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Model Portfolios, X-Rayed
The classic lazy portfolios, All-Weather, Three-Fund, Permanent Portfolio and their peers, analyzed the way a risk desk would: contributions to risk per holding, real diversification measured rather than assumed, issuer-sourced ETF overlap, and the drawdowns each mix would have lived through. Every page is recomputed weekly from market data.
Analysis as of Friday 2026-08-28 · recomputed weekly · methodology
| Portfolio | Design | Volatility | Max drawdown | Beta | Risk bets |
|---|---|---|---|---|---|
| All-Weather Portfolio | 30% total US stocks, 40% long-term Treasuries, 15% intermedi | 9.1% | -7.3% | 0.38 | 2.2 |
| Permanent Portfolio | 25% stocks, 25% long-term Treasuries, 25% cash or T-bills, 2 | 7.8% | -6.9% | 0.32 | 2.4 |
| Golden Butterfly | 20% total US stocks, 20% small-cap value, 20% long-term Trea | 9.1% | -6.9% | 0.47 | 2.2 |
| Bogleheads Three-Fund Portfolio | Total US stock market, total international stock market, tot | 9.0% | -7.9% | 0.58 | 1.5 |
| Three-Fund Portfolio 80/20 | 80% world stocks (three-quarters US, one-quarter internation | 11.4% | -11.5% | 0.76 | 1.3 |
| Classic 60/40 | 60% stocks, 40% investment-grade bonds | 9.4% | -10.1% | 0.63 | 1.3 |
| Swensen Portfolio | 30% US stocks, 15% developed international, 5% emerging mark | 10.4% | -8.9% | 0.6 | 1.7 |
| Rick Ferri Core Four | 48% total US stocks, 24% international, 8% REITs, 20% bonds | 11.2% | -10.6% | 0.73 | 1.4 |
| Couch Potato Portfolio | Half stocks, half inflation-protected bonds, rebalanced once | 8.0% | -7.8% | 0.53 | 1.4 |
| No-Brainer Portfolio | Equal quarters of S&P 500, US small caps, international stoc | 11.3% | -11.4% | 0.71 | 1.3 |
| Buffett 90/10 | 90% S&P 500 index fund, 10% short-term government bonds | 12.9% | -15.0% | 0.9 | 1.0 |
Analyze your own mix
The same X-ray runs on any portfolio of 4,700+ US stocks and ETFs: paste your holdings into the free portfolio X-ray, use the JSON API, or ask an AI assistant through the PairBook MCP server.
