Merriman Ultimate Buy & Hold at a glance
Merriman Ultimate Buy & Hold is a fixed-allocation portfolio by Paul Merriman across US Large Blend, US Large Value, US Small Blend, US Small-Cap Value, rebalanced annual. Backtested 1998-12-31 to 2026-04-24 (27.2 years): 9.6% CAGR, 0.58 Sharpe, -60.5% max drawdown, 19.1% volatility.
- Type
- Fixed Allocation
- Author
- Paul Merriman
- Rebalancing
- Annual
- Risk
- Aggressive
- Period
- 1998-12-31 to 2026-04-24
- CAGR
- 9.6%
- Sharpe
- 0.58
- Max Drawdown
- -60.5%
- Volatility
- 19.1%
Merriman Ultimate Buy & Hold — Fixed Allocation Portfolio
Paul Merriman's Ultimate Buy & Hold: ten equity asset classes at 10% each, covering the full spectrum of size and value factors across US and international markets. 100% equity version — add bonds based on risk tolerance.
Backtest Performance (1998-12-31 to 2026-04-24)
| Metric | Merriman Ultimate Buy & Hold |
|---|---|
| Compound Annual Growth Rate (CAGR) | 9.6% |
| Maximum Drawdown | -60.5% |
| Sharpe Ratio | 0.58 |
| Sortino Ratio | 0.72 |
| Annualized Volatility | 19.1% |
| Calmar Ratio | 0.16 |
| Total Return | 1114.8% |
| Backtest Period | 27.2 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- aggressive
- Variants
- 1
- Author
- Paul Merriman
- Source
- Merriman, Paul. The Ultimate Buy & Hold Strategy
Asset Classes
- US Large Blend
- US Large Value
- US Small Blend
- US Small-Cap Value
- US REITs
- International Large Blend
- International Large Value
- International Small Blend
- Emerging Markets
- EM Small/Value
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