Data Source: from January 1976 to March 2023 (~47 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.48%
March 2023
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 8.33% compound annual return, with a 15.58% standard deviation.
Asset Allocation and ETFs
The Paul Merriman Ultimate Buy and Hold Strategy Portfolio has the following asset allocation:
The Paul Merriman Ultimate Buy and Hold Strategy Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 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 % | 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 % | 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 Mar 31, 2023
The Paul Merriman Ultimate Buy and Hold Strategy Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
PAUL MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~47Y) |
|
| Paul Merriman Ultimate Buy and Hold Strategy Portfolio | n.a. | n.a. | -0.48 | 17.24 | -7.43 | 4.32 | 7.13 | 8.33 | 11.53 | |
| US Inflation Adjusted return | -0.48 | 15.67 | -11.53 | 0.49 | 4.41 | 5.69 | 7.61 | |||
| Components | ||||||||||
|
EEM iShares MSCI Emerging Markets |
n.a. | - | n.a. | 3.22 | 14.84 | -10.51 | -1.84 | 1.35 | 5.59 | 7.46 |
|
SPY SPDR S&P 500 |
n.a. | - | n.a. | 3.71 | 15.59 | -7.81 | 11.13 | 12.15 | 9.64 | 9.02 |
|
IJR iShares Core S&P Small-Cap |
n.a. | - | n.a. | -5.22 | 11.77 | -8.92 | 6.23 | 9.83 | 9.97 | 11.41 |
|
DLS WisdomTree International SmallCp Div |
n.a. | - | n.a. | 0.15 | 20.75 | -6.09 | -0.78 | 4.56 | 6.77 | 10.45 |
|
IJS iShares S&P Small-Cap 600 Value |
n.a. | - | n.a. | -6.48 | 14.24 | -7.17 | 6.05 | 9.23 | 10.37 | 12.82 |
|
VTV Vanguard Value |
n.a. | - | n.a. | -0.46 | 13.39 | -4.00 | 8.83 | 10.52 | 9.17 | 9.92 |
|
VEA Vanguard FTSE Developed Markets |
n.a. | - | n.a. | 2.64 | 26.16 | -2.97 | 3.42 | 5.26 | 5.36 | 8.15 |
|
SCZ iShares MSCI EAFE Small-Cap |
n.a. | - | n.a. | 0.49 | 22.00 | -8.58 | 0.73 | 5.71 | 6.87 | 10.52 |
|
EFV iShares MSCI EAFE Value |
n.a. | - | n.a. | -0.04 | 27.41 | 0.56 | 1.53 | 3.57 | 5.60 | 9.95 |
|
VNQ Vanguard Real Estate |
n.a. | - | n.a. | -2.18 | 6.08 | -20.17 | 5.79 | 5.77 | 8.27 | 6.99 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of Paul Merriman Ultimate Buy and Hold Strategy Portfolio, updated as of 31 March 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
PAUL MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 March 2023 (~47 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~47Y) |
|
| Portfolio Return (%) |
-0.48 | 4.31 | 17.24 | -7.43 | 15.66 | 4.32 | 7.13 | 9.69 | 8.33 | 11.53 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 3.64 |
| Infl. Adjusted Return (%) |
-0.48 | 2.90 | 15.67 | -11.53 | 9.90 | 0.49 | 4.41 | 7.03 | 5.69 | 7.61 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 21.99 | 17.64 | 18.64 | 14.95 | 16.77 | 15.58 | 15.40 | |||
| Sharpe Ratio | -0.45 | 0.84 | 0.17 | 0.43 | 0.51 | 0.39 | 0.49 | |||
| Sortino Ratio | -0.66 | 1.18 | 0.22 | 0.57 | 0.66 | 0.51 | 0.64 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -21.04 | -24.70 | -27.54 | -27.54 | -57.21 | -57.21 | -57.21 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2020 01 | 2020 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 6 | 9 | 3 | 3 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 15
|
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 | 77% | 92% | 96% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 5 | 21 | 35 | 75 | 155 | 227 | 367 |
| Negative | 1 | 2 | 3 | 7 | 15 | 25 | 45 | 85 | 133 | 200 |
| % Positive | 0% | 33% | 50% | 42% | 58% | 58% | 63% | 65% | 63% | 65% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 48.55 | 21.17 | 14.02 | 12.72 | 7.86 | 10.34 | ||||
| Perpetual WR (%) | 9.01 | 0.49 | 4.23 | 6.57 | 5.38 | 7.07 | ||||
- 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.
