PortfoliosLab logo

Paul Merriman Ultimate Portfolio

The Ultimate Portfolio is a lazy portfolio by Paul Merriman, a financial educator, founder of Merriman, LLC. The portfolio consists of 10 asset classes, 10% each with a tilt to small-cap and value stocks.

Expense Ratio

Rank 41 of 53

0.18%
0.00%0.94%
Dividend Yield

Rank 7 of 53

2.21%
0.00%2.83%
10Y Annualized Return

Rank 22 of 53

11.02%
4.75%39.53%
Sharpe Ratio

Rank 33 of 53

1.54
0.432.39
Maximum Drawdown

Rank 53 of 53

-38.24%
-38.24%-10.21%

Paul Merriman Ultimate PortfolioAsset Allocation


Paul Merriman Ultimate PortfolioPerformance

The chart shows the growth of $10,000 invested in Paul Merriman Ultimate Portfolio on Sep 10, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $29,014 for a total return of roughly 190.14%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Paul Merriman Ultimate Portfolio
Benchmark (S&P 500)
Portfolio components

Paul Merriman Ultimate PortfolioReturns

As of Nov 27, 2021, the Paul Merriman Ultimate Portfolio returned 15.16% Year-To-Date and 11.02% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark0.43%9.37%22.33%26.59%15.74%14.46%
Paul Merriman Ultimate Portfolio-2.95%-0.63%15.16%19.67%10.72%11.02%
VTV
Vanguard Value ETF
-1.39%2.45%21.02%23.90%12.06%14.10%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
-0.86%-2.22%28.95%34.01%10.28%14.27%
VV
Vanguard Large Cap ETF
0.40%10.31%23.27%27.95%18.30%16.89%
VEU
Vanguard FTSE All-World ex-US ETF
-4.61%-4.58%4.79%9.08%9.61%7.53%
VIOO
Vanguard S&P Small-Cap 600 ETF
-0.10%0.64%24.34%31.34%12.37%15.05%
VWO
Vanguard FTSE Emerging Markets ETF
-5.00%-7.17%-0.58%3.75%9.16%5.32%
EFV
iShares MSCI EAFE Value ETF
-5.77%-6.85%6.14%8.14%5.05%5.53%
DLS
WisdomTree International SmallCap Dividend
-6.03%-5.63%6.35%11.62%6.95%8.71%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
-4.75%-2.83%9.25%16.55%9.89%8.35%
VNQ
Vanguard Real Estate ETF
-1.54%10.24%29.62%31.18%10.56%11.65%

Paul Merriman Ultimate PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Paul Merriman Ultimate Portfolio Sharpe ratio is 1.54. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


Paul Merriman Ultimate Portfolio
Benchmark (S&P 500)
Portfolio components

Paul Merriman Ultimate PortfolioDividends

Paul Merriman Ultimate Portfolio granted a 2.21% dividend yield in the last twelve months, as of Nov 27, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

2.21%2.12%2.82%2.98%2.50%2.63%2.62%2.75%2.52%2.66%2.77%2.16%

Paul Merriman Ultimate PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


Paul Merriman Ultimate Portfolio
Benchmark (S&P 500)
Portfolio components

Paul Merriman Ultimate PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Paul Merriman Ultimate 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 Ultimate Portfolio is 38.24%, recorded on Mar 23, 2020. It took 171 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.24%Jan 21, 202044Mar 23, 2020171Nov 23, 2020215
-24.64%May 2, 2011108Oct 3, 2011304Dec 18, 2012412
-20.07%Jan 29, 2018229Dec 24, 2018234Nov 27, 2019463
-19.7%May 18, 2015187Feb 11, 2016142Sep 2, 2016329
-9.31%Jul 7, 201470Oct 13, 201489Feb 20, 2015159
-9.28%May 22, 201323Jun 24, 201355Sep 11, 201378
-7.02%Feb 22, 201117Mar 16, 201112Apr 1, 201129
-5.91%Jan 23, 20148Feb 3, 201414Feb 24, 201422
-5.6%Sep 8, 201642Nov 4, 201621Dec 6, 201663
-5.56%Nov 8, 201016Nov 30, 201014Dec 20, 201030

Paul Merriman Ultimate PortfolioVolatility Chart

Current Paul Merriman Ultimate Portfolio volatility is 13.92%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


Paul Merriman Ultimate Portfolio
Benchmark (S&P 500)
Portfolio components

More Tools for Paul Merriman Ultimate Portfolio