We have eight real-time sample risk-parity inspired portfolios maintained at Fidelity that we monitor and track each week. For convenience, we have named them (1) the All Seasons portfolio; (2) the Golden Butterfly portfolio; (3) the Golden Ratio portfolio; (4) the Risk Parity Ultimate portfolio; (5) the Accelerated Permanent Portfolio; (6) the Aggressive Fifty-Fifty portfolio; (7) the Levered Golden Ratio portfolio; and (8) O.P.T.R.A. Each of them was funded with $10,000 on July 13, 2020, except for the All Weather, which was funded with $10,200 on July 21, 2020, and the Levered Golden Ratio, which was funded with $10,000 on July 1, 2021. For reference, on July 13, 2020, the S&P opened at 3205 and the NASDAQ at 10,729.
We are distributing from them monthly at the rates specified in the Portfolio Policies section of each portfolio. The withdrawal rates are intentionally aggressive to demonstrate that these types of portfolios can withstand higher safe withdrawal rates than ordinary stock/bond mixes. Also included is a correlation matrix for each portfolio generated at the portfoliovisualizer website.
Year-to-Date Performance of Assets
As of | S&P 500 (VOO) | NASDAQ 100 (QQQ) | US Small-cap Value (VIOV) | Gold (GLDM) | Long-term Treasuries (VGLT) | REITs (REET) | Commodities (PDBC) | Managed Futures (DBMF) |
---|---|---|---|---|---|---|---|---|
June 6 | 2.55% | 3.81% | 9.60% | 26.16% | -0.02% | 4.80% | -0.08% | -2.57% |
Monthly Performance Tracker
Immediately below is our monthly tracker with the monthly percentage returns of all eight of the sample portfolios and reference portfolios that include VTSAX (100% equity), VWENX (aggressive 65/35) and VWIAX (conservative 35/65).
Month | All Seasons | Golden Butterfly | Golden Ratio | RP Ultimate | Accelerated PP | Aggressive 50-50 | Levered Golden Ratio | OPTRA | VTSAX | VWENX | VWIAX |
---|---|---|---|---|---|---|---|---|---|---|---|
July 2020 (partial) | 1.64 | 3.89 | 3.98 | 3.9 | 6.55 | 5.07 | 2.8 | 2.3 | 2.1 | ||
August 2020 | 0.34 | 1.33 | 1.26 | 1.12 | 1.63 | 2.44 | 7.2 | 3.2 | 0 | ||
September 2020 | -1.41 | -2.51 | -2.5 | -2.51 | -4.04 | -4.14 | -3.9 | -2.4 | -1.36 | ||
October 2020 | -2.29 | -0.42 | -1.63 | -2.02 | -4.95 | -6.24 | -2.15 | -1.5 | -1.28 | ||
November 2020 | 4.6 | 5.61 | 6.33 | 6.78 | 9.76 | 14.4 | 12.2 | 7.49 | 5.73 | ||
