Search MARS

Sunday, February 8, 2015

Lazy portfolios 25 years returns

Initial Investment

10000

Starting Year

1985

 

Ending Year

2009

 

MAR Nominal

5%

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 -
Un-Rebalanced (Nominal)

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

 

No comments:

Post a Comment