Paul Merriman Ultimate Buy and Hold Strategy Portfolio: ETF allocation and returns

Data Source: from January 1976 to February 2024 (~48 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.87%
1 Day
Mar 01 2024
0.87%
Current Month
March 2024

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 8.05% compound annual return, with a 15.74% standard deviation.

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Asset Allocation and ETFs

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

100% Stocks
0% Fixed Income
0% Commodities

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

Weight (%) Ticker Currency ETF Name Investment Themes
10.00
DLS
USD WisdomTree International SmallCp Div Equity, Developed Markets, Small Cap, Value
10.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
10.00
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap
10.00
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
10.00
SPY
USD SPDR S&P 500 Equity, U.S., Large Cap
10.00
VTV
USD Vanguard Value Equity, U.S., Large Cap, Value
10.00
VEA
USD Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
10.00
SCZ
USD iShares MSCI EAFE Small-Cap Equity, EAFE, Small Cap
10.00
EFV
USD iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
10.00
VNQ
USD 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 Feb 29, 2024

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

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
PAUL MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~48Y)
Paul Merriman Ultimate Buy and Hold Strategy Portfolio 0.87 0.87 2.70 7.40 10.23 6.64 6.47 8.05 11.54
US Inflation Adjusted return 2.70 6.19 7.32 2.44 3.60 5.39 7.63
Components
DLS
USD WisdomTree International SmallCp Div 0.99 Mar 01 2024 0.99 1.16 6.63 7.28 2.95 3.22 6.22 9.91
EEM
USD iShares MSCI Emerging Markets 1.23 Mar 01 2024 1.23 4.17 4.06 7.46 1.11 2.35 4.45 7.41
IJR
USD iShares Core S&P Small-Cap 0.51 Mar 01 2024 0.51 3.22 7.33 6.39 7.65 8.48 9.83 13.09
IJS
USD iShares S&P Small-Cap 600 Value 0.32 Mar 01 2024 0.32 2.37 5.01 0.91 6.96 7.54 10.17 14.55
SPY
USD SPDR S&P 500 0.94 Mar 01 2024 0.94 5.22 13.68 30.18 14.63 12.58 10.26 11.55
VTV
USD Vanguard Value 0.65 Mar 01 2024 0.65 3.34 10.04 14.57 10.52 10.17 9.36 11.86
VEA
USD Vanguard FTSE Developed Markets 1.07 Mar 01 2024 1.07 2.74 8.53 13.89 6.75 4.64 4.92 8.56
SCZ
USD iShares MSCI EAFE Small-Cap 0.96 Mar 01 2024 0.96 1.56 4.93 6.64 4.14 4.15 6.29 9.96
EFV
USD iShares MSCI EAFE Value 0.81 Mar 01 2024 0.81 1.18 7.54 12.46 5.34 2.87 5.30 9.52
VNQ
USD Vanguard Real Estate 1.19 Mar 01 2024 1.19 1.98 6.13 4.14 4.12 6.04 8.49 11.79
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Paul Merriman Ultimate Buy and Hold Strategy Portfolio granted a 3.05% dividend yield. If you are interested in getting periodic income, please refer to the Paul Merriman Ultimate Buy and Hold Strategy Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 10.19$, with a total return of 919.13% (8.05% annualized).

The Inflation Adjusted Capital now would be 4.83$, with a net total return of 382.77% (5.39% annualized).
An investment of 1$, since January 1976, now would be worth 192.25$, with a total return of 19125.33% (11.54% annualized).

