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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: None ETF Index Fund Average Fund Good Fund Bad Fund Zero Nominal Real pretax returns in Canadian U.S. dollars. Use Historic Random Historic returns. RESET     Results Overall Portfolio Stats (1970 to 2023) Average Gain (Geometric) 9.935% Average Gain (Arithmetic) 10.534% Median Annual Gain 12.649% Standard Deviation 11.251% Total Growth (%) 16544% Total Value of a $1000 Investment $166,435.00 Total Down Years 10 years (19%) Total Years < 5.00% 15 years (28%) Total Years < 10.00% 23 years (43%) Total Time Span 54 years Worst Drops (1970 to 2023) Drop Starts Drop Recovery Time 1973 -22.62% 3 years 1974 -19.21% 2 years 2008 -17.71% 2 years 2022 -13.45% still down 2001 -12.14% 3 years The Portfolio's Worst Years (1970 to 2023) Year Portfolio Return 1974 -19.21% 2008 -17.71% 2022 -13.45% 2002 -8.12% 1981 -6.05% The Portfolio's Best Years (1970 to 2023) Year Portfolio Return 1985 30.31% 1982 25.75% 1995 24.81% 1997 24.15% 1993 22.95% Total Portfolio Return by Decade Start Year Stop Year Portfolio Return 2013 2023 164.45% 2003 2013 126.67% 1993 2003 219.83% 1983 1993 327.13% 1973 1983 197.81% Return vs Volatility (1970 to 2023) Asset Alpha Arithmetic Avg Return Standard Deviation Portfolio -0.08% 10.53% 11.25% Long Canadian Bonds -0.10% 9.02% 10.68% TSX Composite -0.06% 10.26% 16.17% S&P 500 -0.09% 12.33% 16.74% 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% 41% 34% 32% 41% 42% 48% 61% 55% 55% [3] Long Cdn Bonds 67% 66% 0% 64% 62% 48% 43% 39% 46% 39% 44% 59% 57% 59% [4] All Cdn Bonds 77% 68% 34% 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% 57% 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% 46% 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% 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% 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 +25.1% S&P500 +21.7% Gold +28.1% S&P500 +8.0% US T-Bill +23.2% S&P500 +7.7% Gold +24.0% Wilshire +19.8% Wilshire +25.0% TSX +7.3% Gold +23.1% Wilshire +6.9% US S.Bond +22.8% TSX +16.3% Emerging +24.0% Wilshire +1.8% Cdn T-Bill +16.1% EAFE +6.1% US L.Bond +20.2% Portfolio +16.0% S&P500 +16.2% Portfolio -3.6% US S.Bond +14.8% Portfolio +3.9% S&P500 +16.8% EAFE +13.0% Cdn RRBs +11.3% EAFE -4.0% Cdn S.Bond +11.7% TSX +3.0% Wilshire +13.2% Emerging +12.2% US L.Bond +1.8% Cdn RRBs -5.9% TSX +11.0% Gold +1.9% Cdn S.Bond +12.8% Gold +11.8% Cdn L.Bond +0.2% US T-Bill -6.1% US L.Bond +9.4% Cdn L.Bond +1.4% Cdn All Bond +12.6% Cdn L.Bond +11.1% 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 -11.7% Cdn All Bond +6.7% Cdn All Bond +0.2% Cdn L.Bond +6.9% Cdn All Bond +7.2% US S.Bond -0.9% Cdn S.Bond -12.6% S&P500 +5.0% Cdn S.Bond 0.0% Cdn RRBs +4.3% US L.Bond +6.1% EAFE -2.5% Cdn All Bond -13.4% Portfolio +4.8% Cdn T-Bill -1.6% Portfolio +3.1% Cdn S.Bond +5.5% 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 -9.0% TSX -3.0% US T-Bill -1.3% US T-Bill -4.6% Cdn L.Bond -21.9% 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 3.28% $1,032.83 $0.00 1971 11.92% $1,155.90 $0.00 1972 17.81% $1,361.82 $0.00 1973 -4.22% $1,304.40 $0.00 1974 -19.21% $1,053.76 $0.00 1975 22.31% $1,288.90 $0.00 1976 19.11% $1,535.28 $0.00 1977 6.78% $1,639.41 $0.00 1978 16.35% $1,907.42 $0.00 1979 19.51% $2,279.65 $0.00 1980 22.48% $2,792.14 $0.00 1981 -6.05% $2,623.24 $0.00 1982 25.75% $3,298.65 $0.00 1983 22.95% $4,055.62 $0.00 1984 9.05% $4,422.61 $0.00 1985 30.31% $5,763.27 $0.00 1986 14.38% $6,592.14 $0.00 1987 2.18% $6,736.05 $0.00 1988 9.72% $7,390.50 $0.00 1989 21.35% $8,968.22 $0.00 1990 -4.55% $8,560.21 $0.00 1991 22.31% $10,470.37 $0.00 1992 9.45% $11,459.72 $0.00 1993 22.95% $14,089.46 $0.00 1994 -0.12% $14,073.02 $0.00 1995 24.81% $17,565.13 $0.00 1996 21.95% $21,420.29 $0.00 1997 24.15% $26,592.77 $0.00 1998 16.25% $30,913.67 $0.00 1999 13.12% $34,968.10 $0.00 2000 4.85% $36,663.89 $0.00 2001 -4.38% $35,056.95 $0.00 2002 -8.12% $32,211.78 $0.00 2003 13.78% $36,651.19 $0.00 2004 9.12% $39,992.22 $0.00 2005 13.05% $45,210.68 $0.00 2006 12.38% $50,808.71 $0.00 2007 0.88% $51,257.48 $0.00 2008 -17.71% $42,177.27 $0.00 2009 16.48% $49,128.79 $0.00 2010 12.92% $55,473.96 $0.00 2011 4.52% $57,979.29 $0.00 2012 8.55% $62,936.02 $0.00 2013 16.02% $73,015.26 $0.00 2014 17.28% $85,633.47 $0.00 2015 5.42% $90,271.49 $0.00 2016 10.65% $99,884.44 $0.00 2017 9.88% $109,755.37 $0.00 2018 -1.62% $107,981.16 $0.00 2019 20.18% $129,773.18 $0.00 2020 11.12% $144,198.19 $0.00 2021 16.18% $167,531.93 $0.00 2022 -13.45% $145,001.14 $0.00 2023 14.78% $166,435.00 $0.00 Scenario Analysis Scenario Return 1929-32 US-style equity decline (down 89%) -59.34% 1906-07 US-style equity decline (down 49%) -32.67% 1973-74 US-style equity decline (down 45%) -30.01% 1987-87 US-style equity decline (down 36%) -24.01% 1923-24 German-style hyperinflation (bonds down 99.99%) -33.34% 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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