Paul Boyer Portfolio: ETF allocation and returns

Data Source: from January 1976 to May 2023 (~47 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.02%
1 Day
Jun 02 2023
0.69%
Current Month
June 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 6.32% compound annual return, with a 7.43% standard deviation.

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 ETF Name Investment Themes
12.50
IJR
iShares Core S&P Small-Cap Equity, U.S., Small Cap
12.50
EEM
iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
25.00
SHY
iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
25.00
TLT
iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
25.00
GLD
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 May 31, 2023

The Paul Boyer Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
PAUL BOYER PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~47Y)
Paul Boyer Portfolio 0.02 0.69 -1.70 2.21 -2.28 2.61 3.07 6.32 8.30
US Inflation Adjusted return -1.70 0.31 -5.85 -1.16 0.38 3.72 4.49
Components
IJR
iShares Core S&P Small-Cap 4.12 Jun 02 2023 5.01 -1.67 -8.53 -7.27 3.75 8.89 9.76 11.34
EEM
iShares MSCI Emerging Markets 1.72 Jun 02 2023 3.53 -2.40 -1.90 -8.29 -1.39 1.39 5.57 7.36
SHY
iShares 1-3 Year Treasury Bond -0.28 Jun 02 2023 -0.13 -0.38 1.41 -0.24 0.88 0.65 3.03 4.43
TLT
iShares 20+ Year Treasury Bond -1.10 Jun 02 2023 -0.71 -3.01 1.50 -9.43 -1.20 1.31 5.54 4.84
GLD
SPDR Gold Trust -1.47 Jun 02 2023 -0.70 -1.34 10.62 6.53 8.17 3.13 5.37 2.91
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
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.

Portfolio Metrics as of May 31, 2023

Metrics of Paul Boyer Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
PAUL BOYER PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 May 2023 (~47 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~47Y)
Portfolio Return (%) -1.70 1.44 2.21 -2.28 -0.63 2.61 3.07 6.53 6.32 8.30
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 3.65
Infl. Adjusted Return (%) -1.70 0.59 0.31 -5.85 -6.05 -1.16 0.38 3.88 3.72 4.49
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 12.12 9.19 8.23 7.34 7.76 7.43 8.27
Sharpe Ratio -0.45 -0.18 0.16 0.31 0.69 0.55 0.52
Sortino Ratio -0.71 -0.28 0.23 0.46 0.97 0.78 0.75
MAXIMUM DRAWDOWN
Drawdown Depth (%) -9.92 -18.04 -18.04 -18.04 -18.04 -18.04 -18.04
Start (yyyy mm) 2022 06 2021 06 2021 06 2021 06 2021 06 2021 06 2021 06
Bottom (yyyy mm) 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Start to Bottom (# months) 5 17 17 17 17 17 17
Start to Recovery (# months) in progress
8
> 24
> 24
> 24
> 24
> 24
> 24
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 44.89 23.78 16.62 14.32 11.43 10.21
Worst Return (%) -17.29 -1.60 1.23 1.78 6.53 6.32
% Positive Periods 85% 98% 100% 100% 100% 100%
MONTHS
Positive 0 1 2 4 15 30 66 146 216 354
Negative 1 2 4 8 21 30 54 94 144 215
% Positive 0% 33% 33% 33% 42% 50% 55% 61% 60% 62%
WITHDRAWAL RATES (WR)
Safe WR (%) 32.44 21.21 10.97 9.15 6.19 6.09
Perpetual WR (%) 0.00 0.00 0.38 3.74 3.59 4.30
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 May 2023
Swipe left to see all data
Asset
IJR
EEM
SHY
TLT
GLD
IJR
-
0.50
0.36
0.38
0.11
EEM
0.50
-
0.74
0.88
0.82
SHY
0.36
0.74
-
0.85
0.85
TLT
0.38
0.88
0.85
-
0.82
GLD
0.11
0.82
0.85
0.82
-
Asset
IJR
EEM
SHY
TLT
GLD
IJR
-
0.73
-0.09
-0.13
0.05
EEM
0.73
-
0.18
0.12
0.35
SHY
-0.09
0.18
-
0.73
0.40
TLT
-0.13
0.12
0.73
-
0.44
GLD
0.05
0.35
0.40
0.44
-
Asset
IJR
EEM
SHY
TLT
GLD
IJR
-
0.62
-0.12
-0.17
-0.04
EEM
0.62
-
0.15
0.07
0.28
SHY
-0.12
0.15
-
0.70
0.38
TLT
-0.17
0.07
0.70
-
0.44
GLD
-0.04
0.28
0.38
0.44
-
Asset
IJR
EEM
SHY
TLT
GLD
IJR
-
0.69
-0.19
-0.22
0.05
EEM
0.69
-
-0.09
-0.11
0.27
SHY
-0.19
-0.09
-
0.60
0.17
TLT
-0.22
-0.11
0.60
-
0.19
GLD
0.05
0.27
0.17
0.19
-
Asset
IJR
EEM
SHY
TLT
GLD
IJR
-
0.66
0.03
-0.03
0.04
EEM
0.66
-
0.04
0.03
0.12
SHY
0.03
0.04
-
0.65
0.09
TLT
-0.03
0.03
0.65
-
0.09
GLD
0.04
0.12
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.

Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 6291.74$, with a total return of 529.17% (6.32% annualized).

The Inflation Adjusted Capital now would be 2990.71$, with a net total return of 199.07% (3.72% annualized).
An investment of 1000$, since January 1976, now would be worth 43908.56$, with a total return of 4290.86% (8.30% annualized).

The Inflation Adjusted Capital now would be 8033.03$, with a net total return of 703.30% (4.49% annualized).

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
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-18.04% Jun 2021 Oct 2022 17 in progress 7 24
-13.66% Mar 2008 Oct 2008 8 Jul 2009 9 17
-9.22% May 1998 Aug 1998 4 Apr 1999 8 12
-9.15% Feb 2015 Dec 2015 11 Jun 2016 6 17
-8.62% Oct 2012 Jun 2013 9 Jun 2014 12 21
-6.93% Feb 1994 Jan 1995 12 May 1995 4 16
-6.74% Aug 2016 Dec 2016 5 Jul 2017 7 12
-6.72% Feb 2018 Oct 2018 9 Jun 2019 8 17
-5.64% Apr 2004 Apr 2004 1 Oct 2004 6 7
-4.97% Mar 2000 May 2000 3 Jan 2001 8 11
-4.44% Jun 2002 Jul 2002 2 Dec 2002 5 7
-4.04% Oct 1997 Nov 1997 2 Mar 1998 4 6
-3.75% Feb 2001 Mar 2001 2 Aug 2001 5 7
-3.72% Sep 2014 Sep 2014 1 Jan 2015 4 5
-3.56% May 1999 Aug 1999 4 Sep 1999 1 5
-3.53% May 2006 Jun 2006 2 Oct 2006 4 6
-3.38% Jan 2021 Mar 2021 3 May 2021 2 5
-3.10% Feb 1996 Jul 1996 6 Nov 1996 4 10
-3.07% Aug 2020 Oct 2020 3 Dec 2020 2 5
-2.93% Feb 2012 May 2012 4 Aug 2012 3 7
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-18.04% Jun 2021 Oct 2022 17 in progress 7 24
-14.53% Oct 1980 Jun 1982 21 Oct 1982 4 25
-13.66% Mar 2008 Oct 2008 8 Jul 2009 9 17
-13.60% Feb 1980 Mar 1980 2 Jun 1980 3 5
-9.22% May 1998 Aug 1998 4 Apr 1999 8 12
-9.15% Feb 2015 Dec 2015 11 Jun 2016 6 17
-8.62% Oct 2012 Jun 2013 9 Jun 2014 12 21
-7.71% Mar 1987 Oct 1987 8 Jun 1988 8 16
-6.93% Feb 1994 Jan 1995 12 May 1995 4 16
-6.74% Aug 2016 Dec 2016 5 Jul 2017 7 12
-6.72% Feb 2018 Oct 2018 9 Jun 2019 8 17
-6.20% Jul 1983 May 1984 11 Oct 1984 5 16
-5.99% Oct 1978 Nov 1978 2 Jan 1979 2 4
-5.76% Aug 1990 Sep 1990 2 Jan 1991 4 6
-5.64% Apr 2004 Apr 2004 1 Oct 2004 6 7
-5.53% Oct 1979 Oct 1979 1 Dec 1979 2 3
-5.46% Jan 1990 Apr 1990 4 Jul 1990 3 7
-4.97% Mar 2000 May 2000 3 Jan 2001 8 11
-4.44% Jun 2002 Jul 2002 2 Dec 2002 5 7
-4.04% Oct 1997 Nov 1997 2 Mar 1998 4 6

