Ultimate Portfolio w/ Tech
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.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ultimate Portfolio w/ Tech, 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 Quarterly
The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| Ultimate Portfolio w/ Tech | 14.93% | 1.99% | 10.93% | 29.66% | 10.28% | N/A |
| Portfolio components: | ||||||
VIOO Vanguard S&P Small-Cap 600 ETF | 15.91% | 6.99% | 14.81% | 37.61% | 10.62% | 9.88% |
VWO Vanguard FTSE Emerging Markets ETF | 14.73% | -2.82% | 8.40% | 22.32% | 5.03% | 3.93% |
DLS WisdomTree International SmallCap Dividend | 4.87% | -3.61% | 1.03% | 18.38% | 3.14% | 4.76% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 5.87% | -2.85% | 3.01% | 17.91% | 5.14% | 4.75% |
VNQ Vanguard Real Estate ETF | 11.73% | 1.16% | 18.10% | 32.22% | 5.06% | 6.12% |
VOO Vanguard S&P 500 ETF | 27.15% | 3.24% | 15.64% | 37.75% | 16.03% | 13.43% |
VONV Vanguard Russell 1000 Value ETF | 19.96% | 2.05% | 11.58% | 32.76% | 10.54% | 9.09% |
VYMI Vanguard International High Dividend Yield ETF | 10.23% | -2.38% | 3.01% | 20.60% | 7.18% | N/A |
EWX SPDR S&P Emerging Markets Small Cap ETF | 9.77% | 0.07% | 8.01% | 18.20% | 9.54% | 5.56% |
VGT Vanguard Information Technology ETF | 29.70% | 4.00% | 21.31% | 41.08% | 23.09% | 21.13% |
IJS iShares S&P SmallCap 600 Value ETF | 13.39% | 8.12% | 15.85% | 35.75% | 9.70% | 8.83% |
VEA Vanguard FTSE Developed Markets ETF | 6.79% | -3.35% | 0.99% | 18.24% | 6.22% | 5.52% |
Monthly Returns
The table below presents the monthly returns of Ultimate Portfolio w/ Tech, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.12% | 2.99% | 3.12% | -3.98% | 4.63% | -0.18% | 5.29% | 1.09% | 2.10% | -2.73% | 14.93% | ||
| 2023 | 8.78% | -2.54% | -0.17% | 0.34% | -2.01% | 6.08% | 4.37% | -3.57% | -4.59% | -4.06% | 9.00% | 7.65% | 19.35% |
| 2022 | -4.32% | -1.28% | 1.21% | -7.05% | 0.98% | -8.58% | 7.08% | -4.15% | -10.08% | 7.62% | 7.57% | -4.31% | -16.15% |
| 2021 | 1.47% | 5.32% | 3.70% | 3.46% | 2.25% | 0.71% | -0.40% | 2.07% | -3.39% | 3.96% | -2.67% | 4.55% | 22.66% |
| 2020 | -2.98% | -8.38% | -18.69% | 11.06% | 4.52% | 3.53% | 4.13% | 5.31% | -3.26% | -0.83% | 14.23% | 6.03% | 10.65% |
| 2019 | 9.02% | 3.11% | -0.06% | 3.45% | -6.82% | 6.30% | 0.11% | -3.01% | 3.20% | 2.73% | 2.40% | 3.73% | 25.86% |
| 2018 | 4.00% | -4.11% | -0.19% | 0.41% | 2.19% | -0.62% | 2.63% | 1.46% | -1.06% | -8.21% | 1.41% | -8.27% | -10.72% |
| 2017 | 2.19% | 2.42% | 1.03% | 1.42% | 0.78% | 1.25% | 2.43% | -0.17% | 3.51% | 1.74% | 1.99% | 1.19% | 21.61% |
| 2016 | 5.18% | 0.93% | 0.84% | -0.21% | 4.92% | 0.74% | 1.25% | -2.38% | 3.69% | 2.30% | 18.39% |
Expense Ratio
Ultimate Portfolio w/ Tech has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Ultimate Portfolio w/ Tech is 32, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VIOO Vanguard S&P Small-Cap 600 ETF | 1.82 | 2.68 | 1.32 | 1.67 | 10.59 |
VWO Vanguard FTSE Emerging Markets ETF | 1.48 | 2.13 | 1.27 | 0.88 | 8.41 |
DLS WisdomTree International SmallCap Dividend | 1.35 | 1.94 | 1.24 | 0.93 | 7.50 |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 1.35 | 1.92 | 1.24 | 0.84 | 7.80 |
VNQ Vanguard Real Estate ETF | 1.83 | 2.62 | 1.33 | 1.01 | 7.04 |
VOO Vanguard S&P 500 ETF | 3.15 | 4.19 | 1.59 | 4.60 | 21.00 |
VONV Vanguard Russell 1000 Value ETF | 3.02 | 4.25 | 1.56 | 3.57 | 19.23 |
VYMI Vanguard International High Dividend Yield ETF | 1.74 | 2.38 | 1.30 | 3.12 | 10.81 |
EWX SPDR S&P Emerging Markets Small Cap ETF | 1.17 | 1.60 | 1.22 | 1.88 | 6.03 |
