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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
0.18%
Dividend Yield
1.91%

Paul Merriman Ultimate PortfolioAsset Allocation


S&P 500

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 $28,165 for a total return of roughly 181.65%. 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 Apr 16, 2021, the Paul Merriman Ultimate Portfolio returned 11.79% Year-To-Date and 8.99% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Paul Merriman Ultimate Portfolio0.54%11.79%27.56%59.47%11.62%8.99%
DLS
WisdomTree International SmallCap Dividend
2.02%9.10%22.57%56.20%8.11%7.13%
EFV
iShares MSCI EAFE Value ETF
1.11%9.94%29.30%48.90%6.36%3.76%
VEU
Vanguard FTSE All-World ex-US ETF
1.02%6.47%21.90%50.82%10.26%5.55%
VIOO
Vanguard S&P Small-Cap 600 ETF
-2.73%19.63%44.39%94.74%15.74%13.31%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
-3.40%25.25%51.91%102.43%14.09%12.31%
VNQ
Vanguard Real Estate ETF
1.82%11.02%17.70%30.65%6.71%9.19%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
1.41%8.74%25.40%66.13%9.97%5.64%
VTV
Vanguard Value ETF
2.36%12.94%25.17%44.48%12.93%12.05%
VV
Vanguard Large Cap ETF
4.17%10.03%19.47%53.14%17.48%14.67%
VWO
Vanguard FTSE Emerging Markets ETF
-1.51%4.31%18.01%52.97%11.20%3.48%

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 2.88. A Sharpe ratio higher than 2.0 is considered very good.

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 1.91% dividend yield in the last twelve months, as of Apr 16, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
1.91%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


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 {{portfolioName}} 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 10.91%. 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

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