The Inflation Adjusted Capital now would be 34.52$, with a net total return of 3351.66% (7.63% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Paul Merriman Ultimate Buy and Hold Strategy Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
PAUL MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~48Y)
Investment Return (%) 2.70 7.72 7.40 10.23 3.37 6.64 6.47 7.67 8.05 11.54
Infl. Adjusted Return (%) details 2.70 7.14 6.19 7.32 -2.04 2.44 3.60 4.98 5.39 7.63
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 3.63
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -11.48 -24.70 -27.54 -27.54 -57.21 -57.21 -57.21
Start to Recovery (# months) details 5 26* 11 11 63 63 63
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 3 3 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 8 8 47 47 47
End (yyyy mm) 2023 12 - 2020 11 2020 11 2013 01 2013 01 2013 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-24.70 -24.70
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 26* 26*
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 47 47 47
End (yyyy mm) 2023 12 - - - 2013 01 2013 01 2013 01
Longest negative period (# months) details 8 32 34 44 68 68 68
Period Start (yyyy mm) 2023 03 2021 03 2019 12 2016 08 2006 02 1997 08 1997 08
Period End (yyyy mm) 2023 10 2023 10 2022 09 2020 03 2011 09 2003 03 2003 03
Annualized Return (%) -8.41 -2.10 -0.34 -0.04 -0.22 -0.14 -0.14
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -12.32 -29.80 -29.80 -29.80 -57.92 -57.92 -57.92
Start to Recovery (# months) details 5 33* 33* 33* 71 71 71
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 16 16 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 55 55 55
End (yyyy mm) 2023 12 - - - 2013 09 2013 09 2013 09
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 08 2021 06 2021 06 2021 06 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 16 16 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 55 55 55
End (yyyy mm) 2023 12 - - - 2013 09 2013 09 2013 09
Longest negative period (# months) details 8 36* 56 75 78 139 139
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2017 08 2006 05 1997 08 1997 08
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2012 10 2009 02 2009 02
Annualized Return (%) -11.09 -2.04 -0.61 -0.15 -0.08 -0.10 -0.10
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.41 16.81 18.70 15.33 16.82 15.74 15.41
Sharpe Ratio 0.33 0.06 0.26 0.35 0.38 0.37 0.49
Sortino Ratio 0.50 0.09 0.34 0.46 0.49 0.48 0.64
Ulcer Index 4.30 10.13 10.00 7.84 14.09 12.18 10.27
Ratio: Return / Standard Deviation 0.66 0.20 0.35 0.42 0.46 0.51 0.75
Ratio: Return / Deepest Drawdown 0.89 0.14 0.24 0.24 0.13 0.14 0.20
% Positive Months details 50% 50% 56% 61% 62% 62% 64%
Positive Months 6 18 34 74 150 225 373
Negative Months 6 18 26 46 90 135 205
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.47 14.47 14.47 21.79
Worst 10 Years Return (%) - Annualized 4.41 3.22 3.22
Best 10 Years Return (%) - Annualized 3.60 12.49 12.49 16.31
Worst 10 Years Return (%) - Annualized 2.43 0.62 0.62
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 68.65 33.96 24.86 14.47 9.96 8.05
Worst Rolling Return (%) - Annualized -49.19 -17.09 -3.83 3.22 6.29
% Positive Periods 71% 87% 93% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 67.22 22.51 14.45 8.69 7.34 6.77
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.83 4.24 5.37
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 65.10 30.33 21.32 12.49 7.56 5.39
Worst Rolling Return (%) - Annualized -49.20 -18.85 -6.31 0.62 4.13
% Positive Periods 67% 80% 86% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 67.22 22.51 14.45 8.69 7.34 6.77
