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Paul Merriman Ultimate Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Paul Merriman Ultimate 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 Every 3 months.


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Returns By Period

As of Jun 24, 2026, the Paul Merriman Ultimate Portfolio returned 11.66% Year-To-Date and 10.55% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-1.44%-1.45%7.60%6.59%22.24%19.20%11.54%13.71%
Portfolio
Paul Merriman Ultimate Portfolio
-1.29%0.54%11.66%11.14%26.27%17.75%8.10%10.55%
DLS
WisdomTree International SmallCap Dividend
-1.53%-2.19%5.03%5.39%19.99%17.29%6.77%8.17%
EFV
iShares MSCI EAFE Value ETF
-1.18%-0.92%9.13%8.96%28.26%21.91%12.57%10.59%
VEU
Vanguard FTSE All-World ex-US ETF
-3.06%0.69%13.01%12.81%30.08%19.26%8.60%10.40%
VIOO
Vanguard S&P Small-Cap 600 ETF
-0.35%4.23%19.31%16.84%34.71%16.19%6.28%11.31%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
-0.26%2.94%17.53%15.94%37.82%15.57%6.32%10.66%
VNQ
Vanguard Real Estate ETF
1.31%1.13%11.77%12.16%11.59%11.30%2.83%5.44%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
-2.68%-3.04%7.79%7.51%22.53%16.03%5.52%8.46%
VTV
Vanguard Value ETF
-0.56%3.10%14.47%13.93%27.19%18.66%12.22%12.95%
VV
Vanguard Large-Cap ETF
-1.44%-1.27%7.90%6.95%23.37%21.00%12.65%15.62%
VWO
Vanguard FTSE Emerging Markets ETF
-3.07%0.76%10.55%10.67%27.03%17.42%5.09%8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2010, Paul Merriman Ultimate Portfolio's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +13.3%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Paul Merriman Ultimate Portfolio closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.83%3.54%-6.28%7.96%2.02%-0.34%11.66%
20252.49%0.07%-1.53%-0.23%4.46%4.06%0.45%4.78%2.22%0.07%1.54%1.15%21.11%
2024-2.30%2.69%3.33%-3.53%4.22%-0.52%5.33%1.70%2.42%-3.24%3.64%-4.42%9.04%
20238.38%-3.28%-0.51%0.70%-3.34%5.75%4.32%-3.69%-4.19%-3.92%8.51%7.28%15.58%
2022-3.68%-1.75%0.98%-6.30%0.88%-8.06%5.76%-4.06%-10.02%6.35%8.67%-3.47%-15.44%
20211.24%4.61%3.56%3.40%2.38%0.11%-0.45%1.97%-3.48%3.65%-3.47%4.93%19.54%

Benchmark Metrics

Paul Merriman Ultimate Portfolio has an annualized alpha of -1.60%, beta of 0.92, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.

  • This portfolio participated in 100.01% of S&P 500 Index downside but only 87.60% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.92 and R2 of 0.86, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.60%
Beta
0.92
0.86
Upside Capture
87.60%
Downside Capture
100.01%

Expense Ratio

Paul Merriman Ultimate Portfolio has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

Paul Merriman Ultimate Portfolio ranks 43 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


Paul Merriman Ultimate Portfolio Risk / Return Rank: 4343
Overall Rank
Paul Merriman Ultimate Portfolio Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
Paul Merriman Ultimate Portfolio Sortino Ratio Rank: 4444
Sortino Ratio Rank
Paul Merriman Ultimate Portfolio Omega Ratio Rank: 4040
Omega Ratio Rank
Paul Merriman Ultimate Portfolio Calmar Ratio Rank: 4545
Calmar Ratio Rank
Paul Merriman Ultimate Portfolio Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Paul Merriman Ultimate Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.05

1.78

+0.27

Sortino ratioReturn per unit of downside risk

2.86

2.44

+0.42

Omega ratioGain probability vs. loss probability

1.36

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

2.93

2.46

+0.48

Martin ratioReturn relative to average drawdown

11.55

10.92

+0.63


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DLS
WisdomTree International SmallCap Dividend
42
1.452.101.261.826.48
EFV
iShares MSCI EAFE Value ETF
59
1.962.721.352.619.60
VEU
Vanguard FTSE All-World ex-US ETF
56
1.842.521.342.6410.12
VIOO
Vanguard S&P Small-Cap 600 ETF
67
1.972.851.343.9813.43
VIOV
Vanguard S&P Small-Cap 600 Value ETF
69
2.062.961.354.0713.34
VNQ
Vanguard Real Estate ETF
26
0.851.231.151.404.37
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
42
1.431.981.271.957.24
VTV
Vanguard Value ETF
84
2.633.751.474.3016.20
VV
Vanguard Large-Cap ETF
57
1.862.541.332.5511.23
VWO
Vanguard FTSE Emerging Markets ETF
49
1.602.221.302.438.56

