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Paul Merriman Ultimate Portfolio

Last updated Aug 6, 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 5 of 54

3.08%
0.00%4.41%
10Y Annualized Return

Rank 23 of 54

9.12%
3.92%63.10%
Sharpe Ratio

Rank 19 of 54

-0.47
-1.140.04
Maximum Drawdown

Rank 46 of 54

-38.57%
-91.88%-17.74%

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 $26,281 for a total return of roughly 162.81%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-9.40%
-7.55%
Paul Merriman Ultimate Portfolio
Benchmark (^GSPC)
Portfolio components

Paul Merriman Ultimate PortfolioReturns

As of Aug 6, 2022, the Paul Merriman Ultimate Portfolio returned -12.01% Year-To-Date and 9.12% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark8.19%-7.42%-13.03%-5.85%10.86%11.53%
Paul Merriman Ultimate Portfolio5.63%-9.34%-12.74%-9.84%5.57%8.45%
VTV
Vanguard Value ETF
4.37%-5.07%-5.43%1.55%9.74%12.04%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
7.23%-2.36%-7.41%-0.91%8.39%11.62%
VV
Vanguard Large-Cap ETF
8.39%-7.26%-13.65%-6.64%12.73%13.65%
VEU
Vanguard FTSE All-World ex-US ETF
4.44%-13.20%-15.25%-16.12%2.58%5.15%
VIOO
Vanguard S&P Small-Cap 600 ETF
8.90%-2.72%-10.93%-4.99%9.25%12.20%
VWO
Vanguard FTSE Emerging Markets ETF
0.75%-15.46%-15.48%-17.71%1.83%2.89%
EFV
iShares MSCI EAFE Value ETF
4.02%-13.23%-10.20%-10.80%-0.04%3.98%
DLS
WisdomTree International SmallCap Dividend
5.54%-12.22%-15.28%-16.64%-0.08%6.63%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
7.31%-14.02%-18.90%-19.61%1.94%5.66%
VNQ
Vanguard Real Estate ETF
5.23%-7.15%-15.11%-5.51%6.93%7.96%

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 -0.47. 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.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.61
-0.31
Paul Merriman Ultimate Portfolio
Benchmark (^GSPC)
Portfolio components

Paul Merriman Ultimate PortfolioDividends

Paul Merriman Ultimate Portfolio granted a 3.08% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

3.08%2.48%2.20%3.02%3.30%2.85%3.10%3.17%3.43%3.26%3.51%3.81%3.07%

Paul Merriman Ultimate PortfolioDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-13.72%
-13.58%
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
-24.64%May 2, 2011108Oct 3, 2011304Dec 18, 2012412
-20.07%Jan 29, 2018229Dec 24, 2018234Nov 27, 2019463
-19.9%Nov 9, 2021170Jul 14, 2022
-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 18.88%. 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%40.00%MarchAprilMayJuneJulyAugust
15.20%
19.67%
Paul Merriman Ultimate Portfolio
Benchmark (^GSPC)
Portfolio components

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