Tim Maurer Simple Money Portfolio: ETF allocation and returns

Data Source: from January 1975 to January 2024 (~49 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.17%
1 Day
Feb 27 2024, 03:00PM Eastern Time
0.75%
Current Month
February 2024

The Tim Maurer Simple Money Portfolio is a High Risk portfolio and can be implemented with 7 ETFs.

It's exposed for 60% on the Stock Market.

In the last 30 Years, the Tim Maurer Simple Money Portfolio obtained a 6.93% compound annual return, with a 9.13% standard deviation.

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Asset Allocation and ETFs

The Tim Maurer Simple Money Portfolio has the following asset allocation:

60% Stocks
40% Fixed Income
0% Commodities

The Tim Maurer Simple Money Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
15.00
SCZ
USD iShares MSCI EAFE Small-Cap Equity, EAFE, Small Cap
15.00
EFV
USD iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
7.50
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap
7.50
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
7.50
VTV
USD Vanguard Value Equity, U.S., Large Cap, Value
7.50
VV
USD Vanguard Large-Cap Equity, U.S., Large Cap
40.00
IEI
USD iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term

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 Jan 31, 2024

The Tim Maurer Simple Money Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
TIM MAURER SIMPLE MONEY PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Tim Maurer Simple Money Portfolio 0.17 0.75 -0.93 2.37 4.63 4.97 4.85 6.93 10.26
US Inflation Adjusted return -1.23 0.70 1.48 0.77 2.01 4.29 6.32
Components
SCZ
USD iShares MSCI EAFE Small-Cap 0.28 02:59PM, Feb 27 2024 1.64 -2.57 -0.26 1.71 4.23 4.63 6.18 10.43
EFV
USD iShares MSCI EAFE Value 0.36 02:59PM, Feb 27 2024 1.46 -1.07 2.87 8.71 5.46 3.37 5.20 10.01
IJR
USD iShares Core S&P Small-Cap 0.63 03:00PM, Feb 27 2024 3.15 -3.93 -0.35 1.83 7.89 8.60 9.70 13.77
IJS
USD iShares S&P Small-Cap 600 Value 0.81 03:00PM, Feb 27 2024 2.03 -5.45 -2.56 -3.13 7.33 7.77 10.06 15.22
VTV
USD Vanguard Value 0.00 03:00PM, Feb 27 2024 3.05 0.87 3.95 7.29 10.42 10.24 9.11 12.33
VV
USD Vanguard Large-Cap 0.16 02:59PM, Feb 27 2024 4.91 1.77 6.76 21.57 14.18 12.47 10.13 12.02
IEI
USD iShares 3-7 Year Treasury Bond -0.10 02:59PM, Feb 27 2024 -1.76 0.31 3.44 2.43 0.73 1.15 4.12 6.40
Returns over 1 year are annualized | Available data source: since Jan 1975
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Tim Maurer Simple Money Portfolio granted a 2.78% dividend yield. If you are interested in getting periodic income, please refer to the Tim Maurer Simple Money Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 7.47$, with a total return of 646.94% (6.93% annualized).

The Inflation Adjusted Capital now would be 3.53$, with a net total return of 252.86% (4.29% annualized).
An investment of 1$, since January 1975, now would be worth 120.87$, with a total return of 11986.95% (10.26% annualized).

