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
197094.44%82.32%96.36%112.79%132.02%70.33%60.08%51.33%-12.84%
1971115.82%88.94%104.11%121.86%142.64%75.98%64.91%55.46%-23.21%
1972144.53%96.10%112.48%131.67%154.12%82.10%70.14%59.92%-33.51%
1973115.29%103.83%121.53%142.26%166.52%88.70%75.78%64.74%-9.94%
197475.53%112.18%131.31%153.71%179.92%95.84%81.88%69.95%48.53%
197595.45%121.21%141.88%166.07%194.39%103.55%88.46%75.58%26.99%
1976109.78%130.96%153.29%179.43%210.03%111.88%95.58%81.66%19.29%
1977110.09%141.50%165.62%193.87%226.93%120.88%103.27%88.23%28.52%
1978118.92%152.88%178.95%209.47%245.19%130.61%111.58%95.32%28.56%
1979122.95%165.18%193.35%226.32%264.91%141.11%120.56%102.99%34.34%
1980138.72%178.47%208.90%244.53%286.23%152.47%130.25%111.28%28.65%
1981125.18%192.83%225.71%264.20%309.25%164.73%140.73%120.23%54.03%
1982136.17%208.34%243.87%285.46%334.14%177.99%152.06%129.90%53.00%
1983165.36%225.10%263.49%308.42%361.02%192.31%164.29%140.36%36.13%
1984166.62%243.21%284.69%333.24%390.06%207.78%177.51%151.65%45.97%
1985228.11%262.78%307.59%360.05%421.45%224.50%191.79%163.85%15.20%
1986295.53%283.92%332.34%389.01%455.35%242.56%207.22%177.03%-3.93%
1987317.49%306.76%359.08%420.31%491.99%262.07%223.89%191.27%-3.38%
1988377.47%331.44%387.97%454.13%531.57%283.16%241.90%206.66%-12.19%
1989471.74%358.11%419.18%490.66%574.34%305.94%261.37%223.29%-24.09%
1990395.21%386.92%452.90%530.14%620.54%330.55%282.39%241.25%-2.10%
1991494.82%418.05%489.34%572.79%670.47%357.15%305.11%260.66%-15.51%
1992503.89%451.68%528.71%618.87%724.41%385.88%329.66%281.63%-10.36%
1993623.31%488.02%571.25%668.66%782.69%416.93%356.18%304.29%-21.70%
1994612.88%527.29%617.21%722.46%845.66%450.47%384.84%328.77%-13.97%
1995741.70%569.71%666.86%780.59%913.70%486.71%415.80%355.23%-23.19%
1996845.83%615.55%720.52%843.39%987.21%525.87%449.26%383.81%-27.23%
1997969.75%665.07%778.48%911.24%1,066.64%568.18%485.40%414.68%-31.42%
19981,070.43%718.58%841.12%984.55%1,152.45%613.89%524.45%448.05%-32.87%
19991,356.20%776.39%908.79%1,063.76%1,245.17%663.28%566.65%484.09%-42.75%
20001,190.47%838.85%981.90%1,149.35%1,345.35%716.64%612.24%523.04%-29.54%
20011,076.98%906.34%1,060.90%1,241.82%1,453.59%774.30%661.49%565.12%-15.84%
2002897.58%979.26%1,146.25%1,341.73%1,570.53%836.59%714.71%610.59%9.10%
20031,259.88%1,058.05%1,238.48%1,449.67%1,696.89%903.90%772.21%659.71%-16.02%
20041,464.80%1,143.17%1,338.12%1,566.31%1,833.41%976.62%834.34%712.79%-21.96%
20051,603.97%1,235.14%1,445.77%1,692.32%1,980.92%1,055.20%901.47%770.14%-22.99%
20061,885.06%1,334.51%1,562.09%1,828.48%2,140.29%1,140.09%974.00%832.10%-29.21%
20071,945.99%1,441.88%1,687.77%1,975.58%2,312.48%1,231.82%1,052.36%899.04%-25.91%
20081,145.49%1,557.89%1,823.55%2,134.53%2,498.53%1,330.92%1,137.02%971.37%36.00%
20091,523.80%1,683.22%1,970.27%2,306.26%2,699.55%1,438.00%1,228.50%1,049.52%10.46%
20101,764.41%1,818.65%2,128.78%2,491.81%2,916.74%1,553.69%1,327.34%1,133.96%3.07%
