Paul Merriman's Ultimate Buy and Hold Portfolio
70% US, 30% Intl, 80% equity, 20% fixed income
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Paul Merriman's Ultimate Buy and Hold Portfolio | 9.11% | -1.47% | 9.45% | 26.36% | 8.61% | N/A |
| Portfolio components: | ||||||
AVUS Avantis U.S. Equity ETF | 19.15% | 1.45% | 13.65% | 38.40% | 15.17% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | 7.85% | 0.12% | 9.21% | 31.85% | 15.25% | N/A |
RPV Invesco S&P 500® Pure Value ETF | 9.75% | -0.36% | 7.16% | 31.85% | 8.84% | 7.45% |
IJR iShares Core S&P Small-Cap ETF | 8.04% | -0.76% | 11.70% | 33.00% | 9.48% | 9.15% |
VNQ Vanguard Real Estate ETF | 11.11% | -1.36% | 22.28% | 38.62% | 4.10% | 6.10% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 2.02% | -2.45% | 4.96% | 7.85% | -0.21% | 1.11% |
VGSH Vanguard Short-Term Treasury ETF | 3.50% | -0.67% | 3.65% | 5.78% | 1.27% | 1.28% |
AVEM Avantis Emerging Markets Equity ETF | 13.30% | -3.36% | 9.34% | 26.76% | 6.85% | N/A |
AVDE Avantis International Equity ETF | 8.64% | -4.18% | 6.08% | 24.16% | 7.21% | N/A |
AVDV Avantis International Small Cap Value ETF | 9.37% | -4.77% | 5.99% | 25.14% | 8.19% | N/A |
DFIVX DFA International Value Portfolio | 9.91% | -3.39% | 4.48% | 22.79% | 8.68% | 5.52% |
FNDC Schwab Fundamental International Small Co. Index ETF | 4.15% | -5.48% | 5.54% | 21.10% | 5.01% | 5.29% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 4.37% | -0.55% | 3.64% | 7.05% | 3.53% | 2.39% |
Monthly Returns
The table below presents the monthly returns of Paul Merriman's Ultimate Buy and Hold Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.78% | 2.02% | 3.55% | -3.93% | 3.84% | -0.82% | 5.47% | 0.87% | 1.46% | 9.11% | |||
| 2023 | 7.77% | -3.01% | -1.72% | 0.19% | -3.11% | 5.59% | 4.01% | -2.92% | -3.57% | -3.53% | 7.51% | 7.16% | 13.96% |
| 2022 | -2.98% | -0.53% | 1.02% | -5.04% | 1.48% | -7.97% | 5.98% | -3.28% | -8.74% | 7.04% | 6.53% | -3.77% | -11.26% |
| 2021 | 1.57% | 5.50% | 3.82% | 3.08% | 2.48% | -0.44% | -0.32% | 1.65% | -2.21% | 3.29% | -2.63% | 4.33% | 21.65% |
| 2020 | -2.99% | -7.19% | -16.55% | 10.12% | 3.62% | 2.37% | 2.78% | 4.20% | -2.70% | -0.07% | 12.41% | 4.95% | 7.81% |
| 2019 | -0.21% | 1.96% | 1.60% | 2.67% | 6.14% |
Expense Ratio
Paul Merriman's Ultimate Buy and Hold Portfolio has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Paul Merriman's Ultimate Buy and Hold Portfolio is 27, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
AVUS Avantis U.S. Equity ETF | 3.14 | 4.17 | 1.57 | 3.75 | 19.20 |
AVUV Avantis U.S. Small Cap Value ETF | 1.57 | 2.27 | 1.28 | 2.73 | 7.86 |
RPV Invesco S&P 500® Pure Value ETF | 2.24 | 3.14 | 1.38 | 1.55 | 11.19 |
IJR iShares Core S&P Small-Cap ETF | 1.70 | 2.48 | 1.29 | 1.39 | 9.62 |
VNQ Vanguard Real Estate ETF | 2.28 | 3.26 | 1.41 | 1.17 | 8.94 |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 1.47 | 2.20 | 1.27 | 0.51 | 5.21 |
VGSH Vanguard Short-Term Treasury ETF | 2.97 | 4.86 | 1.65 | 2.15 | 18.45 |
AVEM Avantis Emerging Markets Equity ETF | 1.78 | 2.48 | 1.31 | 1.22 | 9.99 |
AVDE Avantis International Equity ETF | 1.96 | 2.72 | 1.34 | 1.90 | 12.46 |
AVDV Avantis International Small Cap Value ETF | 1.82 | 2.48 | 1.31 | 2.17 | 11.50 |
DFIVX DFA International Value Portfolio | 1.87 | 2.51 | 1.32 | 2.68 | 11.22 |
FNDC Schwab Fundamental International Small Co. Index ETF | 1.60 | 2.29 | 1.28 | 1.07 | 9.65 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.17 | 5.66 | 1.73 | 3.68 | 29.56 |
Dividends
Dividend yield
Paul Merriman's Ultimate Buy and Hold Portfolio provided a 2.66% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Paul Merriman's Ultimate Buy and Hold Portfolio | 2.66% | 2.64% | 2.42% | 1.93% | 1.73% | 1.65% | 1.83% | 1.30% | 1.32% | 1.26% | 1.19% | 1.05% |
