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Paul Merriman Ultimate Portfolio

Last updated Nov 30, 2022

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 40 of 54

0.16%
0.00%0.94%
Dividend Yield

Rank 8 of 54

3.13%
0.00%4.60%
10Y Annualized Return

Rank 24 of 54

8.48%
3.45%54.48%
Sharpe Ratio

Rank 3 of 54

-0.50
-1.210.45
Maximum Drawdown

Rank 45 of 54

-38.57%
-91.88%-19.55%

Paul Merriman Ultimate PortfolioAsset Allocation


Paul Merriman Ultimate PortfolioPerformance

The chart shows the growth of $10,000 invested in Paul Merriman Ultimate Portfolio in Sep 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,866 for a total return of roughly 158.66%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-5.89%
-5.25%
Paul Merriman Ultimate Portfolio
Benchmark (^GSPC)
Portfolio components

Paul Merriman Ultimate PortfolioReturns

As of Nov 30, 2022, the Paul Merriman Ultimate Portfolio returned -13.50% Year-To-Date and 8.48% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
Paul Merriman Ultimate Portfolio6.01%-5.30%-14.12%-10.85%4.06%7.79%
VTV
Vanguard Value ETF
3.62%0.14%-0.60%3.93%9.40%12.33%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
1.89%-2.11%-6.85%-5.61%6.22%11.14%
VV
Vanguard Large-Cap ETF
1.38%-4.33%-17.58%-14.81%10.24%12.83%
VEU
Vanguard FTSE All-World ex-US ETF
9.95%-5.53%-15.47%-12.66%1.63%4.48%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.54%-2.06%-12.36%-10.64%6.66%11.63%
VWO
Vanguard FTSE Emerging Markets ETF
10.88%-6.42%-18.33%-16.82%0.20%2.16%
EFV
iShares MSCI EAFE Value ETF
10.08%-5.42%-6.34%-1.98%0.23%3.60%
DLS
WisdomTree International SmallCap Dividend
9.04%-7.56%-17.98%-13.84%-1.55%5.25%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
8.05%-8.41%-21.24%-18.51%0.35%4.54%
VNQ
Vanguard Real Estate ETF
3.66%-12.66%-24.08%-17.68%4.29%7.14%

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 -0.50. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.54
-0.63
Paul Merriman Ultimate Portfolio
Benchmark (^GSPC)
Portfolio components

Paul Merriman Ultimate PortfolioDividends

Paul Merriman Ultimate Portfolio granted a 3.13% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

3.13%2.50%2.22%3.04%3.32%2.87%3.12%3.19%3.45%3.28%3.54%3.83%3.09%

Paul Merriman Ultimate PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-15.08%
-17.49%
Paul Merriman Ultimate Portfolio
Benchmark (^GSPC)
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
-25.31%Nov 9, 2021233Oct 12, 2022
-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

Paul Merriman Ultimate PortfolioVolatility Chart

Current Paul Merriman Ultimate Portfolio volatility is 15.15%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovember
13.44%
13.39%
Paul Merriman Ultimate Portfolio
Benchmark (^GSPC)
Portfolio components