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 March 2023
Swipe left to see all data
|
|
|
|
|
|
|
|
|
|
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||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | EEM | SPY | IJR | DLS | IJS | VTV | VEA | SCZ | EFV | VNQ | |
| EEM |
1.00
|
0.67
|
0.53
|
0.89
|
0.52
|
0.60
|
0.87
|
0.85
|
0.84
|
0.75
|
|
| SPY |
0.67
|
1.00
|
0.91
|
0.86
|
0.87
|
0.91
|
0.91
|
0.90
|
0.84
|
0.88
|
|
| IJR |
0.53
|
0.91
|
1.00
|
0.79
|
0.99
|
0.92
|
0.83
|
0.83
|
0.81
|
0.86
|
|
| DLS |
0.89
|
0.86
|
0.79
|
1.00
|
0.77
|
0.79
|
0.98
|
0.99
|
0.95
|
0.91
|
|
| IJS |
0.52
|
0.87
|
0.99
|
0.77
|
1.00
|
0.91
|
0.81
|
0.81
|
0.81
|
0.85
|
|
| VTV |
0.60
|
0.91
|
0.92
|
0.79
|
0.91
|
1.00
|
0.87
|
0.85
|
0.88
|
0.79
|
|
| VEA |
0.87
|
0.91
|
0.83
|
0.98
|
0.81
|
0.87
|
1.00
|
0.99
|
0.97
|
0.89
|
|
| SCZ |
0.85
|
0.90
|
0.83
|
0.99
|
0.81
|
0.85
|
0.99
|
1.00
|
0.96
|
0.91
|
|
| EFV |
0.84
|
0.84
|
0.81
|
0.95
|
0.81
|
0.88
|
0.97
|
0.96
|
1.00
|
0.82
|
|
| VNQ |
0.75
|
0.88
|
0.86
|
0.91
|
0.85
|
0.79
|
0.89
|
0.91
|
0.82
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | EEM | SPY | IJR | DLS | IJS | VTV | VEA | SCZ | EFV | VNQ | |
| EEM |
1.00
|
0.71
|
0.71
|
0.85
|
0.71
|
0.70
|
0.85
|
0.83
|
0.81
|
0.63
|
|
| SPY |
0.71
|
1.00
|
0.89
|
0.86
|
0.85
|
0.93
|
0.90
|
0.90
|
0.80
|
0.85
|
|
| IJR |
0.71
|
0.89
|
1.00
|
0.85
|
0.99
|
0.91
|
0.86
|
0.87
|
0.82
|
0.79
|
|
| DLS |
0.85
|
0.86
|
0.85
|
1.00
|
0.85
|
0.88
|
0.96
|
0.98
|
0.93
|
0.80
|
|
| IJS |
0.71
|
0.85
|
0.99
|
0.85
|
1.00
|
0.90
|
0.85
|
0.85
|
0.84
|
0.76
|
|
| VTV |
0.70
|
0.93
|
0.91
|
0.88
|
0.90
|
1.00
|
0.90
|
0.89
|
0.88
|
0.80
|
|
| VEA |
0.85
|
0.90
|
0.86
|
0.96
|
0.85
|
0.90
|
1.00
|
0.98
|
0.96
|
0.80
|
|
| SCZ |
0.83
|
0.90
|
0.87
|
0.98
|
0.85
|
0.89
|
0.98
|
1.00
|
0.92
|
0.81
|
|
| EFV |
0.81
|
0.80
|
0.82
|
0.93
|
0.84
|
0.88
|
0.96
|
0.92
|
1.00
|
0.71
|
|
| VNQ |
0.63
|
0.85
|
0.79
|
0.80
|
0.76
|
0.80
|
0.80
|
0.81
|
0.71
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | EEM | SPY | IJR | DLS | IJS | VTV | VEA | SCZ | EFV | VNQ | |
| EEM |
1.00
|
0.68
|
0.61
|
0.82
|
0.61
|
0.66
|
0.83
|
0.79
|
0.79
|
0.52
|
|
| SPY |
0.68
|
1.00
|
0.86
|
