Portfolio Real Cumulative Growth
YearReal Cumulative GrowthEst. Return (SD 0)Est. Return (+1σ)Est. Return (+2σ)Est. Return (+3σ)Est. Return (−1σ)Est. Return (−2σ)Est. Return (−3σ)Diff. to Mean
197093.50%72.89%85.07%99.27%115.85%62.46%53.52%45.86%-22.04%
1971109.03%78.02%91.06%106.26%124.01%66.86%57.29%49.09%-28.44%
1972134.93%83.52%97.46%113.74%132.74%71.57%61.32%52.55%-38.10%
1973109.32%89.40%104.33%121.75%142.08%76.60%65.64%56.25%-18.23%
197472.02%95.69%111.67%130.32%152.08%82.00%70.26%60.21%32.87%
197589.03%102.42%119.53%139.49%162.79%87.77%75.21%64.44%15.04%
197698.09%109.63%127.94%149.31%174.25%93.95%80.50%68.98%11.77%
197793.53%117.35%136.95%159.82%186.51%100.56%86.17%73.84%25.47%
197898.63%125.61%146.59%171.07%199.64%107.64%92.23%79.03%27.35%
197998.71%134.45%156.91%183.11%213.69%115.21%98.73%84.60%36.21%
1980111.77%143.92%167.95%196.00%228.74%123.32%105.67%90.55%28.76%
198197.18%154.05%179.78%209.80%244.84%132.00%113.11%96.93%58.52%
1982104.93%164.89%192.43%224.57%262.07%141.30%121.08%103.75%57.15%
1983122.46%176.50%205.98%240.37%280.52%151.24%129.60%111.05%44.13%
1984122.53%188.92%220.47%257.30%300.26%161.89%138.72%118.87%54.18%
1985167.18%202.22%235.99%275.41%321.40%173.28%148.49%127.24%20.96%
1986220.22%216.46%252.61%294.79%344.02%185.48%158.94%136.19%-1.71%
1987229.51%231.69%270.39%315.54%368.24%198.54%170.13%145.78%0.95%
1988263.53%248.00%289.42%337.75%394.16%212.51%182.10%156.04%-5.89%
1989326.80%265.46%309.79%361.53%421.91%227.47%194.92%167.03%-18.77%
1990285.86%284.15%331.60%386.98%451.61%243.48%208.64%178.78%-0.60%
1991352.84%304.15%354.94%414.22%483.39%260.62%223.33%191.37%-13.80%
1992350.98%325.56%379.93%443.38%517.42%278.97%239.05%204.84%-7.24%
1993418.05%348.47%406.67%474.59%553.84%298.60%255.87%219.26%-16.64%
1994412.16%373.00%435.30%507.99%592.83%319.62%273.88%234.69%-9.50%
1995507.69%399.26%465.94%543.75%634.56%342.12%293.16%251.21%-21.36%
1996575.67%427.36%498.73%582.03%679.23%366.21%313.80%268.89%-25.76%
1997673.68%457.45%533.84%622.99%727.04%391.98%335.89%287.82%-32.10%
1998786.11%489.65%571.42%666.85%778.21%419.58%359.53%308.08%-37.71%
1999990.53%524.11%611.64%713.79%832.99%449.11%384.84%329.77%-47.09%
2000830.90%561.01%654.70%764.03%891.63%480.72%411.93%352.98%-32.48%
2001703.79%600.50%700.78%817.81%954.39%514.56%440.93%377.83%-14.68%
2002564.65%642.76%750.11%875.38%1,021.57%550.78%471.96%404.42%13.83%
2003752.83%688.01%802.91%937.00%1,093.48%589.55%505.18%432.89%-8.61%
2004846.46%736.44%859.43%1,002.96%1,170.45%631.05%540.74%463.36%-13.00%
2005907.01%788.28%919.92%1,073.56%1,252.84%675.47%578.81%495.98%-13.09%
20061,060.53%843.77%984.68%1,149.12%1,341.03%723.02%619.55%530.89%-20.44%
20071,119.19%903.16%1,053.99%1,230.01%1,435.43%773.91%663.16%568.26%-19.30%
2008676.96%966.73%1,128.18%1,316.60%1,536.47%828.39%709.84%608.26%42.81%
