Model Portfolios, Backtested
Famous, backtested portfolio strategies anyone can copy with a few ETFs. Data is approximate and historical. Past performance is not a guarantee.
| Portfolio | CAGR | Max drawdown | Sharpe | Best year | Worst year | Stocks % |
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About this page
The famous portfolios, backtested honestly: All Weather, the Golden Butterfly, the Permanent Portfolio, classic 60/40, three-fund lazy portfolios and more, each with full risk metrics, drawdowns and growth curves over decades of history.
Decades of research say asset allocation, not security selection, explains most of a portfolio's behavior. These recipes are the distilled attempts of serious thinkers at all-weather allocation, and comparing their drawdown profiles is the fastest education available in what diversification does and does not buy.
What is the All Weather portfolio?
Ray Dalio's risk-balanced allocation across stocks, long and intermediate bonds, gold and commodities, designed so no single economic regime can sink it. It trades lower highs for shallower lows.
What is the Golden Butterfly?
An equal five-way split among total market stocks, small-cap value, long bonds, short bonds and gold: a Permanent Portfolio variant with a growth tilt, historically notable for its calm drawdown profile.
Which portfolio should I pick?
The one whose worst historical year you could genuinely sit through. The backtests here exist to make that worst year concrete before real money finds it out for you.