The Inflation Adjusted Capital now would be 20.26$, with a net total return of 1925.65% (6.32% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Tim Maurer Simple Money Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
TIM MAURER SIMPLE MONEY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1975 - 31 January 2024 (~49 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~49Y)
Investment Return (%) -0.93 10.69 2.37 4.63 2.42 4.97 4.85 6.19 6.93 10.26
Infl. Adjusted Return (%) details -1.23 9.92 0.70 1.48 -3.06 0.77 2.01 3.53 4.29 6.32
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 3.71
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -7.51 -18.44 -18.44 -18.44 -32.39 -32.39 -32.39
Start to Recovery (# months) details 5 29* 29* 29* 36 36 36
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 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 16 16 16 20 20 20
End (yyyy mm) 2023 12 - - - 2010 10 2010 10 2010 10
Longest Drawdown Depth (%) -3.40
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 4 13 13 13 16 16 16
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 20 20 20
End (yyyy mm) 2023 07 - - - 2010 10 2010 10 2010 10
Longest negative period (# months) details 9 33 35 35 52 52 52
Period Start (yyyy mm) 2023 02 2021 02 2019 11 2019 11 2004 11 2004 11 2004 11
Period End (yyyy mm) 2023 10 2023 10 2022 09 2022 09 2009 02 2009 02 2009 02
Annualized Return (%) -7.23 -1.07 -0.16 -0.16 -0.27 -0.27 -0.27
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -8.38 -25.54 -25.54 -25.54 -33.50 -33.50 -33.50
Start to Recovery (# months) details 5 32* 32* 32* 40 40 40
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 16 16 16 24 24 24
End (yyyy mm) 2023 12 - - - 2011 02 2011 02 2011 02
Longest Drawdown Depth (%) -4.35
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-16.55
Start to Recovery (# months) details 6 50
Start (yyyy mm) 2023 02 2021 06 2021 06 2021 06 2007 11 2007 11 1978 09
Start to Bottom (# months) 4 16 16 16 16 16 19
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02 1980 03
Bottom to End (# months) 2 16 16 16 24 24 31
End (yyyy mm) 2023 07 - - - 2011 02 2011 02 1982 10
Longest negative period (# months) details 10 36* 57 91 91 91 91
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2015 03 2015 03 2015 03 2015 03
Period End (yyyy mm) 2023 11 2024 01 2023 10 2022 09 2022 09 2022 09 2022 09
Annualized Return (%) -2.78 -3.06 -1.17 -0.10 -0.10 -0.10 -0.10
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 10.65 11.45 11.63 9.43 9.64 9.13 9.80
Sharpe Ratio -0.04 0.02 0.27 0.39 0.51 0.51 0.64
Sortino Ratio -0.07 0.03 0.37 0.53 0.67 0.68 0.87
Ulcer Index 2.93 7.51 6.56 4.98 6.66 5.73 4.92
Ratio: Return / Standard Deviation 0.43 0.21 0.43 0.51 0.64 0.76 1.05
Ratio: Return / Deepest Drawdown 0.62 0.13 0.27 0.26 0.19 0.21 0.32
% Positive Months details 50% 52% 58% 61% 63% 63% 66%
Positive Months 6 19 35 74 152 230 391
Negative Months 6 17 25 46 88 130 198
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.85 9.71 10.54 18.89
Worst 10 Years Return (%) - Annualized 3.86 3.86 3.86
