Data Source: from January 1982 to March 2023 (~41 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.81%
March 2023
The Stocks/Bonds 40/60 Momentum Portfolio is a Medium Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 40% on the Stock Market.
In the last 30 Years, the Stocks/Bonds 40/60 Momentum Portfolio obtained a 7.85% compound annual return, with a 6.85% standard deviation.
Asset Allocation and ETFs
The Stocks/Bonds 40/60 Momentum Portfolio has the following asset allocation:
The Stocks/Bonds 40/60 Momentum Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 40.00 % | MTUM | iShares Edge MSCI USA Momentum Fctr | Equity, U.S., Large Cap, Growth | |
| 60.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Mar 31, 2023
The Stocks/Bonds 40/60 Momentum Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
STOCKS/BONDS 40/60 MOMENTUM PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~41Y) |
|
| Stocks/Bonds 40/60 Momentum Portfolio | n.a. | n.a. | 1.81 | 5.51 | -9.24 | 3.50 | 5.87 | 7.85 | 9.65 | |
| US Inflation Adjusted return | 1.81 | 4.09 | -13.26 | -0.30 | 3.19 | 5.22 | 6.60 | |||
| Components | ||||||||||
|
MTUM iShares Edge MSCI USA Momentum Fctr |
n.a. | - | n.a. | 0.44 | 7.24 | -15.53 | 6.99 | 12.17 | 11.92 | 13.29 |
|
BND Vanguard Total Bond Market |
n.a. | - | n.a. | 2.68 | 4.69 | -4.95 | 0.89 | 1.31 | 4.33 | 4.51 |
Returns over 1 year are annualized | Available data source: since Jan 1982
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of Stocks/Bonds 40/60 Momentum Portfolio, updated as of 31 March 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
STOCKS/BONDS 40/60 MOMENTUM PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1982 - 31 March 2023 (~41 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~41Y) |
|
| Portfolio Return (%) |
1.81 | 0.14 | 5.51 | -9.24 | 2.66 | 3.50 | 5.87 | 6.69 | 7.85 | 9.65 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.86 |
| Infl. Adjusted Return (%) |
1.81 | -1.20 | 4.09 | -13.26 | -2.45 | -0.30 | 3.19 | 4.10 | 5.22 | 6.60 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 12.27 | 10.48 | 9.38 | 7.46 | 6.90 | 6.85 | 7.38 | |||
| Sharpe Ratio | -0.95 | 0.18 | 0.24 | 0.69 | 0.80 | 0.83 | 0.77 | |||
| Sortino Ratio | -1.30 | 0.25 | 0.32 | 0.90 | 1.03 | 1.08 | 1.03 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -13.97 | -21.11 | -21.11 | -21.11 | -21.11 | -21.11 | -21.11 | |||
| Start (yyyy mm) | 2022 04 | 2021 11 | 2021 11 | 2021 11 | 2021 11 | 2021 11 | 2021 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 6 | 11 | 11 | 11 | 11 | 11 | 11 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 17
|
> 17
|
> 17
|
> 17
|
> 17
|
> 17
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 40.48 | 23.14 | 20.66 | 15.39 | 13.50 | 11.14 | ||||
| Worst Return (%) | -18.20 | -2.24 | 1.79 | 3.94 | 6.15 | 7.82 | ||||
| % Positive Periods | 86% | 99% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 4 | 6 | 20 | 37 | 76 | 160 | 243 | 340 |
| Negative | 0 | 1 | 2 | 6 | 16 | 23 | 44 | 80 | 117 | 155 |
| % Positive | 100% | 67% | 67% | 50% | 56% | 62% | 63% | 67% | 68% | 69% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 36.86 | 22.42 | 13.57 | 8.31 | 8.27 | 10.44 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 3.09 | 3.94 | 4.96 | 6.19 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 March 2023
Swipe left to see all data
|
|
|
||
|---|---|---|---|
| Asset | MTUM | BND | |
| MTUM |
1.00
|
0.54
|
|
| BND |
0.54
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | MTUM | BND | |
| MTUM |
1.00
|
0.41
|
|
| BND |
0.41
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | MTUM | BND | |
| MTUM |
1.00
|
0.34
|
|
| BND |
0.34
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | MTUM | BND | |
| MTUM |
1.00
|
0.16
|
|
| BND |
0.16
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | MTUM | BND | |
| MTUM |
1.00
|
0.23
|
|
| BND |
0.23
|
1.00
|
Portfolio Dividends
In 2022, the Stocks/Bonds 40/60 Momentum Portfolio granted a 1.92% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 40/60 Momentum Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 9640.27$, with a total return of 864.03% (7.85% annualized).
