Paul Boyer vs Marvin Appel One-Decision Portfolio Comparison

Period: January 1976 - September 2024 (~49 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Paul Boyer Portfolio
1.00$
Initial Capital
October 1994
6.62$
Final Capital
September 2024
6.50%
Yearly Return
7.50
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Marvin Appel One-Decision Portfolio
1.00$
Initial Capital
October 1994
8.49$
Final Capital
September 2024
7.39%
Yearly Return
8.45
Std Deviation
-31.96%
Max Drawdown
41 months
Recovery Period
Paul Boyer Portfolio
1.00$
Initial Capital
January 1976
51.14$
Final Capital
September 2024
8.41%
Yearly Return
8.29
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Marvin Appel One-Decision Portfolio
1.00$
Initial Capital
January 1976
78.02$
Final Capital
September 2024
9.35%
Yearly Return
8.15
Std Deviation
-31.96%
Max Drawdown
41 months
Recovery Period

The Paul Boyer Portfolio obtained a 6.50% compound annual return, with a 7.50% standard deviation, in the last 30 Years.

The Marvin Appel One-Decision Portfolio obtained a 7.39% compound annual return, with a 8.45% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 September 2024 (~49 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Paul Boyer Portfolio
Paul Boyer 		11.26 2.90 9.49 21.85 4.14 4.41 6.50 8.41
One-Decision Portfolio
Marvin Appel 		9.89 1.72 7.69 20.69 6.31 6.37 7.39 9.35
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Paul Boyer Portfolio: an investment of 1$, since October 1994, now would be worth 6.62$, with a total return of 562.05% (6.50% annualized).

Marvin Appel One-Decision Portfolio: an investment of 1$, since October 1994, now would be worth 8.49$, with a total return of 748.52% (7.39% annualized).


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Paul Boyer Portfolio: an investment of 1$, since January 1976, now would be worth 51.14$, with a total return of 5013.82% (8.41% annualized).

Marvin Appel One-Decision Portfolio: an investment of 1$, since January 1976, now would be worth 78.02$, with a total return of 7702.25% (9.35% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1976 - 30 September 2024 (~49 years)
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Paul Boyer Portfolio One-Decision Portfolio
Author Paul Boyer Marvin Appel
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 21.85 20.69
Infl. Adjusted Return (%) 18.99 17.85
DRAWDOWN
Deepest Drawdown Depth (%) -1.89 -3.55
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -1.89 -3.55
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 7.83 9.61
Sharpe Ratio 2.11 1.60
Sortino Ratio 2.95 2.20
Ulcer Index 0.82 1.21
Ratio: Return / Standard Deviation 2.79 2.15
Ratio: Return / Deepest Drawdown 11.54 5.83
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Paul Boyer Portfolio One-Decision Portfolio
Author Paul Boyer Marvin Appel
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 4.14 6.31
Infl. Adjusted Return (%) -0.04 2.05
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -16.74
Start to Recovery (months) 39 31
Longest Drawdown Depth (%) -18.04 -16.74
Start to Recovery (months) 39 31
Longest Negative Period (months) 48 32
RISK INDICATORS
Standard Deviation (%) 8.92 11.10
Sharpe Ratio 0.22 0.37
Sortino Ratio 0.32 0.49
Ulcer Index 7.42 6.66
Ratio: Return / Standard Deviation 0.46 0.57
Ratio: Return / Deepest Drawdown 0.23 0.38
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Paul Boyer Portfolio One-Decision Portfolio
Author Paul Boyer Marvin Appel
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 4.41 6.37
Infl. Adjusted Return (%) 1.51 3.42
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -16.74
Start to Recovery (months) 39 31
Longest Drawdown Depth (%) -18.04 -16.74
Start to Recovery (months) 39 31
Longest Negative Period (months) 50 32
RISK INDICATORS
Standard Deviation (%) 7.70 9.03
Sharpe Ratio 0.38 0.54
Sortino Ratio 0.56 0.72
Ulcer Index 5.85 4.92
Ratio: Return / Standard Deviation 0.57 0.71
Ratio: Return / Deepest Drawdown 0.24 0.38
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Paul Boyer Portfolio One-Decision Portfolio
Author Paul Boyer Marvin Appel
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 6.50 7.39
Infl. Adjusted Return (%) 3.89 4.75
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -31.96
Start to Recovery (months) 39 41
Longest Drawdown Depth (%) -18.04 -31.96
Start to Recovery (months) 39 41
Longest Negative Period (months) 50 64
RISK INDICATORS
Standard Deviation (%) 7.50 8.45
Sharpe Ratio 0.56 0.60
Sortino Ratio 0.79 0.78
Ulcer Index 3.99 5.54
Ratio: Return / Standard Deviation 0.87 0.87
Ratio: Return / Deepest Drawdown 0.36 0.23
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Paul Boyer Portfolio One-Decision Portfolio
Author Paul Boyer Marvin Appel
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 8.41 9.35
Infl. Adjusted Return (%) 4.62 5.53
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -31.96
Start to Recovery (months) 39 41
Longest Drawdown Depth (%) -18.04 -31.96
Start to Recovery (months) 39 41
Longest Negative Period (months) 50 64
RISK INDICATORS
Standard Deviation (%) 8.29 8.15
Sharpe Ratio 0.50 0.63
Sortino Ratio 0.72 0.82
Ulcer Index 3.90 4.55
Ratio: Return / Standard Deviation 1.01 1.15
Ratio: Return / Deepest Drawdown 0.47 0.29
Metrics calculated over the period 1 January 1976 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1976 - 30 September 2024 (~49 years)