2009872.22%1,034.78%1,207.60%1,409.27%1,644.63%886.70%759.81%651.08%18.64%
2010986.41%1,107.62%1,292.60%1,508.47%1,760.39%949.12%813.29%696.91%12.29%
2011911.97%1,185.59%1,383.59%1,614.66%1,884.31%1,015.93%870.54%745.96%30.00%
20121,052.41%1,269.05%1,480.98%1,728.31%2,016.95%1,087.44%931.82%798.47%20.58%
20131,314.68%1,358.38%1,585.23%1,849.97%2,158.92%1,163.99%997.41%854.68%3.32%
20141,379.52%1,453.99%1,696.82%1,980.19%2,310.89%1,245.92%1,067.62%914.84%5.40%
20151,383.59%1,556.34%1,816.26%2,119.58%2,473.56%1,333.62%1,142.77%979.24%12.49%
20161,478.12%1,665.90%1,944.11%2,268.78%2,647.68%1,427.50%1,223.22%1,048.17%12.70%
20171,795.81%1,783.16%2,080.95%2,428.48%2,834.05%1,527.98%1,309.32%1,121.95%-0.70%
20181,605.44%1,908.68%2,227.44%2,599.43%3,033.54%1,635.54%1,401.48%1,200.92%18.89%
20191,994.28%2,043.03%2,384.23%2,782.40%3,247.08%1,750.66%1,500.14%1,285.46%2.44%
20202,303.76%2,186.84%2,552.06%2,978.26%3,475.64%1,873.90%1,605.73%1,375.94%-5.08%
20212,559.87%2,340.78%2,731.70%3,187.90%3,720.30%2,005.80%1,718.76%1,472.80%-8.56%
20221,967.62%2,505.55%2,923.99%3,412.30%3,982.17%2,146.99%1,839.75%1,576.47%27.34%
20232,326.71%2,681.92%3,129.81%3,652.50%4,262.48%2,298.12%1,969.25%1,687.44%15.27%
20242,615.82%2,870.70%3,350.12%3,909.60%4,562.52%2,459.89%2,107.87%1,806.22%9.74%
20253,140.84%3,072.77%3,585.94%4,184.81%4,883.69%2,633.04%2,256.24%1,933.36%-2.17%
20263,506.55%3,289.07%3,838.36%4,479.38%5,227.45%2,818.39%2,415.06%2,069.45%-6.20%
20273,520.59%4,108.54%4,794.69%5,595.42%3,016.78%2,585.06%2,215.13%0.40%
20283,768.41%4,397.75%5,132.19%5,989.29%3,229.13%2,767.03%2,371.05%3.67%
20294,033.67%4,707.31%5,493.45%6,410.88%3,456.43%2,961.80%2,537.95%4.78%
20304,317.61%5,038.67%5,880.14%6,862.15%3,699.74%3,170.28%2,716.60%5.34%
20314,621.53%5,393.34%6,294.05%7,345.19%3,960.16%3,393.44%2,907.83%5.68%
20324,946.84%5,772.99%6,737.10%7,862.22%4,238.93%3,632.31%3,112.51%5.90%
20335,295.06%6,179.35%7,211.33%8,415.66%4,537.31%3,888.00%3,331.60%6.06%
20345,667.78%6,614.33%7,718.95%9,008.04%4,856.69%4,161.68%3,566.12%6.19%
20356,066.75%7,079.92%8,262.29%9,642.13%5,198.56%4,454.62%3,817.14%6.28%
20366,493.79%7,578.28%8,843.89%10,320.85%5,564.50%4,768.19%4,085.84%6.36%
20376,950.90%8,111.73%9,466.42%11,047.35%5,956.19%5,103.83%4,373.44%6.42%
20387,440.18%8,682.72%10,132.77%11,824.99%6,375.45%5,463.09%4,681.30%6.47%
20397,963.90%9,293.91%10,846.03%12,657.36%6,824.23%5,847.65%5,010.82%6.51%
20408,524.49%9,948.12%11,609.49%13,548.33%7,304.59%6,259.27%5,363.54%6.55%
20419,124.54%10,648.38%12,426.70%14,502.01%7,818.77%6,699.87%5,741.08%6.58%
20429,766.83%11,397.93%13,301.43%15,522.82%8,369.14%7,171.48%6,145.20%6.61%
204310,454.33%12,200.24%14,237.73%16,615.49%8,958.26%7,676.29%6,577.77%6.64%
204411,190.22%13,059.03%15,239.94%17,785.08%9,588.84%8,216.63%7,040.79%6.66%
204511,977.91%13,978.27%16,312.70%19,036.99%10,263.81%8,795.01%7,536.40%6.68%