| Portfolio components: | ||||||||||||
AVUS Avantis U.S. Equity ETF | 1.28% | 1.41% | 1.59% | 1.08% | 1.19% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.63% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RPV Invesco S&P 500® Pure Value ETF | 2.20% | 2.38% | 2.29% | 1.92% | 2.11% | 2.28% | 2.49% | 1.73% | 1.73% | 2.39% | 1.57% | 1.13% |
IJR iShares Core S&P Small-Cap ETF | 1.31% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
VNQ Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.64% | 2.99% | 1.45% | 0.53% | 0.75% | 2.01% | 1.97% | 1.46% | 1.23% | 1.18% | 1.05% | 1.47% |
VGSH Vanguard Short-Term Treasury ETF | 4.08% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% |
AVEM Avantis Emerging Markets Equity ETF | 2.70% | 3.06% | 2.77% | 2.61% | 1.60% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDE Avantis International Equity ETF | 3.02% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.09% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIVX DFA International Value Portfolio | 4.19% | 4.40% | 3.78% | 4.48% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% | 4.89% | 2.71% |
FNDC Schwab Fundamental International Small Co. Index ETF | 2.83% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.95% | 1.30% | 1.61% | 0.64% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.39% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Paul Merriman's Ultimate Buy and Hold Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Paul Merriman's Ultimate Buy and Hold Portfolio was 32.98%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Paul Merriman's Ultimate Buy and Hold Portfolio drawdown is 1.90%.
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 | 313 | Dec 26, 2023 | 496 |
| -5.92% | Nov 9, 2021 | 16 | Dec 1, 2021 | 23 | Jan 4, 2022 | 39 |
| -5.61% | Aug 1, 2024 | 3 | Aug 5, 2024 | 14 | Aug 23, 2024 | 17 |
| -5.6% | Jun 9, 2021 | 28 | Jul 19, 2021 | 66 | Oct 20, 2021 | 94 |
Volatility
Volatility Chart
The current Paul Merriman's Ultimate Buy and Hold Portfolio volatility is 2.41%, 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.
Diversification
Asset Correlations Table
| VGSH | SPTI | VTIP | VNQ | AVEM | RPV | IJR | AVUV | DFIVX | AVUS | AVDV | FNDC | AVDE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VGSH | 1.00 | 0.85 | 0.58 | 0.14 | 0.00 | -0.09 | -0.02 | -0.07 | -0.02 | -0.03 | 0.02 | 0.05 | 0.02 |
| SPTI | 0.85 | 1.00 | 0.56 | 0.14 | -0.02 | -0.14 | -0.06 | -0.12 | -0.06 | -0.07 | -0.01 | 0.02 | -0.01 |
| VTIP | 0.58 | 0.56 | 1.00 | 0.25 | 0.18 | 0.13 | 0.17 | 0.16 | 0.22 | 0.18 | 0.26 | 0.26 | 0.24 |
| VNQ | 0.14 | 0.14 | 0.25 | 1.00 | 0.47 | 0.65 | 0.70 | 0.63 | 0.56 | 0.70 | 0.59 | 0.62 | 0.62 |
| AVEM | 0.00 | -0.02 | 0.18 | 0.47 | 1.00 | 0.57 | 0.61 | 0.59 | 0.74 | 0.70 | 0.77 | 0.80 | 0.79 |
| RPV | -0.09 | -0.14 | 0.13 | 0.65 | 0.57 | 1.00 | 0.87 | 0.92 | 0.78 | 0.84 | 0.74 | 0.73 | 0.75 |
| IJR | -0.02 | -0.06 | 0.17 | 0.70 | 0.61 | 0.87 | 1.00 | 0.96 | 0.74 | 0.90 | 0.75 | 0.76 | 0.76 |
| AVUV | -0.07 | -0.12 | 0.16 | 0.63 | 0.59 | 0.92 | 0.96 | 1.00 | 0.77 | 0.87 | 0.76 | 0.75 | 0.76 |
| DFIVX | -0.02 | -0.06 | 0.22 | 0.56 | 0.74 | 0.78 | 0.74 | 0.77 | 1.00 | 0.79 | 0.93 | 0.91 | 0.94 |
| AVUS | -0.03 | -0.07 | 0.18 | 0.70 | 0.70 | 0.84 | 0.90 | 0.87 | 0.79 | 1.00 | 0.80 | 0.82 | 0.84 |
| AVDV | 0.02 | -0.01 | 0.26 | 0.59 | 0.77 | 0.74 | 0.75 | 0.76 | 0.93 | 0.80 | 1.00 | 0.96 | 0.96 |
| FNDC | 0.05 | 0.02 | 0.26 | 0.62 | 0.80 | 0.73 | 0.76 | 0.75 | 0.91 | 0.82 | 0.96 | 1.00 | 0.97 |
| AVDE | 0.02 | -0.01 | 0.24 | 0.62 | 0.79 | 0.75 | 0.76 | 0.76 | 0.94 | 0.84 | 0.96 | 0.97 | 1.00 |