Last Update: 31 March 2024
The Andrew Tobias Portfolio obtained a 6.66% compound annual return, with a 9.94% standard deviation, in the last 30 Years.
The Merrill Lynch Edge Select Moderate Portfolio obtained a 7.48% compound annual return, with a 8.93% standard deviation, in the last 30 Years.
Summary
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| Andrew Tobias Portfolio | Merrill Lynch Edge Select Moderate Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 66.67% | 53% |
| Fixed Income | 33.33% | 47% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +6.66% | +7.48% |
| Std Dev | 9.94% | 8.93% | |
| Max Drawdown | -36.42% | -29.58% | |
| All time Stats (Since Jan 1985) |
Return | +8.39% | +9.11% |
| Std Dev | 10.09% | 9.18% | |
| Max Drawdown | -36.42% | -29.58% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Andrew Tobias Portfolio | +2.23 | +14.35 | +15.50 | +7.72 | +6.18 | +6.66 | +8.39 |
| Merrill Lynch Edge Select Moderate Portfolio | +2.04 | +13.82 | +14.06 | +6.86 | +6.34 | +7.48 | +9.11 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Andrew Tobias Portfolio: an investment of 1$, since April 1994,
now would be worth 6.93$, with a total return of 592.86%
(6.66% annualized).
Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since April 1994, now would be worth 8.70$, with a total return of 769.82% (7.48% annualized).
Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since April 1994, now would be worth 8.70$, with a total return of 769.82% (7.48% annualized).
Andrew Tobias Portfolio: an investment of 1$, since January 1985,
now would be worth 23.62$, with a total return of 2261.82%
(8.39% annualized).
Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1985, now would be worth 30.65$, with a total return of 2964.95% (9.11% annualized).
Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1985, now would be worth 30.65$, with a total return of 2964.95% (9.11% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Andrew Tobias Portfolio
|
Merrill Lynch Edge Select Moderate Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -36.42% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 16.59 | |||||
| -29.58% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 13.63 | |||||
| -25.91% | Apr 2000 | Sep 2002 (30) | Oct 2004 (55) | 13.82 | |||||
| -20.56% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 10.84 | |||||
| -18.85% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.07 | |||||
| -15.42% | Sep 2000 | Sep 2002 (25) | Oct 2003 (38) | 8.32 | |||||
| -13.71% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.18 | |||||
| -13.69% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 5.66 | |||||
| -10.96% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 4.84 | |||||
| -9.73% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 5.25 | |||||
| -9.65% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 3.99 | |||||
| -8.88% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.57 | |||||
| -8.81% | Jun 2015 | Feb 2016 (9) | Dec 2016 (19) | 4.04 | |||||
| -7.97% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 3.78 | |||||
| -7.17% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.46 | |||||
| -6.44% | May 2015 | Feb 2016 (10) | Jun 2016 (14) | 3.46 | |||||
| -5.89% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.33 | |||||
| -4.35% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 1.94 | |||||
| -4.08% | Aug 1997 | Aug 1997 (1) | Jan 1998 (6) | 2.09 | |||||
