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Asset Mixer Periodic Table Select A Portfolio Classic Potato   with iShares ETFs   with eFunds Global Potato   with iShares ETFs   with eFunds Hot Potato   with iShares ETFs   with eFunds Balanced Potato   with iShares ETFs   with eFunds Safe Potato   with iShares ETFs   with eFunds	The Stingy Investor Asset Mixer Portfolio by Asset Class Asset Class Start Year Alpha Weight 3 month T-bills 1954 % % +|- Short Canadian Bonds 1980 % % +|- Long Canadian Bonds 1970 % % +|- All Canadian Bonds 1961 % % +|- Real Return Bonds 1992 % % +|- US Bonds 1971 % % +|- TSX Composite 1958 % % +|- S&P500 1970 % % +|- Wilshire 5000 1975 % % +|- MSCI EAFE 1961 % % +|- MSCI Emerging Markets 1988 % % +|- Gold Bullion 1970 % % +|- Options: Annual Withdrawal Rate (%): Starting Portoflio Size ($): Year Range   Start: Stop: Set Global Alpha Assumption: None ETF Index Fund Average Fund Good Fund Bad Fund Zero Nominal Real pretax returns in Canadian dollars. Use Historic Random Historic returns. RESET     Results Overall Portfolio Stats (1970 to 2008) Average Gain (Geometric) 10.110% Average Gain (Arithmetic) 10.887% Median Annual Gain 13.400% Standard Deviation 12.921% Total Growth (%) 4178% Total Value of a $1000 Investment $42775.06 Total Down Years 8 years (21%) Total Years < 5.00% 11 years (28%) Total Years < 10.00% 15 years (38%) Total Time Span 39 years Worst Drops (1970 to 2008) Drop Starts Drop Recovery Time 1973 -22.25% 3 years 2008 -19.80% still down 1974 -16.83% 1 year 2001 -16.82% 3 years 2002 -10.75% 1 year The Portfolio's Worst Years (1970 to 2008) Year Portfolio Return 2008 -19.80% 1974 -16.83% 2002 -10.75% 1990 -8.30% 2001 -6.80% The Portfolio's Best Years (1970 to 2008) Year Portfolio Return 1985 37.87% 1986 27.17% 1993 25.83% 1975 24.90% 1980 24.85% Total Portfolio Return by Decade Start Year Stop Year Portfolio Return 1998 2008 45.75% 1988 1998 289.75% 1978 1988 481.35% Return vs Volatility (1970 to 2008) Asset Alpha Arithmetic Avg Return Standard Deviation Portfolio 0.00% 10.89% 12.92% TSX Composite 0.00% 10.51% 17.26% S&P500 0.00% 11.32% 18.08% MSCI EAFE 0.00% 12.25% 22.80% All Canadian Bonds 0.00% 9.47% 7.71% Annual Chance of Asset Class Outperforming (1970 to 2008)* Asset Class 1 2 3 4 5 6 7* 8* 9 10* 11* 12* [1] T-bills 0% 33% 38% 36% 38% 49% 32% 34% 24% 43% 35% 44% [2] Long C.Bonds 67% 0% 54% 54% 49% 51% 50% 66% 62% 43% 65% 51% [3] TSX Composite 62% 46% 0% 49% 54% 49% 47% 52% 55% 33% 53% 46% [4] S&P500 64% 44% 51% 0% 44% 51% 38% 55% 48% 38% 47% 64% [5] MSCI EAFE 62% 51% 44% 56% 0% 59% 53% 55% 48% 33% 41% 56% [6] Gold Bullion 51% 49% 51% 49% 41% 0% 41% 34% 34% 38% 47% 46% [7] Wilshire 5000 68% 50% 53% 62% 47% 59% 0% 59% 48% 38% 47% 68% [8] Short C.Bonds 62% 34% 48% 41% 45% 66% 41% 0% 34% 48% 47% 48% [9] All C.Bonds 76% 34% 45% 52% 52% 66% 48% 66% 0% 43% 59% 55% [10] Emerging 57% 57% 67% 62% 67% 62% 62% 52% 57% 0% 53% 57% [11] RRBs 65% 35% 47% 53% 59% 53% 53% 53% 41% 47% 0% 59% [12] US Bonds 56% 46% 54% 36% 44% 54% 32% 52% 