Data Source: from January 1976 to November 2023 (~48 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 11 2023, 10:00AM Eastern Time
Consolidated Returns as of 30 November 2023
Live Update: Dec 11 2023, 10:00AM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.37%
1 Day
Dec 11 2023, 10:00AM Eastern Time
0.50%
Current Month
December 2023
The Paul Boyer Portfolio is a Medium Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 25% on the Stock Market and for 25% on Commodities.
In the last 30 Years, the Paul Boyer Portfolio obtained a 6.05% compound annual return, with a 7.50% standard deviation.
Table of contents
Asset Allocation and ETFs
The Paul Boyer Portfolio has the following asset allocation:
25% Stocks
50% Fixed Income
25% Commodities
The Paul Boyer Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 12.50 |
EEM
|
USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 12.50 |
IJR
|
USD | iShares Core S&P Small-Cap | Equity, U.S., Small Cap |
| 25.00 |
SHY
|
USD | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
| 25.00 |
TLT
|
USD | iShares 20+ Year Treasury Bond | Bond, U.S., Long-Term |
| 25.00 |
GLD
|
USD | SPDR Gold Trust | Commodity, Gold |
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 Nov 30, 2023
The Paul Boyer Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
PAUL BOYER PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 11 2023, 10:00AM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~48Y) |
|||
| Paul Boyer Portfolio | -0.37 | 0.50 | 5.11 | 0.03 | 2.24 | 3.43 | 3.11 | 6.05 | 8.21 | |||
| US Inflation Adjusted return | 5.11 | -1.13 | -1.07 | -0.62 | 0.29 | 3.44 | 4.41 | |||||
| Components | ||||||||||||
|
EEM
|
USD | iShares MSCI Emerging Markets | 0.21 | 09:59AM, Dec 11 2023 | -1.19 | 7.79 | 4.40 | 2.42 | 1.46 | 1.42 | 4.65 | 7.38 |
|
IJR
|
USD | iShares Core S&P Small-Cap | -0.02 | 10:00AM, Dec 11 2023 | 4.24 | 8.27 | 5.00 | -3.96 | 5.56 | 7.47 | 9.65 | 12.90 |
|
SHY
|
USD | iShares 1-3 Year Treasury Bond | -0.05 | 09:59AM, Dec 11 2023 | 0.05 | 1.05 | 1.53 | 2.96 | 1.04 | 0.77 | 3.00 | 5.34 |
|
TLT
|
USD | iShares 20+ Year Treasury Bond | -0.71 | 10:00AM, Dec 11 2023 | 2.84 | 9.92 | -9.50 | -8.15 | -2.46 | 1.07 | 4.92 | 7.13 |
|
GLD
|
USD | SPDR Gold Trust | -0.80 | 10:00AM, Dec 11 2023 | -2.43 | 2.53 | 3.53 | 14.53 | 10.31 | 4.57 | 5.55 | 5.56 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the Paul Boyer Portfolio granted a 1.15% dividend yield. If you are interested in getting periodic income, please refer to the Paul Boyer Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 5.82$, with a total return of 482.03% (6.05% annualized).
The Inflation Adjusted Capital now would be 2.76$, with a net total return of 175.81% (3.44% annualized).
The Inflation Adjusted Capital now would be 2.76$, with a net total return of 175.81% (3.44% annualized).
An investment of 1$, since January 1976,
now would be worth 43.92$, with a total return of 4291.95% (8.21% annualized).
The Inflation Adjusted Capital now would be 7.92$, with a net total return of 692.25% (4.41% annualized).