Best 10 Years Return (%) - Annualized 2.01 7.81 7.81 13.50
Worst 10 Years Return (%) - Annualized 1.04 1.04 1.04
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 39.58 20.80 15.84 10.54 8.66 6.93
Worst Rolling Return (%) - Annualized -27.21 -6.40 0.60 3.86 6.05
% Positive Periods 79% 95% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.30 28.58 18.11 10.32 7.39 6.38
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 3.75 4.58
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 37.20 17.53 12.95 7.81 6.12 4.29
Worst Rolling Return (%) - Annualized -27.21 -8.39 -2.26 1.04 3.38
% Positive Periods 73% 84% 93% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.30 28.58 18.11 10.32 7.39 6.38
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 3.75 4.58
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1975 - Jan 2024)
Best Rolling Return (%) - Annualized 49.03 34.18 28.56 18.89 14.65 13.20
Worst Rolling Return (%) - Annualized -27.21 -6.40 0.60 3.86 6.05 6.72
% Positive Periods 84% 97% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.30 28.58 18.11 10.32 7.39 6.31
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 3.75 4.58
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 45.43 30.25 24.65 13.50 9.64 8.38
Worst Rolling Return (%) - Annualized -27.21 -8.39 -2.26 1.04 3.38 4.09
% Positive Periods 75% 87% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.30 28.58 18.11 10.32 7.39 6.31
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 3.75 4.58
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 31 January 2024
Swipe left to see all data
Asset
SCZ
EFV
IJR
IJS
VTV
VV
IEI
SCZ
-
0.94
0.85
0.87
0.93
0.87
0.66
EFV
0.94
-
0.79
0.83
0.95
0.79
0.49
IJR
0.85
0.79
-
1.00
0.84
0.75
0.32
IJS
0.87
0.83
1.00
-
0.86
0.74
0.32
VTV
0.93
0.95
0.84
0.86
-
0.89
0.53
VV
0.87
0.79
0.75
0.74
0.89
-
0.64
IEI
0.66
0.49
0.32
0.32
0.53
0.64
-
Asset
SCZ
EFV
IJR
IJS
VTV
VV
IEI
SCZ
-
0.92
0.88
0.86
0.90
0.90
0.25
EFV
0.92
-
0.85
0.86
0.90
0.80
0.10
IJR
0.88
0.85
-
0.99
0.90
0.87
0.05
IJS
0.86
0.86
0.99
-
0.90
0.83
0.00
VTV
0.90
0.90
0.90
0.90
-
0.91
0.04
VV
0.90
0.80
0.87
0.83
0.91
-
0.22
IEI
0.25
0.10
0.05
0.00
0.04
0.22
-
Asset
SCZ
EFV
IJR
IJS
VTV
VV
IEI
SCZ
-
0.92
0.81
0.79
0.85
0.87
0.13
EFV
0.92
-
0.75
0.77
0.86
0.79
-0.01
IJR
0.81
0.75
-
0.99
0.88
0.85
-0.05
IJS
0.79
0.77
0.99
-
0.88
0.82
-0.09
VTV
0.85
0.86
0.88
0.88
-
0.93
-0.08
VV
0.87
0.79
0.85
0.82
0.93
-
0.08
IEI
0.13
-0.01
-0.05
-0.09
-0.08
0.08
-
Asset
SCZ
EFV
IJR
IJS
VTV
VV
IEI
SCZ
-
0.91
0.72
0.73
0.73
0.74
-0.09
EFV
0.91
-
0.73
0.75
0.82
0.79
-0.14
IJR
0.72
0.73
-
0.96
0.80
0.82
-0.18
IJS
0.73
0.75
0.96
-
0.85
0.82
-0.18
VTV
0.73
0.82
0.80
0.85
-
0.95
-0.14
VV
0.74
0.79
0.82
0.82
0.95
-
-0.10
IEI
-0.09
-0.14
-0.18
-0.18
-0.14
-0.10
-
Asset
SCZ
EFV
IJR
IJS
VTV
VV
IEI
SCZ
-
0.93
0.77
0.76
0.80
0.81
0.08
EFV
0.93
-
0.76
0.77
0.85
0.83
0.06
IJR
0.77
0.76
-
0.97
0.83
0.84
0.02
IJS
0.76
0.77
0.97
-
0.86
0.83
0.03
VTV
0.80
0.85
0.83
0.86
-
0.95
0.08
VV
0.81
0.83
0.84
0.83
0.95
-
0.10
IEI
0.08
0.06
0.02
0.03
0.08
0.10
-

