The Stingy Investor Asset Mixer
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Results |
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Overall Portfolio Stats (1970 to 2023) |
Average Gain (Geometric) | 8.702% |
Average Gain (Arithmetic) | 8.959% |
Median Annual Gain | 7.978% |
Standard Deviation | 7.713% |
Total Growth (%) | 8954% |
Total Value of a $1000 Investment | $90,535.07 |
Total Down Years | 2 years (4%) |
Total Years < 5.00% | 18 years (33%) |
Total Years < 10.00% | 33 years (61%) |
Total Time Span | 54 years |
Worst Drops (1970 to 2023) |
Drop Starts | Drop | Recovery Time |
1981 | -5.66% | 1 year | 2022 | -5.60% | still down |
The Portfolio's Worst Years (1970 to 2023) |
Year | Portfolio Return | 1981 | -5.66% | 2022 | -5.60% | 2013 | 0.09% | 1990 | 0.58% | 2008 | 1.07% |
The Portfolio's Best Years (1970 to 2023) |
Year | Portfolio Return | 1979 | 38.30% | 1982 | 22.80% | 1985 | 22.78% | 1978 | 22.61% | 1972 | 21.05% |
Total Portfolio Return by Decade |
Start Year |
Stop Year |
Portfolio Return |
2013 | 2023 | 71.54% | 2003 | 2013 | 96.66% | 1993 | 2003 | 110.81% | 1983 | 1993 | 186.07% | 1973 | 1983 | 332.75% |
Return vs Volatility (1970 to 2023) |
Asset | Alpha | Arithmetic Avg Return | Standard Deviation |
Portfolio | -0.23% | 8.96% | 7.71% |
3 month Canadian T-bills | -0.14% | 5.52% | 4.46% | Long Canadian Bonds | -0.10% | 9.02% | 10.68% | TSX Composite | -0.06% | 10.26% | 16.17% | S&P 500 | -0.09% | 12.33% | 16.74% | MSCI EAFE | -0.22% | 11.02% | 20.29% | Gold Bullion | -0.55% | 10.09% | 25.37% |
Annual Chance of Asset Class Outperforming (1970 to 2023)* | Asset Class | 1 | 2* | 3 | 4* | 5* | 6 | 7 | 8* | 9 | 10* | 11 | 12 | 13 | 14 | [1] Cdn T-bills | 0% | 30% | 31% | 23% | 31% | 35% | 28% | 24% | 35% | 36% | 39% | 54% | 48% | 44% | [2] Short Cdn Bonds | 70% | 0% | 34% | 32% | 38% | 41% | 34% | 32% | 41% | 42% | 48% | 61% | 55% | 55% | [3] Long Cdn Bonds | 69% | 66% | 0% | 64% | 62% | 48% | 43% | 39% | 46% | 39% | 54% | 59% | 57% | 59% | [4] All Cdn Bonds | 77% | 68% | 34% | 0% | 53% | 39% | 39% | 36% | 48% | 42% | 50% | 61% | 66% | 57% | [5] Cdn RR Bonds | 69% | 62% | 38% | 47% | 0% | 41% | 38% | 34% | 53% | 41% | 47% | 62% | 62% | 59% | [6] TSX Composite | 65% | 59% | 52% | 61% | 59% | 0% | 43% | 43% | 56% | 44% | 52% | 65% | 57% | 59% | [7] S&P500 | 72% | 66% | 57% | 61% | 62% | 57% | 0% | 45% | 52% | 50% | 56% | 70% | 67% | 65% | [8] Wilshire 5000 | 76% | 68% | 61% | 61% | 66% | 57% | 55% | 0% | 55% | 53% | 61% | 73% | 67% | 61% | [9] MSCI EAFE | 65% | 59% | 54% | 52% | 47% | 44% | 48% | 45% | 0% | 42% | 57% | 63% | 59% | 59% | [10] MSCI EM | 64% | 58% | 61% | 58% | 56% | 56% | 50% | 47% | 58% | 0% | 56% | 56% | 50% | 56% | [11] Gold | 61% | 52% | 46% | 50% | 53% | 48% | 44% | 39% | 43% | 44% | 0% | 52% | 54% | 50% | [12] 3m US T-bills | 46% | 39% | 41% | 36% | 38% | 35% | 30% | 27% | 37% | 44% | 48% | 0% | 43% | 39% | [13] 5yr US T-bonds | 52% | 43% | 43% | 34% | 38% | 43% | 33% | 33% | 41% | 50% | 46% | 57% | 0% | 43% | [14] 10yr US T-bonds | 56% | 45% | 41% | 41% | 41% | 41% | 35% | 39% | 41% | 44% | 50% | 61% | 56% | 0% | * Year range truncated for some assets. |
