The Candidate 01 and 02 Portfolios

[ochotona]

I couldn't come up with a name for this one, so I just call it "Candidate 01". I'm looking for a retirement portfolio candidate. Maybe one of you can help me with a name.

Large cap blend  17%
Small cap blend  17%
Intl devel              8%
Int small cap        8%
Total bond          25%
TIPS                      5%
US REIT            10%
Gold                    10%

From Portfoliovisualizer.com
1972-2015 statistics
CAGR  10.65%
Worst year (2008)  -21.98%
Sharpe ratio  0.56
Correlation with US equities  0.84

From Portfoliocharts.com
30 safe withdrawal rate:  6.0% 
30 year sustainable withdrawal rate  4.9%

[ochotona]

I see your Candidate 01 and Raise you the Candidate 02:

15% TSM
15% SCV
15% EM
9% LTT
36% ITT
10% Gold

Portviz:
CAGR 10.93
Worst year (2008) -10.97
Sharpe 0.68
Corr US equities 0.76

!  you don't see a place for REITs in Candidate 02? If we get to Candidate 007, we'd better duck, because the .380 Auto bullets will be flying.

[ochotona]

Oh crud, emerging markets. I can't stand them. I'm going to sub Intl Small Cap and see what happens.

Later... I like it better with Intl Small Cap. Pretty similar, smaller CAGR, higher Sharpe, less drawdown. Milder overall.

[ochotona]

TSM 15%
SCV 15%
I-SC 15%
LTT  9%
5-T  36%
Gold 10%

From Portfoliovisualizer.com
1972-2015 statistics
CAGR  10.69%
Worst year (2008)  -10.85%
Sharpe ratio  0.69
Correlation with US equities  0.74

From Portfoliocharts.com
30 safe withdrawal rate:  6.2% 
30 year sustainable withdrawal rate  5.4%

[ochotona]

Candidate 01 has a better SWR than Candidate 02, even though Candidate 02 looks like it should have the better SWR... hmmm...

[Dieter]

Candidate #1 reminded me of the Ultimate Buy & Hold Portfolio and TrevH's simplification posted on Bogleheads (https://www.bogleheads.org/forum/viewtopic.php?t=38374)