The Inflation Adjusted Capital now would be 7.92$, with a net total return of 692.25% (4.41% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of Paul Boyer Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
PAUL BOYER PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~48Y) |
|
| Investment Return (%) | 5.11 | 0.13 | 0.03 | 2.24 | -2.54 | 3.43 | 3.11 | 6.11 | 6.05 | 8.21 |
| Infl. Adjusted Return (%) details | 5.11 | -0.08 | -1.13 | -1.07 | -7.83 | -0.62 | 0.29 | 3.44 | 3.44 | 4.41 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 3.64 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -7.34 | -18.04 | -18.04 | -18.04 | -18.04 | -18.04 | -18.04 | |||
| Start to Recovery (# months) details | 10* | 30* | 30* | 30* | 30* | 30* | 30* | |||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | |||
| Start to Bottom (# months) | 9 | 17 | 17 | 17 | 17 | 17 | 17 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | |||
| Bottom to End (# months) | 1 | 13 | 13 | 13 | 13 | 13 | 13 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | |||
| Start to Bottom (# months) | 9 | 17 | 17 | 17 | 17 | 17 | 17 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | |||
| Bottom to End (# months) | 1 | 13 | 13 | 13 | 13 | 13 | 13 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 11 | 36* | 50 | 50 | 50 | 50 | 50 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2019 09 | 2019 09 | 2019 09 | 2019 09 | 2019 09 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -2.98 | -2.54 | -0.24 | -0.24 | -0.24 | -0.24 | -0.24 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -9.90 | -27.85 | -27.85 | -27.85 | -27.85 | -27.85 | -28.22 | |||
| Start to Recovery (# months) details | 10* | 35* | 35* | 35* | 35* | 35* | 65 | |||
| Start (yyyy mm) | 2023 02 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 1980 02 | |||
| Start to Bottom (# months) | 9 | 34 | 34 | 34 | 34 | 34 | 29 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1982 06 | |||
| Bottom to End (# months) | 1 | 1 | 1 | 1 | 1 | 1 | 36 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1985 06 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 02 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 1980 02 | |||
| Start to Bottom (# months) | 9 | 34 | 34 | 34 | 34 | 34 | 29 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1982 06 | |||
| Bottom to End (# months) | 1 | 1 | 1 | 1 | 1 | 1 | 36 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1985 06 | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 119 | 147 | 147 | 147 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2013 12 | 2011 08 | 2011 08 | 2011 08 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -1.07 | -7.83 | -0.62 | -0.21 | -0.05 | -0.05 | -0.05 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 10.86 | 9.41 | 8.68 | 7.54 | 7.89 | 7.50 | 8.30 | |||
| Sharpe Ratio | -0.24 | -0.47 | 0.20 | 0.27 | 0.61 | 0.51 | 0.51 | |||
| Sortino Ratio | -0.37 | -0.72 | 0.30 | 0.40 | 0.86 | 0.72 | 0.73 | |||
| Ulcer Index | 3.33 | 9.04 | 7.07 | 5.65 | 4.52 | 4.00 | 3.86 | |||
| Ratio: Return / Standard Deviation | 0.21 | -0.27 | 0.39 | 0.41 | 0.77 | 0.81 | 0.99 | |||
| Ratio: Return / Deepest Drawdown | 0.30 | -0.14 | 0.19 | 0.17 | 0.34 | 0.34 | 0.46 | |||
| % Positive Months details | 41% | 41% | 51% | 54% | 60% | 59% | 62% | |||
| Positive Months | 5 | 15 | 31 | 65 | 145 | 215 | 357 | |||
| Negative Months | 7 | 21 | 29 | 55 | 95 | 145 | 218 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 3.11 | 9.50 | 11.91 | 14.32 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.78 | 1.78 | 1.78 | |||||||
| Best 10 Years Return (%) - Annualized | 0.29 | 7.03 | 9.22 | 9.22 | ||||||
| Worst 10 Years Return (%) - Annualized | -0.72 | -0.72 | -0.72 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 24.82 | 17.66 | 14.45 | 11.91 | 8.13 | 6.05 | ||||
| Worst Rolling Return (%) - Annualized | -17.29 | -3.66 | 1.23 | 1.78 | 5.93 | |||||
| % Positive Periods | 83% | 94% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 23.40 | 15.93 | 11.19 | 9.22 | 5.96 | 3.44 | ||||
| Worst Rolling Return (%) - Annualized | -23.24 | -8.90 | -2.47 | -0.72 | 3.27 | |||||
| % Positive Periods | 69% | 88% | 93% | 96% | 100% | 100% | ||||
| Over all the available data source (Jan 1976 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 44.89 | 23.78 | 16.62 | 14.32 | 11.43 | 10.21 | ||||
| Worst Rolling Return (%) - Annualized | -17.29 | -3.66 | 1.23 | 1.78 | 5.93 | 5.82 | ||||
| % Positive Periods | 84% | 96% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 35.08 | 15.93 | 12.37 | 9.22 | 6.75 | 6.91 | ||||
| Worst Rolling Return (%) - Annualized | -23.24 | -8.90 | -2.47 | -0.72 | 3.27 | 3.22 | ||||
| % Positive Periods | 72% | 89% | 95% | 98% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 30.61 | 22.06 | 11.00 | 8.46 | 5.73 | 6.09 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.29 | 3.32 | 3.33 | 4.23 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- 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)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
EEM
|
IJR
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
EEM
|
-
|
0.79
|
0.54
|
0.79
|
0.48
|
|
IJR
|
0.79
|
-
|
0.06
|
0.63
|
0.03
|
|
SHY
|
0.54
|
0.06
|
-
|
0.67
|
0.79
|
|
TLT
|
0.79
|
0.63
|
0.67
|
-
|
0.51
|
|
GLD
|
0.48
|
0.03
|
0.79
|
0.51
|
-
|
| Asset |
EEM
|
IJR
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
EEM
|
-
|
0.75
|
0.20
|
0.18
|
0.35
|
|
IJR
|
0.75
|
-
|
-0.08
|
-0.06
|
0.07
|
|
SHY
|
0.20
|
-0.08
|
-
|
0.69
|
0.42
|
|
TLT
|
0.18
|
-0.06
|
0.69
|
-
|
0.42
|
|
GLD
|
0.35
|
0.07
|
0.42
|
0.42
|
-
|
| Asset |
EEM
|
IJR
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
EEM
|
-
|
0.63
|
0.15
|
0.11
|
0.29
|
|
IJR
|
0.63
|
-
|
-0.11
|
-0.09
|
-0.03
|
|
SHY
|
0.15
|
-0.11
|
-
|
0.67
|
0.41
|
|
TLT
|
0.11
|
-0.09
|
0.67
|
-
|
0.43
|
|
GLD
|
0.29
|
-0.03
|
0.41
|
0.43
|
-
|
| Asset |
EEM
|
IJR
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
EEM
|
-
|
0.70
|
-0.09
|
-0.10
|
0.27
|
|
IJR
|
0.70
|
-
|
-0.19
|
-0.19
|
0.05
|
|
SHY
|
-0.09
|
-0.19
|
-
|
0.59
|
0.19
|
|
TLT
|
-0.10
|
-0.19
|
0.59
|
-
|
0.20
|
|
GLD
|
0.27
|
0.05
|
0.19
|
0.20
|
-
|
| Asset |
EEM
|
IJR
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
EEM
|
-
|
0.66
|
0.04
|
0.04
|
0.12
|
|
IJR
|
0.66
|
-
|
0.03
|
-0.02
|
0.04
|
|
SHY
|
0.04
|
0.03
|
-
|
0.65
|
0.09
|
|
TLT
|
0.04
|
-0.02
|
0.65
|
-
|
0.09
|
|
GLD
|
0.12
|
0.04
|
0.09
|
0.09
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
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.
