The Stingy Investor Asset Mixer
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Results |
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Overall Portfolio Stats (1970 to 2023) |
Average Gain (Geometric) | 9.580% |
Average Gain (Arithmetic) | 10.067% |
Median Annual Gain | 11.115% |
Standard Deviation | 10.256% |
Total Growth (%) | 13878% |
Total Value of a $1000 Investment | $139,781.37 |
Total Down Years | 10 years (19%) |
Total Years < 5.00% | 13 years (24%) |
Total Years < 10.00% | 24 years (44%) |
Total Time Span | 54 years |
Worst Drops (1970 to 2023) |
Drop Starts | Drop | Recovery Time |
1973 | -17.69% | 3 years | 2022 | -15.67% | still down | 1974 | -14.59% | 1 year | 2008 | -12.40% | 2 years | 2001 | -5.13% | 2 years |
The Portfolio's Worst Years (1970 to 2023) |
Year | Portfolio Return | 2022 | -15.67% | 1974 | -14.59% | 2008 | -12.40% | 1990 | -4.39% | 1981 | -4.00% |
The Portfolio's Best Years (1970 to 2023) |
Year | Portfolio Return | 1985 | 34.62% | 1982 | 29.30% | 1993 | 25.01% | 1986 | 23.87% | 1995 | 22.67% |
Total Portfolio Return by Decade |
Start Year |
Stop Year |
Portfolio Return |
2013 | 2023 | 106.56% | 2003 | 2013 | 118.62% | 1993 | 2003 | 198.19% | 1983 | 1993 | 376.98% | 1973 | 1983 | 180.98% |
Return vs Volatility (1970 to 2023) |
Asset | Alpha | Arithmetic Avg Return | Standard Deviation |
Portfolio | -0.11% | 10.07% | 10.26% |
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 | +16.9% Portfolio | +16.0% S&P500 | +11.1% EAFE | -3.6% US S.Bond | +13.0% Portfolio | +3.9% S&P500 | +16.6% EAFE | +13.0% Cdn RRBs | +7.9% Portfolio | -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 | +10.5% 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% S&P500 | +5.0% Cdn S.Bond | 0.0% Cdn RRBs | +4.3% US L.Bond | +5.9% EAFE | -2.5% Cdn All Bond | -13.5% Wilshire | +4.8% Cdn T-Bill | -1.7% Portfolio | +3.1% Cdn S.Bond | +5.5% TSX | -2.6% Emerging | -14.3% Cdn RRBs | +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 | -15.7% Portfolio | -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 |
4.76% |
$1,047.61 |
$0.00 |
1971 |
15.76% |
$1,212.72 |
$0.00 |
1972 |
17.27% |
$1,422.14 |
$0.00 |
1973 |
-3.63% |
$1,370.50 |
$0.00 |
1974 |
-14.59% |
$1,170.58 |
$0.00 |
1975 |
20.02% |
$1,404.90 |
$0.00 |
1976 |
18.08% |
$1,658.91 |
$0.00 |
1977 |
11.22% |
$1,844.99 |
$0.00 |
1978 |
16.55% |
$2,150.31 |
$0.00 |
1979 |
9.01% |
$2,344.03 |
$0.00 |
1980 |
15.83% |
$2,715.06 |
$0.00 |
1981 |
-4.00% |
$2,606.37 |
$0.00 |
1982 |
29.30% |
$3,369.96 |
$0.00 |
1983 |
18.58% |
$3,995.99 |
$0.00 |
1984 |
12.68% |
$4,502.55 |
$0.00 |
1985 |
34.62% |
$6,061.37 |
$0.00 |
1986 |
23.87% |
$7,508.39 |
$0.00 |
1987 |
4.44% |
$7,841.82 |
$0.00 |
1988 |
11.54% |
$8,746.83 |
$0.00 |
1989 |
16.83% |
$10,218.82 |
$0.00 |
1990 |
-4.39% |
$9,770.50 |
$0.00 |
1991 |
21.67% |
$11,887.65 |
$0.00 |
1992 |
8.16% |
$12,857.77 |
$0.00 |
1993 |
25.01% |
$16,073.86 |
$0.00 |
1994 |
-0.46% |
$16,000.69 |
$0.00 |
1995 |
22.67% |
$19,627.86 |
$0.00 |
1996 |
16.68% |
$22,901.94 |
$0.00 |
1997 |
19.22% |
$27,303.88 |
$0.00 |
1998 |
16.98% |
$31,939.21 |
$0.00 |
1999 |
7.23% |
$34,249.30 |
$0.00 |
2000 |
5.24% |
$36,044.24 |
$0.00 |
2001 |
-2.59% |
$35,111.71 |
$0.00 |
2002 |
-2.61% |
$34,194.87 |
$0.00 |
2003 |
12.12% |
$38,340.93 |
$0.00 |
2004 |
9.92% |
$42,143.12 |
$0.00 |
2005 |
12.81% |
$47,541.15 |
$0.00 |
2006 |
11.68% |
$53,096.24 |
$0.00 |
2007 |
0.78% |
$53,508.69 |
$0.00 |
2008 |
-12.40% |
$46,871.90 |
$0.00 |
2009 |
12.11% |
$52,547.52 |
$0.00 |
2010 |
11.01% |
$58,334.48 |
$0.00 |
2011 |
7.06% |
$62,453.36 |
$0.00 |
2012 |
8.35% |
$67,669.96 |
$0.00 |
2013 |
10.47% |
$74,756.90 |
$0.00 |
2014 |
15.20% |
$86,117.56 |
$0.00 |
2015 |
6.90% |
$92,063.80 |
$0.00 |
2016 |
5.70% |
$97,312.18 |
$0.00 |
2017 |
9.98% |
$107,020.82 |
$0.00 |
2018 |
-1.67% |
$105,236.57 |
$0.00 |
2019 |
16.88% |
$122,997.13 |
$0.00 |
2020 |
10.52% |
$135,942.33 |
$0.00 |
2021 |
7.88% |
$146,661.12 |
$0.00 |
2022 |
-15.67% |
$123,677.56 |
$0.00 |
2023 |
13.02% |
$139,781.37 |
$0.00 |
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Scenario Analysis |
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Scenario |
Return |
1929-32 US-style equity decline (down 89%) | -42.72% | | 1906-07 US-style equity decline (down 49%) | -23.52% | | 1973-74 US-style equity decline (down 45%) | -21.60% | | 1987-87 US-style equity decline (down 36%) | -17.28% | | 1923-24 German-style hyperinflation (bonds down 99.99%) | -51.99% | |
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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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