December 2020 | 1.98 | 3.85 | 3.46 | 3.24 | 4.63 | 2.8 | 4.46 | 2.2 | 1.19 | ||
January 2021 | -1.47 | 0.25 | -0.77 | -0.95 | -3.95 | -5.04 | -0.33 | -1.15 | -1.28 | ||
February 2021 | -0.74 | 1.25 | 0.32 | -0.33 | -4.45 | -2.45 | 3.19 | 1.51 | 0.65 | ||
March 2021 | -0.83 | 1.33 | 1.41 | 1.56 | 0.46 | 1.55 | 3.48 | 3.18 | 1.68 | ||
April 2021 | 3.75 | 2.57 | 3.79 | 4.13 | 7.24 | 7.75 | 5.13 | 4.18 | 2.03 | ||
May 2021 | 1.1 | 2.47 | 1.94 | 1.47 | 2.15 | 0.56 | 0.44 | 0.83 | 1.42 | ||
June 2021 | 2.23 | -0.25 | 1.02 | 1.86 | 3.67 | 6.86 | 2.54 | 1.18 | 0.5 | ||
July 2021 | 2.24 | 0.21 | 1.64 | 2.14 | 5.23 | 6.36 | 2.5 | 1.71 | 2.45 | 1.31 | |
August 2021 | 0.57 | 0.93 | 1.16 | 1.23 | 1.97 | 2.68 | 1.99 | 2.86 | 1.95 | 0.93 | |
September 2021 | -2.53 | -2.45 | -3.56 | -3.6 | -7.12 | -8.55 | -6.12 | -4.49 | -3.27 | -1.93 | |
October 2021 | 3.41 | 2.61 | 3.91 | 4.3 | 8.02 | 10.05 | 6.15 | 6.73 | 4.19 | 1.94 | |
November 2021 | -0.04 | -0.42 | -0.12 | 0.05 | 0.58 | 1.18 | -0.81 | -1.46 | -0.97 | -1.16 | |
December 2021 | 0.88 | 1.77 | 2.51 | 1.13 | 2.98 | 2.68 | 1.61 | 3.82 | 3.82 | 2.26 | |
January 2022 | -3.36 | -3.35 | -4.85 | -5.43 | -8.88 | -10.92 | -6.98 | -6.03 | -3.71 | -1.48 | |
February 2022 | -0.6 | 0.83 | -0.41 | -0.23 | -3.27 | -5.93 | -0.53 | -2.55 | -3.25 | -1.39 | |
March 2022 | -0.91 | -0.3 | 0.76 | -0.19 | -1.12 | -2.35 | 0.13 | 3.25 | 0.5 | -0.76 | |
April 2022 | -6.45 | -5.37 | -6.76 | -7.71 | -14.25 | -17.96 | -8.12 | -9.02 | -6.31 | -4.23 | |
May 2022 | -0.69 | -0.53 | -1.6 | -2 | -2.75 | -2.74 | -2.04 | -0.27 | 1.27 | 1.83 | |
June 2022 | -3.85 | -4.22 | -4.67 | -5.16 | -8.74 | -10.21 | -6.84 | -8.36 | -5.55 | -4.29 | |
July 2022 | 3.46 | 3.44 | 4.61 | 3.97 | 8.24 | 11.01 | 7.34 | 9.39 | 5.66 | 3.41 | |
August 2022 | -3.67 | -3.24 | -4.06 | -4.6 | -8.68 | -9.96 | -6.12 | -3.74 | -3.06 | -2.67 | |
September 2022 | -7.25 | -6.37 | -7.76 | -8.21 | -14.03 | -16.87 | -11.96 | -9.27 | -7.12 | -5.85 | |
October 2022 | 0.24 | 2.83 | 2.26 | 1.19 | -1.64 | -0.62 | 4.17 | 8.17 | 4.64 | 2.8 | |
November 2022 | 5.42 | 4.93 | 5.85 | 5.07 | 11.97 | 11.98 | 5.91 | 5.23 | 5.69 | 5.47 | |
December 2022 | -2.8 | -2.36 | -3.13 | -3.74 | -7.27 | -9.68 | -4.1 | -5.87 | -2.87 | -1.6 | |
January 2023 | 5.75 | 6.49 | 7.11 | 8.01 | 14.27 | 15.3 | 9.43 | 6.9 | 3.75 | 3.27 | |
