John Wasik Nano Portfolio vs Time Money Inc Tilt Toward Value Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

(Change Settings)

Results

30 Years
(1995/07 - 2025/06)

All Data
(1985/01 - 2025/06)

Inflation Adjusted:

John Wasik Nano Portfolio

1.00$
Invested Capital
July 1995
8.60$
Final Capital
June 2025
7.44%
Yearly Return
9.73%
Std Deviation
-36.66%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
July 1995
4.09$
Final Capital
June 2025
4.80%
Yearly Return
9.73%
Std Deviation
-37.71%
Max Drawdown
40months
Recovery Period

1.00$
Invested Capital
January 1985
30.22$
Final Capital
June 2025
8.78%
Yearly Return
9.51%
Std Deviation
-36.66%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
January 1985
9.94$
Final Capital
June 2025
5.84%
Yearly Return
9.51%
Std Deviation
-37.71%
Max Drawdown
40months
Recovery Period

Time Money Inc Tilt Toward Value Portfolio

1.00$
Invested Capital
July 1995
8.99$
Final Capital
June 2025
7.59%
Yearly Return
9.51%
Std Deviation
-34.63%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
July 1995
4.27$
Final Capital
June 2025
4.96%
Yearly Return
9.51%
Std Deviation
-35.71%
Max Drawdown
40months
Recovery Period

1.00$
Invested Capital
January 1985
32.55$
Final Capital
June 2025
8.98%
Yearly Return
9.35%
Std Deviation
-34.63%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
January 1985
10.71$
Final Capital
June 2025
6.03%
Yearly Return
9.35%
Std Deviation
-35.71%
Max Drawdown
40months
Recovery Period

As of June 2025, in the previous 30 Years, the John Wasik Nano Portfolio obtained a 7.44% compound annual return, with a 9.73% standard deviation. It suffered a maximum drawdown of -36.66% that required 36 months to be recovered.

As of June 2025, in the previous 30 Years, the Time Money Inc Tilt Toward Value Portfolio obtained a 7.59% compound annual return, with a 9.51% standard deviation. It suffered a maximum drawdown of -34.63% that required 36 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

John Wasik Nano Portfolio

Weight (%)	Ticker	Name
20.00	EFA	iShares MSCI EAFE
20.00	VTI	Vanguard Total Stock Market
20.00	VNQ	Vanguard Real Estate
20.00	TIP	iShares TIPS Bond
20.00	BND	Vanguard Total Bond Market

Time Money Inc Tilt Toward Value Portfolio

Weight (%)	Ticker	Name
25.00	VTI	Vanguard Total Stock Market
15.00	VEU	Vanguard FTSE All-World ex-US
10.00	VNQ	Vanguard Real Estate
5.00	IJS	iShares S&P Small-Cap 600 Value
5.00	VTV	Vanguard Value
30.00	BND	Vanguard Total Bond Market
10.00	BNDX	Vanguard Total International Bond

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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/07 - 2025/06)

All Data
(1985/01 - 2025/06)

Inflation Adjusted:

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Nano Portfolio John Wasik	1 $	8.60 $	759.84%	7.44%
Tilt Toward Value Time Money Inc	1 $	8.99 $	798.97%	7.59%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Nano Portfolio John Wasik	1 $	4.09 $	308.65%	4.80%
Tilt Toward Value Time Money Inc	1 $	4.27 $	327.25%	4.96%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Nano Portfolio John Wasik	1 $	30.22 $	2 922.22%	8.78%
Tilt Toward Value Time Money Inc	1 $	32.55 $	3 154.72%	8.98%
	Jan 1985	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Nano Portfolio John Wasik	1 $	9.94 $	894.33%	5.84%
Tilt Toward Value Time Money Inc	1 $	10.71 $	970.82%	6.03%
	Jan 1985	Jun 2025

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		Return (%) as of Jun 30, 2025
		YTD (6M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Nano Portfolio John Wasik	7.32	2.14	7.32	11.24	6.95	6.13	7.44	8.78
	Tilt Toward Value Time Money Inc	5.64	2.82	5.64	11.05	7.42	6.65	7.59	8.98
Returns over 1 year are annualized.