20111,592.45%1,964.96%2,300.05%2,692.28%3,151.40%1,678.69%1,434.13%1,225.19%23.39%
20121,838.03%2,123.05%2,485.10%2,908.89%3,404.94%1,813.75%1,549.51%1,323.77%15.51%
20132,319.81%2,293.86%2,685.04%3,142.92%3,678.89%1,959.67%1,674.17%1,430.27%-1.12%
20142,402.20%2,478.41%2,901.06%3,395.78%3,974.87%2,117.34%1,808.87%1,545.34%3.17%
20152,354.93%2,677.81%3,134.46%3,668.98%4,294.66%2,287.69%1,954.40%1,669.67%13.71%
20162,618.98%2,893.25%3,386.64%3,964.17%4,640.18%2,471.74%2,111.64%1,804.00%10.47%
20173,157.60%3,126.02%3,659.11%4,283.10%5,013.50%2,670.60%2,281.53%1,949.14%-1.00%
20182,740.41%3,377.52%3,953.50%4,627.69%5,416.86%2,885.46%2,465.08%2,105.95%23.25%
20193,340.29%3,649.26%4,271.57%5,000.01%5,852.67%3,117.61%2,663.41%2,275.39%9.25%
20203,737.36%3,942.85%4,615.23%5,402.28%6,323.54%3,368.43%2,877.69%2,458.45%5.50%
20214,257.13%4,260.07%4,986.55%5,836.91%6,832.29%3,639.43%3,109.21%2,656.24%0.07%
20223,384.64%4,602.81%5,387.74%6,306.51%7,381.97%3,932.24%3,359.36%2,869.95%35.99%
20233,972.97%4,973.13%5,821.20%6,813.90%7,975.88%4,248.60%3,629.64%3,100.84%25.17%
20244,430.06%5,373.23%6,289.54%7,362.10%8,617.57%4,590.42%3,921.66%3,350.32%21.29%
20255,343.54%5,805.53%6,795.56%7,954.41%9,310.89%4,959.74%4,237.17%3,619.87%8.65%
20266,067.03%6,272.61%7,342.29%8,594.38%10,059.99%5,358.77%4,578.06%3,911.10%3.39%
20276,777.26%7,933.00%9,285.83%10,869.36%5,789.90%4,946.39%4,225.76%11.71%
20287,322.52%8,571.24%10,032.91%11,743.84%6,255.72%5,344.34%4,565.74%9.86%
20297,911.65%9,260.83%10,840.10%12,688.68%6,759.02%5,774.32%4,933.07%9.25%
20308,548.17%10,005.90%11,712.23%13,709.53%7,302.81%6,238.89%5,329.96%8.95%
20319,235.91%10,810.92%12,654.52%14,812.52%7,890.35%6,740.83%5,758.78%8.77%
20329,978.97%11,680.70%13,672.63%16,004.24%8,525.16%7,283.15%6,222.09%8.65%
203310,781.82%12,620.46%14,772.65%17,291.85%9,211.04%7,869.11%6,722.68%8.56%
203411,649.26%13,635.82%15,961.16%18,683.05%9,952.11%8,502.21%7,263.55%8.50%
203512,586.49%14,732.88%17,245.30%20,186.17%10,752.80%9,186.25%7,847.93%8.45%
203613,599.12%15,918.20%18,632.75%21,810.23%11,617.90%9,925.32%8,479.33%8.41%
203714,693.22%17,198.88%20,131.83%23,564.95%12,552.61%10,723.85%9,161.52%8.37%
203815,875.35%18,582.60%21,751.52%25,460.84%13,562.51%11,586.63%9,898.60%8.35%
203917,152.58%20,077.64%23,501.51%27,509.26%14,653.67%12,518.82%10,694.99%8.32%
204018,532.58%21,692.97%25,392.30%29,722.49%15,832.62%13,526.01%11,555.44%8.30%
204120,023.60%23,438.25%27,435.21%32,113.78%17,106.41%14,614.23%12,485.12%8.29%
204221,634.57%25,323.95%29,642.49%34,697.46%18,482.69%15,790.00%13,489.60%8.27%
204323,375.16%27,361.36%32,027.34%37,489.01%19,969.70%17,060.37%14,574.89%8.26%
204425,255.79%29,562.69%34,604.07%40,505.15%21,576.34%18,432.94%15,747.50%8.25%
204527,287.71%31,941.13%37,388.10%43,763.95%23,312.24%19,915.94%17,014.44%8.24%
204629,483.12%34,510.92%40,396.12%47,284.93%25,187.80%21,518.26%18,383.32%8.23%
