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%72.97%85.14%99.36%115.94%62.53%53.58%45.92%-21.96%
1971109.03%78.10%91.13%106.35%124.10%66.93%57.35%49.15%-28.37%
1972134.93%83.59%97.54%113.83%132.83%71.63%61.39%52.60%-38.05%
1973109.32%89.47%104.40%121.83%142.17%76.67%65.70%56.30%-18.16%
197472.02%95.76%111.75%130.40%152.17%82.06%70.32%60.26%32.97%
197589.03%102.50%119.61%139.57%162.87%87.84%75.27%64.50%15.12%
197698.09%109.71%128.02%149.39%174.33%94.01%80.56%69.04%11.84%
197793.53%117.42%137.02%159.90%186.59%100.63%86.23%73.90%25.55%
197898.63%125.68%146.66%171.14%199.71%107.70%92.30%79.09%27.42%
197998.71%134.52%156.98%183.18%213.76%115.28%98.79%84.66%36.28%
1980111.77%143.98%168.02%196.06%228.79%123.39%105.74%90.61%28.82%
198197.18%154.11%179.83%209.85%244.88%132.06%113.17%96.98%58.58%
1982104.93%164.95%192.48%224.61%262.11%141.35%121.13%103.80%57.20%
1983122.46%176.55%206.02%240.41%280.54%151.29%129.65%111.11%44.17%
1984122.53%188.97%220.51%257.32%300.28%161.94%138.77%118.92%54.22%
1985167.18%202.26%236.02%275.42%321.39%173.33%148.53%127.28%20.98%
1986220.22%216.48%252.62%294.79%344.00%185.52%158.98%136.24%-1.70%
1987229.51%231.71%270.39%315.52%368.19%198.56%170.16%145.82%0.96%
1988263.53%248.01%289.41%337.72%394.09%212.53%182.13%156.07%-5.89%
1989326.80%265.45%309.76%361.47%421.81%227.48%194.94%167.05%-18.77%
1990285.86%284.12%331.55%386.89%451.48%243.48%208.65%178.80%-0.61%
1991352.84%304.10%354.87%414.11%483.23%260.60%223.32%191.38%-13.81%
1992350.98%325.49%379.83%443.23%517.22%278.93%239.03%204.84%-7.26%
1993418.05%348.39%406.54%474.41%553.60%298.55%255.84%219.24%-16.66%
1994412.16%372.89%435.14%507.77%592.53%319.55%273.84%234.66%-9.53%
1995507.69%399.12%465.74%543.49%634.21%342.02%293.10%251.17%-21.38%
1996575.67%427.19%498.50%581.71%678.82%366.08%313.71%268.84%-25.79%
1997673.68%457.23%533.56%622.63%726.56%391.83%335.78%287.74%-32.13%
1998786.11%489.39%571.09%666.42%777.66%419.39%359.39%307.98%-37.74%
1999990.53%523.82%611.25%713.29%832.36%448.88%384.67%329.64%-47.12%
2000830.90%560.66%654.25%763.46%890.90%480.46%411.73%352.83%-32.52%
2001703.79%600.09%700.26%817.16%953.56%514.25%440.69%377.65%-14.73%
2002564.65%642.30%749.52%874.63%1,020.63%550.42%471.68%404.21%13.75%
2003752.83%687.47%802.23%936.15%1,092.42%589.13%504.86%432.64%-8.68%
2004846.46%735.83%858.66%1,001.99%1,169.25%630.57%540.36%463.07%-13.07%
2005907.01%787.58%919.05%1,072.47%1,251.49%674.92%578.37%495.63%-13.17%
20061,060.53%842.97%983.69%1,147.90%1,339.51%722.39%619.05%530.50%-20.51%
20071,119.19%902.26%1,052.88%1,228.63%1,433.73%773.20%662.59%567.81%-19.38%
2008676.96%965.72%1,126.93%1,315.05%1,534.57%827.58%709.19%607.74%42.66%
2009872.22%1,033.65%1,206.19%1,407.54%1,642.50%885.78%759.07%650.49%18.51%
2010986.41%1,106.35%1,291.03%1,506.54%1,758.02%948.09%812.46%696.24%12.16%
2011911.97%1,184.16%1,381.83%1,612.50%1,881.67%1,014.77%869.61%745.21%29.85%
20121,052.41%1,267.45%1,479.02%1,725.91%2,014.02%1,086.14%930.77%797.62%20.43%
20131,314.68%1,356.59%1,583.05%1,847.31%2,155.67%1,162.53%996.23%853.72%3.19%
20141,379.52%1,452.01%1,694.39%1,977.23%2,307.29%1,244.30%1,066.30%913.77%5.25%
20151,383.59%1,554.14%1,813.57%2,116.30%2,469.57%1,331.82%1,141.30%978.04%12.33%
20161,478.12%1,663.44%1,941.12%2,265.15%2,643.27%1,425.49%1,221.57%1,046.83%12.54%
20171,795.81%1,780.44%2,077.65%2,424.47%2,829.18%1,525.75%1,307.49%1,120.46%-0.86%