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
Data Source: from January 1976 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 8.77 -2.28 44.89
Feb 1979 - Jan 1980 		-17.29
Nov 2021 - Oct 2022 		15.41%
2 Years
 8.73 -5.71 30.21
Feb 1978 - Jan 1980 		-7.55
Jul 1980 - Jun 1982 		5.31%
3 Years
 8.75 -0.63 23.78
Feb 1977 - Jan 1980 		-1.60
Jan 2013 - Dec 2015 		2.06%
5 Years
 8.54 2.61 16.62
Jan 1976 - Dec 1980 		1.23
Feb 2012 - Jan 2017 		0.00%
7 Years
 8.53 3.46 14.26
Jun 1976 - May 1983 		1.86
Nov 2011 - Oct 2018 		0.00%
10 Years
 8.57 3.07 14.32
Sep 1976 - Aug 1986 		1.78
Oct 2012 - Sep 2022 		0.00%
15 Years
 8.63 4.56 12.31
Jan 1979 - Dec 1993 		4.14
Nov 2007 - Oct 2022 		0.00%
20 Years
 8.50 6.53 11.43
Feb 1976 - Jan 1996 		6.53
Jun 2003 - May 2023 		0.00%
30 Years
 8.60 6.32 10.21
Nov 1977 - Oct 2007 		6.32
Jun 1993 - May 2023 		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 Boyer Portfolio: Rolling Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

PAUL BOYER PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 3.07% (updated at May 31, 2023).

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.
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
1.66
60%
-1.00
40%
-0.16
40%
0.30
60%
0.12
60%
0.31
40%
1.32
60%
0.18
60%
-2.36
0%
-0.27
40%
1.66
60%
1.16
80%
 Capital Growth on monthly avg returns
100
101.66
100.64
100.48
100.78
100.91
101.21
102.55
102.73
100.30
100.04
101.70
102.88
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 		-2.8
2018 		-0.6
2019 		-0.9
2022
Monthly Seasonality over the period Jun 2018 - May 2023
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
1.86
80%
-0.16
50%
0.24
50%
0.32
60%
-0.02
60%
0.34
50%
0.98
60%
0.32
60%
-1.56
20%
0.08
60%
0.31
50%
0.59
60%
 Capital Growth on monthly avg returns
100
101.86
101.70
101.95
102.27
102.25
102.60
103.60
103.93
102.31
102.39
102.71
103.31
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 		1.0
2013 		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 		-3.9
2013 		-1.5
2015 		-2.7
2022 		-5.4
2022 		-2.8
2018 		-3.5
2016 		-1.3
2015
Monthly Seasonality over the period Jun 2013 - May 2023
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
1.09
69%
0.19
54%
0.07
56%
0.83
69%
0.56
63%
0.63
57%
0.60
55%
0.87
68%
0.65
57%
0.16
57%
1.21
70%
1.49
70%
 Capital Growth on monthly avg returns
100
101.09
101.28
101.36
102.20
102.77
103.42
104.04
104.94
105.63
105.80
107.08
108.67
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 Jan 1976 - May 2023