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Paul Merriman Ultimate Portfolio Sharpe ratio is 2.05 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.48 to 2.36, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Paul Merriman Ultimate Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Paul Merriman Ultimate Portfolio provided a 2.56% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.56%2.74%2.98%3.01%3.01%2.44%2.12%2.82%2.98%2.50%2.64%2.62%
DLS
WisdomTree International SmallCap Dividend
3.55%3.87%4.56%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%
EFV
iShares MSCI EAFE Value ETF
4.81%4.16%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%
VEU
Vanguard FTSE All-World ex-US ETF
2.56%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.14%1.36%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%1.06%1.26%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
1.56%1.69%1.78%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%
VNQ
Vanguard Real Estate ETF
3.56%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.24%3.39%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%
VTV
Vanguard Value ETF
1.83%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
VV
Vanguard Large-Cap ETF
1.00%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%
VWO
Vanguard FTSE Emerging Markets ETF
2.33%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Paul Merriman Ultimate 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 Ultimate Portfolio was 38.24%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.

The current Paul Merriman Ultimate Portfolio drawdown is 1.64%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.24%Mar 2020
2mo 2d8mo 5d
10mo 7dJan 2020 - Nov 2020
Bear market2022
-25.31%Oct 2022
11mo 7d1y 5mo
2y 4moNov 2021 - Mar 2024
2011 bear market2011
-24.64%Oct 2011
5mo 4d1y 2mo
1y 7moMay 2011 - Dec 2012
Rate-hike selloffLate 2018
-20.07%Dec 2018
10mo 29d11mo 8d
1y 10moJan 2018 - Nov 2019
2016 correction2016
-19.70%Feb 2016
8mo 29d6mo 24d
1y 3moMay 2015 - Sep 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

AI Analysis


The gist

The portfolio is a broadly spread equity-and-REIT expression of the value, small-cap, and foreign-premium thesis, but the correlations say most of the sleeves are still doing the same job, just in different wrappers.

The numbers

  • 10/10 effective asset count looks full, yet the 1.11-1.17 diversification ratio says the portfolio gets only modest offsetting from its own mix, around the 23rd-31st percentile on the platform.
  • Mean pairwise correlation is 0.73; the main clusters are U.S. value/blend, developed ex-U.S. plus small foreign, and a separate REIT sleeve.
  • The best diversification comes from VNQ: its correlations are the lowest in the book, which is why the portfolio is not worse than it is.

The good

  • There is real breadth across U.S. large cap, U.S. small cap, developed ex-U.S., emerging markets, and REITs, so the portfolio is not pretending one market segment is the whole world.
  • VNQ is not just decorative; it sits relatively apart from the equity clusters and softens the portfolio’s internal synchrony.

The bad

  • VTV (Large Cap Value Equities), VV (Large Cap Blend Equities), and EFV (Foreign Large Cap Value Equities) live in the same correlation neighborhood, so the value story is more of a family reunion than a set of independent bets.
  • VIOV (Small Cap Value Equities) and VIOO (Small Cap Blend Equities) are similarly close, which limits how much the small-cap sleeve diversifies itself.
  • The low diversification ratio across horizons suggests the portfolio’s parts have been moving together for a long time, not just recently.

The ugly

  • In an equity selloff led by rates, growth, or global risk aversion, the foreign, small-cap, and value clusters can all de-rate together; the portfolio then behaves like a concentrated equity bet with a decorative geographic map.

Next steps

  • Portfolios with this correlation profile are often separated by exposures whose earnings drivers are less tied to the same equity factor stack.
  • The VNQ sleeve already provides one such partial offset, though not enough to change the overall structure very much.
  • The data fits a thesis about equity style dispersion more than one about true multi-asset diversification.
AI-generated analysis. Not investment advice. Verify key facts independently.
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Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.17

1.15

1.14

1.11

1.11

The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Paul Merriman Ultimate Portfolio correlation to the S&P 500 Index

Paul Merriman Ultimate Portfolio has a 0.82 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.89


Benchmark Correlations

Correlation vs. S&P 500 Index. VV has the highest benchmark correlation at 1.00, while VNQ has the lowest at 0.61.

VNQ
0.61
VWO
0.71
VIOV
0.74
EFV
0.76
DLS
0.76
VSS
0.79
VIOO
0.79
VEU
0.82
VTV
0.89
VV
1.00

Portfolio Correlations

Correlation vs. Paul Merriman Ultimate Portfolio. VEU has the highest portfolio correlation at 0.93, while VNQ has the lowest at 0.69.

VNQ
0.69
VWO
0.82
VIOV
0.84
VIOO
0.87
VV
0.89
DLS
0.89
VTV
0.90
EFV
0.90
VSS
0.92
VEU
0.93

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from Sep 9, 2010
Diversification Analysis

Find what Paul Merriman Ultimate Portfolio is missing

See which holdings overlap, where Paul Merriman Ultimate Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification