Initial Investment | 10000 | |||||||||||||
Starting Year | 1985 | | ||||||||||||
Ending Year | 2009 | | ||||||||||||
MAR Nominal | ||||||||||||||
Offset | 0 | |||||||||||||
# of Years of Backtesting | 25 | |||||||||||||
Average | Std. Dev. | Down SD | Up SD | CAGR | Sharpe Ratio | Sortino Ratio | Mkt. Corr. | Intl. Corr. | Total - Rebalanced (Nominal) | Total - | Total - Rebalanced (Real) | 1$ Portfolio | ||
Wellington | P1 | 11.49% | 12.09% | 6.28% | 7.33% | 10.81% | 0.58 | 1.03 | 0.91 | 0.64 | 130212.62 | 130212.62 | 65221.51 | 13.02 |
Wellesley | P2 | 10.43% | 9.76% | 4.22% | 6.83% | 10.01% | 0.61 | 1.29 | 0.68 | 0.43 | 108639.80 | 108639.80 | 54416.02 | 10.86 |
P3 | P3 | 11.96% | 18.68% | 11.14% | 10.02% | 10.25% | 0.40 | 0.62 | 1.00 | 0.69 | 114758.02 | 114758.02 | 57480.54 | 11.48 |
Taylor Larimore 3 Fund | P4 | 11.78% | 16.00% | 9.33% | 7.99% | 10.56% | 0.46 | 0.73 | 0.94 | 0.89 | 122961.49 | 112233.22 | 61589.53 | 12.30 |
Taylor Larimore 4 Fund | P5 | 11.83% | 16.06% | 9.44% | 7.86% | 10.58% | 0.46 | 0.72 | 0.93 | 0.90 | 123695.93 | 112802.73 | 61957.40 | 12.37 |
Rick Ferri Core Four | P6 | 11.63% | 15.17% | 8.83% | 8.23% | 10.52% | 0.47 | 0.75 | 0.95 | 0.87 | 121915.41 | 109989.65 | 61065.57 | 12.19 |
Bill Berstein No Brainer Cowards | P7 | 10.63% | 12.03% | 6.81% | 6.33% | 9.94% | 0.51 | 0.83 | 0.92 | 0.82 | 106892.89 | 118332.07 | 53541.02 | 10.69 |
Bill Berstein No Brainer | P8 | 11.30% | 14.64% | 8.23% | 8.16% | 10.29% | 0.47 | 0.77 | 0.96 | 0.79 | 115783.52 | 113086.40 | 57994.20 | 11.58 |
Bill Bernstein Smart Money | P9 | 10.63% | 12.03% | 6.81% | 6.33% | 9.94% | 0.51 | 0.83 | 0.92 | 0.82 | 106892.89 | 118332.07 | 53541.02 | 10.69 |
Dilbert's Portfolio | P10 | 10.66% | 13.67% | 7.58% | 7.52% | 9.79% | 0.45 | 0.75 | 0.99 | 0.67 | 103225.32 | 98618.78 | 51703.99 | 10.32 |
Ted Aronson Family Taxable | P11 | 12.20% | 15.19% | 7.99% | 9.30% | 11.14% | 0.51 | 0.90 | 0.86 | 0.93 | 140213.23 | 152641.48 | 70230.67 | 14.02 |
Bill Schultheis Coffee House | P12 | 10.47% | 11.26% | 6.05% | 6.46% | 9.88% | 0.53 | 0.90 | 0.90 | 0.74 | 105441.71 | 96165.97 | 52814.15 | 10.54 |
FundAdvice Ultimate Buy & Hold Portfolio | P13 | 11.36% | 12.05% | 6.07% | 7.81% | 10.69% | 0.57 | 1.05 | 0.83 | 0.93 | 126779.25 | 131731.51 | 63501.79 | 12.68 |
David Swenson Lazy Portfolio | P14 | 11.19% | 12.86% | 7.28% | 7.05% | 10.40% | 0.52 | 0.85 | 0.89 | 0.87 | 118533.83 | 121939.68 | 59371.79 | 11.85 |
David Swenson Yale Endowment | P15 | 11.71% | 12.91% | 6.84% | 7.88% | 10.93% | 0.56 | 0.98 | 0.89 | 0.87 | 133792.92 | 128724.08 | 67014.83 | 13.38 |
2nd Grader | P16 | 12.26% | 17.66% | 10.64% | 8.30% | 10.73% | 0.44 | 0.68 | 0.94 | 0.89 | 127821.47 | 118182.48 | 64023.83 | 12.78 |
Frank Armstrong Ideal Idx | P17 | 10.93% | 13.31% | 7.50% | 8.01% | 10.10% | 0.48 | 0.79 | 0.86 | 0.92 | 110815.28 | 101635.06 | 55505.68 | 11.08 |
Scott Burns Couch Portfolio | P18 | 10.00% | 10.27% | 5.74% | 5.00% | 9.50% | 0.54 | 0.87 | 0.96 | 0.77 | 96775.72 | 90706.85 | 48473.48 | 9.68 |
Scott Burns Margaritaville | P19 | 11.43% | 14.55% | 8.26% | 7.72% | 10.43% | 0.48 | 0.78 | 0.86 | 0.95 | 119374.05 | 107942.41 | 59792.64 | 11.94 |
Scott Burns Four Square | P20 | 10.26% | 11.49% | 6.41% | 5.88% | 9.65% | 0.50 | 0.82 | 0.86 | 0.92 | 99961.40 | 93064.68 | 50069.14 | 10.00 |
Scott Burns Five Fold | P21 | 10.56% | 11.72% | 6.59% | 7.25% | 9.90% | 0.52 | 0.84 | 0.85 | 0.87 | 105981.96 | 95911.78 | 53084.75 | 10.60 |
Scott Burns Six Ways from Sunday | P22 | 11.48% | 12.17% | 7.09% | 6.53% | 10.76% | 0.57 | 0.91 | 0.82 | 0.83 | 128596.49 | 123346.30 | 64412.02 | 12.86 |
Harry Browne Permanent | P23 | 7.93% | 5.79% | 2.36% | 4.06% | 7.78% | 0.59 | 1.24 | 0.71 | 0.77 | 65130.44 | 66405.36 | 32622.84 | 6.51 |
Larry Swedroe Simple Portfolio | P24 | 11.29% | 12.21% | 6.56% | 7.26% | 10.60% | 0.56 | 0.96 | 0.84 | 0.85 | 124004.80 | 126039.78 | 62112.12 | 12.40 |
Larry Swedroe Minimize FatTails Portfolio | P25 | 10.52% | 8.62% | 3.75% | 6.20% | 10.19% | 0.70 | 1.47 | 0.67 | 0.80 | 113117.29 | 160153.92 | 56658.73 | 11.31 |
Sunday, February 8, 2015
Lazy portfolios 25 years returns
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