Periodic Table of Annual Returns (2018 to 2023) | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | +11.1% US T-Bill | +25.1% S&P500 | +21.1% Gold | +28.1% S&P500 | +8.0% US T-Bill | +23.2% S&P500 | +7.2% Gold | +24.0% Wilshire | +19.8% Wilshire | +25.0% TSX | +6.8% Gold | +23.1% Wilshire | +6.9% US S.Bond | +22.8% TSX | +16.3% Emerging | +24.0% Wilshire | +1.7% Cdn T-Bill | +15.9% EAFE | +6.1% US L.Bond | +16.6% EAFE | +16.0% S&P500 | +11.1% EAFE | -3.6% US S.Bond | +11.7% TSX | +3.9% S&P500 | +13.2% Emerging | +13.0% Cdn RRBs | +3.0% Portfolio | -4.0% Cdn S.Bond | +10.4% Gold | +3.0% Wilshire | +12.6% Cdn L.Bond | +12.2% US L.Bond | +1.8% Cdn RRBs | -5.6% Portfolio | +10.4% Portfolio | +1.9% Cdn S.Bond | +12.2% Gold | +11.8% Cdn L.Bond | +0.2% US T-Bill | -5.9% TSX | +9.4% Cdn L.Bond | +1.4% Cdn All Bond | +12.0% Portfolio | +10.7% Portfolio | -0.0% Cdn T-Bill | -6.1% US L.Bond | +7.7% Emerging | +1.2% Portfolio | +8.0% Cdn RRBs | +8.7% Cdn All Bond | -0.9% US S.Bond | -8.3% EAFE | +6.7% Cdn All Bond | +1.2% Cdn T-Bill | +6.9% Cdn All Bond | +7.2% US S.Bond | -0.9% Cdn S.Bond | -11.7% Cdn All Bond | +5.0% Cdn S.Bond | +0.2% Cdn L.Bond | +4.3% US L.Bond | +5.9% EAFE | -2.5% Cdn All Bond | -12.6% S&P500 | +4.7% Cdn T-Bill | 0.0% Cdn RRBs | +3.1% Cdn S.Bond | +5.5% TSX | -2.6% Emerging | -13.5% Wilshire | +3.0% US T-Bill | -6.0% EAFE | +1.6% Cdn T-Bill | +5.3% Cdn S.Bond | -4.1% US L.Bond | -14.3% Emerging | +2.0% Cdn RRBs | -6.7% Emerging | +1.2% US S.Bond | +0.6% Cdn T-Bill | -4.6% Cdn L.Bond | -14.3% Cdn RRBs | -3.0% US S.Bond | -9.0% TSX | -3.0% US T-Bill | -1.3% US T-Bill | -5.0% Gold | -21.9% Cdn L.Bond | -6.8% US L.Bond | Expanded Periodic Table of Annual Returns |
Annual Portfolio Returns (1970 to 2023) |
Year |
Portfolio Return |
Growth of $1,000.00 |
Withdrawal Amount |
1970 |
3.60% |
$1,035.97 |
$0.00 |
1971 |
12.43% |
$1,164.73 |
$0.00 |
1972 |
21.05% |
$1,409.93 |
$0.00 |
1973 |
15.97% |
$1,635.13 |
$0.00 |
1974 |
12.21% |
$1,834.74 |
$0.00 |
1975 |
6.51% |
$1,954.18 |
$0.00 |
1976 |
9.88% |
$2,147.23 |
$0.00 |
1977 |
15.68% |
$2,483.89 |
$0.00 |
1978 |
22.61% |
$3,045.51 |
$0.00 |
1979 |
38.30% |
$4,212.02 |
$0.00 |
1980 |
15.83% |
$4,878.65 |
$0.00 |
1981 |
-5.66% |
$4,602.47 |
$0.00 |
1982 |
22.80% |
$5,652.01 |
$0.00 |
1983 |
7.95% |
$6,101.47 |
$0.00 |
1984 |
5.43% |
$6,432.73 |
$0.00 |
1985 |
22.78% |
$7,897.82 |
$0.00 |
1986 |
19.23% |
$9,416.33 |
$0.00 |