PAUL BOYER PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -18.04% | Jun 2021 | Oct 2022 | 17 | in progress | 13 | 30 | 9.84 |
| -13.66% | Mar 2008 | Oct 2008 | 8 | Jul 2009 | 9 | 17 | 5.30 |
| -9.22% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 | 4.01 |
| -9.15% | Feb 2015 | Dec 2015 | 11 | Jun 2016 | 6 | 17 | 5.18 |
| -8.62% | Oct 2012 | Jun 2013 | 9 | Jun 2014 | 12 | 21 | 4.10 |
| -6.93% | Feb 1994 | Jan 1995 | 12 | May 1995 | 4 | 16 | 4.74 |
| -6.74% | Aug 2016 | Dec 2016 | 5 | Jul 2017 | 7 | 12 | 3.32 |
| -6.72% | Feb 2018 | Oct 2018 | 9 | Jun 2019 | 8 | 17 | 2.96 |
| -5.64% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 | 3.55 |
| -4.97% | Mar 2000 | May 2000 | 3 | Jan 2001 | 8 | 11 | 2.55 |
| -4.44% | Jun 2002 | Jul 2002 | 2 | Dec 2002 | 5 | 7 | 2.16 |
| -4.04% | Oct 1997 | Nov 1997 | 2 | Mar 1998 | 4 | 6 | 2.62 |
| -3.75% | Feb 2001 | Mar 2001 | 2 | Aug 2001 | 5 | 7 | 1.60 |
| -3.72% | Sep 2014 | Sep 2014 | 1 | Jan 2015 | 4 | 5 | 2.11 |
| -3.56% | May 1999 | Aug 1999 | 4 | Sep 1999 | 1 | 5 | 2.16 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -27.85% | Jan 2021 | Oct 2023 | 34 | in progress | 1 | 35 | 17.76 |
| -15.61% | Mar 2008 | Oct 2008 | 8 | Jul 2009 | 9 | 17 | 6.44 |
| -10.23% | Feb 2015 | Dec 2015 | 11 | Jul 2016 | 7 | 18 | 6.36 |
| -9.72% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 | 4.20 |
| -9.61% | Jan 2013 | Jun 2013 | 6 | Jan 2015 | 19 | 25 | 5.01 |
| -9.47% | Feb 1994 | Jan 1995 | 12 | Nov 1995 | 10 | 22 | 5.66 |
| -8.57% | Feb 2018 | Oct 2018 | 9 | Jun 2019 | 8 | 17 | 4.34 |
| -7.05% | Aug 2016 | Dec 2016 | 5 | Aug 2017 | 8 | 13 | 3.80 |
| -6.84% | Mar 2000 | Mar 2001 | 13 | Feb 2002 | 11 | 24 | 4.04 |
| -5.95% | Apr 2004 | Apr 2004 | 1 | Nov 2004 | 7 | 8 | 4.00 |
| -4.71% | Feb 1996 | Jul 1996 | 6 | Jul 1997 | 12 | 18 | 2.73 |
| -4.60% | Jun 2002 | Jul 2002 | 2 | Dec 2002 | 5 | 7 | 2.52 |
| -4.26% | Feb 2012 | May 2012 | 4 | Sep 2012 | 4 | 8 | 2.28 |
| -4.22% | Oct 1997 | Nov 1997 | 2 | Apr 1998 | 5 | 7 | 2.61 |
| -4.20% | May 2006 | Jun 2006 | 2 | Nov 2006 | 5 | 7 | 2.52 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -18.04% | Jun 2021 | Oct 2022 | 17 | in progress | 13 | 30 | 9.84 |
| -14.53% | Oct 1980 | Jun 1982 | 21 | Oct 1982 | 4 | 25 | 8.36 |
| -13.66% | Mar 2008 | Oct 2008 | 8 | Jul 2009 | 9 | 17 | 5.30 |
| -13.60% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 | 6.57 |
