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.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Merriman 8 fund combo WW, 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 Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Merriman 8 fund combo WW | 9.98% | -4.08% | 4.44% | 10.41% | 9.63% | N/A |
| Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | 8.81% | -7.88% | 8.55% | 8.41% | 14.01% | N/A |
AVDV Avantis International Small Cap Value ETF | 6.80% | -2.07% | 0.50% | 7.38% | 6.27% | N/A |
FNDC Schwab Fundamental International Small Co. Index ETF | 1.08% | -1.41% | 0.08% | 1.96% | 3.25% | 5.25% |
AVDE Avantis International Equity ETF | 2.69% | -3.65% | -2.54% | 3.37% | 5.15% | N/A |
DFIVX DFA International Value Portfolio | 4.30% | -4.20% | -2.11% | 5.04% | 6.70% | 5.21% |
SCHV Schwab U.S. Large-Cap Value ETF | 18.06% | -5.62% | 8.06% | 18.75% | 11.39% | 11.71% |
SCHX Schwab U.S. Large-Cap ETF | 26.93% | -0.69% | 10.95% | 27.32% | 16.60% | 15.53% |
FNDA Schwab Fundamental US Small Co. Index ETF | 9.69% | -6.04% | 10.25% | 9.49% | 10.25% | 9.32% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.49% | 2.94% | 4.59% | -3.76% | 4.81% | -1.50% | 5.40% | 0.90% | 1.76% | -2.99% | 4.79% | 9.98% | |
| 2023 | 8.18% | -2.32% | -0.97% | 1.05% | -3.86% | 7.02% | 5.10% | -3.12% | -3.42% | -3.96% | 8.03% | 7.28% | 19.07% |
| 2022 | -3.06% | -0.79% | 1.36% | -6.31% | 2.16% | -10.02% | 6.98% | -3.89% | -9.80% | 8.84% | 8.83% | -3.11% | -10.64% |
| 2021 | 0.65% | 6.51% | 4.66% | 3.23% | 3.38% | -0.68% | -0.15% | 1.82% | -2.23% | 3.97% | -4.08% | 5.17% | 23.98% |
| 2020 | -4.20% | -9.46% | -19.81% | 12.16% | 5.04% | 2.37% | 2.83% | 6.39% | -2.70% | -1.06% | 15.70% | 6.32% | 8.68% |
| 2019 | -0.22% | 2.83% | 2.36% | 3.90% | 9.13% |
Expense Ratio
Merriman 8 fund combo WW has an expense ratio of 0.23%, 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 Merriman 8 fund combo WW is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | 0.51 | 0.88 | 1.11 | 0.96 | 2.42 |
AVDV Avantis International Small Cap Value ETF | 0.69 | 1.00 | 1.13 | 1.19 | 3.05 |
FNDC Schwab Fundamental International Small Co. Index ETF | 0.30 | 0.50 | 1.06 | 0.33 | 1.12 |
AVDE Avantis International Equity ETF | 0.41 | 0.64 | 1.08 | 0.53 | 1.70 |
DFIVX DFA International Value Portfolio | 0.55 | 0.80 | 1.10 | 0.74 | 2.37 |
SCHV Schwab U.S. Large-Cap Value ETF | 1.91 | 2.71 | 1.34 | 2.64 | 10.28 |
SCHX Schwab U.S. Large-Cap ETF | 2.28 | 3.01 | 1.42 | 3.38 | 14.85 |
FNDA Schwab Fundamental US Small Co. Index ETF | 0.64 | 1.02 | 1.13 | 1.31 | 3.35 |
Dividends
Dividend yield
Merriman 8 fund combo WW provided a 2.72% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.72% | 3.18% | 3.06% | 2.49% | 2.82% | 2.88% | 2.46% | 2.20% | 1.90% | 2.02% | 2.28% | 1.38% |
| Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 1.62% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 4.38% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDC Schwab Fundamental International Small Co. Index ETF | 3.60% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% | 0.64% |
AVDE Avantis International Equity ETF | 1.92% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIVX DFA International Value Portfolio | 3.00% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
SCHV Schwab U.S. Large-Cap Value ETF | 3.36% | 4.95% | 5.72% | 1.95% | 7.90% | 6.99% | 6.18% | 5.77% | 4.95% | 4.06% | 5.84% | 4.38% |
SCHX Schwab U.S. Large-Cap ETF | 1.79% | 3.54% | 2.47% | 3.01% | 3.52% | 5.47% | 4.46% | 5.10% | 3.26% | 5.11% | 4.40% | 2.58% |
FNDA Schwab Fundamental US Small Co. Index ETF | 2.24% | 1.83% | 2.76% | 2.10% | 2.13% | 2.76% | 2.80% | 1.61% | 1.52% | 1.99% | 1.33% | 0.58% |
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 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.
The current Merriman 8 fund combo WW drawdown is 5.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.09% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -23.57% | Nov 9, 2021 | 225 | Sep 30, 2022 | 207 | Jul 31, 2023 | 432 |
| -11.52% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -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 current Merriman 8 fund combo WW volatility is 3.77%, 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
| SCHX | AVUV | SCHV | FNDA | DFIVX | AVDV | FNDC | AVDE | |
|---|---|---|---|---|---|---|---|---|
| SCHX | 1.00 | 0.73 | 0.85 | 0.81 | 0.71 | 0.74 | 0.77 | 0.79 |
| AVUV | 0.73 | 1.00 | 0.86 | 0.97 | 0.76 | 0.75 | 0.74 | 0.75 |
| SCHV | 0.85 | 0.86 | 1.00 | 0.89 | 0.77 | 0.76 | 0.77 | 0.79 |
| FNDA | 0.81 | 0.97 | 0.89 | 1.00 | 0.76 | 0.77 | 0.77 | 0.78 |
| DFIVX | 0.71 | 0.76 | 0.77 | 0.76 | 1.00 | 0.93 | 0.91 | 0.94 |
| AVDV | 0.74 | 0.75 | 0.76 | 0.77 | 0.93 | 1.00 | 0.96 | 0.96 |
| FNDC | 0.77 | 0.74 | 0.77 | 0.77 | 0.91 | 0.96 | 1.00 | 0.97 |
| AVDE | 0.79 | 0.75 | 0.79 | 0.78 | 0.94 | 0.96 | 0.97 | 1.00 |