The Stingy Investor Asset Mixer
|
|
Results |
|
|
Overall Portfolio Stats (1970 to 2023) |
Average Gain (Geometric) | 9.905% |
Average Gain (Arithmetic) | 10.591% |
Median Annual Gain | 13.025% |
Standard Deviation | 12.067% |
Total Growth (%) | 16305% |
Total Value of a $1000 Investment | $164,046.12 |
Total Down Years | 11 years (20%) |
Total Years < 5.00% | 14 years (26%) |
Total Years < 10.00% | 21 years (39%) |
Total Time Span | 54 years |
Worst Drops (1970 to 2023) |
Drop Starts | Drop | Recovery Time |
1973 | -24.63% | 3 years | 2007 | -20.29% | 3 years | 2008 | -19.90% | 2 years | 1974 | -19.48% | 1 year | 2001 | -15.65% | 3 years |
The Portfolio's Worst Years (1970 to 2023) |
Year | Portfolio Return | 2008 | -19.90% | 1974 | -19.48% | 2022 | -12.56% | 2002 | -9.42% | 1990 | -8.68% |
The Portfolio's Best Years (1970 to 2023) |
Year | Portfolio Return | 1985 | 38.63% | 1986 | 27.26% | 1993 | 26.52% | 1975 | 26.08% | 1983 | 23.12% |
Total Portfolio Return by Decade |
Start Year |
Stop Year |
Portfolio Return |
2013 | 2023 | 157.15% | 2003 | 2013 | 118.43% | 1993 | 2003 | 193.57% | 1983 | 1993 | 393.29% | 1973 | 1983 | 202.19% |
Return vs Volatility (1970 to 2023) |
Asset | Alpha | Arithmetic Avg Return | Standard Deviation |
Portfolio | -0.12% | 10.59% | 12.07% |
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% |
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% | 33% | 23% | 31% | 35% | 28% | 24% | 35% | 36% | 39% | 54% | 48% | 46% | [2] Short Cdn Bonds | 68% | 0% | 34% | 32% | 38% | 41% | 34% | 32% | 41% | 42% | 48% | 61% | 55% | 55% | [3] Long Cdn Bonds | 67% | 66% | 0% | 64% | 62% | 48% | 43% | 39% | 46% | 39% | 44% | 59% | 57% | 59% | [4] All Cdn Bonds | 77% | 68% | 34% | 0% | 53% | 39% | 39% | 36% | 48% | 42% | 48% | 61% | 66% | 57% | [5] Cdn RR Bonds | 69% | 62% | 38% | 47% | 0% | 41% | 38% | 34% | 53% | 41% | 44% | 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% | 56% | 52% | 56% | 48% | 44% | 39% | 43% | 44% | 0% | 56% | 54% | 52% | [12] 3m US T-bills | 44% | 39% | 41% | 36% | 38% | 35% | 30% | 27% | 37% | 44% | 44% | 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 | 54% | 45% | 41% | 41% | 41% | 41% | 35% | 39% | 41% | 44% | 48% | 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 | +21.7% Gold | +28.1% S&P500 | +8.0% US T-Bill | +23.2% S&P500 | +7.7% Gold | +24.0% Wilshire | +19.8% Wilshire | +25.0% TSX | +7.3% Gold | +23.1% Wilshire | +6.9% US S.Bond | +22.8% TSX | +16.3% Emerging | +24.0% Wilshire | +1.8% Cdn T-Bill | +15.9% EAFE | +6.1% US L.Bond | +19.0% Portfolio | +16.0% S&P500 | +14.1% Portfolio | -3.6% US S.Bond | +14.8% Portfolio | +3.9% S&P500 | +16.6% EAFE | +13.0% Cdn RRBs | +11.1% EAFE | -4.0% Cdn S.Bond | +11.7% TSX | +3.0% Wilshire | +13.2% Emerging | +12.2% US L.Bond | +1.8% Cdn RRBs | -5.9% TSX | +11.0% Gold | +1.9% Cdn S.Bond | +12.8% Gold | +11.8% Cdn L.Bond | +0.2% US T-Bill | -6.1% US L.Bond | +9.4% Cdn L.Bond | +1.4% Cdn All Bond | +12.6% Cdn L.Bond | +9.9% Portfolio | +0.1% Cdn T-Bill | -8.3% EAFE | +7.7% Emerging | +1.3% Cdn T-Bill | +8.0% Cdn RRBs | +8.7% Cdn All Bond | -0.9% US S.Bond | -11.7% Cdn All Bond | +6.7% Cdn All Bond | +0.2% Cdn L.Bond | +6.9% Cdn All Bond | +7.2% US S.Bond | -0.9% Cdn S.Bond | -12.6% Portfolio | +5.0% Cdn S.Bond | 0.0% Cdn RRBs | +4.3% US L.Bond | +5.9% EAFE | -2.5% Cdn All Bond | -12.6% S&P500 | +4.8% Cdn T-Bill | -2.6% Portfolio | +3.1% Cdn S.Bond | +5.5% TSX | -2.6% Emerging | -13.5% Wilshire | +3.0% US T-Bill | -6.0% EAFE | +1.7% 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 | +0.7% Cdn T-Bill | -4.4% Gold | -14.3% Cdn RRBs | -3.0% US S.Bond | -9.0% TSX | -3.0% US T-Bill | -1.3% US T-Bill | -4.6% Cdn L.Bond | -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 |