| -9.22% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 | 4.01 |
| -9.15% | Feb 2015 | Dec 2015 | 11 | Jun 2016 | 6 | 17 | 5.18 |
| -8.62% | Oct 2012 | Jun 2013 | 9 | Jun 2014 | 12 | 21 | 4.10 |
| -7.71% | Mar 1987 | Oct 1987 | 8 | Jun 1988 | 8 | 16 | 3.69 |
| -6.93% | Feb 1994 | Jan 1995 | 12 | May 1995 | 4 | 16 | 4.74 |
| -6.74% | Aug 2016 | Dec 2016 | 5 | Jul 2017 | 7 | 12 | 3.32 |
| -6.72% | Feb 2018 | Oct 2018 | 9 | Jun 2019 | 8 | 17 | 2.96 |
| -6.20% | Jul 1983 | May 1984 | 11 | Oct 1984 | 5 | 16 | 3.23 |
| -5.99% | Oct 1978 | Nov 1978 | 2 | Jan 1979 | 2 | 4 | 2.79 |
| -5.76% | Aug 1990 | Sep 1990 | 2 | Jan 1991 | 4 | 6 | 3.60 |
| -5.64% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 | 3.55 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -28.22% | Feb 1980 | Jun 1982 | 29 | Jun 1985 | 36 | 65 | 13.00 |
| -27.85% | Jan 2021 | Oct 2023 | 34 | in progress | 1 | 35 | 17.76 |
| -15.61% | Mar 2008 | Oct 2008 | 8 | Jul 2009 | 9 | 17 | 6.44 |
| -10.67% | Mar 1987 | Oct 1987 | 8 | Aug 1989 | 22 | 30 | 6.12 |
| -10.23% | Feb 2015 | Dec 2015 | 11 | Jul 2016 | 7 | 18 | 6.36 |
| -9.72% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 | 4.20 |
| -9.61% | Jan 2013 | Jun 2013 | 6 | Jan 2015 | 19 | 25 | 5.01 |
| -9.47% | Feb 1994 | Jan 1995 | 12 | Nov 1995 | 10 | 22 | 5.66 |
| -9.04% | Jan 1990 | Oct 1990 | 10 | May 1991 | 7 | 17 | 5.12 |
| -8.57% | Feb 2018 | Oct 2018 | 9 | Jun 2019 | 8 | 17 | 4.34 |
| -7.25% | Oct 1978 | Nov 1978 | 2 | May 1979 | 6 | 8 | 2.79 |
| -7.05% | Aug 2016 | Dec 2016 | 5 | Aug 2017 | 8 | 13 | 3.80 |
| -6.84% | Mar 2000 | Mar 2001 | 13 | Feb 2002 | 11 | 24 | 4.04 |
| -6.52% | Apr 1976 | Aug 1976 | 5 | Dec 1976 | 4 | 9 | 3.34 |
| -6.29% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 | 3.30 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
PAUL BOYER PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -17.29 |
11/2021 10/2022 |
0.82$ | -0.98 | 0.99$ | 6.50 | 1.06$ | 14.16 | 1.14$ | 24.82 |
04/2003 03/2004 |
1.24$ | 2.24 | 16.62% |
| 2Y | -7.60 |
11/2021 10/2023 |
0.85$ | 1.33 | 1.02$ | 6.03 | 1.12$ | 12.62 | 1.26$ | 20.38 |
11/2008 10/2010 |
1.44$ | -5.08 | 8.31% |
| 3Y | -3.66 |
10/2020 09/2023 |
0.89$ | 2.49 | 1.07$ | 6.05 | 1.19$ | 11.64 | 1.39$ | 17.66 |
11/2008 10/2011 |
1.62$ | -2.54 | 5.23% |
| 5Y | 1.23 |
02/2012 01/2017 |