Monthly/Yearly Returns

Paul Boyer 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 - May 2023
354 Positive Months (62%) - 215 Negative Months (38%)
MONTHLY RETURNS TABLE
Jan 1976 - May 2023
(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
2023
 +3.10 +0.87 5.9 -4.0 3.3 -0.1 -1.7
2022
 -13.57 -18.81 -2.5 0.6 -1.7 -4.6 -1.0 -2.5 1.0 -2.7 -5.4 -0.6 6.1 -0.9
2021
 +0.51 -6.10 -0.5 -1.8 -1.1 1.8 2.4 -0.7 0.3 0.4 -2.3 1.5 -0.4 1.1
2020
 +15.04 +13.49 1.9 0.2 -2.1 4.1 0.8 1.8 5.5 -0.8 -1.6 -0.7 1.8 3.3
2019
 +13.97 +11.42 3.5 -0.1 0.8 0.2 0.1 4.0 -0.1 3.9 -1.0 1.2 -0.6 1.5
2018
 -3.50 -5.31 1.3 -2.5 1.2 -1.0 0.8 -1.1 -0.1 0.1 -1.4 -2.8 1.4 0.8
2017
 +11.87 +9.56 2.3 1.6 0.2 1.2 0.6 0.1 1.4 2.0 -0.6 0.4 0.6 1.5
2016
 +7.19 +5.02 1.5 3.7 2.1 1.4 -1.8 4.9 2.3 -0.9 0.2 -2.6 -3.5 -0.1
2015
 -5.29 -5.98 4.2 -2.0 -0.2 -0.3 -0.8 -1.6 -1.5 -1.1 -0.7 1.9 -1.9 -1.3
2014
 +6.63 +5.83 0.9 2.7 -0.1 0.5 0.4 2.3 -1.3 2.3 -3.7 1.1 0.5 1.1
2013
 -5.67 -7.06 -0.2 -1.0 0.6 -0.5 -3.2 -3.9 2.2 0.1 1.0 1.4 -1.0 -1.0
2012
 +6.80 +4.97 5.0 -0.5 -1.4 0.7 -1.8 1.3 1.1 1.4 1.5 -1.3 0.6 0.1
2011
 +8.99 +5.85 -2.8 2.4 1.5 3.6 0.0 -1.6 2.8 3.8 -2.7 3.3 0.9 -2.2
2010
 +15.54 +13.84 -0.8 1.5 1.2 3.1 0.0 1.2 0.4 2.4 3.1 0.7 0.2 1.6
2009
 +12.50 +9.52 -4.6 -2.1 2.9 1.4 4.5 -1.4 3.8 0.6 4.5 -0.9 5.6 -1.8
2008
 +1.32 +1.23 1.9 1.5 -1.5 -0.5 0.4 -0.2 -0.8 -1.9 -0.7 -9.0 5.6 7.5
2007
 +16.13 +11.57 0.7 1.2 0.2 1.6 0.0 -0.3 1.0 1.3 4.6 4.3 -0.9 1.4
2006
 +12.57 +9.78 5.0 -0.6 0.8 3.5 -2.5 -1.1 1.4 0.9 -0.7 2.2 3.6 -0.4
2005
 +11.99 +8.29 -0.4 1.9 -1.9 0.6 1.1 2.6 0.4 1.3 2.0 -2.1 3.2 2.8
2004
 +9.39 +5.94 0.2 1.2 2.4 -5.6 0.7 1.3 -1.0 2.5 2.2 1.7 3.3 0.6
2003
 +17.95 +15.77 0.9 -1.5 -1.4 2.5 5.2 -0.4 -0.4 3.4 2.1 1.6 1.6 3.1
2002
 +9.85 +7.30 1.5 1.9 0.8 2.3 1.2 -1.7 -2.8 2.3 0.5 -0.4 1.0 3.1
2001
 +3.66 +2.07 1.5 -1.1 -2.7 1.9 1.0 0.6 -0.1 1.0 -1.1 1.6 -0.2 1.2
2000
 +2.00 -1.34 -1.2 4.3 -1.5 -2.0 -1.6 4.2 -1.4 1.9 -1.4 -1.5 -0.7 3.1
1999
 +9.10 +6.25 -0.1 -2.0 1.1 4.0 -2.4 1.1 -1.4 -0.8 4.2 0.7 1.3 3.4
1998
 +2.30 +0.68 0.8 1.4 1.4 1.0 -3.1 -0.1 -1.5 -4.7 4.9 1.2 1.6 -0.2
1997
 +0.72 -0.96 -0.7 1.0 -2.3 0.1 2.8 1.1 2.0 -2.5 3.0 -3.3 -0.8 0.6
1996
 +3.88 +0.54 2.7 -1.5 -0.3 0.3 0.6 -0.4 -1.8 1.0 1.2 0.8 1.5 -0.3
1995
 +14.46 +11.62 -1.0 1.7 1.5 1.4 3.2 1.2 0.6 0.7 1.0 -0.2 1.8 1.7
1994
