13 -5.47 -14.63 10.37 12.68 9.71 10.27
VTV
Vanguard Value
0.18 02:59PM
Nov 29 2022
3.91 11.73 -0.64 -0.92 9.10 11.78 9.62 11.17
VEA
Vanguard FTSE Developed Markets
0.31 02:59PM
Nov 29 2022
10.53 6.08 -12.47 -23.51 0.19 4.56 5.26 6.38
SCZ
iShares MSCI EAFE Small-Cap
0.14 02:59PM
Nov 29 2022
10.33 4.43 -15.86 -30.52 -1.46 5.53 6.77 6.54
EFV
iShares MSCI EAFE Value
0.87 02:59PM
Nov 29 2022
11.08 7.16 -10.71 -16.44 -1.80 2.69 5.43 5.15
VNQ
Vanguard Real Estate
1.25 03:00PM
Nov 29 2022
3.36 3.51 -18.78 -21.44 4.00 6.69 9.03 10.60
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Paul Merriman Ultimate Buy and Hold Strategy Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
PAUL MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 October 2022 (~47 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~47Y)
Portfolio
Return (%)
7.03 -8.06 -9.84 -18.38 2.57 2.87 7.45 9.09 8.56 11.42
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 3.65
Infl. Adjusted
Return (%)
6.60 -8.60 -12.53 -24.25 -2.32 -0.95 4.76 6.42 5.90 7.49
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 18.65 20.45 17.98 14.51 16.60 15.46 15.36
Sharpe Ratio -1.02 0.11 0.10 0.48 0.48 0.41 0.48
Sortino Ratio -1.50 0.14 0.14 0.62 0.62 0.53 0.63
MAXIMUM DRAWDOWN
Drawdown Depth (%) -24.70 -27.54 -27.54 -27.54 -57.21 -57.21 -57.21
Start (yyyy mm) 2022 01 2020 01 2020 01 2020 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2020 03 2020 03 2020 03 2009 02 2009 02 2009 02
Start to Bottom (# months) 9 3 3 3 16 16 16
Start to Recovery (# months) in progress
> 10
11
11
11
63
63
63
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 68.65 40.49 34.09 21.79 16.46 14.98
Worst Return (%) -49.19 -17.09 -3.83 3.22 6.29 8.02
% Positive Periods 78% 92% 96% 100% 100% 100%
MONTHS
Positive 1 1 3 5 21 36 78 154 230 365
Negative 0 2 3 7 15 24 42 86 130 197
% Positive 100% 33% 50% 42% 58% 60% 65% 64% 64% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 37.56 21.33 14.78 11.30 8.35 10.37
Perpetual WR (%) 0.00 0.00 4.54 6.03 5.57 6.97
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
 
 
 
 
 
 
 
Asset IJR DLS IJS EEM SPY VTV VEA SCZ EFV VNQ
IJR
1.00
0.89
0.99
0.57
0.95
0.92
0.95
0.95
0.79
0.80
DLS
0.89
1.00
0.88
0.78
0.89
0.91
0.96
0.97
0.88
0.87
IJS
0.99
0.88
1.00
0.60
0.92
0.95
0.95
0.94
0.84
0.76
EEM
0.57
0.78
0.60
1.00
0.62
0.67
0.71
0.69
0.77
0.56
SPY
0.95
0.89
0.92
0.62
1.00
0.92
0.95
0.96
0.80
0.88
VTV
0.92
0.91
0.95
0.67
0.92
1.00
0.97
0.94
0.94
0.80
VEA
0.95
0.96
0.95
0.71
0.95
0.97
1.00
0.99
0.92
0.85
SCZ
0.95
0.97
0.94
0.69
0.96
0.94
0.99
1.00
0.87
0.87
EFV
0.79
0.88
0.84
0.77
0.80
0.94
0.92
0.87
1.00
0.66
VNQ
0.80
0.87
0.76
0.56
0.88
0.80
0.85
0.87
0.66
1.00
 
 
 
 
 
 
 
 
 