The Inflation Adjusted Capital now would be 4601.59$, with a net total return of 360.16% (5.22% annualized).
The Inflation Adjusted Capital now would be 4601.59$, with a net total return of 360.16% (5.22% annualized).
An investment of 1000$, since January 1982,
now would be worth 44712.68$, with a total return of 4371.27% (9.65% annualized).
The Inflation Adjusted Capital now would be 13970.86$, with a net total return of 1297.09% (6.60% annualized).
The Inflation Adjusted Capital now would be 13970.86$, with a net total return of 1297.09% (6.60% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -21.11% | Nov 2021 | Sep 2022 | 11 | in progress | 6 | 17 |
| -20.54% | Nov 2007 | Feb 2009 | 16 | Apr 2010 | 14 | 30 |
| -8.48% | Feb 2001 | Sep 2002 | 20 | May 2003 | 8 | 28 |
| -7.10% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
| -5.91% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -5.89% | Oct 2018 | Dec 2018 | 3 | Mar 2019 | 3 | 6 |
| -4.13% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 |
| -3.77% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -3.62% | Jun 2011 | Sep 2011 | 4 | Oct 2011 | 1 | 5 |
| -3.61% | Aug 2016 | Nov 2016 | 4 | Feb 2017 | 3 | 7 |
| -3.48% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
| -3.33% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
| -2.95% | Aug 2015 | Sep 2015 | 2 | Mar 2016 | 6 | 8 |
| -2.69% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -2.55% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 |
| -2.40% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -2.38% | Feb 2021 | Mar 2021 | 2 | Apr 2021 | 1 | 3 |
| -2.29% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
| -2.12% | Apr 2004 | Apr 2004 | 1 | Aug 2004 | 4 | 5 |
| -2.09% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -21.11% | Nov 2021 | Sep 2022 | 11 | in progress | 6 | 17 |
| -20.54% | Nov 2007 | Feb 2009 | 16 | Apr 2010 | 14 | 30 |
| -13.77% | Sep 1987 | Nov 1987 | 3 | Mar 1989 | 16 | 19 |
| -8.48% | Feb 2001 | Sep 2002 | 20 | May 2003 | 8 | 28 |
| -7.10% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
| -6.28% | Feb 1984 | May 1984 | 4 | Aug 1984 | 3 | 7 |
| -5.91% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -5.89% | Oct 2018 | Dec 2018 | 3 | Mar 2019 | 3 | 6 |
| -5.29% | Aug 1990 | Sep 1990 | 2 | Dec 1990 | 3 | 5 |
| -4.37% | Sep 1986 | Sep 1986 | 1 | Nov 1986 | 2 | 3 |
| -4.13% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 |
| -3.77% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -3.66% | Jan 1990 | Jan 1990 | 1 | May 1990 | 4 | 5 |
| -3.62% | Jun 2011 | Sep 2011 | 4 | Oct 2011 | 1 | 5 |
| -3.61% | Aug 2016 | Nov 2016 | 4 | Feb 2017 | 3 | 7 |
| -3.48% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
| -3.33% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
| -2.95% | Aug 2015 | Sep 2015 | 2 | Mar 2016 | 6 | 8 |
| -2.81% | Jul 1983 | Jul 1983 | 1 | Sep 1983 | 2 | 3 |
| -2.69% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
Rolling Returns ( more details)
Stocks/Bonds 40/60 Momentum Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
10.11 |
40.48 Jul 1982 - Jun 1983 |
-18.20 Oct 2021 - Sep 2022 |
14.46% |
| 2 Years |
9.98 |
28.32 Jul 1984 - Jun 1986 |
-6.68 Mar 2007 - Feb 2009 |
8.05% |
| 3 Years |
10.02 |
23.14 Aug 1984 - Jul 1987 |
-2.24 Mar 2006 - Feb 2009 |
0.87% |
| 5 Years |
9.83 |
20.66 Apr 1982 - Mar 1987 |
1.79 Mar 2004 - Feb 2009 |
0.00% |
| 7 Years |
9.71 |
16.62 Aug 1982 - Jul 1989 |
3.39 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
9.64 |
15.39 Jan 1982 - Dec 1991 |
3.94 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
9.48 |
15.14 Jul 1984 - Jun 1999 |
5.33 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
9.28 |
13.50 Apr 1982 - Mar 2002 |
6.15 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
9.55 |
11.14 Apr 1982 - Mar 2012 |
7.82 Mar 1993 - Feb 2023 |
0.00% |
(*) Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Stocks/Bonds 40/60 Momentum Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Stocks/Bonds 40/60 Momentum Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.59
80% |
-1.36
20% |
-0.52
60% |
0.51
60% |
0.90
80% |
0.64
60% |
1.94
100% |
1.40
80% |
-1.86
20% |
0.21
60% |
1.88
80% |
-0.44
40% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.59
|
99.23
|
98.71
|
99.21
|
100.11
|
100.75
|
102.70
|
104.14
|
102.20
|
102.41
|
104.34
|
103.88
|
| Best |
3.2 2019 |
1.3 2019 |
2.0 2019 |
6.0 2020 |
2.6 2020 |
3.3 2019 |
3.7 2020 |
3.3 2020 |
0.1 2018 |
3.8 2022 |
5.1 2020 |
1.6 2020 |
| Worst |
-4.9 2022 |
-3.3 2023 |
-5.3 2020 |
-7.4 2022 |
-0.4 2021 |
-3.4 2022 |
0.7 2018 |
-2.5 2022 |
-4.8 2022 |
-4.8 2018 |
-1.6 2021 |
-2.1 2018 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.73
80% |
-0.18
50% |
-0.19
50% |
0.50
60% |
1.12
80% |
0.44
60% |
1.69
90% |
0.55
60% |
-0.69
40% |
0.89
70% |
1.22
70% |
-0.07
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.73
|
100.54
|
100.36
|
100.86
|
101.99
|
102.44
|
104.17
|
104.74
|
104.02
|
104.94
|
106.22
|
106.14
|
| Best |
3.2 2019 |
2.9 2014 |
2.6 2016 |
6.0 2020 |
2.6 2020 |
3.3 2019 |
3.7 2020 |
3.3 2020 |
2.1 2013 |
3.8 2022 |
5.1 2020 |
1.6 2020 |
| Worst |
-4.9 2022 |
-3.3 2023 |
-5.3 2020 |
-7.4 2022 |
-0.4 2021 |
-3.4 2022 |
-0.6 2014 |
-2.7 2015 |
-4.8 2022 |
-4.8 2018 |
-1.8 2016 |
-2.1 2018 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.97
74% |
0.37
64% |
0.51
64% |
0.97
68% |
0.95
73% |
0.61
66% |
1.04
68% |
0.85
71% |
0.18
61% |
0.90
73% |
1.13
71% |
1.07
71% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.97
|
101.34
|
101.86
|
102.85
|
103.82
|
104.46
|
105.54
|
106.43
|
106.62
|
107.58
|
108.79
|
109.96
|
| Best |
6.0 1987 |
5.1 1986 |
4.6 2000 |
6.0 2020 |
5.9 1985 |
3.3 2019 |
5.3 1989 |
7.8 1982 |
4.1 1998 |
7.4 1982 |
5.1 2020 |
6.5 1991 |
| Worst |