 -5.01 -7.48 1.1 -2.8 -3.0 -0.5 0.9 -0.8 1.4 1.9 -0.8 -0.5 -1.7 -0.1
1993
 +25.08 +21.74 3.2 0.8 2.7 1.7 1.2 2.9 2.9 0.8 -0.7 3.5 -1.4 5.3
1992
 +3.02 +0.11 0.4 -0.1 -1.7 -0.1 3.2 -1.7 3.7 -1.9 0.8 -0.8 0.6 0.7
1991
 +24.71 +21.00 1.1 3.4 0.4 1.1 3.0 -1.7 1.1 3.1 2.0 2.5 -1.4 8.0
1990
 +0.64 -5.15 -1.7 -0.4 -2.1 -1.4 3.2 0.8 3.3 -4.7 -1.1 0.5 2.7 1.8
1989
 +21.34 +15.96 1.9 0.4 -0.5 2.5 2.3 1.7 1.5 1.5 2.9 0.2 3.1 2.1
1988
 +7.47 +2.92 3.3 0.4 0.4 -0.2 -0.6 3.6 -1.2 -1.2 0.6 1.7 -0.5 0.9
1987
 -0.04 -4.29 4.4 2.3 -2.2 0.2 -1.7 0.6 3.1 -0.4 -1.4 -5.9 0.7 0.7
1986
 +17.71 +16.43 2.2 4.2 5.0 0.3 0.2 2.7 -1.6 4.6 -0.6 -0.1 0.5 -0.8
1985
 +21.84 +17.38 3.5 -2.3 4.2 0.2 3.6 1.5 0.7 1.1 -1.5 2.2 3.5 3.5
1984
 +4.29 +0.33 0.0 -0.1 -0.5 -1.0 -2.3 0.8 -0.4 4.5 1.0 1.7 0.4 0.2
1983
 +3.33 -0.45 2.7 -2.3 1.1 4.2 0.0 0.3 -2.1 -0.6 1.7 -2.7 2.9 -1.6
1982
 +20.74 +16.29 -2.0 -2.6 -2.7 4.9 -2.8 -2.5 3.1 9.8 1.8 7.3 3.2 2.4
1981
 -6.40 -14.07 -4.5 -1.7 4.1 -3.3 2.1 -2.9 -2.5 -2.2 -1.6 4.7 4.9 -3.0
1980
 +10.07 -2.17 6.3 -4.0 -10.0 7.5 4.6 7.7 -1.6 0.2 1.5 -2.0 1.9 -1.0
1979
 +40.68 +24.17 3.2 0.9 1.4 0.7 3.5 2.8 2.3 3.5 7.5 -5.5 5.6 9.6
1978
 +13.69 +4.29 0.3 1.2 1.1 0.5 3.0 -0.4 4.5 3.4 0.8 -1.1 -5.0 4.9
1977
 +9.52 +2.64 -1.8 1.9 1.5 0.4 -0.5 2.1 0.0 0.7 1.7 0.4 1.6 1.1
1976
 +11.89 +6.70 1.8 1.8 0.5 -0.6 -2.0 1.6 -2.0 -1.1 3.5 0.9 3.3 3.9

Portofolio Returns, up to December 2004, 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
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
  • TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
  • GLD - SPDR Gold Trust: simulated historical serie, up to December 2004

Portfolio efficiency

Compared to the Paul Boyer 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 Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
Simplified Permanent Portfolio +6.79 6.79 -16.43 25 50 25
Desert Portfolio Gyroscopic Investing +6.48 5.42 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.41 6.46 -15.92 25 50 25
Paul Boyer Portfolio Paul Boyer +6.32 7.43 -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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Robo Advisor 50 Betterment +7.29 9.24 -30.72 49.9 50.1 0
All Weather Portfolio Ray Dalio +7.19 7.21 -20.19 30 55 15
Global Market Portfolio Credit Suisse +6.96 8.14 -25.90 45 55 0