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.

TIM MAURER SIMPLE MONEY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1975 - 31 January 2024 (~49 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-32.39% Nov 2007 Feb 2009 16 Oct 2010 20 36 14.00
-18.44% Sep 2021 Sep 2022 13 in progress 16 29 8.34
-14.55% Jan 2020 Mar 2020 3 Nov 2020 8 11 6.58
-11.27% May 2011 Sep 2011 5 Mar 2012 6 11 5.07
-9.50% May 1998 Aug 1998 4 Dec 1998 4 8 4.41
-8.98% Jun 2002 Sep 2002 4 May 2003 8 12 6.17
-8.67% Sep 2018 Dec 2018 4 Jun 2019 6 10 3.88
-6.83% Feb 2001 Sep 2001 8 Mar 2002 6 14 2.98
-6.66% Jun 2015 Feb 2016 9 Jul 2016 5 14 3.39
-6.44% Feb 1994 Jun 1994 5 Apr 1995 10 15 3.96
-5.80% Apr 2012 May 2012 2 Sep 2012 4 6 2.67
-3.42% Feb 1999 Feb 1999 1 Apr 1999 2 3 1.76
-3.17% Jul 2014 Sep 2014 3 Feb 2015 5 8 1.65
-3.15% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.86
-2.93% Sep 2000 Nov 2000 3 Dec 2000 1 4 1.62
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 130 2.8 Months 36.01%
 
DD = 0% 36.01%
 
0% < DD <= -5% 152 2.4 Months 42.11%
 
DD <= -5% 78.12%
 
-5% < DD <= -10% 55 6.6 Months 15.24%
 
DD <= -10% 93.35%
 
-10% < DD <= -15% 14 25.8 Months 3.88%
 
DD <= -15% 97.23%
 
-15% < DD <= -20% 3 120.3 Months 0.83%
 
DD <= -20% 98.06%
 
-20% < DD <= -25% 4 90.3 Months 1.11%
 
DD <= -25% 99.17%
 
-25% < DD <= -30% 2 180.5 Months 0.55%
 
DD <= -30% 99.72%
 
-30% < DD <= -35% 1 361.0 Months 0.28%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
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
-33.50% Nov 2007 Feb 2009 16 Feb 2011 24 40 15.13
-25.54% Jun 2021 Sep 2022 16 in progress 16 32 15.24
-14.39% Jan 2020 Mar 2020 3 Nov 2020 8 11 6.38
-12.25% May 2011 Sep 2011 5 Dec 2012 15 20 5.07
-10.63% Jun 2002 Mar 2003 10 May 2003 2 12 7.25
-10.16% May 1998 Aug 1998 4 Apr 1999 8 12 4.38
-10.08% Feb 2018 Dec 2018 11 Nov 2019 11 22 4.05
-8.14% Feb 2001 Sep 2001 8 Apr 2002 7 15 3.66
-7.96% Feb 1994 Nov 1994 10 May 1995 6 16 5.28
-6.79% Jun 2015 Feb 2016 9 Aug 2016 6 15 3.57
-3.77% Sep 2000 Nov 2000 3 Dec 2000 1 4 2.14
-3.48% Apr 2004 May 2004 2 Oct 2004 5 7 2.22
-3.36% May 2006 Jul 2006 3 Oct 2006 3 6 2.14
-3.27% Jul 2014 Sep 2014 3 Feb 2015 5 8 1.55
-3.26% Jun 1996 Jul 1996 2 Oct 1996 3 5 1.65
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 99 3.6 Months 27.42%
 