| -3.85% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.03 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Andrew Tobias Portfolio
|
Merrill Lynch Edge Select Moderate Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -36.42% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 16.59 | |||||
| -29.58% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 13.63 | |||||
| -25.91% | Apr 2000 | Sep 2002 (30) | Oct 2004 (55) | 13.82 | |||||
| -20.56% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 10.84 | |||||
| -18.85% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.07 | |||||
| -15.42% | Sep 2000 | Sep 2002 (25) | Oct 2003 (38) | 8.32 | |||||
| -15.26% | Sep 1987 | Nov 1987 (3) | Dec 1988 (16) | 6.95 | |||||
| -14.68% | Sep 1987 | Nov 1987 (3) | Nov 1988 (15) | 6.82 | |||||
| -13.71% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.18 | |||||
| -13.69% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 5.66 | |||||
| -12.76% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 6.48 | |||||
| -10.96% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 4.84 | |||||
| -10.40% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 5.57 | |||||
| -9.73% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 5.25 | |||||
| -9.65% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 3.99 | |||||
| -8.88% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.57 | |||||
| -8.81% | Jun 2015 | Feb 2016 (9) | Dec 2016 (19) | 4.04 | |||||
| -7.97% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 3.78 | |||||
| -7.17% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.46 | |||||
| -6.44% | May 2015 | Feb 2016 (10) | Jun 2016 (14) | 3.46 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.27%
|
0.00% |
+3.80%
|
-0.14% |
| 2023 |
+16.14%
|
-6.52% |
+16.31%
|
-7.34% |
| 2022 |
-12.58%
|
-18.85% |
-16.06%
|
-20.56% |
| 2021 |
+12.14%
|
-2.75% |
+9.66%
|
-2.75% |
| 2020 |
+10.55%
|
-13.71% |
+13.88%
|
-10.96% |
| 2019 |
+18.69%
|
-3.79% |
+19.44%
|
-3.06% |
| 2018 |
-5.85%
|
-8.88% |
-4.47%
|
-7.17% |
| 2017 |
+15.52%
|
0.00% |
+15.00%
|
0.00% |
| 2016 |
+5.01%
|
-4.55% |
+7.31%
|
-2.51% |
| 2015 |
-0.07%
|
-7.19% |
-1.02%
|
-6.05% |
| 2014 |
+2.26%
|
-2.72% |
+6.15%
|
-2.15% |
| 2013 |
+18.36%
|
-1.78% |
+12.89%
|
-2.80% |
| 2012 |
+11.85%
|
-6.75% |
+11.74%
|
-4.35% |
| 2011 |
-3.28%
|
-13.69% |
+1.36%
|
-9.65% |
| 2010 |
+9.28%
|
-8.62% |
+11.88%
|
-5.89% |
| 2009 |
+18.73%
|
-13.67% |
+21.52%
|
-11.06% |
| 2008 |
-23.80%
|
-25.97% |
-18.62%
|
-22.60% |
| 2007 |
+7.55%
|
-3.36% |
+8.20%
|
-2.71% |
| 2006 |
+15.13%
|
-2.38% |
+12.10%
|
-2.46% |
| 2005 |
+7.05%
|
-2.58% |
+6.80%
|
-2.45% |
| 2004 |
+10.80%
|
-2.56% |
+10.27%
|
-2.82% |
| 2003 |
+24.42%
|
-3.85% |
+21.24%
|
-1.84% |
| 2002 |
-9.29%
|
-13.73% |
-5.21%
|
-10.16% |
| 2001 |
-8.37%
|
-14.61% |
-2.83%
|
-10.45% |
| 2000 |
-5.34%
|
-8.80% |
-1.46%
|
-6.21% |
| 1999 |
+21.21%
|
-2.27% |
+14.10%
|
-2.41% |
| 1998 |
+15.71%
|
-9.73% |
+14.87%
|
-7.97% |
| 1997 |
+12.04%
|
-3.41% |
+14.53%
|
-4.08% |
| 1996 |
+10.01%
|
-2.86% |
+10.99%
|
-2.45% |
| 1995 |
+17.29%
|
-0.92% |
+22.46%
|
-0.02% |
| 1994 |
+3.04%
|
-3.64% |
-0.46%
|
-5.84% |
| 1993 |
+15.62%
|
-4.17% |
+17.25%
|
-2.24% |
| 1992 |
+0.36%
|
-4.79% |
+4.97%
|
-2.63% |
| 1991 |
+17.79%
|
-3.72% |
+28.12%
|
-3.00% |
| 1990 |
-6.98%
|
-12.76% |
-1.02%
|
-10.40% |
| 1989 |
+17.49%
|
-1.63% |
+23.35%
|
-0.80% |
| 1988 |
+16.22%
|
-2.96% |
+14.65%
|
-2.43% |
| 1987 |
+12.63%
|
-14.68% |
+4.00%
|
-15.26% |
| 1986 |
+29.43%
|
-4.56% |
+21.58%
|
-4.43% |
| 1985 |
+33.71%
|
-1.51% |
+29.83%
|
-1.40% |
