Strategy Scorecard
Side-by-side performance of the most-discussed long-term portfolio strategies, computed live from each one’s ETF proxies on the same dates and the same total-return basis as the Equities page and the pickers - so the numbers are actually comparable.
Best Sharpe
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risk-adjusted leader
Smallest drawdown
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most defensive
YTD leader
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current momentum
Strategy scoreboard
| Strategy | YTD | 1Y | 3Y CAGR | 5Y CAGR | 10Y CAGR | 15Y CAGR | 20Y CAGR | Vol | Max DD | Sharpe |
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All figures are TOTAL returns (dividends reinvested), computed live from dividend-adjusted weekly prices of each strategy’s ETF proxies - the same series and method behind the Equities page and the ETF, stock and REIT pickers, so the same fund shows the same number everywhere. Multi-asset strategies are constant-mix baskets at their standard sleeve weights (rebalanced weekly) for the trailing windows, volatility, drawdown and Sharpe; YTD rebalances once a year, on Dec 31. Volatility, drawdown and Sharpe cover each strategy’s full available history, from its youngest sleeve’s launch. “--” means not enough history for that window. Sleeves: SPX = SPY, Buffett = 90 SPY / 10 SHY, 3-fund = equal thirds VTI / VXUS / BND, 60/40 = SPY / AGG, Golden Butterfly = 20 each SPY / IJS / TLT / SHY / GLD, All Weather = 30 SPY / 40 TLT / 15 IEF / 7.5 GLD / 7.5 DBC, Permanent = 25 each SPY / TLT / GLD / BIL, risk parity = RPAR, Dragon = 24 SPY / 18 TLT / 19 GLD / 18 KMLM / 21 TAIL, dividend growth = VIG, trend following = KMLM, cash = BIL; factor and sector rows are the single ETF named in the row. Past performance is not a guide to future results.
Calendar-year heatmapAnnual
Calendar-year TOTAL returns (dividends included), computed live from each strategy’s ETF proxies using dividend-adjusted month-end prices, rebalanced annually on Dec 31. Proxies: SPY, QQQ, AGG, IJS, TLT, SHY, IEF, GLD, DBC, BIL and DBMF (managed futures, launched May 2019 - earlier years shown as “--”). ETF proxies track each strategy’s intent closely but are approximations of the published portfolios.
About this page
A live scoreboard for more than 15 named investment strategies, from 60/40 and Buffett's 90/10 to the Permanent Portfolio, All Weather, Golden Butterfly, momentum, value and trend following, each with returns, Sharpe, drawdown and a calendar-year heatmap.
The heatmap is the honest part: every strategy on the board has losing years, and the leader rotates constantly. The lesson of the scoreboard is not to find the best strategy but to notice that sticking with a reasonable one through its bad years beats hopping to whatever just won.
Frequently asked questions
What is the 60/40 portfolio?
The classic balanced allocation: 60% stocks for growth, 40% bonds for ballast. Declared dead after 2022's joint selloff, it has nonetheless compounded through a century of obituaries.
What is trend following?
Rules-based buying of what has been rising and selling of what has been falling, across many markets. It profits from sustained moves in either direction and has historically done its best work in crisis years, at the price of whipsaw losses in sideways markets.
Which strategy is best?
Depends entirely on the window you grade. The scoreboard exists to show that rotation honestly rather than crown a permanent winner; the strategy you can hold through its worst year is the one that pays.