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.83 4.24 5.37
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1976 - Feb 2024)
Best Rolling Return (%) - Annualized 68.65 40.49 34.09 21.79 16.46 14.98
Worst Rolling Return (%) - Annualized -49.19 -17.09 -3.83 3.22 6.29 7.64
% Positive Periods 77% 92% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 67.22 22.51 14.45 8.69 7.34 6.55
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.83 4.24 5.11
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 65.10 36.38 30.01 16.31 11.18 10.34
Worst Rolling Return (%) - Annualized -49.20 -18.85 -6.31 0.62 3.78 4.99
% Positive Periods 71% 86% 92% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 67.22 22.51 14.45 8.69 7.34 6.55
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.83 4.24 5.11
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 29 February 2024
Swipe left to see all data
Asset
DLS
EEM
IJR
IJS
SPY
VTV
VEA
SCZ
EFV
VNQ
DLS
-
0.82
0.86
0.89
0.82
0.93
0.96
0.99
0.94
0.94
EEM
0.82
-
0.77
0.78
0.85
0.81
0.90
0.86
0.82
0.81
IJR
0.86
0.77
-
1.00
0.77
0.86
0.80
0.86
0.80
0.91
IJS
0.89
0.78
1.00
-
0.76
0.88
0.81
0.88
0.84
0.93
SPY
0.82
0.85
0.77
0.76
-
0.89
0.92
0.86
0.77
0.86
VTV
0.93
0.81
0.86
0.88
0.89
-
0.93
0.92
0.94
0.90
VEA
0.96
0.90
0.80
0.81
0.92
0.93
-
0.97
0.93
0.92
SCZ
0.99
0.86
0.86
0.88
0.86
0.92
0.97
-
0.93
0.95
EFV
0.94
0.82
0.80
0.84
0.77
0.94
0.93
0.93
-
0.86
VNQ
0.94
0.81
0.91
0.93
0.86
0.90
0.92
0.95
0.86
-
Asset
DLS
EEM
IJR
IJS
SPY
VTV
VEA
SCZ
EFV
VNQ
DLS
-
0.84
0.87
0.86
0.86
0.89
0.96
0.98
0.93
0.83
EEM
0.84
-
0.75
0.74
0.73
0.71
0.86
0.84
0.81
0.67
IJR
0.87
0.75
-
0.99
0.87
0.90
0.87
0.88
0.85
0.80
IJS
0.86
0.74
0.99
-
0.83
0.90
0.86
0.86
0.86
0.78
SPY
0.86
0.73
0.87
0.83
-
0.92
0.91
0.90
0.81
0.85
VTV
0.89
0.71
0.90
0.90
0.92
-
0.91
0.90
0.90
0.81
VEA
0.96
0.86
0.87
0.86
0.91
0.91
-
0.98
0.96
0.84
SCZ
0.98
0.84
0.88
0.86
0.90
0.90
0.98
-
0.92
0.84
EFV
0.93
0.81
0.85
0.86
0.81
0.90
0.96
0.92
-
0.74
VNQ
0.83
0.67
0.80
0.78
0.85
0.81
0.84
0.84
0.74
-
Asset
DLS
EEM
IJR
IJS
SPY
VTV
VEA
SCZ
EFV
VNQ
DLS
-
0.82
0.79
0.78
0.83
0.83
0.95
0.98
0.92
0.68
EEM
0.82
-
0.63
0.64
0.69
0.68
0.83
0.80
0.79
0.56
IJR
0.79
0.63
-
0.99
0.85
0.88
0.79
0.81
0.75
0.71
IJS
0.78
0.64
0.99
-
0.82
0.88
0.78
0.79
0.77
0.69
SPY
0.83
0.69
0.85
0.82
-
0.93
0.88
0.87
0.80
0.75
VTV
0.83
0.68
0.88
0.88
0.93
-
0.87
0.85
0.85
0.71
VEA
0.95
0.83
0.79
0.78
0.88
0.87
-
0.97
0.96
0.70
SCZ
0.98
0.80
0.81
0.79
0.87
0.85
0.97
-
0.91
0.70
EFV
0.92
0.79
0.75
0.77
0.80
0.85
0.96
0.91
-
0.60
VNQ
0.68
0.56
0.71
0.69
0.75
0.71
0.70
0.70
0.60
-
Asset
DLS
EEM
IJR
IJS
SPY
VTV
VEA
SCZ
EFV
VNQ
DLS
-
0.77
0.71
0.72
0.72
0.73
0.90
0.99
0.91
0.62
EEM
0.77
-
0.71
0.68
0.73
0.72
0.82
0.77
0.78
0.53
IJR
0.71
0.71
-
0.96
0.82
0.80
0.76
0.72
0.73
0.65
IJS
0.72
0.68
0.96
-
0.81
0.85
0.75
0.73
0.75
0.69
SPY
0.72
0.73
0.82
0.81
-
0.95
0.84
0.73
0.78
0.61
VTV
0.73
0.72
0.80
0.85
0.95
-
0.83
0.73
0.82
0.64
VEA
0.90
0.82
0.76
0.75
0.84
0.83
-
0.90
0.96
0.61
SCZ
0.99
0.77
0.72
0.73
0.73
0.73
0.90
-
0.91
0.61
EFV
0.91
0.78
0.73
0.75
0.78
0.82
0.96
0.91
-
0.62
VNQ
0.62
0.53
0.65
0.69
0.61
0.64
0.61
0.61
0.62
-
Asset
DLS
EEM
IJR
IJS
SPY
VTV
VEA
SCZ
EFV
VNQ
DLS
-
0.72
0.76
0.76
0.79
0.79
0.82
0.99
0.93
0.61
EEM
0.72
-
0.66
0.64
0.71
0.69
0.69
0.72
0.73
0.50
IJR
0.76
0.66
-
0.97
0.84
0.82
0.68
0.76
0.76
0.67
IJS
0.76
0.64
0.97
-
0.83
0.86
0.68
0.76
0.77
0.71
SPY
0.79
0.71
0.84
0.83
-
0.95
0.75
0.80
0.83
0.61
VTV
0.79
0.69
0.82
0.86
0.95
-
0.74
0.79
0.84
0.64
VEA
0.82
0.69
0.68
0.68
0.75
0.74
-
0.82
0.87
0.55
SCZ
0.99
0.72
0.76
0.76
0.80
0.79
0.82
-
0.93
0.61
EFV
0.93
0.73
0.76
0.77
0.83
0.84
0.87
0.93
-
0.61
VNQ
0.61
0.50
0.67
0.71
0.61
0.64
0.55
0.61
0.61
-