204612,821.05%14,962.22%17,460.97%20,377.03%10,986.29%9,414.10%8,066.89%6.70%
204713,723.54%16,015.43%18,690.07%21,811.39%11,759.63%10,076.77%8,634.73%6.71%
204814,689.56%17,142.77%20,005.69%23,346.72%12,587.41%10,786.08%9,242.54%6.73%
204915,723.57%18,349.47%21,413.91%24,990.13%13,473.45%11,545.33%9,893.14%6.74%
205016,830.37%19,641.12%22,921.26%26,749.21%14,421.86%12,358.02%10,589.53%6.75%
205118,015.08%21,023.68%24,534.72%28,632.12%15,437.03%13,227.92%11,334.93%6.77%
205219,283.19%22,503.56%26,261.75%30,647.57%16,523.67%14,159.05%12,132.81%6.78%
205320,640.55%24,087.61%28,110.34%32,804.89%17,686.79%15,155.72%12,986.86%6.79%
205422,093.47%25,783.17%30,089.07%35,114.07%18,931.78%16,222.55%13,901.02%6.79%
205523,648.65%27,598.08%32,207.07%37,585.79%20,264.41%17,364.47%14,879.53%6.80%
205625,313.31%29,540.74%34,474.17%40,231.50%21,690.85%18,586.78%15,926.92%6.81%
Portfolio Draw Down
YearNominal DrawdownReal Drawdown
1970-1.29%-6.50%
1971-0.00%-0.00%
1972-0.00%-0.00%
1973-11.92%-18.98%
1974-34.82%-46.62%
1975-13.82%-34.02%
1976-0.44%-27.30%
1977-0.00%-30.68%
1978-0.00%-26.90%
1979-0.00%-26.84%
1980-0.00%-17.16%
1981-5.30%-27.98%
1982-0.00%-22.23%
1983-0.00%-9.24%
1984-0.00%-9.19%
1985-0.00%-0.00%
1986-0.00%-0.00%
1987-0.00%-0.00%
1988-0.00%-0.00%
1989-0.00%-0.00%
1990-7.18%-12.53%
1991-0.00%-0.00%
1992-0.00%-0.53%
1993-0.00%-0.00%
1994-0.00%-1.41%
1995-0.00%-0.00%
1996-0.00%-0.00%
1997-0.00%-0.00%
1998-0.00%-0.00%
1999-0.00%-0.00%
2000-13.27%-16.12%
2001-25.40%-28.95%
2002-38.72%-43.00%
2003-16.77%-24.00%
2004-3.36%-14.54%
2005-0.00%-8.43%
2006-0.00%-0.00%
2007-0.00%-0.00%
2008-39.46%-39.51%
2009-19.87%-22.07%
2010-8.03%-11.86%
2011-12.45%-18.52%
2012-0.00%-5.97%
2013-0.00%-0.00%
2014-0.00%-0.00%
2015-0.00%-0.00%
2016-0.00%-0.00%
2017-0.00%-0.00%
2018-8.89%-10.60%
2019-0.00%-0.00%
2020-0.00%-0.00%
2021-0.00%-0.00%
2022-18.18%-23.14%
2023-0.00%-9.11%
2024-0.00%-0.00%
2025-0.00%-0.00%
2026-0.00%-0.00%
Portfolio 20 Year Stats
YearAnnualized Real ReturnMWR 20yrP-MWR 20yr
19706.10%5.67%3.93%
19715.75%6.31%4.25%
19726.05%5.65%3.90%
19734.90%4.75%2.92%
19746.94%6.04%4.46%
19759.11%9.60%7.92%
19769.09%8.43%6.95%
19779.25%8.22%6.82%
197810.38%9.26%7.97%
197910.94%9.54%8.34%
198012.22%10.40%9.36%
198110.55%10.13%8.77%
198210.41%12.77%11.01%
19838.78%13.29%10.82%
19849.51%12.77%10.70%
198510.15%14.29%12.23%
19868.82%11.94%9.74%
19878.18%10.04%7.95%
19888.24%10.47%8.32%
19894.83%9.94%6.07%
19905.03%8.53%5.34%
19916.39%10.31%7.32%
19924.86%9.01%5.52%
19935.64%9.59%6.39%
19945.90%8.60%5.86%
19956.23%9.26%6.50%
19965.14%8.04%5.09%
19974.83%7.47%4.56%
19985.02%6.69%4.18%
19993.63%5.99%3.05%
20003.56%4.90%2.47%
20015.23%5.99%3.83%
20026.67%7.35%5.33%
20036.44%9.68%6.90%
20045.80%7.80%5.28%
20055.80%7.32%4.95%
20066.41%7.19%5.11%
20076.16%6.48%4.52%
Portfolio 30 Year Stats
YearAnnualized Real ReturnSWR 30yrP-SWR 30yr
