Merriman 8 fund combo WW
I thought of this on 5/18/2024, it's Paul merriman's 4 fund combo turned into an 8 fund Worldwide by adding international etfs. This is something to watch long term. It could be one great sleeper for people to model off of that isn't as complex as JWAC Final Aggressive modeling. However, it has 21% Standard deviation and has some bad 15 year CR%R with 0% returns. DO NOT USE
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Merriman 8 fund combo WW | 7.52% | 9.89% | 5.39% | 10.84% | 16.64% | N/A |
| Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | -6.41% | 11.87% | -10.11% | -1.89% | 21.04% | N/A |
AVDV Avantis International Small Cap Value ETF | 16.69% | 8.49% | 16.92% | 16.89% | 16.21% | N/A |
FNDC Schwab Fundamental International Small Co. Index ETF | 16.55% | 8.45% | 15.86% | 13.91% | 11.58% | 5.70% |
AVDE Avantis International Equity ETF | 17.73% | 9.02% | 16.05% | 14.28% | 13.78% | N/A |
DFIVX DFA International Value Portfolio | 18.50% | 8.85% | 16.15% | 14.45% | 18.42% | 6.20% |
SCHV Schwab U.S. Large-Cap Value ETF | 4.38% | 8.32% | 0.69% | 12.55% | 16.73% | 11.92% |
SCHX Schwab U.S. Large-Cap ETF | 1.55% | 12.89% | 0.93% | 14.85% | 17.58% | 14.11% |
FNDA Schwab Fundamental US Small Co. Index ETF | -4.91% | 11.16% | -8.07% | 0.73% | 15.24% | 7.64% |
Monthly Returns
The table below presents the monthly returns of Merriman 8 fund combo WW, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.15% | -0.04% | -1.59% | 0.08% | 5.88% | 7.52% | |||||||
| 2024 | -1.49% | 2.94% | 4.59% | -3.76% | 4.81% | -1.50% | 5.40% | 0.90% | 1.79% | -2.99% | 4.79% | -4.53% | 10.72% |
| 2023 | 8.18% | -2.32% | -0.92% | 1.05% | -3.86% | 6.84% | 5.10% | -3.12% | -3.32% | -3.96% | 8.03% | 7.52% | 19.33% |
| 2022 | -3.06% | -0.79% | 1.16% | -6.31% | 2.16% | -9.91% | 6.98% | -3.89% | -9.79% | 8.84% | 8.83% | -3.22% | -10.80% |
| 2021 | 0.65% | 6.51% | 4.70% | 3.23% | 3.38% | -0.68% | -0.15% | 1.82% | -2.45% | 3.97% | -4.08% | 4.98% | 23.54% |
| 2020 | -4.20% | -9.46% | -19.72% | 12.16% | 5.04% | 2.19% | 2.83% | 6.39% | -3.03% | -1.06% | 15.70% | 6.32% | 8.25% |
| 2019 | -0.21% | 2.83% | 2.36% | 3.73% | 8.95% |
Expense Ratio
Merriman 8 fund combo WW has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Merriman 8 fund combo WW is 42, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | -0.07 | 0.08 | 1.01 | -0.07 | -0.18 |
AVDV Avantis International Small Cap Value ETF | 0.92 | 1.42 | 1.20 | 1.27 | 4.45 |
FNDC Schwab Fundamental International Small Co. Index ETF | 0.86 | 1.37 | 1.18 | 1.22 | 3.03 |
AVDE Avantis International Equity ETF | 0.84 | 1.31 | 1.18 | 1.12 | 3.62 |
DFIVX DFA International Value Portfolio | 0.87 | 1.31 | 1.19 | 1.07 | 4.07 |
SCHV Schwab U.S. Large-Cap Value ETF | 0.79 | 1.17 | 1.17 | 0.81 | 2.99 |
SCHX Schwab U.S. Large-Cap ETF | 0.76 | 1.19 | 1.18 | 0.80 | 3.03 |
FNDA Schwab Fundamental US Small Co. Index ETF | 0.03 | 0.20 | 1.03 | 0.02 | 0.06 |
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Dividends
Dividend yield
Merriman 8 fund combo WW provided a 2.42% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.42% | 2.68% | 2.52% | 2.33% | 2.13% | 1.83% | 1.71% | 1.61% | 1.27% | 1.56% | 1.36% | 1.46% |
| Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 1.77% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.69% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDC Schwab Fundamental International Small Co. Index ETF | 3.08% | 3.59% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% |
AVDE Avantis International Equity ETF | 2.80% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIVX DFA International Value Portfolio | 3.36% | 3.94% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% |
SCHV Schwab U.S. Large-Cap Value ETF | 2.21% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 3.95% | 2.69% | 2.38% |
SCHX Schwab U.S. Large-Cap ETF | 1.21% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
FNDA Schwab Fundamental US Small Co. Index ETF | 1.52% | 1.53% | 1.37% | 1.38% | 1.15% | 1.31% | 1.38% | 1.67% | 1.30% | 1.19% | 1.33% | 1.06% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Merriman 8 fund combo WW. 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 Merriman 8 fund combo WW was 40.09%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.09% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -23.75% | Nov 9, 2021 | 225 | Sep 30, 2022 | 302 | Dec 13, 2023 | 527 |
| -14.84% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
| -7.56% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.61% | Jun 9, 2021 | 28 | Jul 19, 2021 | 33 | Sep 2, 2021 | 61 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 7.99, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | AVUV | SCHX | DFIVX | SCHV | AVDV | FNDA | FNDC | AVDE | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.73 | 0.99 | 0.71 | 0.85 | 0.72 | 0.80 | 0.76 | 0.78 | 0.86 |
| AVUV | 0.73 | 1.00 | 0.74 | 0.76 | 0.86 | 0.74 | 0.97 | 0.73 | 0.74 | 0.92 |
| SCHX | 0.99 | 0.74 | 1.00 | 0.71 | 0.85 | 0.72 | 0.81 | 0.76 | 0.78 | 0.86 |
| DFIVX | 0.71 | 0.76 | 0.71 | 1.00 | 0.76 | 0.93 | 0.76 | 0.91 | 0.94 | 0.90 |
| SCHV | 0.85 | 0.86 | 0.85 | 0.76 | 1.00 | 0.74 | 0.89 | 0.76 | 0.78 | 0.91 |
| AVDV | 0.72 | 0.74 | 0.72 | 0.93 | 0.74 | 1.00 | 0.76 | 0.96 | 0.96 | 0.91 |
| FNDA | 0.80 | 0.97 | 0.81 | 0.76 | 0.89 | 0.76 | 1.00 | 0.77 | 0.77 | 0.94 |
| FNDC | 0.76 | 0.73 | 0.76 | 0.91 | 0.76 | 0.96 | 0.77 | 1.00 | 0.97 | 0.91 |
| AVDE | 0.78 | 0.74 | 0.78 | 0.94 | 0.78 | 0.96 | 0.77 | 0.97 | 1.00 | 0.93 |
| Portfolio | 0.86 | 0.92 | 0.86 | 0.90 | 0.91 | 0.91 | 0.94 | 0.91 | 0.93 | 1.00 |