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Paul Boyer Portfolio One-Decision Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-31.96 41 Jun 2007
Oct 2010
-18.04 39 Jun 2021
Aug 2024
-16.74 31 Jan 2022
Jul 2024
-13.66 17 Mar 2008
Jul 2009
-13.04 10 Feb 2020
Nov 2020
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-8.52 8 Jun 2011
Jan 2012
-8.13 6 Jul 1998
Dec 1998
-7.23 14 Apr 2002
May 2003
-6.99 7 Sep 2018
Mar 2019
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019
-5.64 7 Apr 2004
Oct 2004

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Paul Boyer Portfolio One-Decision Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-31.96 41 Jun 2007
Oct 2010
-18.04 39 Jun 2021
Aug 2024
-16.74 31 Jan 2022
Jul 2024
-14.53 25 Oct 1980
Oct 1982
-13.66 17 Mar 2008
Jul 2009
-13.60 5 Feb 1980
Jun 1980
-13.04 10 Feb 2020
Nov 2020
-12.38 13 Sep 1987
Sep 1988
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-8.52 8 Jun 2011
Jan 2012
-8.13 6 Jul 1998
Dec 1998
-7.71 16 Mar 1987
Jun 1988
-7.50 7 Jul 1990
Jan 1991

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 30 September 2024 (~49 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Paul Boyer Portfolio One-Decision Portfolio
Year Return Drawdown Return Drawdown
2024
 11.26% -1.89% 9.89% -3.55%
2023
 7.92% -7.34% 12.43% -7.22%
2022
 -13.57% -17.86% -13.18% -16.74%
2021
 0.51% -3.38% 16.51% -2.73%
2020
 15.04% -3.07% 5.32% -13.04%
2019
 13.97% -1.05% 18.51% -2.02%
2018
 -3.50% -6.72% -3.64% -6.99%
2017
 11.87% -0.61% 8.07% -0.59%
2016
 7.19% -6.74% 8.52% -3.21%
2015
 -5.29% -9.15% -0.25% -4.76%
2014
 6.63% -3.72% 11.14% -2.54%
2013
 -5.67% -8.07% 10.43% -2.72%
2012
 6.80% -2.93% 10.65% -2.81%
2011
 8.99% -2.80% 3.87% -8.52%
2010
 15.54% -0.81% 13.01% -6.14%
2009
 12.50% -6.62% 15.30% -14.35%
2008
 1.32% -13.66% -16.74% -22.59%
2007
 16.13% -0.86% -0.68% -5.17%
2006
 12.57% -3.53% 14.45% -1.98%
2005
 11.99% -2.10% 5.08% -2.36%
2004
 9.39% -5.64% 12.05% -4.65%
2003
 17.95% -2.85% 18.87% -1.57%
2002
 9.85% -4.44% -2.42% -7.23%
2001
 3.66% -3.75% 4.32% -3.58%
2000
 2.00% -4.97% 9.42% -2.13%
1999
 9.10% -3.56% 4.70% -3.16%
1998
 2.30% -9.22% 5.32% -8.13%
1997
 0.72% -4.04% 17.36% -1.24%
1996
 3.88% -3.10% 15.52% -1.31%
1995
 14.46% -0.96% 19.02% -0.66%
1994
 -5.01% -6.22% -1.28% -5.02%
1993
 25.08% -1.38% 11.41% -1.82%
1992
 3.02% -1.92% 9.68% -0.89%
1991
 24.71% -1.74% 23.01% -1.99%
1990
 0.64% -5.76% -1.89% -7.50%
1989
 21.34% -0.54% 15.28% -0.97%
1988
 7.47% -2.31% 12.57% -1.14%
1987
 -0.04% -7.71% 2.00% -12.38%
1986
 17.71% -1.63% 13.98% -2.95%
1985
 21.84% -2.32% 20.92% -1.32%
1984
 4.29% -3.80% 12.26% -2.55%
1983
 3.33% -3.72% 19.12% -1.46%
1982
 20.74% -7.63% 23.18% -1.47%
1981
 -6.40% -12.16% 6.73% -5.61%
1980
 10.07% -13.60% 17.14% -6.77%
1979
 40.68% -5.53% 17.24% -6.81%
1978
 13.69% -5.99% 7.38% -5.77%
1977
 9.52% -1.78% 6.67% -0.92%
1976
 11.89% -4.01% 25.20% -1.17%