1.06$ | 3.08 | 1.16$ | 6.39 | 1.36$ | 11.32 | 1.70$ | 14.45 |
03/2003 02/2008 |
1.96$ | 3.43 | 0.00% |
| 7Y | 1.86 |
11/2011 10/2018 |
1.13$ | 3.92 | 1.30$ | 6.35 | 1.53$ | 11.20 | 2.10$ | 12.56 |
09/2004 08/2011 |
2.28$ | 3.43 | 0.00% |
| 10Y | 1.78 |
10/2012 09/2022 |
1.19$ | 5.14 | 1.65$ | 7.27 | 2.01$ | 10.17 | 2.63$ | 11.91 |
12/2001 11/2011 |
3.08$ | 3.11 | 0.00% |
| 15Y | 4.14 |
11/2007 10/2022 |
1.83$ | 6.72 | 2.65$ | 8.22 | 3.26$ | 8.86 | 3.57$ | 9.26 |
12/1997 11/2012 |
3.77$ | 5.09 | 0.00% |
| 20Y | 5.93 |
11/2003 10/2023 |
3.16$ | 6.98 | 3.85$ | 7.43 | 4.19$ | 7.93 | 4.60$ | 8.13 |
06/2001 05/2021 |
4.77$ | 6.11 | 0.00% |
| 30Y | 6.05 |
12/1993 11/2023 |
5.82$ | 6.05 | 5.82$ | 6.05 | 5.82$ | 6.05 | 5.82$ | 6.05 |
12/1993 11/2023 |
5.82$ | 6.05 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -23.24 |
11/2021 10/2022 |
0.76$ | -2.96 | 0.97$ | 4.36 | 1.04$ | 11.33 | 1.11$ | 23.40 |
11/2008 10/2009 |
1.23$ | -1.07 | 30.09% |
| 2Y | -12.90 |
11/2020 10/2022 |
0.75$ | -0.28 | 0.99$ | 3.43 | 1.06$ | 9.86 | 1.20$ | 19.79 |
11/2008 10/2010 |
1.43$ | -9.78 | 17.51% |
| 3Y | -8.90 |
10/2020 09/2023 |
0.75$ | 0.69 | 1.02$ | 3.61 | 1.11$ | 9.02 | 1.29$ | 15.93 |
11/2008 10/2011 |
1.55$ | -7.83 | 11.38% |
| 5Y | -2.47 |
11/2017 10/2022 |
0.88$ | 1.00 | 1.05$ | 4.17 | 1.22$ | 8.63 | 1.51$ | 11.19 |
11/2002 10/2007 |
1.69$ | -0.62 | 6.31% |
| 7Y | -1.61 |
10/2016 09/2023 |
0.89$ | 1.66 | 1.12$ | 4.57 | 1.36$ | 8.52 | 1.77$ | 9.72 |
09/2004 08/2011 |
1.91$ | -0.10 | 2.89% |
| 10Y | -0.72 |
10/2012 09/2022 |
0.93$ | 3.24 | 1.37$ | 4.90 | 1.61$ | 7.50 | 2.06$ | 9.22 |
12/2001 11/2011 |
2.41$ | 0.29 | 3.32% |
| 15Y | 1.71 |
11/2007 10/2022 |
1.28$ | 4.27 | 1.87$ | 5.79 | 2.32$ | 6.34 | 2.51$ | 6.70 |
12/1997 11/2012 |
2.64$ | 2.53 | 0.00% |
| 20Y | 3.27 |
11/2003 10/2023 |
1.90$ | 4.48 | 2.40$ | 5.14 | 2.72$ | 5.61 | 2.97$ | 5.96 |
01/2001 12/2020 |
3.18$ | 3.44 | 0.00% |
| 30Y | 3.44 |
12/1993 11/2023 |
2.75$ | 3.44 | 2.75$ | 3.44 | 2.75$ | 3.44 | 2.75$ | 3.44 |
12/1993 11/2023 |
2.75$ | 3.44 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -17.29 |
11/2021 10/2022 |
0.82$ | -0.12 | 0.99$ | 8.48 | 1.08$ | 17.47 | 1.17$ | 44.89 |
02/1979 01/1980 |
1.44$ | 2.24 | 15.25% |
| 2Y | -7.60 |
11/2021 10/2023 |
0.85$ | 2.05 | 1.04$ | 8.47 | 1.17$ | 14.43 | 1.30$ | 30.21 |
02/1978 01/1980 |
1.69$ | -5.08 | 6.34% |
| 3Y | -3.66 |
10/2020 09/2023 |
