Paul Merriman Ultimate Buy and Hold Strategy Portfolio vs US Stocks Quality Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - April 2025 (~49 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1976)
Inflation Adjusted:
Paul Merriman Ultimate Buy and Hold Strategy Portfolio
1.00$
Initial Capital
May 1995
11.13$
Final Capital
April 2025
8.36%
Yearly Return
15.76%
Std Deviation
-57.21%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
May 1995
5.27$
Final Capital
April 2025
5.70%
Yearly Return
15.76%
Std Deviation
-57.92%
Max Drawdown
71months
Recovery Period
1.00$
Initial Capital
January 1976
210.74$
Final Capital
April 2025
11.46%
Yearly Return
15.32%
Std Deviation
-57.21%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1976
36.57$
Final Capital
April 2025
7.57%
Yearly Return
15.32%
Std Deviation
-57.92%
Max Drawdown
71months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
May 1995
25.22$
Final Capital
April 2025
11.36%
Yearly Return
15.15%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
May 1995
11.95$
Final Capital
April 2025
8.62%
Yearly Return
15.15%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period
1.00$
Initial Capital
January 1976
302.59$
Final Capital
April 2025
12.28%
Yearly Return
15.00%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1976
52.51$
Final Capital
April 2025
8.36%
Yearly Return
15.00%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period

As of April 2025, in the previous 30 Years, the Paul Merriman Ultimate Buy and Hold Strategy Portfolio obtained a 8.36% compound annual return, with a 15.76% standard deviation. It suffered a maximum drawdown of -57.21% that required 63 months to be recovered.

As of April 2025, in the previous 30 Years, the US Stocks Quality Portfolio obtained a 11.36% compound annual return, with a 15.15% standard deviation. It suffered a maximum drawdown of -46.25% that required 40 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.

Paul Merriman Ultimate Buy and Hold Strategy Portfolio
Weight
(%)		 Ticker Name
10.00
DLS
WisdomTree International SmallCp Div
10.00
EEM
iShares MSCI Emerging Markets
10.00
IJR
iShares Core S&P Small-Cap
10.00
IJS
iShares S&P Small-Cap 600 Value
10.00
SPY
SPDR S&P 500
10.00
VTV
Vanguard Value
10.00
VEA
Vanguard FTSE Developed Markets
10.00
SCZ
iShares MSCI EAFE Small-Cap
10.00
EFV
iShares MSCI EAFE Value
10.00
VNQ
Vanguard Real Estate
US Stocks Quality Portfolio
Weight
(%)		 Ticker Name
100.00
QUAL
iShares Edge MSCI USA Quality Factor ETF
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1976 - 30 April 2025 (~49 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_paul_merriman.webp Ultimate Buy and Hold Strategy
Paul Merriman 		1.75 0.18 0.66 10.21 11.38 6.65 8.36 11.46
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Quality
-- Market Benchmark 		-4.68 -0.89 -3.49 9.03 14.75 12.05 11.36 12.28
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Paul Merriman Ultimate Buy and Hold Strategy Portfolio: an investment of 1$, since May 1995, now would be worth 11.13$, with a total return of 1012.65% (8.36% annualized).

US Stocks Quality Portfolio: an investment of 1$, since May 1995, now would be worth 25.22$, with a total return of 2422.02% (11.36% annualized).


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Paul Merriman Ultimate Buy and Hold Strategy Portfolio: an investment of 1$, since January 1976, now would be worth 210.74$, with a total return of 20974.05% (11.46% annualized).

US Stocks Quality Portfolio: an investment of 1$, since January 1976, now would be worth 302.59$, with a total return of 30159.42% (12.28% annualized).