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 MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-57.21% Nov 2007 Feb 2009 16 Jan 2013 47 63 25.06
-27.54% Jan 2020 Mar 2020 3 Nov 2020 8 11 13.71
-24.70% Jan 2022 Sep 2022 9 in progress 17 26 11.81
-20.46% Apr 1998 Aug 1998 5 Apr 1999 8 13 9.79
-20.10% Feb 2001 Sep 2002 20 Jul 2003 10 30 11.01
-15.11% Feb 2018 Dec 2018 11 Nov 2019 11 22 5.70
-12.10% Jun 2015 Feb 2016 9 Jul 2016 5 14 6.28
-8.65% Sep 2000 Nov 2000 3 Jan 2001 2 5 4.44
-6.79% Sep 1994 Jan 1995 5 May 1995 4 9 3.97
-6.22% Oct 1997 Nov 1997 2 Feb 1998 3 5 4.46
-5.26% Mar 1994 Jun 1994 4 Aug 1994 2 6 3.50
-4.95% Apr 2004 Apr 2004 1 Sep 2004 5 6 2.77
-4.92% Jun 1996 Jul 1996 2 Nov 1996 4 6 2.16
-4.78% Sep 2014 Sep 2014 1 Feb 2015 5 6 2.58
-4.60% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.67
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 107 3.4 Months 29.64%
 