VGT Vanguard Information Technology ETF | 2.08 | 2.66 | 1.37 | 2.89 | 10.41 |
IJS iShares S&P SmallCap 600 Value ETF | 1.60 | 2.39 | 1.29 | 1.72 | 7.61 |
VEA Vanguard FTSE Developed Markets ETF | 1.45 | 2.05 | 1.26 | 1.49 | 8.01 |
Dividends
Dividend yield
Ultimate Portfolio w/ Tech provided a 2.21% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.21% | 2.41% | 2.50% | 2.12% | 1.82% | 2.41% | 2.56% | 2.11% | 2.17% | 2.02% | 1.99% | 1.85% |
| Portfolio components: | ||||||||||||
VIOO Vanguard S&P Small-Cap 600 ETF | 1.27% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
VWO Vanguard FTSE Emerging Markets ETF | 2.58% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
DLS WisdomTree International SmallCap Dividend | 3.89% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% | 3.89% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.87% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
VNQ Vanguard Real Estate ETF | 3.80% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VONV Vanguard Russell 1000 Value ETF | 1.89% | 2.09% | 2.23% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% | 2.10% | 1.92% |
VYMI Vanguard International High Dividend Yield ETF | 4.49% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.07% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% | 2.33% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
IJS iShares S&P SmallCap 600 Value ETF | 1.40% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
VEA Vanguard FTSE Developed Markets ETF | 2.99% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Ultimate Portfolio w/ Tech. 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 Ultimate Portfolio w/ Tech was 38.27%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Ultimate Portfolio w/ Tech drawdown is 0.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.27% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -25.34% | Nov 9, 2021 | 225 | Sep 30, 2022 | 355 | Mar 1, 2024 | 580 |
| -20.08% | Aug 30, 2018 | 80 | Dec 24, 2018 | 212 | Oct 28, 2019 | 292 |
| -9.52% | Jan 29, 2018 | 9 | Feb 8, 2018 | 140 | Aug 29, 2018 | 149 |
| -7.59% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current Ultimate Portfolio w/ Tech volatility is 3.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| VNQ | VGT | EWX | IJS | VWO | VIOO | VONV | DLS | VOO | VYMI | VSS | VEA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VNQ | 1.00 | 0.46 | 0.42 | 0.59 | 0.40 | 0.60 | 0.64 | 0.52 | 0.60 | 0.50 | 0.52 | 0.53 |
| VGT | 0.46 | 1.00 | 0.60 | 0.57 | 0.63 | 0.64 | 0.66 | 0.64 | 0.89 | 0.61 | 0.69 | 0.70 |
| EWX | 0.42 | 0.60 | 1.00 | 0.55 | 0.91 | 0.57 | 0.62 | 0.74 | 0.65 | 0.79 | 0.84 | 0.77 |
| IJS | 0.59 | 0.57 | 0.55 | 1.00 | 0.55 | 0.98 | 0.86 | 0.66 | 0.73 | 0.69 | 0.68 | 0.69 |
| VWO | 0.40 | 0.63 | 0.91 | 0.55 | 1.00 | 0.58 | 0.62 | 0.75 | 0.67 | 0.82 | 0.84 | 0.79 |
| VIOO | 0.60 | 0.64 | 0.57 | 0.98 | 0.58 | 1.00 | 0.86 | 0.69 | 0.78 | 0.70 | 0.70 | 0.72 |
| VONV | 0.64 | 0.66 | 0.62 | 0.86 | 0.62 | 0.86 | 1.00 | 0.75 | 0.88 | 0.78 | 0.75 | 0.79 |
| DLS | 0.52 | 0.64 | 0.74 | 0.66 | 0.75 | 0.69 | 0.75 | 1.00 | 0.75 | 0.90 | 0.94 | 0.94 |
| VOO | 0.60 | 0.89 | 0.65 | 0.73 | 0.67 | 0.78 | 0.88 | 0.75 | 1.00 | 0.75 | 0.77 | 0.81 |
| VYMI | 0.50 | 0.61 | 0.79 | 0.69 | 0.82 | 0.70 | 0.78 | 0.90 | 0.75 | 1.00 | 0.91 | 0.95 |
| VSS | 0.52 | 0.69 | 0.84 | 0.68 | 0.84 | 0.70 | 0.75 | 0.94 | 0.77 | 0.91 | 1.00 | 0.95 |
| VEA | 0.53 | 0.70 | 0.77 | 0.69 | 0.79 | 0.72 | 0.79 | 0.94 | 0.81 | 0.95 | 0.95 | 1.00 |