February 2023 | -3.66 | -2.95 | -3.5 | -3.91 | -8.25 | -8.96 | -5.47 | -2.33 | -3.25 | -3.29 | |
March 2023 | 3.74 | 1.97 | 2.79 | 3.17 | 6.57 | 7.18 | 3.81 | 2.64 | 2.96 | 1.45 | |
April 2023 | 0.71 | 0.13 | 0.5 | 0.6 | 1.25 | 1.35 | 0.6 | 1.05 | 2.07 | 1.19 | |
May 2023 | -1.58 | -1.5 | -1.54 | -2.09 | -3.92 | -4.23 | -2.71 | 0.42 | -1.09 | -2.47 | |
June 2023 | 1.98 | 2.44 | 2.84 | 3.29 | 4.7 | 6.37 | 3.35 | 6.84 | 3.18 | 2.1 | |
July 2023 | 1.05 | 2.07 | 1.79 | 2.3 | 1.22 | 1.01 | 2.93 | 3.57 | 2 | 1.65 | |
August 2023 | -1.81 | -2.1 | -2.19 | -2.96 | -5.05 | -5.74 | -4.53 | -1.93 | -1.56 | -1.49 | |
September 2023 | -4.79 | -4.59 | -5.34 | -5.27 | -11.06 | -13.17 | -8.39 | -4.78 | -3.46 | -2.99 | |
October 2023 | -2.38 | -1.13 | -1.69 | -2.36 | -5.26 | -8.76 | -3.53 | -2.63 | -1.07 | -2.13 | |
November 2023 | 6.73 | 5.97 | 7.5 | 6.92 | 16.74 | 19.37 | 10.62 | 9.38 | 6.74 | 5.63 | |
December 2023 | 5 | 5.67 | 6.03 | 5.54 | 11.75 | 13.18 | 8.83 | 5.31 | 3.83 | 4.38 | |
January 2024 | -0.29 | -1.43 | -1.23 | -1.13 | -1.34 | -0.94 | -2.85 | 1.12 | 0.5 | -0.55 | |
February 2024 | 0.48 | 1.14 | 1.26 | 3.31 | 1.87 | 2.75 | 1.76 | 5.4 | 2.52 | -0.08 | |
March 2024 | 2.49 | 3.4 | 3.13 | 4.07 | 4.84 | 3.44 | 4.72 | 3.21 | 2.39 | 2.55 | |
April 2024 | -3.55 | -2.69 | -3.61 | -3.33 | -9.24 | -11.64 | -4.86 | -4.42 | -2.83 | -2.39 | |
May 2024 | 2.92 | 2.85 | 3.44 | 3.88 | 7.03 | 7.84 | 3.73 | 4.73 | 3.35 | 2.43 | |
June 2024 | 1.64 | 0.34 | 1.39 | 1.03 | 3.47 | 4.44 | 1.12 | 3.14 | 2.15 | 0.06 | |
July 2024 | 2.65 | 4.9 | 4.4 | 3.45 | 4.65 | 4.34 | 7.49 | 2.47 | 1.83 | 1.54 | 3.01 |
August 2024 | 1.64 | 1.14 | 2.24 | 1.26 | 3.66 | 3.93 | 1.98 | 1.6 | 2.17 | 2.2 | 2.02 |
September 2024 | 1.95 | 1.98 | 2.13 | 3.09 | 4.25 | 3.69 | 2.94 | 2.96 | 2.05 | 1.34 | 1.46 |
October 2024 | -2.12 | -0.53 | -1.46 | -2.25 | -4.53 | -6.96 | -2.61 | -2.72 | -0.75 | -1.31 | -1.85 |
November 2024 | 2.5 | 3.21 | 3.44 | 4.12 | 4.79 | 8.54 | 4.75 | 4.38 | 6.63 | 4.16 | 2.28 |
December 2024 | -3.11 | -3.44 | -4.15 | -4.16 | -7.49 | -7.95 | -7.09 | -5.29 | -3.02 | -1.87 | -2.95 |
January 2025 | 1.99 | 2.6 | 2.27 | 2.38 | 3.8 | 2.6 | 3.99 | 3.36 | 3.09 | 2.27 | 1.83 |
February 2025 | 1.77 | -0.03 | -0.51 | 0.71 | 4.01 | 3.76 | 0.2 | 0.44 | -1.91 | -0.24 | 1.77 |