DD = 0% 29.64%
 
0% < DD <= -5% 110 3.3 Months 30.47%
 
DD <= -5% 60.11%
 
-5% < DD <= -10% 54 6.7 Months 14.96%
 
DD <= -10% 75.07%
 
-10% < DD <= -15% 33 10.9 Months 9.14%
 
DD <= -15% 84.21%
 
-15% < DD <= -20% 26 13.9 Months 7.20%
 
DD <= -20% 91.41%
 
-20% < DD <= -25% 7 51.6 Months 1.94%
 
DD <= -25% 93.35%
 
-25% < DD <= -30% 11 32.8 Months 3.05%
 
DD <= -30% 96.40%
 
-30% < DD <= -35% 3 120.3 Months 0.83%
 
DD <= -35% 97.23%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 97.51%
 
-40% < DD <= -45% 4 90.3 Months 1.11%
 
DD <= -45% 98.61%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.17%
 
-50% < DD <= -55% 2 180.5 Months 0.55%
 
DD <= -55% 99.72%
 
-55% < DD <= -60% 1 361.0 Months 0.28%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-57.92% Nov 2007 Feb 2009 16 Sep 2013 55 71 26.35
-29.80% Jun 2021 Sep 2022 16 in progress 17 33 16.19
-27.40% Jan 2020 Mar 2020 3 Dec 2020 9 12 13.01
-24.19% Sep 2000 Mar 2003 31 Oct 2003 7 38 12.48
-21.15% Apr 1998 Aug 1998 5 Jun 1999 10 15 9.90
-16.42% Feb 2018 Dec 2018 11 Dec 2019 12 23 6.90
-12.32% May 2015 Feb 2016 10 Sep 2016 7 17 6.10
-8.20% Mar 1994 Jan 1995 11 Jul 1995 6 17 4.54
-6.81% Aug 1997 Nov 1997 4 Feb 1998 3 7 4.59
-5.28% Jun 1996 Jul 1996 2 Nov 1996 4 6 2.47
-5.10% Apr 2004 Apr 2004 1 Oct 2004 6 7 3.05
-5.01% May 2006 Jul 2006 3 Oct 2006 3 6 3.49
-5.00% Mar 2005 Apr 2005 2 Jul 2005 3 5 2.66
-4.99% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.97
-4.82% Jul 2014 Sep 2014 3 Feb 2015 5 8 2.20
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 79 4.6 Months 21.88%
 
