Data Source: from January 1976 to February 2024 (~48 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 08 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.05%
1 Day
Mar 08 2024
1.90%
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 | Equity, U.S., Small Cap | |
| 10.00 | IJS | USD | Equity, U.S., Small Cap, Value | |
| 10.00 | SPY | USD | 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:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
- the actual US Inflation rates.
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 08 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 | 0.05 | 1.90 | 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 | 0.18 | Mar 08 2024 | 2.68 | 1.16 | 6.63 | 7.28 | 2.95 | 3.22 | 6.22 | 9.91 |
EEM | USD | iShares MSCI Emerging Markets | -0.10 | Mar 08 2024 | 2.08 | 4.17 | 4.06 | 7.46 | 1.11 | 2.35 | 4.45 | 7.41 |
IJR | USD | -0.08 | Mar 08 2024 | 0.61 | 3.22 | 7.33 | 6.39 | 7.65 | 8.48 | 9.83 | 13.09 | |
IJS | USD | 0.27 | Mar 08 2024 | 0.85 | 2.37 | 5.01 | 0.91 | 6.96 | 7.54 | 10.17 | 14.55 | |
SPY | USD | -0.60 | Mar 08 2024 | 0.72 | 5.22 | 13.68 | 30.18 | 14.63 | 12.58 | 10.26 | 11.55 | |
VTV | USD | Vanguard Value | -0.13 | Mar 08 2024 | 1.50 | 3.34 | 10.04 | 14.57 | 10.52 | 10.17 | 9.36 | 11.86 |
VEA | USD | Vanguard FTSE Developed Markets | -0.28 | Mar 08 2024 | 2.65 | 2.74 | 8.53 | 13.89 | 6.75 | 4.64 | 4.92 | 8.56 |
SCZ | USD | iShares MSCI EAFE Small-Cap | 0.03 | Mar 08 2024 | 2.60 | 1.56 | 4.93 | 6.64 | 4.14 | 4.15 | 6.29 | 9.96 |
EFV | USD | iShares MSCI EAFE Value | 0.09 | Mar 08 2024 | 2.78 | 1.18 | 7.54 | 12.46 | 5.34 | 2.87 | 5.30 | 9.52 |
VNQ | USD | Vanguard Real Estate | 1.15 | Mar 08 2024 | 2.55 | 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%
Live update: World Markets and Indexes
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).
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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:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
- the actual US Inflation rates.
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.
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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:
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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 |
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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% | ||
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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% | ||
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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 |
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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% | ||
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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:
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| 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 | ||||||||||||||
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| 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 | ||||||||||||||
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| 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 | ||||||||||||||
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| 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
page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 0.01 | -1.25 | -2.77 | 2.07 | -0.36 | 1.06 | 2.62 | -0.74 | -3.47 | 1.66 | 5.73 | 3.66 |
| 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
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 0.87 | -0.25 | -0.39 | 1.57 | 0.25 | 0.60 | 2.11 | -0.70 | -2.14 | 0.87 | 3.51 | 1.19 |
| 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
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.39 | 0.59 | 1.15 | 2.14 | 0.76 | 0.69 | 1.16 | 0.37 | -0.60 | 0.20 | 1.93 | 2.40 |
| 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.
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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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