Paul Merriman UBH 10X10 Portfolio best in class 2023
Merriman Foundation ultimate buy and hold 10 ETF holding portfolio with Paul's 2023 recommended ETFs within the 10 holdings. Target return is 8.5% over a 20 year period. 12% over 40+ years.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Paul Merriman UBH 10X10 Portfolio best in class 2023, 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 AVUS
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% |
| Paul Merriman UBH 10X10 Portfolio best in class 2023 | 7.95% | -4.39% | 4.70% | 8.56% | 7.64% | N/A |
| Portfolio components: | ||||||
VNQ Vanguard Real Estate ETF | 4.10% | -7.18% | 8.61% | 4.87% | 3.19% | 4.91% |
FNDC Schwab Fundamental International Small Co. Index ETF | 1.08% | -1.41% | 0.97% | 1.96% | 3.25% | 5.25% |
AVUS Avantis U.S. Equity ETF | 20.71% | -3.16% | 8.65% | 20.89% | 13.95% | N/A |
RPV Invesco S&P 500® Pure Value ETF | 11.77% | -6.09% | 8.71% | 12.04% | 7.96% | 7.36% |
AVUV Avantis U.S. Small Cap Value ETF | 8.81% | -7.88% | 9.81% | 8.41% | 14.01% | N/A |
AVDE Avantis International Equity ETF | 2.69% | -3.65% | -1.60% | 3.37% | 5.15% | N/A |
AVDV Avantis International Small Cap Value ETF | 6.80% | -2.07% | 1.80% | 7.38% | 6.27% | N/A |
AVEM Avantis Emerging Markets Equity ETF | 8.50% | -0.59% | -0.77% | 10.76% | 4.47% | N/A |
IJR iShares Core S&P Small-Cap ETF | 9.20% | -6.51% | 11.37% | 9.11% | 8.34% | 9.00% |
DFIVX DFA International Value Portfolio | 4.30% | -4.20% | -0.99% | 5.04% | 6.70% | 5.21% |
Monthly Returns
The table below presents the monthly returns of Paul Merriman UBH 10X10 Portfolio best in class 2023, 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 | -2.23% | 2.69% | 4.27% | -3.84% | 4.62% | -1.43% | 5.59% | 1.10% | 1.79% | -3.11% | 4.46% | 7.95% | |
| 2023 | 9.12% | -3.34% | -1.71% | 0.61% | -3.91% | 6.60% | 5.01% | -3.65% | -3.80% | -4.19% | 8.55% | 7.64% | 16.44% |
| 2022 | -2.87% | -0.96% | 1.25% | -5.91% | 1.84% | -9.76% | 6.22% | -3.69% | -10.27% | 7.58% | 9.18% | -3.61% | -12.47% |
| 2021 | 1.47% | 6.37% | 4.39% | 3.50% | 3.15% | -0.72% | -0.67% | 1.87% | -2.59% | 3.67% | -3.92% | 5.23% | 23.39% |
| 2020 | -4.31% | -9.14% | -21.14% | 11.68% | 4.56% | 2.98% | 3.22% | 5.36% | -2.99% | -0.60% | 15.30% | 6.20% | 5.85% |
| 2019 | -0.33% | 2.82% | 1.87% | 3.69% | 8.25% |
Expense Ratio
Paul Merriman UBH 10X10 Portfolio best in class 2023 has an expense ratio of 0.26%, 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 Paul Merriman UBH 10X10 Portfolio best in class 2023 is 14, meaning it’s performing worse than 86% 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 | |
|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 0.39 | 0.62 | 1.08 | 0.24 | 1.32 |
FNDC Schwab Fundamental International Small Co. Index ETF | 0.30 | 0.50 | 1.06 | 0.33 | 1.12 |
AVUS Avantis U.S. Equity ETF | 1.74 | 2.37 | 1.32 | 2.61 | 10.33 |
RPV Invesco S&P 500® Pure Value ETF | 0.94 | 1.41 | 1.17 | 1.48 | 4.22 |
AVUV Avantis U.S. Small Cap Value ETF | 0.51 | 0.88 | 1.11 | 0.96 | 2.42 |
AVDE Avantis International Equity ETF | 0.41 | 0.64 | 1.08 | 0.53 | 1.70 |
AVDV Avantis International Small Cap Value ETF | 0.69 | 1.00 | 1.13 | 1.19 | 3.05 |