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Portfolio Metrics as of Apr 30, 2025

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

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1976 - 30 April 2025 (~49 years)
Swipe left to see all data
Ultimate Buy and Hold Strategy US Stocks Quality
Author Paul Merriman
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.21 9.03
Infl. Adjusted Return (%) 7.73 6.58
DRAWDOWN
Deepest Drawdown Depth (%) -4.57 -8.11
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -4.57 -8.11
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 8* 9*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.25 11.49
Sharpe Ratio 0.53 0.37
Sortino Ratio 0.71 0.50
Ulcer Index 2.10 3.26
Ratio: Return / Standard Deviation 1.00 0.79
Ratio: Return / Deepest Drawdown 2.23 1.11
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Ultimate Buy and Hold Strategy US Stocks Quality
Author Paul Merriman
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.38 14.75
Infl. Adjusted Return (%) 6.51 9.72
DRAWDOWN
Deepest Drawdown Depth (%) -24.70 -27.78
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -24.70 -27.78
Start to Recovery (months) 27 24
Longest Negative Period (months) 34 27
RISK INDICATORS
Standard Deviation (%) 15.72 17.05
Sharpe Ratio 0.56 0.72
Sortino Ratio 0.79 0.96
Ulcer Index 7.98 9.14
Ratio: Return / Standard Deviation 0.72 0.87
Ratio: Return / Deepest Drawdown 0.46 0.53
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Ultimate Buy and Hold Strategy US Stocks Quality
Author Paul Merriman
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.65 12.05
Infl. Adjusted Return (%) 3.45 8.68
DRAWDOWN
Deepest Drawdown Depth (%) -27.54 -27.78
Start to Recovery (months) 11 24
Longest Drawdown Depth (%) -24.70 -27.78
Start to Recovery (months) 27 24
Longest Negative Period (months) 44 27
RISK INDICATORS
Standard Deviation (%) 15.52 15.75
Sharpe Ratio 0.32 0.65
Sortino Ratio 0.42 0.88
Ulcer Index 7.86 7.24
Ratio: Return / Standard Deviation 0.43 0.77
Ratio: Return / Deepest Drawdown 0.24 0.43
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Ultimate Buy and Hold Strategy US Stocks Quality
Author Paul Merriman
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.36 11.36
Infl. Adjusted Return (%) 5.70 8.62
DRAWDOWN
Deepest Drawdown Depth (%) -57.21 -46.25
Start to Recovery (months) 63 40
Longest Drawdown Depth (%) -57.21 -43.01
Start to Recovery (months) 63 77
Longest Negative Period (months) 68 130
RISK INDICATORS
Standard Deviation (%) 15.76 15.15
Sharpe Ratio 0.39 0.60
Sortino Ratio 0.50 0.80
Ulcer Index 12.16 13.79
Ratio: Return / Standard Deviation 0.53 0.75
Ratio: Return / Deepest Drawdown 0.15 0.25
Metrics calculated over the period 1 May 1995 - 30 April 2025
Swipe left to see all data
Ultimate Buy and Hold Strategy US Stocks Quality
Author Paul Merriman
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.46 12.28
Infl. Adjusted Return (%) 7.57 8.36
DRAWDOWN
Deepest Drawdown Depth (%) -57.21 -46.25
Start to Recovery (months) 63 40
Longest Drawdown Depth (%) -57.21 -43.01
Start to Recovery (months) 63 77
Longest Negative Period (months) 68 130
RISK INDICATORS
Standard Deviation (%) 15.32 15.00
Sharpe Ratio 0.47 0.54
Sortino Ratio 0.62 0.72
Ulcer Index 10.16 11.64
Ratio: Return / Standard Deviation 0.75 0.82
Ratio: Return / Deepest Drawdown 0.20 0.27
Metrics calculated over the period 1 January 1976 - 30 April 2025
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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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1976 - 30 April 2025 (~49 years)