DD = 0% 27.42%
 
0% < DD <= -5% 156 2.3 Months 43.21%
 
DD <= -5% 70.64%
 
-5% < DD <= -10% 54 6.7 Months 14.96%
 
DD <= -10% 85.60%
 
-10% < DD <= -15% 23 15.7 Months 6.37%
 
DD <= -15% 91.97%
 
-15% < DD <= -20% 15 24.1 Months 4.16%
 
DD <= -20% 96.12%
 
-20% < DD <= -25% 8 45.1 Months 2.22%
 
DD <= -25% 98.34%
 
-25% < DD <= -30% 5 72.2 Months 1.39%
 
DD <= -30% 99.72%
 
-30% < DD <= -35% 1 361.0 Months 0.28%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
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
-32.39% Nov 2007 Feb 2009 16 Oct 2010 20 36 14.00
-18.44% Sep 2021 Sep 2022 13 in progress 16 29 8.34
-17.06% Sep 1987 Nov 1987 3 Sep 1988 10 13 8.03
-14.55% Jan 2020 Mar 2020 3 Nov 2020 8 11 6.58
-11.99% Jan 1990 Oct 1990 10 Feb 1991 4 14 6.16
-11.27% May 2011 Sep 2011 5 Mar 2012 6 11 5.07
-10.06% Feb 1980 Mar 1980 2 May 1980 2 4 5.01
-9.50% May 1998 Aug 1998 4 Dec 1998 4 8 4.41
-8.98% Jun 2002 Sep 2002 4 May 2003 8 12 6.17
-8.67% Sep 2018 Dec 2018 4 Jun 2019 6 10 3.88
-7.97% Jul 1975 Sep 1975 3 Jan 1976 4 7 3.97
-7.67% Dec 1981 Jun 1982 7 Aug 1982 2 9 5.21
-7.65% Sep 1979 Oct 1979 2 Jan 1980 3 5 3.41
-7.35% Jul 1981 Sep 1981 3 Nov 1981 2 5 3.69
-7.08% Oct 1978 Oct 1978 1 Jan 1979 3 4 3.88
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 251 2.4 Months 42.54%
 
DD = 0% 42.54%
 
0% < DD <= -5% 233 2.5 Months 39.49%
 
DD <= -5% 82.03%
 
-5% < DD <= -10% 76 7.8 Months 12.88%
 
DD <= -10% 94.92%
 
-10% < DD <= -15% 19 31.1 Months 3.22%
 
DD <= -15% 98.14%
 
-15% < DD <= -20% 4 147.5 Months 0.68%
 
DD <= -20% 98.81%
 
-20% < DD <= -25% 4 147.5 Months 0.68%
 
DD <= -25% 99.49%
 
-25% < DD <= -30% 2 295.0 Months 0.34%
 
DD <= -30% 99.83%
 
-30% < DD <= -35% 1 590.0 Months 0.17%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
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
-33.50% Nov 2007 Feb 2009 16 Feb 2011 24 40 15.13
-25.54% Jun 2021 Sep 2022 16 in progress 16 32 15.24
-17.85% Sep 1987 Nov 1987 3 Jan 1989 14 17 8.33
-17.45% Sep 1989 Oct 1990 14 Dec 1991 14 28 7.72
-16.55% Sep 1978 Mar 1980 19 Oct 1982 31 50 6.84
-14.39% Jan 2020 Mar 2020 3 Nov 2020 8 11 6.38
-12.25% May 2011 Sep 2011 5 Dec 2012 15 20 5.07
-10.63% Jun 2002 Mar 2003 10 May 2003 2 12 7.25
-10.16% May 1998 Aug 1998 4 Apr 1999 8 12 4.38
-10.08% Feb 2018 Dec 2018 11 Nov 2019 11 22 4.05
-9.83% Jul 1975 Sep 1975 3 Jan 1976 4 7 5.56
-8.27% Dec 1983 May 1984 6 Sep 1984 4 10 4.30
-8.14% Feb 2001 Sep 2001 8 Apr 2002 7 15 3.66
-7.96% Feb 1994 Nov 1994 10 May 1995 6 16 5.28
-6.79% Jun 2015 Feb 2016 9 Aug 2016 6 15 3.57
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 179 3.3 Months 30.34%
 
DD = 0% 30.34%
 
0% < DD <= -5% 247 2.4 Months 41.86%
 
DD <= -5% 72.20%
 
-5% < DD <= -10% 95 6.2 Months 16.10%
 
DD <= -10% 88.31%
 
-10% < DD <= -15% 36 16.4 Months 6.10%
 
DD <= -15% 94.41%
 
-15% < DD <= -20% 19 31.1 Months 3.22%
 
DD <= -20% 97.63%
 
-20% < DD <= -25% 8 73.8 Months 1.36%
 
DD <= -25% 98.98%
 
-25% < DD <= -30% 5 118.0 Months 0.85%
 
DD <= -30% 99.83%
 
-30% < DD <= -35% 1 590.0 Months 0.17%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
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.