1987 |
8.00% |
$10,170.04 |
$0.00 |
1988 |
2.43% |
$10,417.05 |
$0.00 |
1989 |
9.98% |
$11,456.47 |
$0.00 |
1990 |
0.58% |
$11,523.08 |
$0.00 |
1991 |
10.44% |
$12,725.69 |
$0.00 |
1992 |
6.44% |
$13,544.95 |
$0.00 |
1993 |
19.37% |
$16,168.45 |
$0.00 |
1994 |
2.02% |
$16,495.21 |
$0.00 |
1995 |
12.49% |
$18,554.88 |
$0.00 |
1996 |
8.39% |
$20,112.51 |
$0.00 |
1997 |
5.73% |
$21,264.55 |
$0.00 |
1998 |
11.15% |
$23,636.15 |
$0.00 |
1999 |
3.64% |
$24,497.57 |
$0.00 |
2000 |
3.21% |
$25,284.83 |
$0.00 |
2001 |
1.21% |
$25,589.82 |
$0.00 |
2002 |
4.97% |
$26,860.37 |
$0.00 |
2003 |
6.30% |
$28,553.50 |
$0.00 |
2004 |
4.60% |
$29,868.11 |
$0.00 |
2005 |
10.34% |
$32,955.62 |
$0.00 |
2006 |
12.70% |
$37,141.97 |
$0.00 |
2007 |
4.29% |
$38,734.82 |
$0.00 |
2008 |
1.07% |
$39,147.81 |
$0.00 |
2009 |
8.12% |
$42,326.50 |
$0.00 |
2010 |
11.00% |
$46,984.13 |
$0.00 |
2011 |
6.21% |
$49,899.72 |
$0.00 |
2012 |
5.77% |
$52,779.18 |
$0.00 |
2013 |
0.09% |
$52,824.29 |
$0.00 |
2014 |
9.90% |
$58,055.86 |
$0.00 |
2015 |
4.72% |
$60,796.46 |
$0.00 |
2016 |
4.10% |
$63,286.52 |
$0.00 |
2017 |
6.35% |
$67,307.54 |
$0.00 |
2018 |
1.21% |
$68,118.84 |
$0.00 |
2019 |
11.98% |
$76,278.02 |
$0.00 |
2020 |
10.66% |
$84,411.10 |
$0.00 |
2021 |
2.95% |
$86,903.64 |
$0.00 |
2022 |
-5.60% |
$82,034.91 |
$0.00 |
2023 |
10.36% |
$90,535.07 |
$0.00 |
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Scenario Analysis |
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Scenario |
Return |
1929-32 US-style equity decline (down 89%) | -22.25% | | 1906-07 US-style equity decline (down 49%) | -12.26% | | 1973-74 US-style equity decline (down 45%) | -11.26% | | 1987-87 US-style equity decline (down 36%) | -9.01% | | 1923-24 German-style hyperinflation (bonds down 99.99%) | -50.01% | |
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A cautionary note |
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This tool is much like a scalpel. In competent hands it
is useful but the amateur may wind up cutting themselves. The amateur
should seek professional advice.
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Sources |
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Many thanks to Norbert Schlenker at Libra
Investment Management for collecting the data that this calculator uses.
Original public data sources include: Bank of Canada, BC Government Statistics,
Canadian Institute of Actuaries, Economagic.com, Financial Post, Globe
& Mail, globefund.com, Kitco, Libra Investment Management Inc., MSCI,
Prof. Werner Antweiler (UBC), Scotia Capital, BMO, Standard & Poors,
Statistics Canada, DH&A, Fred, and Wilshire Associates.
The calculator assumes annual portfolio rebalancing. Real results use Canadian inflation.
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