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Ultimate Buy and Hold Strategy US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.21 63 Nov 2007
Jan 2013
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-27.78 24 Jan 2022
Dec 2023
-27.54 11 Jan 2020
Nov 2020
-24.70 27 Jan 2022
Mar 2024
-20.46 13 Apr 1998
Apr 1999
-20.10 30 Feb 2001
Jul 2003
-19.34 7 Jan 2020
Jul 2020
-15.11 22 Feb 2018
Nov 2019
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-12.10 14 Jun 2015
Jul 2016
-12.07 4 Jul 1998
Oct 1998
-8.65 5 Sep 2000
Jan 2001

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Ultimate Buy and Hold Strategy US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.21 63 Nov 2007
Jan 2013
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-29.94 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-27.54 11 Jan 2020
Nov 2020
-25.26 17 Sep 1987
Jan 1989
-24.70 27 Jan 2022
Mar 2024
-21.87 17 Jan 1990
May 1991
-20.46 13 Apr 1998
Apr 1999
-20.10 30 Feb 2001
Jul 2003
-19.82 18 Jun 1981
Nov 1982
-19.34 7 Jan 2020
Jul 2020
-18.54 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979

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 1976 - 30 April 2025 (~49 years)


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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Ultimate Buy and Hold Strategy US Stocks Quality
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.75 -1.54 -4.68 -7.42
2024
 8.12 -4.57 22.29 -4.50
2023
 15.12 -11.49 30.88 -6.88
2022
 -15.37 -24.70 -20.49 -27.78
2021
 19.37 -3.67 26.93 -6.45
2020
 6.40 -27.54 17.03 -19.34
2019
 23.62 -6.09 33.89 -6.58
2018
 -11.86 -15.11 -5.68 -14.61
2017
 21.78 -0.19 22.27 -0.04
2016
 12.36 -6.13 9.21 -4.62
2015
 -1.21 -10.45 5.46 -6.64
2014
 3.86 -4.78 11.62 -4.19
2013
 24.33 -3.16 34.11 -2.85
2012
 18.52 -9.57 12.59 -7.19
2011
 -6.03 -21.49 7.32 -13.90
2010
 17.95 -12.96 14.04 -12.90
2009
 32.93 -22.58 24.74 -18.35
2008
 -39.47 -43.68 -31.36 -32.42
2007
 3.86 -8.69 9.91 -4.10
2006
 25.26 -4.59 12.62 -3.30
2005
 14.55 -4.36 5.28 -3.71
2004
 24.50 -4.95 8.51 -3.83
2003
 45.35 -4.40 23.58 -4.72
2002
 -8.70 -19.82 -21.34 -27.87
2001
 -4.24 -16.27 -10.47 -22.22
2000
 -0.62 -8.65 -6.78 -12.22
1999
 20.93 -3.33 26.24 -4.34
1998
 4.55 -20.46 45.30 -12.07
1997
 7.53 -6.22 32.95 -5.23
1996
 14.79 -4.92 30.34 -3.76
1995
 16.47 -2.82 39.91 -0.17
1994
 -2.37 -7.70 5.81 -6.09
1993
 30.62 -3.22 -1.84 -3.85
1992
 7.12 -3.87 2.36 -3.83
1991
 32.16 -5.51 42.31 -3.57
1990
 -15.66 -21.87 3.83 -11.84
1989
 27.73 -3.75 36.63 -2.05
1988
 25.20 -2.71 15.66 -3.85
1987
 6.29 -25.26 4.18 -29.94
1986
 33.82 -4.97 24.86 -7.56
1985
 40.18 -2.65 33.09 -3.58
1984
 7.34 -6.12 8.49 -5.91
1983
 26.91 -2.38 16.46 -3.65
1982
 9.42 -16.41 19.76 -10.30
1981
 -0.23 -10.99 -6.60 -13.09
1980
 24.58 -12.52 36.68 -9.37
1979
 19.34 -9.15 14.27 -7.04
1978
 21.17 -9.46 6.16 -9.35
1977
 13.48 -1.92 -11.04 -14.07
1976
 22.54 -3.46 16.99 -3.07
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