DD = 0% 21.88%
 
0% < DD <= -5% 107 3.4 Months 29.64%
 
DD <= -5% 51.52%
 
-5% < DD <= -10% 56 6.4 Months 15.51%
 
DD <= -10% 67.04%
 
-10% < DD <= -15% 30 12.0 Months 8.31%
 
DD <= -15% 75.35%
 
-15% < DD <= -20% 35 10.3 Months 9.70%
 
DD <= -20% 85.04%
 
-20% < DD <= -25% 26 13.9 Months 7.20%
 
DD <= -25% 92.24%
 
-25% < DD <= -30% 7 51.6 Months 1.94%
 
DD <= -30% 94.18%
 
-30% < DD <= -35% 11 32.8 Months 3.05%
 
DD <= -35% 97.23%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 97.51%
 
-40% < DD <= -45% 3 120.3 Months 0.83%
 
DD <= -45% 98.34%
 
-45% < DD <= -50% 3 120.3 Months 0.83%
 
DD <= -50% 99.17%
 
-50% < DD <= -55% 2 180.5 Months 0.55%
 
DD <= -55% 99.72%
 
-55% < DD <= -60% 1 361.0 Months 0.28%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-57.21% Nov 2007 Feb 2009 16 Jan 2013 47 63 25.06
-27.54% Jan 2020 Mar 2020 3 Nov 2020 8 11 13.71
-25.26% Sep 1987 Nov 1987 3 Jan 1989 14 17 11.68
-24.70% Jan 2022 Sep 2022 9 in progress 17 26 11.81
-21.87% Jan 1990 Sep 1990 9 May 1991 8 17 10.79
-20.46% Apr 1998 Aug 1998 5 Apr 1999 8 13 9.79
-20.10% Feb 2001 Sep 2002 20 Jul 2003 10 30 11.01
-19.82% Jun 1981 Jul 1982 14 Nov 1982 4 18 9.77
-15.11% Feb 2018 Dec 2018 11 Nov 2019 11 22 5.70
-12.52% Feb 1980 Mar 1980 2 Jul 1980 4 6 6.03
-12.10% Jun 2015 Feb 2016 9 Jul 2016 5 14 6.28
-9.46% Oct 1978 Oct 1978 1 Jan 1979 3 4 5.24
-9.15% Sep 1979 Oct 1979 2 Jan 1980 3 5 4.22
-8.65% Sep 2000 Nov 2000 3 Jan 2001 2 5 4.44
-8.25% Feb 1994 Jan 1995 12 Jun 1995 5 17 5.23
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 205 2.8 Months 35.41%
 
DD = 0% 35.41%
 
0% < DD <= -5% 184 3.1 Months 31.78%
 
DD <= -5% 67.18%
 
-5% < DD <= -10% 76 7.6 Months 13.13%
 
DD <= -10% 80.31%
 
-10% < DD <= -15% 47 12.3 Months 8.12%
 
DD <= -15% 88.43%
 
-15% < DD <= -20% 31 18.7 Months 5.35%
 
DD <= -20% 93.78%
 
-20% < DD <= -25% 11 52.6 Months 1.90%
 
DD <= -25% 95.68%
 
-25% < DD <= -30% 12 48.3 Months 2.07%
 
DD <= -30% 97.75%
 
-30% < DD <= -35% 3 193.0 Months 0.52%
 
DD <= -35% 98.27%
 
-35% < DD <= -40% 1 579.0 Months 0.17%
 
DD <= -40% 98.45%
 
-40% < DD <= -45% 4 144.8 Months 0.69%
 
DD <= -45% 99.14%
 
-45% < DD <= -50% 2 289.5 Months 0.35%
 
DD <= -50% 99.48%
 
-50% < DD <= -55% 2 289.5 Months 0.35%
 
DD <= -55% 99.83%
 
-55% < DD <= -60% 1 579.0 Months 0.17%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-57.92% Nov 2007 Feb 2009 16 Sep 2013 55 71 26.35
-29.80% Jun 2021 Sep 2022 16 in progress 17 33 16.19
-29.20% Dec 1980 Jul 1982 20 Mar 1983 8 28 14.20
-27.40% Jan 2020 Mar 2020 3 Dec 2020 9 12 13.01
-25.97% Sep 1987 Nov 1987 3 Apr 1989 17 20 12.23
-25.52% Jan 1990 Sep 1990 9 Dec 1991 15 24 12.37
-24.19% Sep 2000 Mar 2003 31 Oct 2003 7 38 12.48
-21.15% Apr 1998 Aug 1998 5 Jun 1999 10 15 9.90
-16.48% Sep 1979 Mar 1980 7 Oct 1980 7 14 7.61
-16.42% Feb 2018 Dec 2018 11 Dec 2019 12 23 6.90
-12.32% May 2015 Feb 2016 10 Sep 2016 7 17 6.10
-10.81% Feb 1994 Jan 1995 12 Jul 1995 6 18 6.74
-10.73% Sep 1978 Oct 1978 2 Aug 1979 10 12 4.64
-9.32% Jul 1983 Jul 1984 13 Sep 1984 2 15 4.33
-6.81% Aug 1997 Nov 1997 4 Feb 1998 3 7 4.59
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 144 4.0 Months 24.87%
 