20181,605.44%1,905.67%2,223.78%2,594.99%3,028.17%1,633.06%1,399.45%1,199.26%18.70%
20191,994.28%2,039.70%2,380.19%2,777.51%3,241.15%1,747.92%1,497.88%1,283.61%2.28%
20202,303.76%2,183.16%2,547.59%2,972.86%3,469.12%1,870.86%1,603.24%1,373.89%-5.23%
20212,559.87%2,336.71%2,726.78%3,181.96%3,713.11%2,002.45%1,716.00%1,470.53%-8.72%
20221,967.62%2,501.06%2,918.56%3,405.76%3,974.27%2,143.29%1,836.69%1,573.95%27.11%
20232,326.71%2,676.98%3,123.84%3,645.30%4,253.80%2,294.04%1,965.87%1,684.66%15.05%
20242,615.82%2,865.26%3,343.55%3,901.69%4,552.99%2,455.38%2,104.14%1,803.15%9.54%
20253,140.84%3,066.78%3,578.72%4,176.11%4,873.22%2,628.08%2,252.14%1,929.97%-2.36%
20263,405.25%3,282.48%3,830.42%4,469.83%5,215.97%2,812.93%2,410.54%2,065.71%-3.61%
20273,513.36%4,099.83%4,784.21%5,582.84%3,010.77%2,580.08%2,211.00%3.17%
20283,760.46%4,388.19%5,120.71%5,975.50%3,222.53%2,761.55%2,366.51%5.09%
20294,024.95%4,696.83%5,480.87%6,395.78%3,449.19%2,955.78%2,532.96%5.73%
20304,308.05%5,027.18%5,866.36%6,845.63%3,691.78%3,163.67%2,711.11%6.06%
20314,611.05%5,380.77%6,278.97%7,327.11%3,951.44%3,386.19%2,901.80%6.25%
20324,935.36%5,759.22%6,720.60%7,842.45%4,229.36%3,624.35%3,105.89%6.38%
20335,282.49%6,164.29%7,193.28%8,394.05%4,526.83%3,879.27%3,324.34%6.47%
20345,654.03%6,597.85%7,699.22%8,984.44%4,845.22%4,152.12%3,558.16%6.54%
20356,051.70%7,061.90%8,240.74%9,616.35%5,186.01%4,444.15%3,808.42%6.60%
20366,477.34%7,558.60%8,820.34%10,292.71%5,550.76%4,756.73%4,076.28%6.64%
20376,932.92%8,090.23%9,440.72%11,016.64%5,941.17%5,091.29%4,362.98%6.68%
20387,420.54%8,659.25%10,104.72%11,791.49%6,359.04%5,449.38%4,669.85%6.71%
20397,942.46%9,268.29%10,815.43%12,620.83%6,806.30%5,832.66%4,998.30%6.73%
20408,501.09%9,920.17%11,576.12%13,508.51%7,285.01%6,242.90%5,349.85%6.75%
20419,099.01%10,617.89%12,390.32%14,458.62%7,797.40%6,681.99%5,726.13%6.77%
20429,738.98%11,364.69%13,261.79%15,475.56%8,345.82%7,151.96%6,128.87%6.79%
204310,423.96%12,164.02%14,194.54%16,564.02%8,932.82%7,654.99%6,559.94%6.80%
204411,157.13%13,019.57%15,192.91%17,729.04%9,561.10%8,193.39%7,021.33%6.82%
204511,941.85%13,935.29%16,261.49%18,976.00%10,233.58%8,769.67%7,515.17%6.83%
204612,781.78%14,915.42%17,405.23%20,310.66%10,953.35%9,386.48%8,043.75%6.84%
204713,680.77%15,964.48%18,629.41%21,739.19%11,723.74%10,046.67%8,609.50%6.85%
204814,643.00%17,087.33%19,939.70%23,268.20%12,548.33%10,753.29%9,215.04%6.85%
204915,672.90%18,289.16%21,342.14%24,904.76%13,430.90%11,509.62%9,863.17%6.86%
205016,775.25%19,575.51%22,843.23%26,656.41%14,375.56%12,319.14%10,556.89%6.87%
205117,955.12%20,952.34%24,449.89%28,531.27%15,386.65%13,185.60%11,299.40%6.88%
205219,217.98%22,426.01%26,169.55%30,538.00%16,468.86%14,113.00%12,094.14%6.88%
205320,569.66%24,003.33%28,010.17%32,685.87%17,627.18%15,105.62%12,944.77%6.89%
205422,016.42%25,691.58%29,980.24%34,984.80%18,866.98%16,168.07%13,855.23%6.89%
205523,564.92%27,498.58%32,088.88%37,445.43%20,193.97%17,305.24%14,829.73%6.90%
205625,222.35%29,432.68%34,345.83%40,079.13%21,614.30%18,522.39%15,872.77%6.90%
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%
20076.01%6.48%4.46%
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%
19976.10%6.19%5.14%
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 Return10.53%6.38%
StdDev16.72%16.69%
Skewness
-0.1131-0.1053
Kurtosis
0.55480.3341
Sharpe Ratio0.4451
Estimated Return7.03%
Max Draw Down-39.46%-46.62%