Performance

Ultimate Buy and Hold (Merriman-style) +7.77%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Ultimate Buy and Hold (Merriman-style)	-0.27%	+6.47%	+7.77%	+5.08%	-6.37%	0.41	3.13%

IEF	-0.16%	-2.36%	-2.87%	-1.73%	-6.81%	-1.47	4.08%
SHY	-0.02%	+1.00%	+1.66%	+1.91%	-0.91%	-2.05	3.61%
TIP	-0.08%	+0.01%	-0.93%	-0.16%	-3.95%	-1.49	4.43%
VOO	-0.53%	+12.15%	+12.16%	+11.79%	-8.90%	0.63	1.06%
VTV	-0.66%	+18.49%	+21.66%	+11.91%	-6.35%	1.57	1.85%
IJR	-0.31%	+14.82%	+15.56%	+4.47%	-9.66%	0.72	1.24%
VBR	-0.50%	+13.73%	+16.29%	+7.61%	-8.85%	0.85	1.84%
VNQ	+0.04%	+7.69%	+3.78%	+0.48%	-11.38%	0.02	3.67%
VEA	-0.30%	+10.29%	+14.94%	+8.82%	-11.63%	0.63	2.47%
EFV	-0.28%	+12.16%	+19.95%	+13.55%	-10.90%	1.03	4.63%
SCZ	-0.53%	+6.89%	+9.30%	+4.41%	-11.43%	0.37	3.23%
AVDV	-0.76%	+12.82%	+19.57%	+13.40%	-13.19%	0.88	3.30%
VWO	-0.02%	+3.80%	+4.49%	+5.35%	-11.17%	0.08	2.14%

Summary

Ultimate Buy and Hold (Merriman-style) at a glance

Ultimate Buy and Hold (Merriman-style) returned +7.77% over the past year and +5.08% a year over five years. Its worst drop in that year was -6.37%, smaller than 75% of portfolios on Redstone, and its Sharpe ratio of 0.41 beats 43% of portfolios on Redstone. It yields 3.13%.

Ranking

How Ultimate Buy and Hold (Merriman-style) ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-3.12%

Rolling Volatility

+0.35%

METRICS

Correlation Matrix

	AVDV	EFV	IEF	IJR	SCZ	SHY	TIP	VBR	VEA	VNQ	VOO	VTV	VWO
AVDV	1.00	0.86	0.37	0.61	0.95	0.37	0.28	0.61	0.91	0.34	0.73	0.64	0.81
EFV	0.86	1.00	0.44	0.65	0.90	0.44	0.35	0.68	0.90	0.47	0.68	0.72	0.73
IEF	0.37	0.44	1.00	0.41	0.45	0.87	0.87	0.45	0.46	0.46	0.32	0.41	0.32
IJR	0.61	0.65	0.41	1.00	0.67	0.39	0.32	0.95	0.70	0.51	0.75	0.81	0.63
SCZ	0.95	0.90	0.45	0.67	1.00	0.43	0.35	0.68	0.93	0.42	0.76	0.68	0.80
SHY	0.37	0.44	0.87	0.39	0.43	1.00	0.77	0.41	0.46	0.44	0.30	0.37	0.34
TIP	0.28	0.35	0.87	0.32	0.35	0.77	1.00	0.36	0.36	0.41	0.28	0.33	0.24
VBR	0.61	0.68	0.45	0.95	0.68	0.41	0.36	1.00	0.67	0.61	0.69	0.88	0.56
VEA	0.91	0.90	0.46	0.70	0.93	0.46	0.36	0.67	1.00	0.33	0.81	0.69	0.88
VNQ	0.34	0.47	0.46	0.51	0.42	0.44	0.41	0.61	0.33	1.00	0.26	0.58	0.18
VOO	0.73	0.68	0.32	0.75	0.76	0.30	0.28	0.69	0.81	0.26	1.00	0.67	0.82
VTV	0.64	0.72	0.41	0.81	0.68	0.37	0.33	0.88	0.69	0.58	0.67	1.00	0.56
VWO	0.81	0.73	0.32	0.63	0.80	0.34	0.24	0.56	0.88	0.18	0.82	0.56	1.00

Actions

Portfolio

Allocation

13 Assets

VOO

VTV

IJR

VBR

VNQ

VEA

EFV

SCZ

AVDV

VWO

IEF

SHY

TIP

Metrics

Risk Indicators

Alpha-0.87%

Beta0.55x

Sharpe0.41

Sortino0.58

Omega1.07

Calmar1.22

Martin1.81

Portfolios

Ultimate Buy and Hold (Merriman-style): returns, risk and holdings

Ultimate Buy and Hold (Merriman-style) at a glance

How Ultimate Buy and Hold (Merriman-style) ranks

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