AVEM Avantis Emerging Markets Equity ETF | 0.81 | 1.20 | 1.15 | 0.70 | 3.32 |
IJR iShares Core S&P Small-Cap ETF | 0.58 | 0.97 | 1.12 | 0.97 | 3.08 |
DFIVX DFA International Value Portfolio | 0.55 | 0.80 | 1.10 | 0.74 | 2.37 |
Dividends
Dividend yield
Paul Merriman UBH 10X10 Portfolio best in class 2023 provided a 2.51% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.51% | 2.73% | 2.54% | 2.27% | 1.86% | 1.53% | 1.48% | 1.20% | 1.31% | 1.25% | 1.29% | 0.98% |
| Portfolio components: | ||||||||||||
VNQ Vanguard Real Estate ETF | 2.89% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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% |
AVUS Avantis U.S. Equity ETF | 0.91% | 1.41% | 1.60% | 1.08% | 1.19% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RPV Invesco S&P 500® Pure Value ETF | 1.60% | 2.38% | 2.29% | 1.92% | 2.11% | 2.28% | 2.49% | 1.73% | 1.73% | 2.39% | 1.57% | 1.13% |
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% |
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% |
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% |
AVEM Avantis Emerging Markets Equity ETF | 3.14% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 2.04% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
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% |
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 Paul Merriman UBH 10X10 Portfolio best in class 2023. 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 Paul Merriman UBH 10X10 Portfolio best in class 2023 was 41.12%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Paul Merriman UBH 10X10 Portfolio best in class 2023 drawdown is 6.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.12% | Jan 21, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -24.06% | Jan 13, 2022 | 177 | Sep 27, 2022 | 313 | Dec 26, 2023 | 490 |
| -7.25% | Nov 9, 2021 | 16 | Dec 1, 2021 | 29 | Jan 12, 2022 | 45 |
| -7.18% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.93% | Jun 9, 2021 | 28 | Jul 19, 2021 | 66 | Oct 20, 2021 | 94 |
Volatility
Volatility Chart
The current Paul Merriman UBH 10X10 Portfolio best in class 2023 volatility is 3.85%, 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 | AVEM | RPV | AVUV | IJR | DFIVX | AVUS | AVDV | FNDC | AVDE | |
|---|---|---|---|---|---|---|---|---|---|---|
| VNQ | 1.00 | 0.47 | 0.65 | 0.62 | 0.69 | 0.55 | 0.69 | 0.59 | 0.61 | 0.61 |
| AVEM | 0.47 | 1.00 | 0.56 | 0.58 | 0.60 | 0.74 | 0.69 | 0.77 | 0.80 | 0.79 |
| RPV | 0.65 | 0.56 | 1.00 | 0.91 | 0.87 | 0.77 | 0.84 | 0.73 | 0.72 | 0.74 |
| AVUV | 0.62 | 0.58 | 0.91 | 1.00 | 0.96 | 0.76 | 0.87 | 0.75 | 0.74 | 0.75 |
| IJR | 0.69 | 0.60 | 0.87 | 0.96 | 1.00 | 0.73 | 0.90 | 0.74 | 0.75 | 0.75 |
| DFIVX | 0.55 | 0.74 | 0.77 | 0.76 | 0.73 | 1.00 | 0.78 | 0.93 | 0.91 | 0.94 |
| AVUS | 0.69 | 0.69 | 0.84 | 0.87 | 0.90 | 0.78 | 1.00 | 0.79 | 0.81 | 0.83 |
| AVDV | 0.59 | 0.77 | 0.73 | 0.75 | 0.74 | 0.93 | 0.79 | 1.00 | 0.96 | 0.96 |
| FNDC | 0.61 | 0.80 | 0.72 | 0.74 | 0.75 | 0.91 | 0.81 | 0.96 | 1.00 | 0.97 |
| AVDE | 0.61 | 0.79 | 0.74 | 0.75 | 0.75 | 0.94 | 0.83 | 0.96 | 0.97 | 1.00 |