TIM MAURER SIMPLE MONEY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1975 - 31 January 2024 (~49 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 -27.21 03/2008
02/2009
0.72$ -1.06 0.98$ 8.19 1.08$ 16.37 1.16$ 39.58 04/2003
03/2004
1.39$ 4.63 20.92%
2Y -14.86 03/2007
02/2009
0.72$ 1.01 1.02$ 7.97 1.16$ 13.29 1.28$ 25.94 03/2009
02/2011
1.58$ 0.20 12.46%
3Y -6.40 03/2006
02/2009
0.82$ 2.90 1.08$ 7.39 1.23$ 12.23 1.41$ 20.80 04/2003
03/2006
1.76$ 2.42 4.31%
5Y 0.60 03/2004
02/2009
1.03$ 3.77 1.20$ 7.20 1.41$ 10.38 1.63$ 15.84 11/2002
10/2007
2.08$ 4.97 0.00%
7Y 3.90 10/2015
09/2022
1.30$ 5.33 1.43$ 7.10 1.61$ 9.30 1.86$ 11.52 06/2000
05/2007
2.14$ 4.96 0.00%
10Y 3.86 11/2013
10/2023
1.45$ 5.45 1.70$ 7.37 2.03$ 9.43 2.46$ 10.54 05/1997
04/2007
2.72$ 4.85 0.00%
15Y 4.08 10/2007
09/2022
1.82$ 5.78 2.32$ 7.46 2.94$ 8.09 3.20$ 8.99 02/2003
01/2018
3.63$ 7.49 0.00%
20Y 6.05 11/2003
10/2023
3.23$ 6.83 3.74$ 7.42 4.18$ 7.99 4.65$ 8.66 07/1994
06/2014
5.26$ 6.19 0.00%
30Y 6.93 02/1994
01/2024
7.46$ 6.93 7.46$ 6.93 7.46$ 6.93 7.46$ 6.93 02/1994
01/2024
7.46$ 6.93 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 -27.21 03/2008
02/2009
0.72$ -3.33 0.96$ 5.30 1.05$ 13.80 1.13$ 37.20 04/2003
03/2004
1.37$ 1.48 26.65%
2Y -16.57 03/2007
02/2009
0.69$ -0.71 0.98$ 5.15 1.10$ 10.20 1.21$ 23.31 03/2009
02/2011
1.52$ -4.32 18.10%
3Y -8.39 03/2006
02/2009
0.76$ -0.22 0.99$ 4.99 1.15$ 9.57 1.31$ 17.53 04/2003
03/2006
1.62$ -3.06 16.00%
5Y -2.26 10/2017
09/2022
0.89$ 1.32 1.06$ 5.17 1.28$ 7.74 1.45$ 12.95 03/2009
02/2014
1.83$ 0.77 6.98%
7Y 0.58 11/2016
10/2023
1.04$ 3.07 1.23$ 5.12 1.41$ 6.69 1.57$ 8.69 03/2009
02/2016
1.79$ 1.42 0.00%
10Y 1.04 11/2013
10/2023
1.10$ 3.41 1.39$ 5.14 1.65$ 6.79 1.92$ 7.81 03/2009
02/2019
2.12$ 2.01 0.00%
15Y 1.67 10/2007
09/2022
1.28$ 3.78 1.74$ 5.02 2.08$ 5.65 2.28$ 6.76 02/2003
01/2018
2.66$ 4.80 0.00%
20Y 3.38 11/2003
10/2023
1.94$ 4.54 2.42$ 5.13 2.71$ 5.59 2.96$ 6.12 07/1994
06/2014
3.28$ 3.53 0.00%
30Y 4.29 02/1994
01/2024
3.52$ 4.29 3.52$ 4.29 3.52$ 4.29 3.52$ 4.29 02/1994
01/2024
3.52$ 4.29 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 -27.21 03/2008
02/2009
0.72$ -0.09 0.99$ 10.19 1.10$ 19.99 1.19$ 49.03 07/1982
06/1983
1.49$ 4.63 15.40%
2Y -14.86 03/2007
02/2009
0.72$ 3.09 1.06$ 10.27 1.21$ 15.65 1.33$ 37.44 07/1984
06/1986
1.88$ 0.20 7.42%
3Y -6.40 03/2006
02/2009
0.82$ 4.60 1.14$ 9.33 1.30$ 15.62 1.54$ 34.18 08/1984
07/1987
2.41$ 2.42 2.53%
5Y 0.60 03/2004
02/2009
1.03$ 4.85 1.26$ 9.64 1.58$ 14.82 1.99$ 28.56 08/1982
07/1987
3.51$ 4.97 0.00%
7Y 3.90 10/2015
09/2022
1.30$ 5.84 1.48$ 9.28 1.86$ 15.27 2.70$ 23.35 08/1982
07/1989
4.34$ 4.96 0.00%
10Y 3.86 11/2013
10/2023
1.45$ 6.57 1.88$ 9.31 2.43$ 15.87 4.36$ 18.89 09/1977
08/1987
5.64$ 4.85 0.00%
15Y 4.08 10/2007
09/2022
1.82$ 6.83 2.69$ 8.84 3.56$ 14.62 7.74$ 17.23 01/1975
12/1989
10.85$ 7.49 0.00%