204731,855.15%37,287.46%43,646.15%51,089.19%27,214.26%23,249.49%19,862.33%8.22%
204834,418.02%40,287.38%47,157.65%55,199.52%29,403.75%25,120.00%21,460.34%8.21%
204937,187.09%43,528.66%50,951.67%59,640.54%31,769.40%27,141.00%23,186.91%8.20%
205040,178.94%47,030.71%55,050.93%64,438.85%34,325.38%29,324.61%25,052.38%8.20%
205143,411.49%50,814.52%59,480.00%69,623.21%37,086.99%31,683.89%27,067.95%8.19%
205246,904.12%54,902.75%64,265.40%75,224.68%40,070.78%34,232.98%29,245.67%8.18%
205350,677.74%59,319.89%69,435.80%81,276.80%43,294.64%36,987.16%31,598.60%8.18%
205454,754.96%64,092.41%75,022.19%87,815.84%46,777.86%39,962.92%34,140.83%8.17%
205559,160.21%69,248.90%81,058.02%94,880.97%50,541.32%43,178.09%36,887.60%8.17%
205663,919.89%74,820.24%87,579.46%102,514.52%54,607.57%46,651.94%39,855.35%8.17%
Portfolio Draw Down
YearNominal DrawdownReal Drawdown
1970-0.30%-5.56%
1971-0.00%-0.00%
1972-0.00%-0.00%
1973-13.28%-20.23%
1974-36.18%-47.74%
1975-13.75%-33.96%
1976-0.00%-24.04%
1977-0.00%-23.83%
1978-0.00%-17.72%
1979-0.00%-14.93%
1980-0.00%-4.02%
1981-1.71%-13.39%
1982-0.00%-5.78%
1983-0.00%-0.00%
1984-0.00%-0.00%
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%
1990-11.10%-16.22%
1991-0.00%-0.00%
1992-0.00%-0.00%
1993-0.00%-0.00%
1994-0.00%-1.67%
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%
2000-9.24%-12.22%
2001-16.62%-20.59%
2002-28.86%-33.82%
2003-0.00%-7.10%
2004-0.00%-0.00%
2005-0.00%-0.00%
2006-0.00%-0.00%
2007-0.00%-0.00%
2008-41.08%-41.14%
2009-19.49%-21.70%
2010-5.38%-9.33%
2011-12.08%-18.17%
2012-0.00%-5.55%
2013-0.00%-0.00%
2014-0.00%-0.00%
2015-1.25%-1.97%
2016-0.00%-0.00%
2017-0.00%-0.00%
2018-11.55%-13.21%
2019-0.00%-0.00%
2020-0.00%-0.00%
2021-0.00%-0.00%
2022-15.37%-20.49%
2023-0.00%-6.67%
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
19708.07%6.60%5.20%
19717.42%7.38%5.61%
19727.53%6.37%4.88%
19736.44%5.37%3.83%
19748.80%7.00%5.70%
197511.04%11.33%9.93%
197610.80%9.95%8.67%
197710.75%9.48%8.25%
197811.49%10.30%9.13%
197911.61%10.49%9.33%
198012.75%11.19%10.18%
198111.35%11.04%9.76%
198211.36%13.56%11.98%
19839.89%14.16%12.01%
198410.69%13.26%11.52%
198511.48%14.87%13.18%
198610.24%12.51%10.73%
19879.71%10.81%9.12%
19889.49%11.08%9.27%
19895.71%10.27%6.88%
19906.04%8.82%6.09%
19917.77%11.22%8.70%
19926.02%9.81%6.76%
19936.68%10.33%7.50%
19946.79%9.03%6.60%
19957.07%9.83%7.33%
19965.95%8.77%6.01%
19975.81%8.18%5.54%
19986.08%7.55%5.23%
19994.81%7.22%4.40%
20004.61%5.96%3.54%
20015.89%7.04%4.80%
20027.11%8.18%6.11%
20036.86%10.45%7.68%
20045.91%8.06%5.51%
20055.69%7.34%4.91%
20066.20%7.05%4.93%
20076.02%6.31%4.35%
Portfolio 30 Year Stats
YearAnnualized Real ReturnSWR 30yrP-SWR 30yr
19709.08%5.96%5.52%
19718.81%6.68%6.15%
19727.72%5.80%5.18%
19736.28%4.90%4.11%
19748.30%6.41%5.82%
197510.39%10.39%9.86%
19769.86%9.12%8.58%
19779.94%8.68%8.17%
197810.05%9.42%8.89%
19797.84%9.57%8.58%
19808.75%10.13%9.31%
19818.85%9.90%9.12%
19828.85%12.07%11.12%
19839.06%12.48%11.56%
