Paul Merriman's Ultimate Buy and Hold Portfolio
70% US, 30% Intl, 80% equity, 20% fixed income
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Paul Merriman's Ultimate Buy and Hold Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 9.79% | N/A |
| Paul Merriman's Ultimate Buy and Hold Portfolio | -1.36% | 2.92% | 2.87% | 10.94% | 6.20% | N/A |
| Portfolio components: | ||||||
AVUS Avantis U.S. Equity ETF | -1.72% | 7.69% | 9.11% | 17.23% | 11.62% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | -2.48% | 7.22% | 4.37% | 17.71% | 13.04% | N/A |
RPV Invesco S&P 500® Pure Value ETF | -1.26% | 3.18% | -3.34% | 6.37% | 5.89% | N/A |
IJR iShares Core S&P Small-Cap ETF | -4.12% | 0.40% | 0.34% | 7.88% | 6.30% | N/A |
VNQ Vanguard Real Estate ETF | -4.32% | -0.49% | -4.10% | -3.86% | -1.28% | N/A |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.41% | -2.96% | -0.36% | 0.22% | -1.76% | N/A |
VGSH Vanguard Short-Term Treasury ETF | 0.23% | -0.08% | 1.59% | 2.30% | 0.16% | N/A |
AVEM Avantis Emerging Markets Equity ETF | -0.19% | 4.79% | 7.02% | 15.28% | 4.21% | N/A |
AVDE Avantis International Equity ETF | 0.27% | 3.81% | 8.01% | 24.92% | 5.54% | N/A |
AVDV Avantis International Small Cap Value ETF | 1.49% | 4.90% | 7.85% | 24.68% | 6.83% | N/A |
DFIVX DFA International Value Portfolio | 2.47% | 9.26% | 12.21% | 30.62% | 7.96% | N/A |
FNDC Schwab Fundamental International Small Co. Index ETF | -0.64% | 1.58% | 5.19% | 20.24% | 3.78% | N/A |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.32% | 0.29% | 2.18% | 2.63% | 2.65% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VGSH | SPTI | VTIP | VNQ | AVEM | RPV | IJR | AVUV | DFIVX | FNDC | AVDV | AVUS | AVDE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VGSH | 1.00 | 0.83 | 0.50 | 0.07 | -0.05 | -0.14 | -0.07 | -0.12 | -0.07 | -0.02 | -0.05 | -0.07 | -0.04 |
| SPTI | 0.83 | 1.00 | 0.49 | 0.07 | -0.08 | -0.20 | -0.13 | -0.19 | -0.13 | -0.06 | -0.09 | -0.12 | -0.08 |
| VTIP | 0.50 | 0.49 | 1.00 | 0.22 | 0.17 | 0.13 | 0.16 | 0.15 | 0.21 | 0.25 | 0.25 | 0.19 | 0.23 |
| VNQ | 0.07 | 0.07 | 0.22 | 1.00 | 0.49 | 0.65 | 0.70 | 0.63 | 0.57 | 0.62 | 0.60 | 0.72 | 0.63 |
| AVEM | -0.05 | -0.08 | 0.17 | 0.49 | 1.00 | 0.58 | 0.62 | 0.61 | 0.74 | 0.81 | 0.78 | 0.71 | 0.80 |
| RPV | -0.14 | -0.20 | 0.13 | 0.65 | 0.58 | 1.00 | 0.88 | 0.93 | 0.79 | 0.74 | 0.75 | 0.86 | 0.76 |
| IJR | -0.07 | -0.13 | 0.16 | 0.70 | 0.62 | 0.88 | 1.00 | 0.96 | 0.75 | 0.76 | 0.75 | 0.91 | 0.77 |
| AVUV | -0.12 | -0.19 | 0.15 | 0.63 | 0.61 | 0.93 | 0.96 | 1.00 | 0.78 | 0.75 | 0.77 | 0.88 | 0.76 |
| DFIVX | -0.07 | -0.13 | 0.21 | 0.57 | 0.74 | 0.79 | 0.75 | 0.78 | 1.00 | 0.91 | 0.93 | 0.79 | 0.93 |
| FNDC | -0.02 | -0.06 | 0.25 | 0.62 | 0.81 | 0.74 | 0.76 | 0.75 | 0.91 | 1.00 | 0.96 | 0.83 | 0.97 |
| AVDV | -0.05 | -0.09 | 0.25 | 0.60 | 0.78 | 0.75 | 0.75 | 0.77 | 0.93 | 0.96 | 1.00 | 0.81 | 0.96 |
| AVUS | -0.07 | -0.12 | 0.19 | 0.72 | 0.71 | 0.86 | 0.91 | 0.88 | 0.79 | 0.83 | 0.81 | 1.00 | 0.85 |
| AVDE | -0.04 | -0.08 | 0.23 | 0.63 | 0.80 | 0.76 | 0.77 | 0.76 | 0.93 | 0.97 | 0.96 | 0.85 | 1.00 |
Dividend yield
Paul Merriman's Ultimate Buy and Hold Portfolio granted a 2.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Paul Merriman's Ultimate Buy and Hold Portfolio | 2.63% | 2.45% | 2.02% | 1.85% | 1.81% | 2.09% | 1.53% | 1.61% | 1.56% | 1.54% | 1.40% | 1.53% |
