The Search For An All-Weather Portfolio

The Search For An All-Weather Portfolio

Patcharapong Sriwichai/iStock through Getty Photographs

Co-Authored with Complete Return Investor

For a lot of small traders, particularly these with little curiosity in following “the market”, the best funding portfolio could be one which produced persistently good outcomes with out requiring any vital consideration or administration. Most likely, it will be carried out

CAGR

Finest Yr

Worst Yr

Most Drawdown

Sharpe Ratio

VTI

9.26%

33.45%

-36.98%

-50.84%

0.56

VFITX

3.25%

13.32%

-10.43%

-14.24%

0.49

60/40

7.38%

20.92%

-16.86%

-27.94%

0.69

VTI/ VFITX Proportion

CAGR

Finest Yr

Worst Yr

Most Drawdown

Sharpe Ratio

100/0

9.26%

33.45%

-36.98%

-50.84%

0.56

90/10

8.87%

29.80%

-31.95%

-45.47%

0.59

75/25

8.18%

24.57%

-24.40%

-36.98%

0.63

67/33

7.77%

22.62%

-20.38%

-32.23%

0.66

60/40

7.38%

20.92%

-16.86%

-27.94%

0.69

50/50

6.79%

18.48%

-14.97%

-21.60%

0.73

40/60

6.16%

16.04%

-14.06%

-16.67%

0.78

33/67

5.70%

14.33%

-13.43%

-15.72%

0.81

25/75

5.14%

12.38%

-12,70%

-14.63%

0.83

10/90

4.03%

9.52%

-11.34%

-13.45%

0.71

0/100

3.25%

13.32%

-10.43%

-14.24%

0.49

CAGR

Finest Yr

Worst Yr

Most Drawdown

Sharpe Ratio

Browne

6.13%

16.19%

-12.43%

-13.93%

0.71

Dalio

6.56%

18.19%

-18.12%

-20.42%

0.71

60/40

7.38%

20.92%

-16.86%

-27.94%

0.69

50/50

6.79%

18.48%

-14.97%

-21.60%

0.73

40/60

6.16%

16.04%

-14.06%

-16.67%

0.78

CAGR

Finest Yr

Worst Yr

Most Drawdown

Sharpe Ratio

Swenson

6.40%

25.09%

-25.73%

40.98%

0.48

Bogleheads

7.26%

25.28%

-29.43%

-42.77%

0.52

60/40

7.38%

20.92%

-16.86%

-27.94%

0.69

CAGR

Finest Yr

Worst Yr

Most Drawdown

Sharpe Ratio

100% VTI

9.26%

33.45%

-36.98%

-50.84%

0.56

60/40

7.38%

20.92%

-16.86%

-27.94%

0.69

50/50

6.79%

18.48%

-14.97%

-21.60%

0.73

40/60

6.16%

16.04%

-14.06%

-16.67%

0.78

Browne

6.13%

16.19%

-12.43%

-15.85%

0.71

Dalio

6.56%

18.19%

-18.12%

-20.42%

0.71

Swenson

6.40%

25.09%

-25.73%

-40.98%

0.48

Bogleheads

7.26%

25.28%

-29.43%

-42.77%

0.52

Julia

7.91%

20.04%

-15.34%

-18.95%

0.90

Julia Fairness

Allocation

CAGR

Finest Yr

Worst Yr

Most Drawdown

Sharpe Ratio

50% VTI

6.99%

19.98%

-18.22%

-22.48%

0.72

32% VTI

6% XLP, 6% XLU, 6% XLV

7.03%

18.89%

-14.80%

-18.97%

0.79

16% VTI, 16% VIG

6% XLP, 6% XLU, 6% XLV

6.95%

18.72%

-13.24%

-17.72%

0.81

16% VIG, 16% QQQ

6% XLP, 6% XLU, 6% XLV

7.91%

20.04%

-15.34%

-18.95%

0.90

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