19849.20%11.62%10.79%
19859.30%12.93%12.03%
19868.09%10.74%9.70%
19877.54%9.18%8.14%
19887.96%9.30%8.36%
19896.83%8.53%7.36%
19906.74%7.37%6.33%
19917.78%9.39%8.40%
19927.44%8.19%7.24%
19936.55%8.67%7.38%
19946.37%7.57%6.38%
19956.82%8.22%7.08%
19966.80%7.31%6.30%
19976.79%6.84%5.89%
Portfolio Weights
YearVTSAXAVUVAVDVVEUSXVPADXVEMAX
197045.00%15.00%15.00%9.00%6.00%10.00%
197145.00%15.00%15.00%9.00%6.00%10.00%
197245.00%15.00%15.00%9.00%6.00%10.00%
197345.00%15.00%15.00%9.00%6.00%10.00%
197445.00%15.00%15.00%9.00%6.00%10.00%
197545.00%15.00%15.00%9.00%6.00%10.00%
197645.00%15.00%15.00%9.00%6.00%10.00%
197745.00%15.00%15.00%9.00%6.00%10.00%
197845.00%15.00%15.00%9.00%6.00%10.00%
197945.00%15.00%15.00%9.00%6.00%10.00%
198045.00%15.00%15.00%9.00%6.00%10.00%
198145.00%15.00%15.00%9.00%6.00%10.00%
198245.00%15.00%15.00%9.00%6.00%10.00%
198345.00%15.00%15.00%9.00%6.00%10.00%
198445.00%15.00%15.00%9.00%6.00%10.00%
198545.00%15.00%15.00%9.00%6.00%10.00%
198645.00%15.00%15.00%9.00%6.00%10.00%
198745.00%15.00%15.00%9.00%6.00%10.00%
198845.00%15.00%15.00%9.00%6.00%10.00%
198945.00%15.00%15.00%9.00%6.00%10.00%
199045.00%15.00%15.00%9.00%6.00%10.00%
199145.00%15.00%15.00%9.00%6.00%10.00%
199245.00%15.00%15.00%9.00%6.00%10.00%
199345.00%15.00%15.00%9.00%6.00%10.00%
199445.00%15.00%15.00%9.00%6.00%10.00%
199545.00%15.00%15.00%9.00%6.00%10.00%
199645.00%15.00%15.00%9.00%6.00%10.00%
199745.00%15.00%15.00%9.00%6.00%10.00%
199845.00%15.00%15.00%9.00%6.00%10.00%
199945.00%15.00%15.00%9.00%6.00%10.00%
200045.00%15.00%15.00%9.00%6.00%10.00%
200145.00%15.00%15.00%9.00%6.00%10.00%
200245.00%15.00%15.00%9.00%6.00%10.00%
200345.00%15.00%15.00%9.00%6.00%10.00%
200445.00%15.00%15.00%9.00%6.00%10.00%
200545.00%15.00%15.00%9.00%6.00%10.00%
200645.00%15.00%15.00%9.00%6.00%10.00%
200745.00%15.00%15.00%9.00%6.00%10.00%
200845.00%15.00%15.00%9.00%6.00%10.00%
200945.00%15.00%15.00%9.00%6.00%10.00%
201045.00%15.00%15.00%9.00%6.00%10.00%
201145.00%15.00%15.00%9.00%6.00%10.00%
201245.00%15.00%15.00%9.00%6.00%10.00%
201345.00%15.00%15.00%9.00%6.00%10.00%
201445.00%15.00%15.00%9.00%6.00%10.00%
201545.00%15.00%15.00%9.00%6.00%10.00%
201645.00%15.00%15.00%9.00%6.00%10.00%
201745.00%15.00%15.00%9.00%6.00%10.00%
201845.00%15.00%15.00%9.00%6.00%10.00%
201945.00%15.00%15.00%9.00%6.00%10.00%
202045.00%15.00%15.00%9.00%6.00%10.00%
202145.00%15.00%15.00%9.00%6.00%10.00%
202245.00%15.00%15.00%9.00%6.00%10.00%
202345.00%15.00%15.00%9.00%6.00%10.00%
202445.00%15.00%15.00%9.00%6.00%10.00%
202545.00%15.00%15.00%9.00%6.00%10.00%
202645.00%15.00%15.00%9.00%6.00%10.00%
Name:P (45% VTSAX, 15% AVUV, 15% VEUSX, 9% VPADX, 6% VEMAX, 10% AVDV)
TickerWeight
VTSAX45.00%
AVUV15.00%
AVDV15.00%
VEUSX9.00%
VPADX6.00%
VEMAX10.00%
Total Weight100.00%
MetricNominalReal
Annual Return11.66%7.47%
StdDev17.20%17.05%
Skewness
-0.1123-0.1064
Kurtosis
0.70570.5590
Sharpe Ratio0.5021
Estimated Return8.05%
Max Draw Down-41.08%-47.74%