 
Asset IJR DLS IJS EEM SPY VTV VEA SCZ EFV VNQ
IJR
1.00
0.88
0.99
0.74
0.89
0.91
0.90
0.89
0.84
0.77
DLS
0.88
1.00
0.87
0.84
0.88
0.90
0.96
0.98
0.92
0.77
IJS
0.99
0.87
1.00
0.73
0.86
0.91
0.88
0.87
0.86
0.74
EEM
0.74
0.84
0.73
1.00
0.72
0.72
0.82
0.82
0.79
0.57
SPY
0.89
0.88
0.86
0.72
1.00
0.94
0.92
0.92
0.82
0.82
VTV
0.91
0.90
0.91
0.72
0.94
1.00
0.93
0.90
0.90
0.78
VEA
0.90
0.96
0.88
0.82
0.92
0.93
1.00
0.98
0.96
0.77
SCZ
0.89
0.98
0.87
0.82
0.92
0.90
0.98
1.00
0.91
0.78
EFV
0.84
0.92
0.86
0.79
0.82
0.90
0.96
0.91
1.00
0.67
VNQ
0.77
0.77
0.74
0.57
0.82
0.78
0.77
0.78
0.67
1.00
 
 
 
 
 
 
 
 
 
 
Asset IJR DLS IJS EEM SPY VTV VEA SCZ EFV VNQ
IJR
1.00
0.77
0.99
0.61
0.87
0.89
0.79
0.80
0.75
0.64
DLS
0.77
1.00
0.77
0.80
0.82
0.81
0.95
0.98
0.91
0.63
IJS
0.99
0.77
1.00
0.62
0.84
0.89
0.78
0.78
0.77
0.61
EEM
0.61
0.80
0.62
1.00
0.66
0.64
0.81
0.77
0.77
0.49
SPY
0.87
0.82
0.84
0.66
1.00
0.94
0.88
0.86
0.80
0.70
VTV
0.89
0.81
0.89
0.64
0.94
1.00
0.86
0.83
0.84
0.66
VEA
0.79
0.95
0.78
0.81
0.88
0.86
1.00
0.97
0.96
0.65
SCZ
0.80
0.98
0.78
0.77
0.86
0.83
0.97
1.00
0.91
0.65
EFV
0.75
0.91
0.77
0.77
0.80
0.84
0.96
0.91
1.00
0.57
VNQ
0.64
0.63
0.61
0.49
0.70
0.66
0.65
0.65
0.57
1.00
 
 
 
 
 
 
 
 
 
 
Asset IJR DLS IJS EEM SPY VTV VEA SCZ EFV VNQ
IJR
1.00
0.71
0.96
0.68
0.82
0.80
0.74
0.72
0.72
0.64
DLS
0.71
1.00
0.72
0.74
0.72
0.72
0.87
0.99
0.90
0.60
IJS
0.96
0.72
1.00
0.66
0.82
0.85
0.74
0.72
0.75
0.68
EEM
0.68
0.74
0.66
1.00
0.70
0.70
0.78
0.74
0.76
0.51
SPY
0.82
0.72
0.82
0.70
1.00
0.95
0.81
0.73
0.78
0.59
VTV
0.80
0.72
0.85
0.70
0.95
1.00
0.81
0.73
0.81
0.63
VEA
0.74
0.87
0.74
0.78
0.81
0.81
1.00
0.88
0.95
0.58
SCZ
0.72
0.99
0.72
0.74
0.73
0.73
0.88
1.00
0.90
0.59
EFV
0.72
0.90
0.75
0.76
0.78
0.81
0.95
0.90
1.00
0.60
VNQ
0.64
0.60
0.68
0.51
0.59
0.63
0.58
0.59
0.60
1.00
 
 
 
 
 
 
 
 
 
 
Asset IJR DLS IJS EEM SPY VTV VEA SCZ EFV VNQ
IJR
1.00
0.76
0.96
0.66
0.84
0.83
0.68
0.76
0.76
0.66
DLS
0.76
1.00
0.76
0.72
0.80
0.79
0.81
0.99
0.93
0.60
IJS
0.96
0.76
1.00
0.64
0.83
0.86
0.67
0.76
0.77
0.70
EEM
0.66
0.72
0.64
1.00
0.71
0.69
0.69
0.71
0.72
0.49
SPY
0.84
0.80
0.83
0.71
1.00
0.96
0.75
0.80
0.83
0.60
VTV
0.83
0.79
0.86
0.69
0.96
1.00
0.74
0.79
0.84
0.64
VEA
0.68
0.81
0.67
0.69
0.75
0.74
1.00
0.82
0.87
0.53
SCZ
0.76
0.99
0.76
0.71
0.80
0.79
0.82
1.00
0.93
0.60
EFV
0.76
0.93
0.77
0.72
0.83
0.84
0.87
0.93
1.00
0.60
VNQ
0.66
0.60
0.70
0.49
0.60
0.64
0.53
0.60
0.60
1.00

Portfolio Dividends

In 2021, the Paul Merriman Ultimate Buy and Hold Strategy Portfolio granted a 2.79% dividend yield. If you are interested in getting periodic income, please refer to the Paul Merriman Ultimate Buy and Hold Strategy Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 11742.89$, with a total return of 1074.29% (8.56% annualized).