| Portfolio components: | ||||||||||||
AVUS Avantis U.S. Equity ETF | 1.54% | 1.61% | 1.11% | 1.23% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.91% | 1.76% | 1.32% | 1.26% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RPV Invesco S&P 500® Pure Value ETF | 2.70% | 2.33% | 2.00% | 2.25% | 2.50% | 2.79% | 1.99% | 2.03% | 2.85% | 1.91% | 1.40% | 1.86% |
IJR iShares Core S&P Small-Cap ETF | 1.64% | 1.42% | 1.56% | 1.16% | 1.52% | 1.69% | 1.30% | 1.33% | 1.65% | 1.39% | 1.15% | 1.91% |
VNQ Vanguard Real Estate ETF | 3.69% | 4.00% | 2.71% | 4.28% | 3.85% | 5.57% | 5.21% | 6.19% | 5.28% | 5.05% | 6.30% | 5.41% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 2.59% | 1.47% | 0.55% | 0.78% | 2.11% | 2.11% | 1.59% | 1.36% | 1.32% | 1.19% | 1.68% | 2.42% |
VGSH Vanguard Short-Term Treasury ETF | 2.71% | 1.17% | 0.69% | 1.81% | 2.41% | 1.94% | 1.21% | 0.92% | 0.79% | 0.52% | 0.38% | 0.60% |
AVEM Avantis Emerging Markets Equity ETF | 2.73% | 2.80% | 2.71% | 1.71% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDE Avantis International Equity ETF | 2.80% | 2.84% | 2.58% | 1.75% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.29% | 3.23% | 2.52% | 1.80% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIVX DFA International Value Portfolio | 3.84% | 3.86% | 4.77% | 2.70% | 4.23% | 7.84% | 3.59% | 4.38% | 4.66% | 6.80% | 3.95% | 4.68% |
FNDC Schwab Fundamental International Small Co. Index ETF | 2.22% | 1.99% | 2.65% | 1.86% | 2.91% | 2.95% | 2.19% | 2.26% | 1.53% | 1.93% | 0.78% | 0.00% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 5.07% | 6.89% | 5.04% | 1.35% | 2.23% | 2.85% | 1.81% | 0.92% | 0.00% | 1.00% | 0.06% | 0.13% |
Expense Ratio
The Paul Merriman's Ultimate Buy and Hold Portfolio features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AVUS Avantis U.S. Equity ETF | 0.75 | ||||
AVUV Avantis U.S. Small Cap Value ETF | 0.50 | ||||
RPV Invesco S&P 500® Pure Value ETF | 0.13 | ||||
IJR iShares Core S&P Small-Cap ETF | 0.15 | ||||
VNQ Vanguard Real Estate ETF | -0.29 | ||||
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.11 | ||||
VGSH Vanguard Short-Term Treasury ETF | 0.72 | ||||
AVEM Avantis Emerging Markets Equity ETF | 0.66 | ||||
AVDE Avantis International Equity ETF | 1.14 | ||||
AVDV Avantis International Small Cap Value ETF | 1.10 | ||||
DFIVX DFA International Value Portfolio | 1.44 | ||||
FNDC Schwab Fundamental International Small Co. Index ETF | 0.93 | ||||
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.48 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Paul Merriman's Ultimate Buy and Hold Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Paul Merriman's Ultimate Buy and Hold Portfolio is 32.98%, recorded on Mar 23, 2020. It took 166 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.98% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -20.17% | Jan 5, 2022 | 183 | Sep 27, 2022 | — | — | — |
| -5.92% | Nov 9, 2021 | 16 | Dec 1, 2021 | 23 | Jan 4, 2022 | 39 |
| -5.6% | Jun 9, 2021 | 28 | Jul 19, 2021 | 66 | Oct 20, 2021 | 94 |
| -4.2% | Mar 16, 2021 | 7 | Mar 24, 2021 | 15 | Apr 15, 2021 | 22 |
Volatility Chart
The current Paul Merriman's Ultimate Buy and Hold Portfolio volatility is 2.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.