19707.94%5.00%4.50%
19717.55%5.60%4.97%
19726.41%5.05%4.27%
19734.89%4.27%3.25%
19746.64%5.44%4.65%
19758.56%8.66%7.93%
19768.04%7.61%6.86%
19778.26%7.42%6.73%
19788.63%8.34%7.64%
19796.63%8.56%7.31%
19807.53%9.23%8.19%
19817.53%8.88%7.87%
19827.75%11.08%9.90%
19837.99%11.39%10.26%
19848.23%10.88%9.87%
19858.40%12.06%10.99%
19867.30%9.93%8.73%
19876.55%8.26%7.03%
19887.10%8.53%7.44%
19896.21%8.02%6.71%
19906.21%6.93%5.80%
19917.20%8.42%7.37%
19926.83%7.36%6.35%
19935.91%7.90%6.49%
19945.89%7.09%5.82%
19956.35%7.64%6.44%
19966.26%6.63%5.56%
19976.21%6.19%5.17%
Portfolio Weights
YearVTSAXVEUSXVPADXVEMAX
197060.00%20.00%12.00%8.00%
197160.00%20.00%12.00%8.00%
197260.00%20.00%12.00%8.00%
197360.00%20.00%12.00%8.00%
197460.00%20.00%12.00%8.00%
197560.00%20.00%12.00%8.00%
197660.00%20.00%12.00%8.00%
197760.00%20.00%12.00%8.00%
197860.00%20.00%12.00%8.00%
197960.00%20.00%12.00%8.00%
198060.00%20.00%12.00%8.00%
198160.00%20.00%12.00%8.00%
198260.00%20.00%12.00%8.00%
198360.00%20.00%12.00%8.00%
198460.00%20.00%12.00%8.00%
198560.00%20.00%12.00%8.00%
198660.00%20.00%12.00%8.00%
198760.00%20.00%12.00%8.00%
198860.00%20.00%12.00%8.00%
198960.00%20.00%12.00%8.00%
199060.00%20.00%12.00%8.00%
199160.00%20.00%12.00%8.00%
199260.00%20.00%12.00%8.00%
199360.00%20.00%12.00%8.00%
199460.00%20.00%12.00%8.00%
199560.00%20.00%12.00%8.00%
199660.00%20.00%12.00%8.00%
199760.00%20.00%12.00%8.00%
199860.00%20.00%12.00%8.00%
199960.00%20.00%12.00%8.00%
200060.00%20.00%12.00%8.00%
200160.00%20.00%12.00%8.00%
200260.00%20.00%12.00%8.00%
200360.00%20.00%12.00%8.00%
200460.00%20.00%12.00%8.00%
200560.00%20.00%12.00%8.00%
200660.00%20.00%12.00%8.00%
200760.00%20.00%12.00%8.00%
200860.00%20.00%12.00%8.00%
200960.00%20.00%12.00%8.00%
201060.00%20.00%12.00%8.00%
201160.00%20.00%12.00%8.00%
201260.00%20.00%12.00%8.00%
201360.00%20.00%12.00%8.00%
201460.00%20.00%12.00%8.00%
201560.00%20.00%12.00%8.00%
201660.00%20.00%12.00%8.00%
201760.00%20.00%12.00%8.00%
201860.00%20.00%12.00%8.00%
201960.00%20.00%12.00%8.00%
202060.00%20.00%12.00%8.00%
202160.00%20.00%12.00%8.00%
202260.00%20.00%12.00%8.00%
202360.00%20.00%12.00%8.00%
202460.00%20.00%12.00%8.00%
202560.00%20.00%12.00%8.00%
202660.00%20.00%12.00%8.00%
Name:P4 (60% VTSAX, 20% VEUSX, 12% VPADX, 8% VEMAX)
TickerWeight
VTSAX60.00%
VEUSX20.00%
VPADX12.00%
VEMAX8.00%
Total Weight100.00%
MetricNominalReal
Annual Return10.59%6.44%
StdDev16.73%16.70%
Skewness
-0.1144-0.1065
Kurtosis
0.56330.3395
Sharpe Ratio0.4481
Estimated Return7.04%
Max Draw Down-39.46%-46.62%
+1StdDev
+2StdDev
+3StdDev
-1StdDev
-2StdDev
-3StdDev
Estimated Mean
Diff to Mean
Real Cumulative Growth
VTSAX
VEUSX
VPADX
VEMAX
Nominal
Real
Rolling 20 year real return
Max Withdrawal Rate 20
Permanent Max Withdrawal Rate 20
Rolling 30 year real return
Max Withdrawal Rate 30
Permanent Max Withdrawal Rate 30