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The Stingy Investor Asset Mixer

Portfolios | Periodic Table
Portfolio by Asset Class
Asset Class Start Year Alpha Weight    
3 month Canadian T-bills 1970 %
Short Canadian Bonds 1980 %
Long Canadian Bonds 1970 %
All Canadian Bonds 1980 %
Canadian Real Return Bonds 1992 %
TSX Composite 1970 %
S&P 500 1970 %
Wilshire 5000 1975 %
MSCI EAFE 1970 %
MSCI Emerging Markets 1988 %
Gold Bullion 1970 %
3 month U.S. T-bills 1970 %
5 year U.S. T-bonds 1970 %
10 year U.S. T-bonds 1970 %
Options:
Annual Withdrawal Rate (%):
Starting Portoflio Size ($):
Year Range (3+ years)  Start: Stop:
Set Global Alpha Assumption:
pretax returns in dollars.
Use returns.
RESET    

Results

Overall Portfolio Stats (1970 to 2023)
Average Gain (Geometric)9.755%
Average Gain (Arithmetic)10.429%
Median Annual Gain12.400%
Standard Deviation11.965%
Total Growth (%) 15135%
Total Value of a $1000 Investment $152,347.74
Total Down Years 12 years (22%)
Total Years < 5.00%14 years (26%)
Total Years < 10.00%23 years (43%)
Total Time Span 54 years

Worst Drops (1970 to 2023)
Drop StartsDropRecovery Time
1973-23.83%3 years
2007-21.06%5 years
2008-20.71%4 years
1974-18.70%1 year
2001-17.66%3 years

The Portfolio's Worst Years (1970 to 2023)
YearPortfolio Return
2008-20.71%
1974-18.70%
2002-11.01%
2022-9.69%
1990-8.16%

The Portfolio's Best Years (1970 to 2023)
YearPortfolio Return
198537.59%
198627.03%
197526.90%
199325.16%
198024.86%

Total Portfolio Return by Decade
Start Year Stop Year Portfolio Return
20132023164.23%
20032013109.55%
19932003179.04%
19831993380.84%
19731983216.51%

Return vs Volatility (1970 to 2023)
AssetAlphaArithmetic Avg ReturnStandard Deviation
Portfolio0.00%10.43%11.97%
3 month Canadian T-bills0.00%5.66%4.46%
Long Canadian Bonds0.00%9.12%10.68%
TSX Composite0.00%10.32%16.17%
S&P 5000.00%12.42%16.74%
MSCI EAFE0.00%11.24%20.29%

