Portfolio Allocation Options

Data evaluated using PortfolioCharts.com. All returns are inflation-adjusted real returns. Data generated based on data from 1970 - 2024.

Column Definitions

Portfolio Allocations
TSM: Total Stock Market
STB: Short-Term Bond (Treasuries)
LCV: Large Cap Value
GLD: Gold
SCV: Small Cap Value
REIT: Real Estate Trusts
Intl-SCB: International Small Cap
Comm: Commodities & Futures
LTB: Long-Term Bond (Treasuries)
Cash: Short-Term Cash
ITB: Intermediate-Term Bond
Performance Metrics
Real Return: Inflation-Adjusted CAGR
Ulcer: Drawdown Depth & Duration Index
Std Dev: Standard Deviation (Volatility)
SWR: Safe Withdrawal Rate (30-Yr)
Max Drawdown: Deepest Decline
PWR: Perpetual Withdrawal Rate
Longest Drawdown: Time to Recover Peak

Full Portfolio Matrix (16 Portfolios Compared)

Portfolio Allocation Performance Metrics
TSM
LCV
SCV
Intl-SCB
LTB
ITB
STB
GLD
REIT
Comm
Cash
Real Return
Std Dev
Max Drawdown
Longest Drawdown
Ulcer
SWR
PWR
7.5 17.5 25.0 - 20.0 - 5.0 15.0 - 5.0 5.0 6.4% 8.9% 15.0% 3 yrs 3.9 6.2% 5.2%
- 20.0 20.0 - 20.0 - 20.0 15.0 - - 5.0 5.6% 7.8% 15.3% 3 yrs 3.3 6.0% 4.8%
- 20.0 20.0 - 20.0 - 5.0 15.0 10.0 5.0 5.0 6.4% 8.9% 16.0% 3 yrs 3.8 6.3% 5.3%
10.0 20.0 20.0 - 20.0 10.0 - 15.0 - - 5.0 6.3% 9.2% 17.0% 3.5 yrs 4.2 6.2% 5.2%
- 20.0 20.0 - 20.0 - 10.0 15.0 10.0 - 5.0 6.2% 8.9% 17.0% 3.5 yrs 4.1 6.3% 5.2%
10.0 20.0 20.0 - 20.0 - - 15.0 5.0 - 10.0 6.5% 9.5% 18.0% 4 yrs 4.5 6.3% 5.3%
Golden Butterfly 20.0 - 20.0 - 20.0 - 20.0 20.0 - - - 5.8% 8.4% 18.7% 3 yrs 3.6 6.3% 5.0%
Golden Ratio Portfolio 21.0 - 21.0 - 26.0 - - 16.0 - 10.0 6.0 6.8% 9.0% 19.0% 4 yrs 4.1 6.2% 5.0%
10.0 20.0 25.0 - 15.0 - - 15.0 5.0 - 10.0 6.8% 10.0% 19.0% 5 yrs 4.8 6.3% 5.3%
- 20.0 20.0 - 20.0 - - 15.0 20.0 - 5.0 6.9% 10.2% 19.5% 5 yrs 5.1 6.6% 5.6%
10.0 20.0 30.0 - 15.0 - - 15.0 5.0 - 5.0 7.3% 10.8% 22.0% 5 yrs 5.3 6.5% 5.5%
- 20.0 20.0 - - 20.0 - 10.0 20.0 - 10.0 6.4% 9.8% 22.2% 5 yrs 5.5 5.9% 5.0%
Weird Portfolio - - 20.0 20.0 20.0 - - 20.0 20.0 - - 7.1% 11.2% 23.0% 5 yrs 5.4 6.3% 5.3%
100% Total Stock Market 100.0 - - - - - - - - - - 7.8% 17.4% 50.0% 13 yrs 20.0 3.8% 2.9%
50% Total Stock Market / 50% Small Cap Value 50.0 - 50.0 - - - - - - - - 9.4% 17.4% 51.0% 10 yrs 12.0 5.8% 4.9%
30.0 - 30.0 - 20.0 - - 15.0 - 5.0 - 7.5% 10.8% 19.0% 4 yrs 5.2 6.5% 5.3%