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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 July 2024 - 30 June 2025 (1 year)

Period: 1 July 2020 - 30 June 2025 (5 years)

Period: 1 July 2015 - 30 June 2025 (10 years)

Period: 1 July 1995 - 30 June 2025 (30 years)

Period: 1 January 1985 - 30 June 2025 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2025/06)

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	Nano Portfolio	Tilt Toward Value
Author	John Wasik	Time Money Inc
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	11.24	11.05
Infl. Adjusted (%)	8.59	8.41
DRAWDOWN
Deepest Drawdown Depth (%)	-3.83	-3.31
Start to Recovery (months)	5	7
Longest Drawdown Depth (%)	-3.83	-3.31
Start to Recovery (months)	5	7
Longest Negative Period (months)	7	7
RISK INDICATORS
Standard Deviation (%)	7.58	7.72
Sharpe Ratio	0.87	0.83
Sortino Ratio	1.04	1.04
Ulcer Index	1.48	1.67
Ratio: Return / Standard Deviation	1.48	1.43
Ratio: Return / Deepest Drawdown	2.93	3.34
Metrics calculated over the period 1 July 2024 - 30 June 2025

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	Nano Portfolio	Tilt Toward Value
Author	John Wasik	Time Money Inc
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	6.95	7.42
Infl. Adjusted (%)	2.32	2.77
DRAWDOWN
Deepest Drawdown Depth (%)	-22.12	-20.45
Start to Recovery (months)	32	31
Longest Drawdown Depth (%)	-22.12	-20.45
Start to Recovery (months)	32	31
Longest Negative Period (months)	35	35
RISK INDICATORS
Standard Deviation (%)	11.63	11.17
Sharpe Ratio	0.37	0.42
Sortino Ratio	0.49	0.58
Ulcer Index	8.60	7.64
Ratio: Return / Standard Deviation	0.60	0.66
Ratio: Return / Deepest Drawdown	0.31	0.36
Metrics calculated over the period 1 July 2020 - 30 June 2025

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	Nano Portfolio	Tilt Toward Value
Author	John Wasik	Time Money Inc
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	6.13	6.65
Infl. Adjusted (%)	3.00	3.50
DRAWDOWN
Deepest Drawdown Depth (%)	-22.12	-20.45
Start to Recovery (months)	32	31
Longest Drawdown Depth (%)	-22.12	-20.45
Start to Recovery (months)	32	31
Longest Negative Period (months)	35	35
RISK INDICATORS
Standard Deviation (%)	10.27	10.11
Sharpe Ratio	0.42	0.48
Sortino Ratio	0.55	0.63
Ulcer Index	6.47	5.82
Ratio: Return / Standard Deviation	0.60	0.66
Ratio: Return / Deepest Drawdown	0.28	0.33
Metrics calculated over the period 1 July 2015 - 30 June 2025

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	Nano Portfolio	Tilt Toward Value
Author	John Wasik	Time Money Inc
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	7.44	7.59
Infl. Adjusted (%)	4.80	4.96
DRAWDOWN
Deepest Drawdown Depth (%)	-36.66	-34.63
Start to Recovery (months)	36	36
Longest Drawdown Depth (%)	-36.66	-34.63
Start to Recovery (months)	36	36
Longest Negative Period (months)	62	62
RISK INDICATORS
Standard Deviation (%)	9.73	9.51
Sharpe Ratio	0.53	0.56
Sortino Ratio	0.68	0.73
Ulcer Index	6.64	6.33
Ratio: Return / Standard Deviation	0.76	0.80
Ratio: Return / Deepest Drawdown	0.20	0.22
Metrics calculated over the period 1 July 1995 - 30 June 2025

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	Nano Portfolio	Tilt Toward Value
Author	John Wasik	Time Money Inc
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	8.78	8.98
Infl. Adjusted (%)	5.84	6.03
DRAWDOWN
Deepest Drawdown Depth (%)	-36.66	-34.63
Start to Recovery (months)	36	36
Longest Drawdown Depth (%)	-36.66	-34.63
Start to Recovery (months)	36	36
Longest Negative Period (months)	62	62
RISK INDICATORS
Standard Deviation (%)	9.51	9.35
Sharpe Ratio	0.59	0.62
Sortino Ratio	0.77	0.81
Ulcer Index	5.95	5.69
Ratio: Return / Standard Deviation	0.92	0.96
Ratio: Return / Deepest Drawdown	0.24	0.26
Metrics calculated over the period 1 January 1985 - 30 June 2025

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.