DD = 0% 24.87%
 
0% < DD <= -5% 181 3.2 Months 31.26%
 
DD <= -5% 56.13%
 
-5% < DD <= -10% 96 6.0 Months 16.58%
 
DD <= -10% 72.71%
 
-10% < DD <= -15% 48 12.1 Months 8.29%
 
DD <= -15% 81.00%
 
-15% < DD <= -20% 43 13.5 Months 7.43%
 
DD <= -20% 88.43%
 
-20% < DD <= -25% 34 17.0 Months 5.87%
 
DD <= -25% 94.30%
 
-25% < DD <= -30% 12 48.3 Months 2.07%
 
DD <= -30% 96.37%
 
-30% < DD <= -35% 11 52.6 Months 1.90%
 
DD <= -35% 98.27%
 
-35% < DD <= -40% 1 579.0 Months 0.17%
 
DD <= -40% 98.45%
 
-40% < DD <= -45% 3 193.0 Months 0.52%
 
DD <= -45% 98.96%
 
-45% < DD <= -50% 3 193.0 Months 0.52%
 
DD <= -50% 99.48%
 
-50% < DD <= -55% 2 289.5 Months 0.35%
 
DD <= -55% 99.83%
 
-55% < DD <= -60% 1 579.0 Months 0.17%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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 MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~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 -49.19 03/2008
02/2009
0.50$ -5.78 0.94$ 9.97 1.09$ 24.27 1.24$ 68.65 03/2009
02/2010
1.68$ 10.23 28.94%
2Y -30.72 03/2007
02/2009
0.47$ -1.96 0.96$ 9.08 1.18$ 19.83 1.43$ 45.51 03/2009
02/2011
2.11$ 1.79 18.69%
3Y -17.09 03/2006
02/2009
0.57$ 0.99 1.03$ 9.18 1.30$ 15.48 1.54$ 33.96 04/2003
03/2006
2.40$ 3.37 12.62%
5Y -3.83 03/2004
02/2009
0.82$ 2.90 1.15$ 8.27 1.48$ 12.92 1.83$ 24.86 11/2002
10/2007
3.03$ 6.64 6.31%
7Y 2.03 03/2002
02/2009
1.15$ 4.75 1.38$ 8.36 1.75$ 11.76 2.17$ 15.25 03/2009
02/2016
2.70$ 6.74 0.00%
10Y 3.22 03/1999
02/2009
1.37$ 5.79 1.75$ 8.81 2.32$ 11.07 2.85$ 14.47 03/2009
02/2019
3.86$ 6.47 0.00%
15Y 4.09 10/2007
09/2022
1.82$ 6.29 2.49$ 8.01 3.17$ 9.35 3.82$ 11.80 03/2009
02/2024
5.32$ 11.80 0.00%
20Y 6.29 04/2000
03/2020
3.38$ 7.93 4.59$ 8.50 5.11$ 9.27 5.88$ 9.96 11/2001
10/2021
6.68$ 7.67 0.00%
30Y 8.05 03/1994
02/2024
10.19$ 8.05 10.19$ 8.05 10.19$ 8.05 10.19$ 8.05 03/1994
02/2024
10.19$ 8.05 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 -49.20 03/2008
02/2009
0.50$ -8.82 0.91$ 7.18 1.07$ 21.38 1.21$ 65.10 03/2009
02/2010
1.65$ 7.32 32.95%
2Y -32.12 03/2007
02/2009
0.46$ -4.84 0.90$ 6.03 1.12$ 16.89 1.36$ 42.46 03/2009
02/2011
2.02$ -2.43 24.93%
3Y -18.85 03/2006
02/2009
0.53$ -1.15 0.96$ 6.66 1.21$ 12.97 1.44$ 30.33 04/2003
03/2006
2.21$ -2.04 19.69%
5Y -6.31 03/2004
02/2009
0.72$ 0.23 1.01$ 5.56 1.31$ 10.86 1.67$ 21.32 11/2002
10/2007
2.62$ 2.44 13.29%
7Y -0.53 03/2002
02/2009
0.96$ 2.44 1.18$ 5.78 1.48$ 9.26 1.85$ 13.46 03/2009
02/2016
2.42$ 3.17 0.72%
10Y 0.62 03/1999
02/2009
1.06$ 3.71 1.43$ 6.36 1.85$ 8.50 2.26$ 12.49 03/2009
02/2019
3.24$ 3.60 0.00%
15Y 1.68 10/2007
09/2022
1.28$ 4.27 1.87$ 5.71 2.30$ 6.93 2.73$ 9.45 02/2003
01/2018
3.87$ 9.03 0.00%
20Y 4.13 04/2000
03/2020
2.24$ 5.58 2.96$ 6.14 3.29$ 6.84 3.75$ 7.56 11/2001
10/2021
4.29$ 4.98 0.00%
30Y 5.39 03/1994
02/2024
4.82$ 5.39 4.82$ 5.39 4.82$ 5.39 4.82$ 5.39 03/1994
02/2024
4.82$ 5.39 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 -49.19 03/2008
02/2009
0.50$ -4.44 0.95$ 13.15 1.13$ 27.74 1.27$ 68.65 03/2009
02/2010
1.68$ 10.23 22.75%
2Y -30.72 03/2007
02/2009
0.47$ 1.76 1.03$ 12.63 1.26$ 21.61 1.47$ 45.51 03/2009
02/2011
2.11$ 1.79 11.53%
3Y -17.09 03/2006
02/2009
0.57$ 4.59 1.14$ 10.96 1.36$ 21.63 1.79$ 40.49 08/1984
07/1987
2.77$ 3.37 7.55%
5Y -3.83 03/2004
02/2009
0.82$ 4.36 1.23$ 11.49 1.72$ 18.37 2.32$ 34.09 08/1982
07/1987
4.33$ 6.64 3.66%
7Y 2.03 03/2002
02/2009
1.15$ 6.02 1.50$ 11.13 2.09$ 17.07 3.01$ 27.11 08/1982
07/1989
5.36$ 6.74 0.00%
10Y 3.22 03/1999
02/2009
1.37$ 7.03 1.97$ 10.67 2.75$ 17.95 5.21$ 21.79 09/1977
08/1987
7.17$ 6.47 0.00%
15Y 4.09 10/2007
09/2022
1.82$ 7.43 2.93$ 9.96 4.15$ 16.20 9.50$ 18.75 08/1982
07/1997
13.17$ 11.80 0.00%
20Y 6.29 04/2000
03/2020
3.38$ 8.29 4.91$ 9.68 6.35$ 14.50 15.00$ 16.46 01/1976
12/1995
21.06$ 7.67 0.00%
30Y 7.64 11/1993
10/2023
9.09$ 8.92 12.99$ 11.31 24.87$ 12.62 35.35$ 14.98 06/1977
05/2007
65.81$ 8.05 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 -49.20 03/2008
02/2009
0.50$ -7.09 0.92$ 7.98 1.07$ 23.60 1.23$ 65.10 03/2009
02/2010
1.65$ 7.32 28.92%
2Y -32.12 03/2007
02/2009
0.46$ -2.22 0.95$ 8.24 1.17$ 17.08 1.37$ 42.46 03/2009
02/2011
2.02$ -2.43 19.10%
3Y -18.85 03/2006
02/2009
0.53$ 0.82 1.02$ 7.45 1.24$ 17.13 1.60$ 36.38 08/1984
07/1987
2.53$ -2.04 14.00%
5Y -6.31 03/2004
02/2009
0.72$ 1.62 1.08$ 7.51 1.43$ 14.58 1.97$ 30.01 08/1982
07/1987
3.71$ 2.44 7.90%
7Y -0.53 03/2002
02/2009
0.96$ 3.53 1.27$ 7.81 1.69$ 12.04 2.21$ 22.75 08/1982
07/1989
4.19$ 3.17 0.40%
10Y 0.62 03/1999
02/2009
1.06$ 4.64 1.57$ 7.74 2.10$ 12.35 3.20$ 16.31 08/1982
07/1992
4.53$ 3.60 0.00%
15Y 1.68 10/2007
09/2022
1.28$ 4.98 2.07$ 7.14 2.81$ 11.07 4.82$ 14.88 08/1982
07/1997
8.00$ 9.03 0.00%
20Y 3.78 03/1989
02/2009
2.10$ 5.85 3.11$ 7.05 3.90$ 10.24 7.02$ 11.18 04/1980
03/2000
8.32$ 4.98 0.00%
30Y 4.99 11/1993
10/2023
4.30$ 6.33 6.30$ 7.82 9.56$ 9.23 14.13$ 10.34 06/1977
05/2007
19.16$ 5.39 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 Merriman Ultimate Buy and Hold Strategy Portfolio: Rolling Returns page.