20Y 6.05 11/2003
10/2023
3.23$ 7.30 4.09$ 8.82 5.42$ 13.36 12.28$ 14.65 01/1975
12/1994
15.39$ 6.19 0.00%
30Y 6.72 11/1993
10/2023
7.03$ 7.82 9.58$ 10.43 19.62$ 12.37 33.09$ 13.20 01/1975
12/2004
41.29$ 6.93 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 -27.21 03/2008
02/2009
0.72$ -2.86 0.97$ 5.68 1.05$ 15.43 1.15$ 45.43 07/1982
06/1983
1.45$ 1.48 24.74%
2Y -16.57 03/2007
02/2009
0.69$ -0.16 0.99$ 6.01 1.12$ 12.07 1.25$ 33.81 07/1984
06/1986
1.79$ -4.32 15.72%
3Y -8.39 03/2006
02/2009
0.76$ 0.99 1.02$ 5.56 1.17$ 11.32 1.37$ 30.25 08/1984
07/1987
2.20$ -3.06 12.27%
5Y -2.26 10/2017
09/2022
0.89$ 2.17 1.11$ 5.85 1.32$ 10.32 1.63$ 24.65 08/1982
07/1987
3.00$ 0.77 4.34%
7Y 0.58 11/2016
10/2023
1.04$ 3.52 1.27$ 5.90 1.49$ 10.20 1.97$ 19.12 08/1982
07/1989
3.40$ 1.42 0.00%
10Y 1.04 11/2013
10/2023
1.10$ 4.39 1.53$ 6.36 1.85$ 10.63 2.74$ 13.50 08/1982
07/1992
3.54$ 2.01 0.00%
15Y 1.67 10/2007
09/2022
1.28$ 4.51 1.93$ 5.98 2.38$ 9.42 3.86$ 11.97 08/1982
07/1997
5.44$ 4.80 0.00%
20Y 3.38 11/2003
10/2023
1.94$ 4.94 2.62$ 6.07 3.25$ 8.72 5.32$ 9.64 07/1982
06/2002
6.30$ 3.53 0.00%
30Y 4.09 11/1993
10/2023
3.33$ 5.29 4.70$ 7.09 7.79$ 7.88 9.72$ 8.38 01/1975
12/2004
11.18$ 4.29 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 Tim Maurer Simple Money Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Tim Maurer Simple Money 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
0.25
40%
-0.71
40%
-1.42
60%
1.07
80%
-0.01
60%
0.39
60%
1.72
80%
-0.53
40%
-2.31
20%
0.95
60%
3.81
80%
2.33
80%
Best 5.6
2023
2.8
2021
2.1
2021
5.0
2020
2.8
2020
4.0
2019
4.3
2022
3.1
2020
2.0
2019
4.8
2022
8.4
2020
5.4
2023
Worst -2.6
2022
-4.5
2020
-9.3
2020
-4.7
2022
-3.7
2019
-5.7
2022
-0.3
2019
-3.7
2022
-6.8
2022
-2.7
2023
-2.4
2021
-2.1
2022
Monthly Seasonality over the period Feb 1975 - Jan 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
0.69
50%
0.10
50%
-0.21
50%
0.95
90%
0.34
80%
0.22
50%
1.29
80%
-0.38
50%
-1.34
30%
0.41
60%
2.32
90%
0.80
60%
Best 5.6
2023
3.2
2014
4.6
2016
5.0
2020
2.8
2020
4.0
2019
4.3
2022
3.1
2020
2.2
2017
4.8
2022
8.4
2020
5.4
2023
Worst -2.8
2016
-4.5
2020
-9.3
2020
-4.7
2022
-3.7
2019
-5.7
2022
-2.0
2014
-3.7
2022
-6.8
2022
-5.0
2018
-2.4
2021
-4.3
2018
Monthly Seasonality over the period Feb 1975 - Jan 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
1.18
64%
0.50
63%
0.84
69%
1.46
80%
0.87
69%
0.76
59%
0.77
63%
0.48
63%
-0.12
53%
0.39
59%
1.62
76%
1.52
78%
Best 9.7
1975
6.8
1986
5.6
1986
7.7
2009
6.1
2003
4.3
1988
5.9
2009
8.5
1982
5.9
2010
8.8
1982
8.4
2020
7.6
1991
Worst -7.9
2009
-6.7
2009
-9.3
2020
-4.7
2022
-5.4
2010
-5.7
2022
-4.8
2002
-7.5
1998
-6.8
2022
-12.9
1987
-3.3
1987
-4.3
2018
Monthly Seasonality over the period Feb 1975 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Tim Maurer Simple Money Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

