The Stingy Investor Asset Mixer
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Results |
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Overall Portfolio Stats (1970 to 2023) |
Average Gain (Geometric) | 9.755% |
Average Gain (Arithmetic) | 10.429% |
Median Annual Gain | 12.400% |
Standard Deviation | 11.965% |
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 Starts | Drop | Recovery 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) |
Year | Portfolio Return | 2008 | -20.71% | 1974 | -18.70% | 2002 | -11.01% | 2022 | -9.69% | 1990 | -8.16% |
The Portfolio's Best Years (1970 to 2023) |
Year | Portfolio Return | 1985 | 37.59% | 1986 | 27.03% | 1975 | 26.90% | 1993 | 25.16% | 1980 | 24.86% |
Total Portfolio Return by Decade |
Start Year |
Stop Year |
Portfolio Return |
2013 | 2023 | 164.23% | 2003 | 2013 | 109.55% | 1993 | 2003 | 179.04% | 1983 | 1993 | 380.84% | 1973 | 1983 | 216.51% |
Return vs Volatility (1970 to 2023) |
Asset | Alpha | Arithmetic Avg Return | Standard Deviation |
Portfolio | 0.00% | 10.43% | 11.97% |
3 month Canadian T-bills | 0.00% | 5.66% | 4.46% | Long Canadian Bonds | 0.00% | 9.12% | 10.68% | TSX Composite | 0.00% | 10.32% | 16.17% | S&P 500 | 0.00% | 12.42% | 16.74% | MSCI EAFE | 0.00% | 11.24% | 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% | 31% | 23% | 31% | 35% | 28% | 24% | 35% | 36% | 39% | 54% | 48% | 46% | [2] Short Cdn Bonds | 68% | 0% | 32% | 32% | 38% | 41% | 32% | 32% | 41% | 42% | 48% | 61% | 55% | 55% | [3] Long Cdn Bonds | 69% | 68% | 0% | 66% | 62% | 48% | 43% | 39% | 46% | 39% | 44% | 59% | 57% | 59% | [4] All Cdn Bonds | 77% | 68% | 32% | 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% | 54% | 44% | 52% | 65% | 57% | 59% | [7] S&P500 | 72% | 66% | 56% | 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% | 39% | 36% | 38% | 35% | 30% | 27% | 37% | 44% | 44% | 0% | 43% | 39% | [13] 5yr US T-bonds | 52% | 43% | 43% | 34% | 38% | 41% | 33% | 33% | 39% | 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 | +25.2% 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 |
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Scenario Analysis |
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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% | |
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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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