DRAWDOWN COMPARISON

Period: 1 July 1995 - 30 June 2025 (30 years)

Period: 1 January 1985 - 30 June 2025 (~41 years)

30 Years
(1995/07 - 2025/06)

Chart Table

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Nano Portfolio			Tilt Toward Value
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-36.66	36	Nov 2007 Oct 2010
			-34.63	36	Nov 2007 Oct 2010
-22.12	32	Jan 2022 Aug 2024
			-20.45	31	Jan 2022 Jul 2024
			-13.65	8	Jan 2020 Aug 2020
-13.34	7	Feb 2020 Aug 2020
			-12.06	30	Feb 2001 Jul 2003
			-10.48	10	May 2011 Feb 2012
-9.69	9	May 2011 Jan 2012
			-9.30	5	Jul 1998 Nov 1998
-8.33	6	Jul 1998 Dec 1998
			-7.55	7	Sep 2018 Mar 2019
-7.24	12	Jun 2002 May 2003
-7.18	7	Sep 2018 Mar 2019
-6.01	15	Feb 2001 Apr 2002

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Nano Portfolio			Tilt Toward Value
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-36.66	36	Nov 2007 Oct 2010
			-34.63	36	Nov 2007 Oct 2010
-22.12	32	Jan 2022 Aug 2024
			-20.45	31	Jan 2022 Jul 2024
			-14.41	14	Sep 1987 Oct 1988
			-13.65	8	Jan 2020 Aug 2020
-13.34	7	Feb 2020 Aug 2020
			-12.06	30	Feb 2001 Jul 2003
-11.90	13	Sep 1987 Sep 1988
-11.67	14	Jan 1990 Feb 1991
			-10.60	14	Jan 1990 Feb 1991
			-10.48	10	May 2011 Feb 2012
-9.69	9	May 2011 Jan 2012
			-9.30	5	Jul 1998 Nov 1998
-8.33	6	Jul 1998 Dec 1998

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison

Annualized Rolling Returns Chart

Rolling Returns Chart - Inflation Adjusted

Time Period: 1 January 1985 - 30 June 2025 (~41 years)

Rolling Period:

Nano Portfolio
Tilt Toward Value

Head To Head (Ptf 1 vs Ptf 2):

US Inflation Adjusted:

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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.

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	Nano Portfolio		Tilt Toward Value
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	7.32	-1.48	5.64	-2.32
2024	7.03	-3.92	9.20	-3.65
2023	12.98	-8.30	13.77	-8.14
2022	-17.26	-22.12	-15.72	-20.45
2021	16.29	-3.22	13.78	-3.02
2020	8.50	-13.34	9.48	-13.65
2019	19.75	-1.71	19.75	-2.78
2018	-5.32	-7.18	-4.70	-7.55
2017	11.54	0.00	12.64	0.00
2016	6.00	-3.76	8.44	-2.65
2015	0.12	-5.73	-0.49	-5.68
2014	9.22	-3.12	9.15	-2.45
2013	9.31	-5.04	13.63	-2.68
2012	12.49	-3.95	12.28	-4.20
2011	3.71	-9.69	2.21	-10.48
2010	13.25	-6.63	13.64	-6.76
2009	19.70	-15.95	20.60	-14.20
2008	-21.62	-27.92	-20.90	-24.97
2007	3.53	-4.38	4.31	-3.67
2006	16.27	-2.01	15.11	-2.19
2005	7.29	-2.46	6.98	-2.03
2004	15.00	-5.67	13.17	-3.74
2003	23.73	-1.83	22.49	-2.07
2002	-1.46	-7.24	-5.34	-10.72
2001	-0.90	-6.01	-0.93	-8.48
2000	6.11	-3.54	3.38	-4.87
1999	10.50	-2.43	10.63	-2.63
1998	8.26	-8.33	11.41	-9.30
1997	14.11	-2.72	15.12	-2.77
1996	12.88	-1.62	13.03	-2.08
1995	18.62	-0.74	21.70	-0.67
1994	-1.54	-7.38	-0.98	-5.58
1993	17.13	-4.02	15.63	-3.08
1992	4.96	-3.58	7.03	-2.08
1991	22.28	-2.92	23.14	-2.96
1990	-5.87	-11.67	-4.76	-10.60
1989	15.85	-0.88	17.35	-1.11
1988	14.06	-1.90	15.07	-1.80
1987	6.15	-11.90	5.60	-14.41
1986	26.12	-3.06	22.92	-3.61
1985	30.93	-1.23	30.01	-1.51

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jun 30, 2025

Portfolio Metrics as of Jun 30, 2025

Drawdowns

Rolling Returns

Yearly Returns