0.82
|
0.83
|
0.94
|
0.87
|
0.86
|
0.79
|
0.71
|
|
| IJR |
0.61
|
0.86
|
1.00
|
0.76
|
0.99
|
0.88
|
0.78
|
0.79
|
0.74
|
0.65
|
|
| DLS |
0.82
|
0.82
|
0.76
|
1.00
|
0.76
|
0.81
|
0.95
|
0.98
|
0.92
|
0.64
|
|
| IJS |
0.61
|
0.83
|
0.99
|
0.76
|
1.00
|
0.88
|
0.76
|
0.77
|
0.75
|
0.63
|
|
| VTV |
0.66
|
0.94
|
0.88
|
0.81
|
0.88
|
1.00
|
0.85
|
0.82
|
0.84
|
0.67
|
|
| VEA |
0.83
|
0.87
|
0.78
|
0.95
|
0.76
|
0.85
|
1.00
|
0.97
|
0.96
|
0.66
|
|
| SCZ |
0.79
|
0.86
|
0.79
|
0.98
|
0.77
|
0.82
|
0.97
|
1.00
|
0.92
|
0.66
|
|
| EFV |
0.79
|
0.79
|
0.74
|
0.92
|
0.75
|
0.84
|
0.96
|
0.92
|
1.00
|
0.58
|
|
| VNQ |
0.52
|
0.71
|
0.65
|
0.64
|
0.63
|
0.67
|
0.66
|
0.66
|
0.58
|
1.00
|
|
|
|
|
|
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||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | EEM | SPY | IJR | DLS | IJS | VTV | VEA | SCZ | EFV | VNQ | |
| EEM |
1.00
|
0.71
|
0.69
|
0.75
|
0.66
|
0.70
|
0.80
|
0.75
|
0.77
|
0.51
|
|
| SPY |
0.71
|
1.00
|
0.82
|
0.72
|
0.81
|
0.95
|
0.82
|
0.73
|
0.78
|
0.60
|
|
| IJR |
0.69
|
0.82
|
1.00
|
0.71
|
0.96
|
0.80
|
0.74
|
0.72
|
0.72
|
0.64
|
|
| DLS |
0.75
|
0.72
|
0.71
|
1.00
|
0.72
|
0.72
|
0.88
|
0.99
|
0.91
|
0.60
|
|
| IJS |
0.66
|
0.81
|
0.96
|
0.72
|
1.00
|
0.85
|
0.74
|
0.72
|
0.75
|
0.68
|
|
| VTV |
0.70
|
0.95
|
0.80
|
0.72
|
0.85
|
1.00
|
0.81
|
0.73
|
0.81
|
0.64
|
|
| VEA |
0.80
|
0.82
|
0.74
|
0.88
|
0.74
|
0.81
|
1.00
|
0.88
|
0.95
|
0.59
|
|
| SCZ |
0.75
|
0.73
|
0.72
|
0.99
|
0.72
|
0.73
|
0.88
|
1.00
|
0.91
|
0.60
|
|
| EFV |
0.77
|
0.78
|
0.72
|
0.91
|
0.75
|
0.81
|
0.95
|
0.91
|
1.00
|
0.60
|
|
| VNQ |
0.51
|
0.60
|
0.64
|
0.60
|
0.68
|
0.64
|
0.59
|
0.60
|
0.60
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | EEM | SPY | IJR | DLS | IJS | VTV | VEA | SCZ | EFV | VNQ | |
| EEM |
1.00
|
0.71
|
0.66
|
0.72
|
0.64
|
0.69
|
0.69
|
0.72
|
0.73
|
0.49
|
|
| SPY |
0.71
|
1.00
|
0.84
|
0.79
|
0.83
|
0.96
|
0.75
|
0.80
|
0.83
|
0.60
|
|
| IJR |
0.66
|
0.84
|
1.00
|
0.76
|
0.96
|
0.82
|
0.68
|
0.76
|
0.75
|
0.66
|
|
| DLS |
0.72
|
0.79
|
0.76
|
1.00
|
0.75
|
0.79
|
0.82
|
0.99
|
0.93
|
0.60
|
|
| IJS |
0.64
|
0.83
|
0.96
|
0.75
|
1.00
|
0.86
|
0.67
|
0.75
|
0.77
|
0.70
|
|
| VTV |
0.69
|
0.96
|
0.82
|
