The Stingy Investor Asset Mixer



Periodic Table Portfolio by Asset Class Asset Class Start Year Alpha Weight 3-month Canadian T-bills 1954 % Short Canadian Bonds 1980 % Long Canadian Bonds 1970 % All Canadian Bonds 1980 % Real Return Bonds 1992 % US Bonds 1970 % TSX Composite 1958 % S&P500 1970 % Wilshire 5000 1975 % MSCI EAFE 1961 % MSCI Emerging Markets 1988 % Gold Bullion 1970 % Options: Annual Withdrawal Rate (%): Starting Portoflio Size ($): Year Range 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 Basic Portfolios

Simply Canadian: ETFs eFunds Classic Potato: ETFs eFunds

Advanced Portfolios

Conservative: ETFs eFunds Balanced: ETFs eFunds Aggressive: ETFs eFunds

Permanent Portfolio

Canadian: ETFs

Results

Overall Portfolio Stats (1980 to 2019) Average Gain (Geometric) 10.171% Average Gain (Arithmetic) 10.780% Median Annual Gain 11.087% Standard Deviation 11.515% Total Growth (%) 4717% Total Value of a $1000 Investment $48167.83 Total Down Years 8 years (20%) Total Years < 5.00% 10 years (25%) Total Years < 10.00% 18 years (45%) Total Time Span 40 years

Worst Drops (1980 to 2019) Drop Starts Drop Recovery Time 2007 -20.16% 3 years 2008 -19.80% 2 years 2001 -16.82% 3 years 2002 -10.75% 1 year 1990 -8.30% 1 year

The Portfolio's Worst Years (1980 to 2019) Year Portfolio Return 2008 -19.80% 2002 -10.75% 1990 -8.30% 2001 -6.80% 1981 -3.33%

The Portfolio's Best Years (1980 to 2019) Year Portfolio Return 1985 37.87% 1986 27.17% 1993 25.83% 1980 24.85% 1983 24.28%

Total Portfolio Return by Decade Start Year Stop Year Portfolio Return 2009 2019 177.76% 1999 2009 42.52% 1989 1999 305.83%

Return vs Volatility (1980 to 2019) Asset Alpha Arithmetic Avg Return Standard Deviation Portfolio 0.00% 10.78% 11.52% TSX Composite 0.00% 9.99% 15.86% S&P500 0.00% 13.29% 16.19% MSCI EAFE 0.00% 11.11% 19.86% All Canadian Bonds 0.00% 8.73% 7.31%

Annual Chance of Asset Class Outperforming (1980 to 2019)* Asset Class 1 2 3 4 5 6 7 8 9 10* 11* 12 [1] T-bills 0% 28% 38% 25% 32% 42% 25% 28% 20% 34% 29% 40% [2] Long C.Bonds 72% 0% 50% 42% 50% 52% 45% 70% 68% 41% 68% 57% [3] TSX Composite 62% 50% 0% 40% 57% 60% 40% 57% 60% 41% 57% 50% [4] S&P500 75% 55% 60% 0% 52% 65% 48% 65% 60% 47% 57% 70% [5] MSCI EAFE 68% 50% 40% 48% 0% 65% 48% 57% 50% 38% 43% 55% [6] Gold Bullion 57% 48% 40% 35% 35% 0% 35% 50% 50% 41% 54% 45% [7] Wilshire 5000 75% 55% 60% 52% 52% 65% 0% 68% 60% 47% 61% 68% [8] Short C.Bonds 70% 30% 42% 32% 42% 50% 32% 0% 30% 41% 36% 48% [9] All C.Bonds 80% 30% 40% 40% 50% 50% 38% 70% 0% 41% 54% 57% [10] Emerging 66% 59% 59% 53% 62% 59% 53% 59% 59% 0% 57% 56% [11] RRBs 71% 32% 43% 43% 57% 46% 39% 64% 46% 43% 0% 61% [12] US Bonds 60% 40% 50% 30% 45% 55% 32% 52% 42% 44% 39% 0% * Year range truncated for some assets.

