The Stingy Investor Asset Mixer
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Results |
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Overall Portfolio Stats (1970 to 2023) |
Average Gain (Geometric) | 8.819% |
Average Gain (Arithmetic) | 9.313% |
Median Annual Gain | 10.545% |
Standard Deviation | 10.223% |
Total Growth (%) | 9495% |
Total Value of a $1000 Investment | $95,948.46 |
Total Down Years | 10 years (19%) |
Total Years < 5.00% | 15 years (28%) |
Total Years < 10.00% | 25 years (46%) |
Total Time Span | 54 years |
Worst Drops (1970 to 2023) |
Drop Starts | Drop | Recovery Time |
1974 | -15.71% | 2 years | 2008 | -15.55% | 1 year | 2022 | -14.21% | still down | 1981 | -6.55% | 1 year | 1990 | -5.65% | 1 year |
The Portfolio's Worst Years (1970 to 2023) |
Year | Portfolio Return | 1974 | -15.71% | 2008 | -15.55% | 2022 | -14.21% | 1981 | -6.55% | 1990 | -5.65% |
The Portfolio's Best Years (1970 to 2023) |
Year | Portfolio Return | 1993 | 26.90% | 1985 | 25.50% | 1982 | 25.34% | 1983 | 22.14% | 1996 | 20.85% |
Total Portfolio Return by Decade |
Start Year |
Stop Year |
Portfolio Return |
2013 | 2023 | 72.13% | 2003 | 2013 | 141.01% | 1993 | 2003 | 198.32% | 1983 | 1993 | 269.47% | 1973 | 1983 | 185.36% |
Return vs Volatility (1970 to 2023) |
Asset | Alpha | Arithmetic Avg Return | Standard Deviation |
Portfolio | -0.41% | 9.31% | 10.22% |
Long Canadian Bonds | -0.49% | 8.63% | 10.68% | TSX Composite | -0.32% | 10.00% | 16.17% |
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% | 32% | 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% | 54% | 44% | 52% | 65% | 57% | 57% | [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% | 44% | 41% | 41% | 43% | 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 | +24.8% TSX | +7.3% Gold | +23.1% Wilshire | +6.9% US S.Bond | +22.6% TSX | +16.3% Emerging | +24.0% Wilshire | +1.8% Cdn T-Bill | +16.1% EAFE | +6.1% US L.Bond | +17.4% Portfolio | +16.1% S&P500 | +11.3% EAFE | -3.6% US S.Bond | +11.5% TSX | +4.0% S&P500 | +16.8% EAFE | +13.0% Cdn RRBs | +9.9% Portfolio | -4.0% Cdn S.Bond | +11.0% Gold | +3.0% Wilshire | +13.2% Emerging | +12.2% US L.Bond | +1.8% Cdn RRBs | -6.1% US L.Bond | +10.2% Portfolio | +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 | +8.7% Cdn All Bond | +0.1% Cdn T-Bill | -8.1% EAFE | +7.7% Emerging | +1.3% Cdn T-Bill | +8.0% Cdn RRBs | +8.3% Portfolio | -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 | -12.5% S&P500 | +5.0% Cdn S.Bond | -0.2% Cdn L.Bond | +4.3% US L.Bond | +6.1% EAFE | -2.5% Cdn All Bond | -13.5% Wilshire | +4.8% Cdn T-Bill | -4.7% Portfolio | +3.1% Cdn S.Bond | +5.3% Cdn S.Bond | -2.6% Emerging | -14.2% Portfolio | +3.0% US T-Bill | -5.8% 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 |
5.90% |
$1,058.95 |
$0.00 |
1971 |
10.99% |
$1,175.38 |
$0.00 |
1972 |
17.34% |
$1,379.25 |
$0.00 |
1973 |
0.74% |
$1,389.53 |
$0.00 |
1974 |
-15.71% |
$1,171.30 |
$0.00 |
1975 |
12.84% |
$1,321.76 |
$0.00 |
1976 |
16.90% |
$1,545.07 |
$0.00 |
1977 |
9.55% |
$1,692.54 |
$0.00 |
1978 |
16.49% |
$1,971.73 |
$0.00 |
1979 |
20.60% |
$2,377.80 |
$0.00 |
1980 |
15.69% |
$2,751.00 |
$0.00 |
1981 |
-6.55% |
$2,570.67 |
$0.00 |
1982 |
25.34% |
$3,222.21 |
$0.00 |
1983 |
22.14% |
$3,935.77 |
$0.00 |
1984 |
6.84% |
$4,205.17 |
$0.00 |
1985 |
25.50% |
$5,277.28 |
$0.00 |
1986 |
12.69% |
$5,947.23 |
$0.00 |
1987 |
3.45% |
$6,152.11 |
$0.00 |
1988 |
10.79% |
$6,816.23 |
$0.00 |
1989 |
17.84% |
$8,032.59 |
$0.00 |
1990 |
-5.65% |
$7,578.35 |
$0.00 |
1991 |
18.25% |
$8,961.02 |
$0.00 |
1992 |
4.70% |
$9,381.74 |
$0.00 |
1993 |
26.90% |
$11,904.96 |
$0.00 |
1994 |
-4.21% |
$11,404.35 |
$0.00 |
1995 |
20.00% |
$13,684.65 |
$0.00 |
1996 |
20.85% |
$16,537.22 |
$0.00 |
1997 |
16.35% |
$19,240.23 |
$0.00 |
1998 |
5.19% |
$20,239.76 |
$0.00 |
1999 |
12.44% |
$22,758.59 |
$0.00 |
2000 |
9.79% |
$24,987.80 |
$0.00 |
2001 |
-3.65% |
$24,074.49 |
$0.00 |
2002 |
-1.06% |
$23,820.51 |
$0.00 |
2003 |
17.49% |
$27,987.91 |
$0.00 |
2004 |
12.00% |
$31,345.06 |
$0.00 |
2005 |
18.54% |
$37,158.00 |
$0.00 |
2006 |
10.30% |
$40,983.41 |
$0.00 |
2007 |
6.19% |
$43,522.33 |
$0.00 |
2008 |
-15.55% |
$36,752.43 |
$0.00 |
2009 |
19.89% |
$44,064.33 |
$0.00 |
2010 |
14.64% |
$50,517.55 |
$0.00 |
2011 |
4.30% |
$52,687.28 |
$0.00 |
2012 |
5.79% |
$55,740.51 |
$0.00 |
2013 |
2.99% |
$57,409.94 |
$0.00 |
2014 |
13.64% |
$65,243.52 |
$0.00 |
2015 |
-2.65% |
$63,511.31 |
$0.00 |
2016 |
11.39% |
$70,748.42 |
$0.00 |
2017 |
7.64% |
$76,157.14 |
$0.00 |
2018 |
-4.71% |
$72,573.95 |
$0.00 |
2019 |
17.40% |
$85,198.18 |
$0.00 |
2020 |
8.35% |
$92,307.97 |
$0.00 |
2021 |
9.90% |
$101,441.85 |
$0.00 |
2022 |
-14.21% |
$87,032.03 |
$0.00 |
2023 |
10.24% |
$95,948.46 |
$0.00 |
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Scenario Analysis |
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Scenario |
Return |
1929-32 US-style equity decline (down 89%) | -44.50% | | 1906-07 US-style equity decline (down 49%) | -24.50% | | 1973-74 US-style equity decline (down 45%) | -22.50% | | 1987-87 US-style equity decline (down 36%) | -18.00% | | 1923-24 German-style hyperinflation (bonds down 99.99%) | -49.99% | |
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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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