Seasonality

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

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.01
40%
-1.25
40%
-2.77
60%
2.07
80%
-0.36
60%
1.06
60%
2.62
60%
-0.74
40%
-3.47
20%
1.66
60%
5.73
80%
3.66
80%
Best 8.4
2023
4.5
2021
3.7
2021
9.6
2020
4.4
2020
5.6
2023
6.0
2022
4.8
2020
3.3
2019
7.0
2022
13.3
2020
7.3
2023
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
-3.9
2023
-3.7
2021
-3.4
2022
Monthly Seasonality over the period Feb 1976 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.87
50%
-0.25
50%
-0.39
60%
1.57
90%
0.25
80%
0.60
50%
2.11
70%
-0.70
50%
-2.14
30%
0.87
60%
3.51
90%
1.19
60%
Best 9.0
2019
5.0
2015
8.6
2016
9.6
2020
4.4
2020
5.6
2023
6.0
2022
4.8
2020
3.3
2019
7.0
2022
13.3
2020
7.3
2023
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 Feb 1976 - Feb 2024
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
1.39
59%
0.59
59%
1.15
73%
2.14
79%
0.76
69%
0.69
52%
1.16
58%
0.37
56%
-0.60
56%
0.20
63%
1.93
73%
2.40
77%
Best 12.9
1976
8.1
1986
9.0
2009
15.4
2009
9.2
2009
5.7
1977
9.5
2009
10.6
1982
9.6
2010
11.5
1982
13.3
2020
12.3
1991
Worst -12.4
2009
-11.7
2009
-18.3
2020
-6.3
2022
-9.3
2010
-9.1
2008
-9.2
2002
-14.7
1998
-11.0
2001
-21.9
2008
-10.1
2008
-8.0
2018
Monthly Seasonality over the period Feb 1976 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Paul Merriman Ultimate Buy and Hold Strategy Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

PAUL MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
225 Positive Months (63%) - 135 Negative Months (38%)
373 Positive Months (65%) - 205 Negative Months (35%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • DLS - WisdomTree International SmallCp Div (DLS), up to December 2006
  • EEM - iShares MSCI Emerging Markets (EEM), up to December 2003
  • IJR - iShares Core S&P Small-Cap (IJR), up to December 2000
  • IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • SPY - SPDR S&P 500 (SPY), up to December 1993
  • VTV - Vanguard Value (VTV), up to December 2004
  • VEA - Vanguard FTSE Developed Markets (VEA), up to December 2007
  • SCZ - iShares MSCI EAFE Small-Cap (SCZ), up to December 2007
  • EFV - iShares MSCI EAFE Value (EFV), up to December 2005
  • VNQ - Vanguard Real Estate (VNQ), 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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Momentum +12.68 15.38 -53.85 100 0 0
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
US Stocks Value +9.96 15.37 -55.41 100 0 0
Warren Buffett Portfolio Warren Buffett +9.85 13.66 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
US Stocks Minimum Volatility +9.77 13.71 -43.27 100 0 0
Stocks/Bonds 80/20 +9.29 12.51 -41.09 80 20 0
Dedalo Three Dedalo Invest +9.11 15.42 -52.73 100 0 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Sheltered Sam 100/0 Bill Bernstein +9.03 15.31 -54.91 97 0 3
Robust Alpha Architect +8.91 11.10 -44.20 70 20 10
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Sheltered Sam 90/10 Bill Bernstein +8.64 13.74 -50.12 87.3 10 2.7
Aggressive Global Income +8.62 14.42 -52.63 80 20 0
Dedalo Four Dedalo Invest +8.47 12.42 -43.94 80 20 0
Edge Select Aggressive Merrill Lynch +8.37 13.26 -45.65 84 16 0
Mid-Fifties Burton Malkiel +8.30 12.98 -46.21 80 20 0
Second Grader's Starter Paul Farrell +8.26 13.87 -48.52 90 10 0
Dedalo Eleven Dedalo Invest +8.24 12.74 -44.63 80 20 0
Late Thirties to Early Forties Burton Malkiel +8.22 13.59 -48.28 85 15 0
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
Sheltered Sam 80/20 Bill Bernstein +8.21 12.20 -45.06 77.6 20 2.4
Robo Advisor 100 Betterment +8.20 15.80 -54.55 100 0 0
Talmud Portfolio Roger Gibson +8.20 10.85 -40.17 66.7 33.3 0
Late Sixties and Beyond Burton Malkiel +8.20 11.68 -41.80 71 29 0
Mid-Twenties Burton Malkiel +8.11 13.92 -49.50 87 13 0
Weird Portfolio Value Stock Geek +8.09 10.84 -32.97 60 20 20
Robo Advisor 90 Betterment +8.06 14.44 -50.07 90.1 9.9 0
Stocks/Bonds 40/60 Momentum +8.06 7.02 -21.11 40 60 0
Ultimate Buy and Hold Strategy Paul Merriman +8.05 15.74 -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.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.98 24.02 -81.08 100 0 0
US Stocks Momentum +12.68 15.38 -53.85 100 0 0
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
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