Periodic Table of Annual Returns (2014 to 2019) 2014 2015 2016 2017 2018 2019 +24.0%

S&P500 +21.0%

S&P500 +21.1%

TSX +28.7%

Emerg Mkt +8.8%

US Bond +25.2%

S&P500 +22.3%

Wilshire +20.0%

US Bond +9.7%

Wilshire +17.4%

EAFE +7.7%

Gold +24.0%

Wilshire +17.5%

L.Bond +19.0%

Wilshire +8.6%

S&P500 +13.8%

S&P500 +4.0%

S&P500 +22.9%

TSX +15.6%

US Bond +18.8%

EAFE +8.3%

Emerg Mkt +13.0%

Wilshire +3.0%

Wilshire +17.9%

Portfolio +13.2%

RRBs +8.7%

Portfolio +7.5%

Portfolio +10.7%

Portfolio +1.9%

S.Bond +16.8%

EAFE +11.9%

Portfolio +4.9%

Gold +4.9%

Gold +9.1%

TSX +1.4%

All Bond +13.2%

Emerg Mkt +10.6%

TSX +3.8%

L.Bond +2.9%

RRBs +7.0%

L.Bond +1.3%

T-Bill +12.8%

Gold +9.2%

Gold +3.5%

All Bond +2.5%

L.Bond +5.3%

Gold +0.3%

L.Bond +12.7%

L.Bond +8.8%

All Bond +2.8%

RRBs +1.7%

All Bond +2.5%

All Bond 0.0%

RRBs +8.0%

RRBs +7.1%

Emerg Mkt +2.6%

S.Bond +1.0%

S.Bond +0.7%

RRBs -2.3%

Portfolio +6.9%

All Bond +4.2%

EAFE +1.9%

Emerg Mkt +0.5%

T-Bill +0.6%

T-Bill -5.8%

EAFE +5.5%

US Bond +3.1%

S.Bond +0.6%

T-Bill -0.4%

US Bond +0.1%

S.Bond -6.7%

Emerg Mkt +3.1%

S.Bond +0.9%

T-Bill -8.3%

TSX -1.5%

EAFE -3.5%

US Bond -8.9%

TSX +1.7%

T-Bill Expanded Periodic Table of Annual Returns

Annual Portfolio Returns (1980 to 2019) Year Portfolio Return Growth of $1000.00 Withdrawal Amount 1980 24.85% $1248.50 $0.00 1981 -3.33% $1206.99 $0.00 1982 17.43% $1417.30 $0.00 1983 24.28% $1761.36 $0.00 1984 9.93% $1936.17 $0.00 1985 37.87% $2669.49 $0.00 1986 27.17% $3394.93 $0.00 1987 6.65% $3620.69 $0.00 1988 11.47% $4036.17 $0.00 1989 17.40% $4738.46 $0.00 1990 -8.30% $4345.17 $0.00 1991 19.00% $5170.75 $0.00 1992 5.95% $5478.41 $0.00 1993 25.83% $6893.21 $0.00 1994 4.40% $7196.51 $0.00 1995 19.40% $8592.63 $0.00 1996 17.78% $10119.97 $0.00 1997 17.58% $11898.56 $0.00 1998 18.60% $14111.69 $0.00 1999 16.07% $16380.15 $0.00 2000 0.35% $16437.48 $0.00 2001 -6.80% $15319.73 $0.00 2002 -10.75% $13672.86 $0.00 2003 13.40% $15505.02 $0.00 2004 9.08% $16912.10 $0.00 2005 10.60% $18704.78 $0.00 2006 16.12% $21720.93 $0.00 2007 -0.45% $21623.19 $0.00 2008 -19.80% $17341.79 $0.00 2009 15.98% $20112.15 $0.00 2010 8.90% $21902.13 $0.00 2011 -1.08% $21666.68 $0.00 2012 9.90% $23811.68 $0.00 2013 21.27% $28877.62 $0.00 2014 11.90% $32314.05 $0.00 2015 8.75% $35141.53 $0.00 2016 7.48% $37768.36 $0.00 2017 10.70% $41809.58 $0.00 2018 -2.32% $40837.50 $0.00 2019 17.95% $48167.83 $0.00



Scenario Analysis

Scenario Return 1929-32 US-style equity decline (down 89%) -66.75% 1906-07 US-style equity decline (down 49%) -36.75% 1973-74 US-style equity decline (down 45%) -33.75% 1987-87 US-style equity decline (down 36%) -27.00% 1923-24 German-style hyperinflation (bonds down 99.99%) -25.00%



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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 (Table 326-0001), DH&A, and Wilshire Associates.



The calculator assumes annual portfolio rebalancing. Real results use Canadian inflation.