Annual Chance of Asset Class Outperforming (1970 to 2023)*
Asset Class12*34*5*678*910*11121314
[1] Cdn T-bills0%30%31%23%31%35%28%24%35%36%39%54%48%46%
[2] Short Cdn Bonds68%0%32%32%38%41%32%32%41%42%48%61%55%55%
[3] Long Cdn Bonds69%68%0%66%62%48%43%39%46%39%44%59%57%59%
[4] All Cdn Bonds77%68%32%0%53%39%39%36%48%42%48%61%66%57%
[5] Cdn RR Bonds69%62%38%47%0%41%38%34%53%41%44%62%62%59%
[6] TSX Composite65%59%52%61%59%0%43%43%54%44%52%65%57%59%
[7] S&P50072%66%56%61%62%57%0%45%52%50%56%70%67%65%
[8] Wilshire 500076%68%61%61%66%57%55%0%55%53%61%73%67%61%
[9] MSCI EAFE65%59%54%52%47%44%48%45%0%42%57%63%59%59%
[10] MSCI EM64%58%61%58%56%56%50%47%58%0%56%56%50%56%
[11] Gold61%52%56%52%56%48%44%39%43%44%0%56%54%52%
[12] 3m US T-bills44%39%39%36%38%35%30%27%37%44%44%0%43%39%
[13] 5yr US T-bonds52%43%43%34%38%41%33%33%39%50%46%57%0%43%
[14] 10yr US T-bonds54%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)
201820192020202120222023
+11.1%
US T-Bill
+25.2%
S&P500
+21.7%
Gold
+28.2%
S&P500
+8.0%
US T-Bill
+23.3%
S&P500
+7.7%
Gold
+24.0%
Wilshire
+19.8%
Wilshire
+25.1%
TSX
+7.3%
Gold
+23.1%
Wilshire
+6.9%
US S.Bond
+22.9%
TSX
+16.3%
Emerging
+24.0%
Wilshire
+1.8%
Cdn T-Bill
+16.1%
EAFE
+6.1%
US L.Bond
+18.3%
Portfolio
+16.1%
S&P500
+15.5%
Portfolio
-3.6%
US S.Bond
+14.7%
Portfolio
+4.0%
S&P500
+16.8%
EAFE
+13.0%
Cdn RRBs
+11.3%
EAFE
-4.0%
Cdn S.Bond
+11.8%
TSX
+3.0%
Wilshire
+13.2%
Emerging
+12.2%
US L.Bond
+1.8%
Cdn RRBs
-5.8%
TSX
+11.0%
Gold
+1.9%
Cdn S.Bond
+12.8%
Gold
+11.9%
Cdn L.Bond
+0.2%
US T-Bill
-6.1%
US L.Bond
+9.5%
Cdn L.Bond
+1.4%
Cdn All Bond
+12.7%
Cdn L.Bond
+8.8%
Portfolio
+0.1%
Cdn T-Bill
-8.1%
EAFE
+7.7%
Emerging
+1.3%
Cdn T-Bill
+8.0%
Cdn RRBs
+8.7%
Cdn All Bond
-0.9%
US S.Bond
-9.7%
Portfolio
+6.7%
Cdn All Bond
+0.3%
Cdn L.Bond
+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
0.0%
Cdn RRBs
+4.3%
US L.Bond
+6.1%
EAFE
-2.5%
Cdn All Bond
-12.5%
S&P500
+4.8%
Cdn T-Bill
-2.5%
Portfolio
+3.1%
Cdn S.Bond
+5.6%
TSX
-2.6%
Emerging
-13.5%
Wilshire
+3.0%
US T-Bill
-5.8%
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
-8.9%
TSX
-3.0%
US T-Bill
-1.3%
US T-Bill
-4.5%
Cdn L.Bond
-21.8%
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 -2.45% $975.50 $0.00
1971 15.38% $1,125.48 $0.00
1972 22.15% $1,374.78 $0.00
1973 -6.31% $1,288.10 $0.00
1974 -18.70% $1,047.16 $0.00
1975 26.90% $1,328.85 $0.00
1976 13.72% $1,511.16 $0.00
1977 12.39% $1,698.32 $0.00
1978 24.16% $2,108.72 $0.00
1979 17.28% $2,473.21 $0.00
1980 24.86% $3,087.93 $0.00
1981 -2.76% $3,002.70 $0.00
1982 17.03% $3,513.91 $0.00
1983 23.83% $4,351.28 $0.00
1984 9.95% $4,784.01 $0.00
1985 37.59% $6,582.32 $0.00
1986 27.03% $8,361.52 $0.00
1987 6.77% $8,927.60 $0.00
1988 11.68% $9,970.34 $0.00
1989 17.71% $11,736.58 $0.00
1990 -8.16% $10,778.88 $0.00
1991 18.25% $12,746.02 $0.00
1992 5.91% $13,499.31 $0.00
1993 25.16% $16,896.42 $0.00
1994 4.90% $17,723.50 $0.00
1995 18.90% $21,073.24 $0.00
1996 17.31% $24,721.01 $0.00
1997 18.26% $29,235.07 $0.00
1998 18.69% $34,699.11 $0.00
1999 15.93% $40,226.67 $0.00
2000 0.30% $40,347.35 $0.00
2001 -7.47% $37,333.41 $0.00
2002 -11.01% $33,223.00 $0.00
2003 13.38% $37,668.24 $0.00
2004 9.08% $41,086.63 $0.00
2005 11.31% $45,731.47 $0.00
2006 16.12% $53,101.10 $0.00
2007 -0.43% $52,870.11 $0.00
2008 -20.71% $41,918.07 $0.00
2009 15.50% $48,415.37 $0.00
2010 9.15% $52,845.37 $0.00
2011 -0.70% $52,478.10 $0.00
2012 9.87% $57,657.68 $0.00
2013 20.75% $69,618.77 $0.00
2014 12.41% $78,261.94 $0.00
2015 8.51% $84,918.12 $0.00
2016 7.48% $91,265.75 $0.00
2017 11.19% $101,473.82 $0.00
2018 -2.50% $98,936.98 $0.00
2019 18.30% $117,042.45 $0.00
2020 8.80% $127,348.03 $0.00
2021 15.48% $147,067.88 $0.00
2022 -9.69% $132,817.00 $0.00
2023 14.71% $152,347.74 $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.

[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.
 
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