The Inflation Adjusted Capital now would be 5587.50$, with a net total return of 458.75% (5.90% annualized).
An investment of 1000$, since January 1976, now would be worth 158463.35$, with a total return of 15746.34% (11.42% annualized).

The Inflation Adjusted Capital now would be 29511.28$, with a net total return of 2851.13% (7.49% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.21% Nov 2007 Feb 2009 16 Jan 2013 47 63
-27.54% Jan 2020 Mar 2020 3 Nov 2020 8 11
-24.70% Jan 2022 Sep 2022 9 in progress 1 10
-20.46% Apr 1998 Aug 1998 5 Apr 1999 8 13
-20.10% Feb 2001 Sep 2002 20 Jul 2003 10 30
-15.11% Feb 2018 Dec 2018 11 Nov 2019 11 22
-12.10% Jun 2015 Feb 2016 9 Jul 2016 5 14
-8.65% Sep 2000 Nov 2000 3 Jan 2001 2 5
-8.25% Feb 1994 Jan 1995 12 Jun 1995 5 17
-6.22% Oct 1997 Nov 1997 2 Feb 1998 3 5
-4.95% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.92% Jun 1996 Jul 1996 2 Nov 1996 4 6
-4.78% Sep 2014 Sep 2014 1 Feb 2015 5 6
-4.60% Jun 2007 Jul 2007 2 Oct 2007 3 5
-4.59% May 2006 May 2006 1 Oct 2006 5 6
-4.36% Mar 2005 Apr 2005 2 Jun 2005 2 4
-4.24% Aug 1997 Aug 1997 1 Sep 1997 1 2
-4.03% Apr 2000 May 2000 2 Jun 2000 1 3
-3.67% Jan 2000 Jan 2000 1 Mar 2000 2 3
-3.67% Nov 2021 Nov 2021 1 Dec 2021 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.21% Nov 2007 Feb 2009 16 Jan 2013 47 63
-27.54% Jan 2020 Mar 2020 3 Nov 2020 8 11
-25.26% Sep 1987 Nov 1987 3 Jan 1989 14 17
-24.70% Jan 2022 Sep 2022 9 in progress 1 10
-21.87% Jan 1990 Sep 1990 9 May 1991 8 17
-20.46% Apr 1998 Aug 1998 5 Apr 1999 8 13
-20.10% Feb 2001 Sep 2002 20 Jul 2003 10 30
-19.82% Jun 1981 Jul 1982 14 Nov 1982 4 18
-15.11% Feb 2018 Dec 2018 11 Nov 2019 11 22
-12.52% Feb 1980 Mar 1980 2 Jul 1980 4 6
-12.10% Jun 2015 Feb 2016 9 Jul 2016 5 14
-9.46% Oct 1978 Oct 1978 1 Jan 1979 3 4
-9.15% Sep 1979 Oct 1979 2 Jan 1980 3 5
-8.65% Sep 2000 Nov 2000 3 Jan 2001 2 5
-8.25% Feb 1994 Jan 1995 12 Jun 1995 5 17
-6.22% Oct 1997 Nov 1997 2 Feb 1998 3 5
-6.12% Feb 1984 Jul 1984 6 Aug 1984 1 7
-5.82% Dec 1980 Jan 1981 2 Mar 1981 2 4
-5.51% Jun 1991 Jun 1991 1 Aug 1991 2 3
-5.17% Nov 1991 Nov 1991 1 Dec 1991 1 2

Rolling Returns ( more details)