0.89$ | 3.38 | 1.10$ | 8.44 | 1.27$ | 13.42 | 1.45$ | 23.78 |
02/1977 01/1980 |
1.89$ | -2.54 | 3.15% |
| 5Y | 1.23 |
02/2012 01/2017 |
1.06$ | 3.56 | 1.19$ | 8.88 | 1.53$ | 12.38 | 1.79$ | 16.62 |
01/1976 12/1980 |
2.15$ | 3.43 | 0.00% |
| 7Y | 1.86 |
11/2011 10/2018 |
1.13$ | 4.56 | 1.36$ | 9.36 | 1.87$ | 11.73 | 2.17$ | 14.26 |
06/1976 05/1983 |
2.54$ | 3.43 | 0.00% |
| 10Y | 1.78 |
10/2012 09/2022 |
1.19$ | 5.67 | 1.73$ | 8.55 | 2.27$ | 11.42 | 2.94$ | 14.32 |
09/1976 08/1986 |
3.81$ | 3.11 | 0.00% |
| 15Y | 4.14 |
11/2007 10/2022 |
1.83$ | 7.16 | 2.82$ | 8.44 | 3.37$ | 10.26 | 4.33$ | 12.31 |
01/1979 12/1993 |
5.70$ | 5.09 | 0.00% |
| 20Y | 5.93 |
11/2003 10/2023 |
3.16$ | 7.36 | 4.13$ | 8.44 | 5.05$ | 9.28 | 5.89$ | 11.43 |
02/1976 01/1996 |
8.71$ | 6.11 | 0.00% |
| 30Y | 5.82 |
11/1993 10/2023 |
5.46$ | 7.59 | 8.97$ | 8.79 | 12.53$ | 9.91 | 17.03$ | 10.21 |
11/1977 10/2007 |
18.45$ | 6.05 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -23.24 |
11/2021 10/2022 |
0.76$ | -3.59 | 0.96$ | 5.07 | 1.05$ | 13.49 | 1.13$ | 35.08 |
07/1982 06/1983 |
1.35$ | -1.07 | 27.48% |
| 2Y | -14.63 |
07/1980 06/1982 |
0.72$ | -0.16 | 0.99$ | 4.67 | 1.09$ | 10.44 | 1.21$ | 20.00 |
03/1985 02/1987 |
1.43$ | -9.78 | 15.94% |
| 3Y | -8.90 |
10/2020 09/2023 |
0.75$ | 0.80 | 1.02$ | 4.73 | 1.14$ | 9.47 | 1.31$ | 15.93 |
11/2008 10/2011 |
1.55$ | -7.83 | 10.74% |
| 5Y | -2.47 |
11/2017 10/2022 |
0.88$ | 1.30 | 1.06$ | 5.06 | 1.27$ | 8.64 | 1.51$ | 12.37 |
08/1982 07/1987 |
1.79$ | -0.62 | 4.26% |
| 7Y | -1.61 |
10/2016 09/2023 |
0.89$ | 2.29 | 1.17$ | 5.30 | 1.43$ | 7.62 | 1.67$ | 9.72 |
09/2004 08/2011 |
1.91$ | -0.10 | 1.63% |
| 10Y | -0.72 |
10/2012 09/2022 |
0.93$ | 3.50 | 1.41$ | 5.11 | 1.64$ | 7.28 | 2.01$ | 9.22 |
12/2001 11/2011 |
2.41$ | 0.29 | 1.75% |
| 15Y | 1.71 |
11/2007 10/2022 |
1.28$ | 4.55 | 1.94$ | 5.57 | 2.25$ | 6.28 | 2.49$ | 7.51 |
07/1982 06/1997 |
2.96$ | 2.53 | 0.00% |
| 20Y | 3.27 |
11/2003 10/2023 |
1.90$ | 4.76 | 2.53$ | 5.36 | 2.83$ | 5.89 | 3.13$ | 6.75 |
11/1990 10/2010 |
3.69$ | 3.44 | 0.00% |
| 30Y | 3.22 |
11/1993 10/2023 |
2.58$ | 4.95 | 4.25$ | 5.40 | 4.84$ | 6.00 | 5.74$ | 6.91 |
07/1982 06/2012 |
7.42$ | 3.44 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Paul Boyer Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Paul Boyer 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.