45% 43% 41% 0% * Year range truncated for some assets. Periodic Table of Annual Returns (2003 to 2008) 2003 2004 2005 2006 2007 2008 +28.4% Emerg Mkt +17.5% RRBs +30.2% Emerg Mkt +32.9% Emerg Mkt +18.9% Emerg Mkt +28.2% Gold +26.7% TSX +16.8% Emerg Mkt +24.1% TSX +27.1% EAFE +12.2% Gold +27.1% US Bond +14.4% EAFE +14.5% TSX +15.2% RRBs +23.5% Gold +9.8% TSX +8.6% S.Bond +13.4% Portfolio +11.9% EAFE +13.9% Gold +17.3% TSX +4.3% T-Bill +6.4% All Bond +13.2% RRBs +10.3% L.Bond +13.8% L.Bond +16.1% Portfolio +4.1% S.Bond +2.8% T-Bill +9.1% L.Bond +9.1% Portfolio +10.6% Portfolio +16.1% Wilshire +3.7% All Bond +2.7% L.Bond +8.2% Wilshire +7.1% All Bond +10.3% EAFE +16.0% S&P500 +3.4% L.Bond +0.4% RRBs +6.7% All Bond +5.1% S.Bond +6.5% All Bond +7.6% US Bond +1.6% RRBs -19.8% Portfolio +5.8% S&P500 +4.4% Wilshire +2.9% Wilshire +4.1% All Bond -0.4% Portfolio -22.6% S&P500 +5.1% S.Bond +2.8% S&P500 +2.6% T-Bill +4.1% L.Bond -5.0% EAFE -23.0% Wilshire +2.9% T-Bill +2.3% T-Bill +2.4% S.Bond +4.0% S.Bond -9.3% US Bond -30.0% EAFE -1.5% Gold -2.3% US Bond +1.5% S&P500 +4.0% T-Bill -10.1% Wilshire -33.0% TSX -9.6% US Bond -3.0% Gold -5.4% US Bond -2.9% RRBs -10.3% S&P500 -42.5% Emerg Mkt Annual Portfolio Returns (1970 to 2008) Year Portfolio Return Growth of $1000.00 Withdrawal Amount 1970 0.12% $1001.25 $0.00 1971 15.18% $1153.19 $0.00 1972 21.07% $1396.22 $0.00 1973 -6.53% $1305.12 $0.00 1974 -16.83% $1085.53 $0.00 1975 24.90% $1355.83 $0.00 1976 13.07% $1533.11 $0.00 1977 11.70% $1712.48 $0.00 1978 22.95% $2105.50 $0.00 1979 17.15% $2466.59 $0.00 1980 24.85% $3079.53 $0.00 1981 -3.33% $2977.14 $0.00 1982 17.43% $3495.91 $0.00 1983 24.28% $4344.54 $0.00 1984 9.93% $4775.73 $0.00 1985 37.87% $6584.54 $0.00 1986 27.17% $8373.89 $0.00 1987 6.65% $8930.76 $0.00 1988 11.47% $9955.56 $0.00 1989 17.40% $11687.83 $0.00 1990 -8.30% $10717.74 $0.00 1991 19.00% $12754.11 $0.00 1992 5.95% $13512.98 $0.00 1993 25.83% $17002.70 $0.00 1994 4.40% $17750.82 $0.00 1995 19.40% $21194.48 $0.00 1996 17.78% $24961.80 $0.00 1997 17.58% $29348.84 $0.00 1998 18.60% $34807.72 $0.00 1999 16.07% $40403.06 $0.00 2000 0.35% $40544.47 $0.00 2001 -6.80% $37787.45 $0.00 2002 -10.75% $33725.30 $0.00 2003 13.40% $38244.49 $0.00 2004 9.08% $41715.18 $0.00 2005 10.60% $46136.99 $0.00 2006 16.12% $53576.57 $0.00 2007 -0.45% $53335.48 $0.00 2008 -19.80% $42775.06 $0.00 Scenario Analysis Scenario Return 1929-32 US-style equity decline (down 89%) -66.75% 1906-07 US-style equity decline (down 49%) -36.75% 1973-74 US-style equity decline (down 45%) -33.75% 1987-87 US-style equity decline (down 36%) -27.00% 1923-24 German-style hyperinflation (bonds down 99.99%) -25.00% 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. Your Asset Allocation (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 (Table 326-0001), DH&A, and Wilshire Associates. The calculator was formerly known as the Upside/Downside Market View The calculator assumes annual portfolio rebalancing.
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