The Stingy Investor Asset Mixer
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Results |
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Overall Portfolio Stats (1970 to 2023) |
Average Gain (Geometric) | 9.607% |
Average Gain (Arithmetic) | 10.295% |
Median Annual Gain | 12.729% |
Standard Deviation | 12.067% |
Total Growth (%) | 14065% |
Total Value of a $1000 Investment | $141,647.35 |
Total Down Years | 11 years (20%) |
Total Years < 5.00% | 14 years (26%) |
Total Years < 10.00% | 21 years (39%) |
Total Time Span | 54 years |
Worst Drops (1970 to 2023) |
Drop Starts | Drop | Recovery Time |
1973 | -25.15% | 3 years | 2007 | -20.82% | 3 years | 2008 | -20.20% | 2 years | 1974 | -19.78% | 1 year | 2001 | -16.19% | 3 years |
The Portfolio's Worst Years (1970 to 2023) |
Year | Portfolio Return | 2008 | -20.20% | 1974 | -19.78% | 2022 | -12.85% | 2002 | -9.71% | 1990 | -8.98% |
The Portfolio's Best Years (1970 to 2023) |
Year | Portfolio Return | 1985 | 38.33% | 1986 | 26.96% | 1993 | 26.22% | 1975 | 25.78% | 1983 | 22.82% |
Total Portfolio Return by Decade |
Start Year |
Stop Year |
Portfolio Return |
2013 | 2023 | 149.53% | 2003 | 2013 | 111.85% | 1993 | 2003 | 184.95% | 1983 | 1993 | 379.48% | 1973 | 1983 | 193.31% |
Return vs Volatility (1970 to 2023) |
Asset | Alpha | Arithmetic Avg Return | Standard Deviation |
Portfolio | -0.41% | 10.29% | 12.07% |
Long Canadian Bonds | -0.49% | 8.63% | 10.68% | TSX Composite | -0.32% | 10.00% | 16.17% | S&P 500 | -0.34% | 12.08% | 16.74% | MSCI EAFE | -0.49% | 10.75% | 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% | 43% | 34% | 32% | 41% | 42% | 48% | 61% | 55% | 55% | [3] Long Cdn Bonds | 67% | 66% | 0% | 61% | 59% | 48% | 43% | 39% | 46% | 39% | 44% | 59% | 57% | 56% | [4] All Cdn Bonds | 77% | 68% | 39% | 0% | 53% | 39% | 39% | 36% | 48% | 42% | 48% | 61% | 66% | 57% | [5] Cdn RR Bonds | 69% | 62% | 41% | 47% | 0% | 41% | 38% | 34% | 53% | 41% | 44% | 62% | 62% | 59% | [6] TSX Composite | 65% | 57% | 52% | 61% | 59% | 0% | 43% | 43% | 56% | 44% | 52% | 65% | 57% | 57% | [7] S&P500 | 72% | 66% | 57% | 61% | 62% | 57% | 0% | 43% | 52% | 47% | 56% | 70% | 67% | 65% | [8] Wilshire 5000 | 76% | 68% | 61% | 61% | 66% | 57% | 57% | 0% | 55% | 53% | 61% | 73% | 67% | 61% | [9] MSCI EAFE | 65% | 59% | 54% | 52% | 47% | 44% | 48% | 45% | 0% | 39% | 57% | 63% | 59% | 57% | [10] MSCI EM | 64% | 58% | 61% | 58% | 56% | 56% | 53% | 47% | 61% | 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% | 44% | 41% | 41% | 43% | 35% | 39% | 43% | 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 | +24.9% S&P500 | +21.7% Gold | +27.9% S&P500 | +8.0% US T-Bill | +23.1% Wilshire | +7.7% Gold | +24.0% Wilshire | +19.8% Wilshire | +24.8% TSX | +7.3% Gold | +23.0% S&P500 | +6.9% US S.Bond | +22.6% TSX | +16.3% Emerging | +24.0% Wilshire | +1.8% Cdn T-Bill | +15.6% EAFE | +6.1% US L.Bond | +18.7% Portfolio | +15.8% S&P500 | +13.8% Portfolio | -3.6% US S.Bond | +14.5% Portfolio | +3.7% S&P500 | +16.3% EAFE | +13.0% Cdn RRBs | +10.8% EAFE | -4.0% Cdn S.Bond | +11.5% TSX | +3.0% Wilshire | +13.2% Emerging | +12.2% US L.Bond | +1.8% Cdn RRBs | -6.1% US L.Bond | +11.0% Gold | +1.9% Cdn S.Bond | +12.8% Gold | +11.4% Cdn L.Bond | +0.2% US T-Bill | -6.1% TSX | +9.0% Cdn L.Bond | +1.4% Cdn All Bond | +12.2% Cdn L.Bond | +9.6% Portfolio | +0.1% Cdn T-Bill | -8.6% 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 | 0.0% Cdn RRBs | +6.9% Cdn All Bond | +7.2% US S.Bond | -0.9% Cdn S.Bond | -12.8% S&P500 | +5.0% Cdn S.Bond | -0.2% Cdn L.Bond | +4.3% US L.Bond | +5.6% EAFE | -2.5% Cdn All Bond | -12.9% Portfolio | +4.8% Cdn T-Bill | -2.9% Portfolio | +3.1% Cdn S.Bond | +5.3% Cdn S.Bond | -2.6% Emerging | -13.5% Wilshire | +3.0% US T-Bill | -6.3% EAFE | +1.7% Cdn T-Bill | +5.3% TSX | -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 | -9.2% TSX | -3.0% US T-Bill | -1.3% US T-Bill | -5.0% Cdn L.Bond | -22.3% 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 |
-1.21% |
$987.95 |
$0.00 |
1971 |
15.99% |
$1,145.97 |
$0.00 |
1972 |
21.61% |
$1,393.58 |
$0.00 |
1973 |
-6.69% |
$1,300.30 |
$0.00 |
1974 |
-19.78% |
$1,043.14 |
$0.00 |
1975 |
25.78% |
$1,312.05 |
$0.00 |
1976 |
15.07% |
$1,509.83 |
$0.00 |
1977 |
11.98% |
$1,690.69 |
$0.00 |
1978 |
22.53% |
$2,071.55 |
$0.00 |
1979 |
14.67% |
$2,375.38 |
$0.00 |
1980 |
22.45% |
$2,908.58 |
$0.00 |
1981 |
-5.20% |
$2,757.30 |
$0.00 |
1982 |
20.70% |
$3,328.03 |
$0.00 |
1983 |
22.82% |
$4,087.45 |
$0.00 |
1984 |
10.32% |
$4,509.22 |
$0.00 |
1985 |
38.33% |
$6,237.82 |
$0.00 |
1986 |
26.96% |
$7,919.71 |
$0.00 |
1987 |
5.51% |
$8,356.47 |
$0.00 |
1988 |
11.41% |
$9,310.34 |
$0.00 |
1989 |
17.45% |
$10,934.70 |
$0.00 |
1990 |
-8.98% |
$9,953.07 |
$0.00 |
1991 |
19.61% |
$11,904.55 |
$0.00 |
1992 |
6.19% |
$12,642.01 |
$0.00 |
1993 |
26.22% |
$15,957.10 |
$0.00 |
1994 |
2.77% |
$16,399.24 |
$0.00 |
1995 |
20.61% |
$19,778.60 |
$0.00 |
1996 |
17.67% |
$23,274.43 |
$0.00 |
1997 |
19.33% |
$27,774.49 |
$0.00 |
1998 |
18.82% |
$33,001.32 |
$0.00 |
1999 |
13.60% |
$37,490.42 |
$0.00 |
2000 |
1.11% |
$37,908.36 |
$0.00 |
2001 |
-7.18% |
$35,187.60 |
$0.00 |
2002 |
-9.71% |
$31,769.76 |
$0.00 |
2003 |
13.39% |
$36,023.99 |
$0.00 |
2004 |
9.48% |
$39,438.63 |
$0.00 |
2005 |
12.07% |
$44,197.61 |
$0.00 |
2006 |
15.23% |
$50,929.26 |
$0.00 |
2007 |
-0.78% |
$50,531.40 |
$0.00 |
2008 |
-20.20% |
$40,323.45 |
$0.00 |
2009 |
15.17% |
$46,439.22 |
$0.00 |
2010 |
10.02% |
$51,093.74 |
$0.00 |
2011 |
1.29% |
$51,755.30 |
$0.00 |
2012 |
9.68% |
$56,766.66 |
$0.00 |
2013 |
18.56% |
$67,304.14 |
$0.00 |
2014 |
13.80% |
$76,591.30 |
$0.00 |
2015 |
8.21% |
$82,880.06 |
$0.00 |
2016 |
7.05% |
$88,727.09 |
$0.00 |
2017 |
11.22% |
$98,681.20 |
$0.00 |
2018 |
-2.90% |
$95,822.21 |
$0.00 |
2019 |
18.72% |
$113,758.98 |
$0.00 |
2020 |
9.59% |
$124,669.37 |
$0.00 |
2021 |
13.83% |
$141,912.14 |
$0.00 |
2022 |
-12.85% |
$123,671.89 |
$0.00 |
2023 |
14.53% |
$141,647.35 |
$0.00 |
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Scenario Analysis |
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Scenario |
Return |
1929-32 US-style equity decline (down 89%) | -64.08% | | 1906-07 US-style equity decline (down 49%) | -35.28% | | 1973-74 US-style equity decline (down 45%) | -32.40% | | 1987-87 US-style equity decline (down 36%) | -25.92% | | 1923-24 German-style hyperinflation (bonds down 99.99%) | -28.00% | |
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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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