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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 |
1.66
60% |
-1.00
40% |
-0.16
40% |
0.30
60% |
0.12
60% |
0.71
60% |
1.63
80% |
-0.33
40% |
-2.94
0% |
0.20
40% |
2.41
60% |
1.16
80% |
| Best |
5.9 2023 |
0.6 2022 |
3.3 2023 |
4.1 2020 |
2.4 2021 |
4.0 2019 |
5.5 2020 |
3.9 2019 |
-1.0 2019 |
1.5 2021 |
6.1 2022 |
3.3 2020 |
| Worst |
-2.5 2022 |
-4.0 2023 |
-2.1 2020 |
-4.6 2022 |
-1.7 2023 |
-2.5 2022 |
-0.1 2019 |
-2.7 2022 |
-5.4 2022 |
-0.7 2020 |
-0.6 2019 |
-0.9 2022 |
Monthly Seasonality over the period Feb 1976 - Nov 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 |
1.86
80% |
-0.16
50% |
0.24
50% |
0.32
60% |
-0.02
60% |
0.82
60% |
0.90
60% |
0.07
50% |
-2.09
10% |
-0.10
50% |
0.92
60% |
0.59
60% |
| Best |
5.9 2023 |
3.7 2016 |
3.3 2023 |
4.1 2020 |
2.4 2021 |
4.9 2016 |
5.5 2020 |
3.9 2019 |
0.2 2016 |
1.9 2015 |
6.1 2022 |
3.3 2020 |
| Worst |
-2.5 2022 |
-4.0 2023 |
-2.1 2020 |
-4.6 2022 |
-1.8 2016 |
-2.5 2022 |
-1.5 2015 |
-2.7 2022 |
-5.4 2022 |
-2.8 2018 |
-3.5 2016 |
-1.3 2015 |
Monthly Seasonality over the period Feb 1976 - Nov 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 |
1.09
69% |
0.19
54% |
0.07
56% |
0.83
69% |
0.56
63% |
0.64
58% |
0.62
56% |
0.80
67% |
0.55
56% |
0.15
56% |
1.29
71% |
1.49
70% |
| Best |
6.3 1980 |
4.3 2000 |
5.0 1986 |
7.5 1980 |
5.2 2003 |
7.7 1980 |
5.5 2020 |
9.8 1982 |
7.5 1979 |
7.3 1982 |
6.1 2022 |
9.6 1979 |
| Worst |
-4.6 2009 |
-4.0 2023 |
-10.0 1980 |
-5.6 2004 |
-3.2 2013 |
-3.9 2013 |
-2.8 2002 |
-4.7 1998 |
-5.4 2022 |
-9.0 2008 |
-5.0 1978 |
-3.0 1981 |
Monthly Seasonality over the period Feb 1976 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Paul Boyer Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
PAUL BOYER PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
215 Positive Months (60%) - 145 Negative Months (40%)
357 Positive Months (62%) - 218 Negative Months (38%)
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(Scroll down to see all data)
Investment Returns, up to December 2004, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can see details about extended Data Sources here.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can see details about extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- EEM - iShares MSCI Emerging Markets, up to December 2003
- IJR - iShares Core S&P Small-Cap, up to December 2000
- SHY - iShares 1-3 Year Treasury Bond, up to December 2002
- TLT - iShares 20+ Year Treasury Bond, up to December 2002
- GLD - SPDR Gold Trust, up to December 2004
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Golden Butterfly | +7.46 | 7.68 | -17.79 | 40 | 40 | 20 | ||
| Simplified Permanent Portfolio | +6.75 | 6.88 | -16.43 | 25 | 50 | 25 | ||
| Desert Portfolio | +6.48 | 5.50 | -14.72 | 30 | 60 | 10 | ||
| Permanent Portfolio | +6.37 | 6.58 | -15.92 | 25 | 50 | 25 | ||
| Paul Boyer Portfolio | +6.05 | 7.50 | -18.04 | 25 | 50 | 25 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Couch Potato | +7.83 | 8.76 | -27.04 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.75 | 6.99 | -21.11 | 40 | 60 | 0 | ||
| All Weather Portfolio | +7.19 | 7.39 | -20.58 | 30 | 55 | 15 | ||
| Robo Advisor 50 | +7.16 | 9.32 | -30.72 | 49.9 | 50.1 | 0 | ||
| One-Decision Portfolio | +6.85 | 8.38 | -31.96 | 50 | 50 | 0 | ||
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Explore historical data since 1871 and fine-tune your investment strategy for better results.