TIM MAURER SIMPLE MONEY PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1975 - 31 January 2024 (~49 years)
230 Positive Months (64%) - 130 Negative Months (36%)
391 Positive Months (66%) - 198 Negative Months (34%)
Swipe left to see all data
(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:
  • SCZ - iShares MSCI EAFE Small-Cap (SCZ), up to December 2007
  • EFV - iShares MSCI EAFE Value (EFV), up to December 2005
  • 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
  • VTV - Vanguard Value (VTV), up to December 2004
  • VV - Vanguard Large-Cap (VV), up to December 2004
  • IEI - iShares 3-7 Year Treasury Bond (IEI), up to December 2007

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
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.16 9.93 -30.09 45 40 15
Stocks/Bonds 60/40 +8.05 9.63 -30.55 60 40 0
Stocks/Bonds 40/60 Momentum +7.86 7.02 -21.11 40 60 0
Couch Potato Scott Burns +7.86 8.77 -27.04 50 50 0
In Saecula Saeculorum Fulvio Marchese +7.58 7.84 -20.39 45 45 10
Golden Butterfly Tyler +7.47 7.74 -17.79 40 40 20
Aim comfortable trip Aim Ways +7.34 7.60 -20.15 40 45 15
All Weather Portfolio Ray Dalio +7.22 7.43 -20.58 30 55 15
Marc Faber Portfolio Marc Faber +7.16 9.67 -28.82 50 25 25
Edge Select Moderate Merrill Lynch +7.12 8.97 -29.58 53 47 0
Robo Advisor 50 Betterment +7.01 9.31 -30.72 49.9 50.1 0
Simple Money Portfolio Tim Maurer +6.93 9.13 -32.39 60 40 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.48 9.58 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.83 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.16 9.93 -30.09 45 40 15
Talmud Portfolio Roger Gibson +8.07 10.85 -40.17 66.7 33.3 0
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