-0.91% |
$990.91 |
$0.00 |
1971 |
16.29% |
$1,152.34 |
$0.00 |
1972 |
21.90% |
$1,404.74 |
$0.00 |
1973 |
-6.40% |
$1,314.88 |
$0.00 |
1974 |
-19.48% |
$1,058.73 |
$0.00 |
1975 |
26.08% |
$1,334.80 |
$0.00 |
1976 |
15.37% |
$1,539.98 |
$0.00 |
1977 |
12.28% |
$1,729.01 |
$0.00 |
1978 |
22.82% |
$2,123.63 |
$0.00 |
1979 |
14.96% |
$2,441.39 |
$0.00 |
1980 |
22.74% |
$2,996.64 |
$0.00 |
1981 |
-4.90% |
$2,849.66 |
$0.00 |
1982 |
21.00% |
$3,447.95 |
$0.00 |
1983 |
23.12% |
$4,244.96 |
$0.00 |
1984 |
10.62% |
$4,695.57 |
$0.00 |
1985 |
38.63% |
$6,509.52 |
$0.00 |
1986 |
27.26% |
$8,283.96 |
$0.00 |
1987 |
5.81% |
$8,765.36 |
$0.00 |
1988 |
11.71% |
$9,791.89 |
$0.00 |
1989 |
17.74% |
$11,529.29 |
$0.00 |
1990 |
-8.68% |
$10,528.45 |
$0.00 |
1991 |
19.90% |
$12,623.95 |
$0.00 |
1992 |
6.49% |
$13,443.40 |
$0.00 |
1993 |
26.52% |
$17,008.48 |
$0.00 |
1994 |
3.07% |
$17,530.16 |
$0.00 |
1995 |
20.90% |
$21,194.53 |
$0.00 |
1996 |
17.97% |
$25,003.44 |
$0.00 |
1997 |
19.63% |
$29,911.91 |
$0.00 |
1998 |
19.12% |
$35,629.63 |
$0.00 |
1999 |
13.90% |
$40,581.87 |
$0.00 |
2000 |
1.41% |
$41,154.56 |
$0.00 |
2001 |
-6.88% |
$38,322.79 |
$0.00 |
2002 |
-9.42% |
$34,714.01 |
$0.00 |
2003 |
13.69% |
$39,465.39 |
$0.00 |
2004 |
9.78% |
$43,323.21 |
$0.00 |
2005 |
12.36% |
$48,679.34 |
$0.00 |
2006 |
15.53% |
$56,237.88 |
$0.00 |
2007 |
-0.48% |
$55,965.24 |
$0.00 |
2008 |
-19.90% |
$44,825.47 |
$0.00 |
2009 |
15.46% |
$51,756.93 |
$0.00 |
2010 |
10.32% |
$57,097.83 |
$0.00 |
2011 |
1.59% |
$58,006.37 |
$0.00 |
2012 |
9.98% |
$63,794.94 |
$0.00 |
2013 |
18.86% |
$75,826.15 |
$0.00 |
2014 |
14.10% |
$86,514.00 |
$0.00 |
2015 |
8.51% |
$93,873.92 |
$0.00 |
2016 |
7.35% |
$100,774.78 |
$0.00 |
2017 |
11.52% |
$112,379.20 |
$0.00 |
2018 |
-2.60% |
$109,456.44 |
$0.00 |
2019 |
19.02% |
$130,269.80 |
$0.00 |
2020 |
9.89% |
$143,149.84 |
$0.00 |
2021 |
14.13% |
$163,372.90 |
$0.00 |
2022 |
-12.56% |
$142,858.49 |
$0.00 |
2023 |
14.83% |
$164,046.12 |
$0.00 |
|
|
Scenario Analysis |
|
|
Scenario |
Return |
1929-32 US-style equity decline (down 89%) | -64.08% | | 1906-07 US-style equity decline (down 49%) | -35.28% | | 1973-74 US-style equity decline (down 45%) | -32.40% | | 1987-87 US-style equity decline (down 36%) | -25.92% | | 1923-24 German-style hyperinflation (bonds down 99.99%) | -28.00% | |
|
|
Share Your Asset Allocation |
|
|
If you've found a great asset allocation that you would like to share
with you family, friends, or advisor then just copy the link below and
email it to that special someone.
[Asset Allocation Link Is Being Updated]
(Hint: Right click on the link to copy it.)
|
|
A cautionary note |
|
|
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.
|
|
Sources |
|
|
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.
|