Paul Boyer Portfolio: ETF allocation and returns

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
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: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
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%

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$, with a net total return of 175.81% (3.44% annualized).
An investment of 1$, 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).

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:
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
Terms and Definitions
  • 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).
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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 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)
Inflation Adjusted:
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)
Inflation Adjusted:
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$ -0.98 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
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 -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.
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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:
  • 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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly Tyler +7.46 7.68 -17.79 40 40 20
Simplified Permanent Portfolio +6.75 6.88 -16.43 25 50 25
Desert Portfolio Gyroscopic Investing +6.48 5.50 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.37 6.58 -15.92 25 50 25
Paul Boyer Portfolio Paul Boyer +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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato Scott Burns +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 Ray Dalio +7.19 7.39 -20.58 30 55 15
Robo Advisor 50 Betterment +7.16 9.32 -30.72 49.9 50.1 0
One-Decision Portfolio Marvin Appel +6.85 8.38 -31.96 50 50 0
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