0.79
|
0.86
|
1.00
|
0.74
|
0.79
|
0.84
|
0.64
|
|
| VEA |
0.69
|
0.75
|
0.68
|
0.82
|
0.67
|
0.74
|
1.00
|
0.82
|
0.87
|
0.54
|
|
| SCZ |
0.72
|
0.80
|
0.76
|
0.99
|
0.75
|
0.79
|
0.82
|
1.00
|
0.93
|
0.60
|
|
| EFV |
0.73
|
0.83
|
0.75
|
0.93
|
0.77
|
0.84
|
0.87
|
0.93
|
1.00
|
0.60
|
|
| VNQ |
0.49
|
0.60
|
0.66
|
0.60
|
0.70
|
0.64
|
0.54
|
0.60
|
0.60
|
1.00
|
Portfolio Dividends
In 2022, the Paul Merriman Ultimate Buy and Hold Strategy Portfolio granted a 2.27% 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.
Readings that may interest you
Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 11020.06$, with a total return of 1002.01% (8.33% annualized).
The Inflation Adjusted Capital now would be 5260.21$, with a net total return of 426.02% (5.69% annualized).
The Inflation Adjusted Capital now would be 5260.21$, with a net total return of 426.02% (5.69% annualized).
An investment of 1000$, since January 1976,
now would be worth 173571.79$, with a total return of 17257.18% (11.53% annualized).
The Inflation Adjusted Capital now would be 32021.12$, with a net total return of 3102.11% (7.61% annualized).
The Inflation Adjusted Capital now would be 32021.12$, with a net total return of 3102.11% (7.61% 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 | 6 | 15 |
| -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 | 6 | 15 |
| -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 |
12.80 |
68.65 Mar 2009 - Feb 2010 |
-49.19 Mar 2008 - Feb 2009 |
22.84% |
| 2 Years |
12.26 |
45.51 Mar 2009 - Feb 2011 |
-30.72 Mar 2007 - Feb 2009 |
9.93% |
| 3 Years |
11.93 |
40.49 Aug 1984 - Jul 1987 |
-17.09 Mar 2006 - Feb 2009 |
7.71% |
| 5 Years |
11.71 |
34.09 Aug 1982 - Jul 1987 |
-3.83 Mar 2004 - Feb 2009 |
3.74% |
| 7 Years |
11.69 |
27.11 Aug 1982 - Jul 1989 |
2.03 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
11.67 |
21.79 Sep 1977 - Aug 1987 |
3.22 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
11.14 |
18.75 Aug 1982 - Jul 1997 |
4.09 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
11.10 |
16.46 Jan 1976 - Dec 1995 |
6.29 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
11.17 |
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.