Paul Merriman Ultimate Buy and Hold Strategy Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
12.99 68.65
Mar 2009 - Feb 2010
-49.19
Mar 2008 - Feb 2009
22.14%
2 Years
12.36 45.51
Mar 2009 - Feb 2011
-30.72
Mar 2007 - Feb 2009
9.83%
3 Years
11.97 40.49
Aug 1984 - Jul 1987
-17.09
Mar 2006 - Feb 2009
7.78%
5 Years
11.78 34.09
Aug 1982 - Jul 1987
-3.83
Mar 2004 - Feb 2009
3.78%
7 Years
11.73 27.11
Aug 1982 - Jul 1989
2.03
Mar 2002 - Feb 2009
0.00%
10 Years
11.72 21.79
Sep 1977 - Aug 1987
3.22
Mar 1999 - Feb 2009
0.00%
15 Years
11.21 18.75
Aug 1982 - Jul 1997
4.09
Oct 2007 - Sep 2022
0.00%
20 Years
11.13 16.46
Jan 1976 - Dec 1995
6.29
Apr 2000 - Mar 2020
0.00%
30 Years
11.24 14.98
Jun 1977 - May 2007
8.02
Apr 1990 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Paul Merriman Ultimate Buy and Hold Strategy Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Paul Merriman Ultimate Buy and Hold Strategy Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.35
60%
-1.65
40%
-2.68
60%
2.02
80%
0.49
80%
-0.16
40%
2.30
60%
0.09
60%
-2.72
20%
0.87
60%
3.02
80%
1.57
80%
 Capital Growth on monthly avg returns
100
101.35
99.68
97.01
98.96
99.45
99.29
101.58
101.67
98.90
99.76
102.77
104.38
Best 9.0
2019
4.5
2021
3.7
2021
9.6
2020
4.4
2020
5.5
2019
6.0
2022
4.8
2020
3.3
2019
7.0
2022
13.3
2020
5.7
2020
Worst -3.8
2022
-8.3
2020
-18.3
2020
-6.3
2022
-6.1
2019
-8.3
2022
-0.5
2019
-4.4
2022
-10.2
2022
-7.8
2018
-3.7
2021
-8.0
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.36
50%
0.34
60%
-0.10
70%
1.80
90%
0.48
80%
-0.17
40%
2.20
70%
-0.59
50%
-1.08
40%
1.64
70%
2.03
90%
1.38
70%
 Capital Growth on monthly avg returns
100
100.36
100.70
100.60
102.41
102.90
102.73
104.99
104.36
103.24
104.93
107.06
108.53
Best 9.0
2019
5.0
2014
8.6
2016
9.6
2020
4.4
2020
5.5
2019
6.0
2022
4.8
2020
6.2
2013
7.0
2022
13.3
2020
5.7
2020
Worst -5.4
2016
-8.3
2020
-18.3
2020
-6.3
2022
-6.1
2019
-8.3
2022
-2.1
2014
-6.1
2015
-10.2
2022
-7.8
2018
-3.7
2021
-8.0
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.32
60%
0.63
60%
1.18
74%
2.17
79%
0.85
70%
0.59
51%
1.10
57%
0.46
57%
-0.52
57%
0.29
64%
1.64
72%
2.42
78%
 Capital Growth on monthly avg returns
100
101.32
101.95
103.15
105.39
106.29
106.91
108.09
108.58
108.02
108.33
110.11
112.77
Best 12.9
1976
8.1
1986
9.0
2009
15.4
2009
9.2
2009
5.7
1977
9.5
2009
10.6
1982
9.6
2010
11.5
1982
13.3
2020
12.3
1991
Worst -12.4
2009
-11.7
2009
-18.3
2020
-6.3
2022
-9.3
2010
-9.1
2008
-9.2
2002
-14.7
1998
-11.0
2001
-21.9
2008
-10.1
2008
-8.0
2018
Monthly Seasonality over the period Jan 1976 - Oct 2022

