Classic portfolios
·Through Nov 12, 2026·, Rebalanced annually
| Portfolio | Since |
| Portfolio | Since | CAGR | Volatility | Max drawdown | Worst year | Sharpe ratio |
|---|---|---|---|---|---|---|
| All Weather | Feb 2006 | +6.55% | 8.09% | −23.78% | −19.23% | 0.83 |
| 60/40 | Apr 2007 | +7.97% | 11.60% | −33.93% | −19.45% | 0.72 |
| Golden Butterfly | Nov 2004 | +7.76% | 8.68% | −19.57% | −12.96% | 0.91 |
| Permanent Portfolio | Nov 2004 | +7.12% | 7.48% | −19.03% | −13.85% | 0.96 |
| Three-Fund | Apr 2007 | +6.99% | 11.58% | −35.31% | −20.61% | 0.64 |
| Buffett 90/10 | Jul 2002 | +10.34% | 16.62% | −50.16% | −32.45% | 0.68 |
| Ivy Portfolio | Mar 2007 | +6.13% | 13.90% | −46.52% | −26.26% | 0.50 |
| 70/30 | Apr 2007 | +8.71% | 13.51% | −39.74% | −23.83% | 0.69 |
| 80/20 | Apr 2007 | +9.41% | 15.52% | −45.26% | −28.22% | 0.66 |
| Larry Portfolio | Jan 2007 | +4.34% | 5.55% | −16.71% | −10.97% | 0.79 |
| Swensen | Jul 2007 | +6.95% | 13.94% | −43.76% | −24.60% | 0.55 |
| Golden Ratio | May 2007 | +8.11% | 9.90% | −25.21% | −15.16% | 0.84 |
| Couch Potato | Dec 2003 | +7.47% | 9.19% | −30.59% | −18.76% | 0.83 |
| Core Four | Apr 2007 | +7.71% | 15.73% | −47.94% | −29.76% | 0.55 |
| Talmud Portfolio | Apr 2007 | +6.75% | 14.62% | −44.03% | −22.37% | 0.52 |
| Coffeehouse | Apr 2007 | +6.37% | 12.31% | −37.69% | −18.64% | 0.56 |
| 50/50 | Apr 2007 | +7.20% | 9.79% | −27.82% | −16.32% | 0.76 |
| 100% Stocks | Jun 2001 | +9.67% | 19.03% | −55.45% | −36.99% | 0.58 |
| Merriman 4-Fund | Jan 2004 | +10.01% | 19.93% | −58.70% | −35.26% | 0.58 |
| No-Brainer | Jul 2002 | +7.94% | 14.41% | −44.52% | −26.34% | 0.60 |
| Richer Retirement | May 2007 | +6.15% | 10.64% | −31.08% | −16.47% | 0.62 |
| S&P 500 | Jan 1993 | +10.75% | 18.53% | −55.19% | −36.80% | 0.64 |