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 |
2.26
60% |
-1.36
40% |
-2.77
60% |
2.02
80% |
0.49
80% |
-0.16
40% |
2.30
60% |
0.09
60% |
-2.72
20% |
0.87
60% |
4.40
80% |
0.60
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.26
|
100.87
|
98.08
|
100.06
|
100.55
|
100.39
|
102.70
|
102.79
|
99.99
|
100.86
|
105.30
|
105.93
|
| 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 Apr 2018 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.76
50% |
-0.02
50% |
-0.39
60% |
1.80
90% |
0.48
80% |
-0.17
40% |
2.20
70% |
-0.59
50% |
-1.08
40% |
1.64
70% |
2.78
90% |
0.63
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.76
|
100.74
|
100.35
|
102.16
|
102.65
|
102.48
|
104.73
|
104.11
|
102.99
|
104.67
|
107.58
|
108.26
|
| 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 Apr 2013 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.46
60% |
0.55
58% |
1.15
73% |
2.17
79% |
0.85
70% |
0.59
51% |
1.10
57% |
0.46
57% |
-0.52
57% |
0.29
64% |
1.79
72% |
2.29
77% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.46
|
102.02
|
103.19
|
105.43
|
106.32
|
106.95
|
108.12
|
108.62
|
108.05
|
108.36
|
110.30
|
112.83
|
| 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 - Mar 2023
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 - Mar 2023
367 Positive Months (65%) - 200 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 1976 - Mar 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+4.31 | +2.90 | 8.4 | -3.3 | -0.5 | |||||||||
| 2022 |
-15.37 | -20.50 | -3.8 | -1.9 | 1.1 | -6.3 | 0.9 | -8.3 | 6.0 | -4.4 | -10.2 | 7.0 | 8.7 | -3.4 |
| 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:
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- SPY - SPDR S&P 500: simulated historical serie, up to December 1993
- 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
- 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 |
+11.92 | 15.12 | -53.85 | 100 | 0 | 0 | ||
|
Stocks/Bonds 80/20 Momentum |
+10.74 | 12.19 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks |
+9.65 | 15.38 | -50.84 | 100 | 0 | 0 | ||
|
US Stocks Minimum Volatility |
+9.55 | 13.66 | -43.27 | 100 | 0 | 0 | ||
|
US Stocks Value |
+9.53 | 15.19 | -55.41 | 100 | 0 | 0 | ||
|
Stocks/Bonds 60/40 Momentum |
+9.37 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Warren Buffett Portfolio Warren Buffett |
+9.26 | 13.52 | -45.52 | 90 | 10 | 0 | ||
|
Sheltered Sam 100/0 Bill Bernstein |
+9.07 | 15.15 | -54.91 | 97 | 0 | 3 | ||
|
Stocks/Bonds 80/20 |
+8.86 | 12.35 | -41.09 | 80 | 20 | 0 | ||
|
Aggressive Global Income |
+8.80 | 14.35 | -52.63 | 80 | 20 | 0 | ||
|
Robust Alpha Architect |
+8.70 | 10.96 | -44.20 | 70 | 20 | 10 | ||
|
Sheltered Sam 90/10 Bill Bernstein |
+8.69 | 13.59 | -50.12 | 87.3 | 10 | 2.7 | ||
|
Simple Path to Wealth JL Collins |
+8.64 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Mid-Fifties Burton Malkiel |
+8.40 | 12.89 | -46.21 | 80 | 20 | 0 | ||
|
Robo Advisor 100 Betterment |
+8.36 | 15.72 | -54.55 | 100 | 0 | 0 | ||
|
Late Thirties to Early Forties Burton Malkiel |
+8.33 | 13.51 | -48.28 | 85 | 15 | 0 | ||
|
Ultimate Buy and Hold Strategy Paul Merriman |
+8.33 | 15.58 | -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 |
+13.29 | 23.95 | -81.08 | 100 | 0 | 0 | ||
|
US Stocks Momentum |
+11.92 | 15.12 | -53.85 | 100 | 0 | 0 | ||
|
Stocks/Bonds 80/20 Momentum |
+10.74 | 12.19 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks |
+9.65 | 15.38 | -50.84 | 100 | 0 | 0 | ||
|
US Stocks Minimum Volatility |
+9.55 | 13.66 | -43.27 | 100 | 0 | 0 | ||