Monthly/Yearly Returns

Paul Merriman Ultimate Buy and Hold Strategy Portfolio data source starts from January 1976: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1976 - Oct 2022
365 Positive Months (65%) - 197 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 1976 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-19.41 -24.60 -3.8 -1.9 1.1 -6.3 0.9 -8.3 6.0 -4.4 -10.2 7.0
2021
+19.37 +11.52 1.1 4.5 3.7 3.3 2.4 -0.2 -0.2 2.0 -3.5 3.7 -3.7 5.1
2020
+6.40 +4.97 -3.3 -8.3 -18.3 9.6 4.4 2.7 3.6 4.8 -2.5 -1.4 13.3 5.7
2019
+23.62 +20.85 9.0 2.2 0.1 2.9 -6.1 5.5 -0.5 -2.4 3.3 2.8 1.8 3.5
2018
-11.86 -13.51 3.8 -4.8 0.0 0.6 0.8 -0.6 2.6 0.5 -0.7 -7.8 1.8 -8.0
2017
+21.78 +19.26 2.2 2.1 1.1 1.7 1.2 1.4 2.6 -0.2 3.1 1.4 1.8 1.5
2016
+12.36 +10.07 -5.4 -0.7 8.6 1.1 0.5 -0.1 4.6 0.3 1.1 -2.5 2.4 2.6
2015
-1.21 -1.93 -0.9 5.0 -0.5 1.7 0.2 -2.1 0.3 -6.1 -2.8 6.4 0.2 -1.9
2014
+3.86 +3.08 -3.4 5.0 0.8 0.4 1.5 2.0 -2.1 2.2 -4.8 2.9 0.2 -0.6
2013
+24.33 +22.49 4.3 0.3 2.4 3.1 -1.1 -2.1 5.1 -2.6 6.2 3.8 1.2 1.7
2012
+18.52 +16.49 6.7 3.5 1.6 -1.2 -8.5 5.2 0.1 2.8 2.7 -0.3 1.2 4.1
2011
-6.03 -8.73 1.2 3.3 0.3 4.1 -1.8 -1.7 -2.0 -7.3 -10.5 11.4 -1.4 -0.1
2010
+17.95 +16.21 -3.9 2.2 7.3 2.0 -9.3 -4.0 9.0 -4.4 9.6 4.0 -1.8 8.2
2009
+32.93 +29.41 -12.4 -11.7 9.0 15.4 9.2 -0.4 9.5 5.0 5.1 -3.4 4.3 3.1
2008
-39.47 -39.52 -6.1 -1.7 0.7 4.7 1.7 -9.1 -1.5 -0.3 -9.0 -21.9 -10.1 7.5
2007
+3.86 -0.21 2.2 -0.8 2.2 3.2 2.9 -1.5 -3.1 0.3 3.9 4.0 -6.3 -2.5
2006
+25.26 +22.15 7.1 -0.1 3.7 2.5 -4.6 0.2 0.4 2.4 1.1 4.7 3.6 2.2
2005
+14.55 +10.76 -1.6 4.2 -2.5 -1.9 2.1 2.5 4.9 0.6 2.5 -3.1 3.5 2.8
2004
+24.50 +20.58 3.1 2.5 1.7 -4.9 1.4 3.5 -3.2 1.6 2.9 2.8 7.3 3.9
2003
+45.35 +42.67 -2.2 -1.7 -0.6 8.8 7.6 3.3 4.0 3.7 1.6 6.5 2.0 5.5
2002
-8.70 -10.82 -0.7 0.9 5.7 0.9 1.1 -3.8 -9.2 0.2 -8.4 2.5 4.9 -2.1
2001
-4.24 -5.71 3.9 -4.6 -5.2 6.9 0.6 -0.4 -2.1 -0.8 -11.0 2.2 5.1 2.5
2000
-0.62 -3.88 -3.7 1.1 3.4 -3.0 -1.0 4.6 -1.1 2.8 -2.4 -2.7 -3.8 5.7
1999
+20.93 +17.77 -0.5 -2.8 4.3 8.7 -1.3 5.1 -0.3 -0.9 -1.1 1.1 1.7 5.8
1998
+4.55 +2.89 1.2 7.3 3.7 -0.3 -2.7 -1.1 -2.9 -14.7 2.2 6.9 4.7 2.1
1997
+7.53 +5.73 0.9 0.6 -2.0 0.3 6.8 4.0 2.8 -4.2 4.6 -5.2 -1.0 0.5
1996
+14.79 +11.10 2.4 0.9 1.6 3.2 1.4 -0.5 -4.4 2.2 2.5 0.2 4.3 0.4
1995
+16.47 +13.58 -1.8 1.0 3.0 2.5 1.8 0.7 4.1 -0.6 1.4 -2.8 2.8 3.5
1994
-2.37 -4.91 4.5 -2.6 -5.1 1.7 0.1 -2.0 2.4 4.1 -2.3 1.0 -4.7 0.9
1993
+30.62 +27.13 3.6 1.6 5.5 0.0 1.6 1.3 2.3 4.7 0.8 3.4 -3.2 5.9
1992
+7.12 +4.10 2.7 0.4 -2.4 1.0 3.5 -3.9 1.9 -1.6 0.2 0.4 3.3 1.8
1991
+32.16 +28.23 5.1 7.7 2.0 0.6 4.1 -5.5 3.4 2.8 0.0 2.2 -5.2 12.3
1990
-15.66 -20.52 -6.8 -0.3 0.3 -3.3 7.6 -0.4 0.3 -11.8 -8.6 1.3 4.4 2.1
1989
+27.73 +22.06 6.0 -0.4 0.4 4.5 3.4 -1.3 6.5 3.0 1.6 -3.8 2.0 3.2
1988
+25.20 +19.90 6.5 5.5 -0.7 1.7 -0.1 5.6 -0.1 -2.6 3.5 2.1 -0.4 2.2
1987
+6.29 +1.77 12.4 4.5 1.3 0.4 0.1 3.5 4.8 3.7 -1.5 -20.7 -4.3 5.8
1986
+33.82 +32.36 2.3 8.1 7.1 0.9 4.2 3.2 -3.2 7.0 -5.0 3.6 2.7 -0.7
1985
+40.18 +35.05 8.6 2.5 0.8 0.8 5.8 2.3 0.9 0.0 -2.6 4.6 6.4 4.6
1984
+7.34 +3.26 0.3 -3.2 1.4 0.6 -4.9 2.0 -1.9 10.4 1.1 0.3 -0.5 2.4
1983
+26.91 +22.28 4.1 3.0 4.5 7.6 0.8 3.4 -2.4 0.9 1.4 -1.5 2.8 -0.2
1982
+9.42 +5.38 -2.8 -5.3 -1.8 3.0 -3.8 -3.4 -3.4 10.6 1.0 11.5 4.4 0.7
1981
-0.23 -8.41 -2.6 1.9 4.4 -0.6 1.0 -0.2 -0.6 -5.3 -5.3 5.6 4.4 -2.2
1980
+24.58 +10.72 5.9 -0.5 -12.1 4.0 5.6 3.2 6.7 1.7 1.7 2.6 8.4 -3.3
1979
+19.34 +5.34 4.7 -2.7 6.3 0.5 -1.8 4.9 1.8 6.9 -0.7 -8.5 5.3 2.4
1978
+21.17 +11.15 -3.9 0.6 4.7 8.3 2.5 -0.1 5.9 5.2 0.4 -9.5 3.9 2.5
1977
+13.48 +6.36 -1.2 -0.1 0.4 1.9 0.2 5.7 0.0 -0.2 1.3 -1.9 5.1 1.8
1976
+22.54 +16.86 12.9 0.9 1.6 -1.3 -2.2 4.3 -0.8 -0.5 1.8 -2.5 0.9 6.2

Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
  • DLS - WisdomTree International SmallCp Div: simulated historical serie, up to December 2006
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • SPY - SPDR S&P 500: simulated historical serie, up to December 1993
  • VTV - Vanguard Value: simulated historical serie, up to December 2004
  • VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007
  • SCZ - iShares MSCI EAFE Small-Cap: simulated historical serie, up to December 2007
  • EFV - iShares MSCI EAFE Value: simulated historical serie, up to December 2005
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004

Portfolio efficiency

Compared to the Paul Merriman Ultimate Buy and Hold Strategy Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Momentum
+12.44 15.06 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+11.15 12.13 -43.61 80 20 0
US Stocks
+9.79 15.27 -50.84 100 0 0
US Stocks Minimum Volatility
+9.77 13.59 -43.27 100 0 0
Stocks/Bonds 60/40 Momentum
+9.67 9.35 -32.52 60 40 0
US Stocks Value
+9.62 15.09 -55.41 100 0 0
Sheltered Sam 100/0
Bill Bernstein
+9.40 15.05 -54.91 97 0 3
Warren Buffett Portfolio
Warren Buffett
+9.34 13.41 -45.52 90 10 0
Robust
Alpha Architect
+9.06 10.90 -44.20 70 20 10
Aggressive Global Income
+9.04 14.27 -52.63 80 20 0
Sheltered Sam 90/10
Bill Bernstein
+9.00 13.50 -50.12 87.3 10 2.7
Stocks/Bonds 80/20
+8.97 12.23 -41.09 80 20 0
Simple Path to Wealth
JL Collins
+8.74 11.50 -38.53 75 25 0
Sheltered Sam 80/20
Bill Bernstein
+8.56 11.99 -45.06 77.6 20 2.4
Mid-Fifties
Burton Malkiel
+8.56 12.76 -46.21 80 20 0
Ultimate Buy and Hold Strategy
Paul Merriman
+8.56 15.46 -57.21 100 0 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Technology
+13.06 23.81 -81.08 100 0 0
US Stocks Momentum
+12.44 15.06 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+11.15 12.13 -43.61 80 20 0
US Stocks
+9.79 15.27 -50.84 100 0 0
US Stocks Minimum Volatility
+9.77 13.59 -43.27 100 0 0
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