-4.9 2022 |
-4.8 2009 |
-5.3 2020 |
-7.4 2022 |
-4.3 1984 |
-3.4 2022 |
-2.8 1983 |
-4.1 1998 |
-4.8 2022 |
-8.9 1987 |
-3.1 1987 |
-2.1 2018 |
Monthly Seasonality over the period Jan 1982 - Mar 2023
Monthly/Yearly Returns
Stocks/Bonds 40/60 Momentum Portfolio data source starts from January 1982: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1982 - Mar 2023
340 Positive Months (69%) - 155 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1982 - Mar 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+0.14 | -1.20 | 1.8 | -3.3 | 1.8 | |||||||||
| 2022 |
-15.17 | -20.32 | -4.9 | -1.7 | 0.1 | -7.4 | 0.3 | -3.4 | 3.4 | -2.5 | -4.8 | 3.8 | 3.6 | -2.0 |
| 2021 |
+4.23 | -2.62 | 0.1 | -1.2 | -1.2 | 3.4 | -0.4 | 1.3 | 1.1 | 1.6 | -2.1 | 3.7 | -1.6 | -0.4 |
| 2020 |
+16.57 | +15.00 | 2.7 | -1.9 | -5.3 | 6.0 | 2.6 | 2.1 | 3.7 | 3.3 | -1.7 | -2.1 | 5.1 | 1.6 |
| 2019 |
+16.20 | +13.61 | 3.2 | 1.3 | 2.0 | 0.9 | 0.1 | 3.3 | 0.9 | 1.7 | -0.8 | 0.5 | 1.4 | 0.7 |
| 2018 |
-0.73 | -2.59 | 2.5 | -1.2 | -1.1 | -0.3 | 1.8 | -0.1 | 0.7 | 2.9 | 0.1 | -4.8 | 1.0 | -2.1 |
| 2017 |
+17.14 | +14.72 | 1.4 | 1.9 | 0.8 | 1.5 | 2.4 | 0.2 | 1.7 | 1.1 | 1.0 | 2.3 | 1.2 | 0.3 |
| 2016 |
+3.51 | +1.41 | -0.8 | 0.0 | 2.6 | 0.0 | 1.0 | 2.4 | 1.4 | -0.8 | 0.3 | -1.3 | -1.8 | 0.6 |
| 2015 |
+3.91 | +3.15 | 1.2 | 1.3 | -0.1 | -0.6 | 1.1 | -0.8 | 2.1 | -2.7 | -0.3 | 2.9 | 0.0 | -0.2 |
| 2014 |
+9.34 | +8.52 | 0.0 | 2.9 | -1.5 | 0.1 | 2.2 | 0.9 | -0.6 | 2.5 | -0.6 | 1.4 | 2.0 | -0.3 |
| 2013 |
+12.57 | +10.90 | 1.7 | 0.9 | 1.7 | 1.5 | 0.0 | -1.4 | 2.5 | -1.7 | 2.1 | 2.6 | 1.3 | 0.9 |
| 2012 |
+7.87 | +6.02 | 2.2 | 1.8 | 1.0 | 0.3 | -2.0 | 1.7 | 1.2 | 1.1 | 1.1 | -0.9 | 0.4 | -0.2 |
| 2011 |
+7.13 | +4.04 | 1.1 | 1.7 | 0.1 | 2.2 | 0.3 | -0.8 | 0.3 | -1.1 | -2.1 | 4.1 | -0.1 | 1.2 |
| 2010 |
+10.93 | +9.29 | -0.6 | 1.5 | 2.4 | 1.4 | -2.5 | -1.0 | 3.2 | -0.7 | 3.4 | 1.8 | -0.3 | 2.1 |
| 2009 |
+9.16 | +6.27 | -4.8 | -4.8 | 3.4 | 3.7 | 2.5 | 0.0 | 3.6 | 1.9 | 1.9 | -1.0 | 3.2 | -0.2 |
| 2008 |
-12.27 | -12.35 | -1.8 | -1.1 | -0.2 | 1.4 | -0.2 | -3.4 | -0.5 | 1.0 | -4.0 | -7.9 | 0.3 | 3.8 |
| 2007 |
+11.21 | +6.85 | 1.0 | 0.5 | 0.9 | 2.5 | 1.3 | -0.4 | -0.4 | 1.7 | 2.3 | 1.4 | -0.1 | 0.1 |
| 2006 |
+6.78 | +4.14 | 0.7 | 0.3 | -0.1 | 0.2 | -1.5 | 0.0 | 0.8 | 1.7 | 1.4 | 1.6 | 1.3 | 0.1 |
| 2005 |
+9.09 | +5.49 | 0.0 | 0.9 | -0.5 | 0.6 | 2.3 | 0.8 | 1.3 | 0.9 | 0.1 | -0.9 | 2.4 | 0.9 |
| 2004 |
+9.22 | +5.78 | 1.5 | 1.4 | 0.1 | -2.1 | 0.6 | 1.3 | -0.5 | 1.4 | 0.7 | 1.2 | 1.4 | 1.9 |
| 2003 |
+12.78 | +10.70 | -1.0 | 0.2 | -0.1 | 3.8 | 3.2 | 0.3 | -1.3 | 1.2 | 1.0 | 1.7 | 0.6 | 2.7 |
| 2002 |
+0.04 | -2.28 | 0.3 | 0.1 | 0.7 | -1.0 | 0.6 | -2.3 | -2.2 | 1.6 | -2.2 | 2.4 | 2.3 | -0.3 |
| 2001 |
-1.88 | -3.38 | 2.6 | -3.5 | -2.0 | 2.7 | 0.0 | -0.8 | 0.8 | -1.7 | -2.5 | 1.5 | 1.5 | -0.4 |
| 2000 |
+2.99 | -0.38 | -2.1 | 0.1 | 4.6 | -1.7 | -0.7 | 2.1 | -0.1 | 3.4 | -1.7 | 0.2 | -1.8 | 1.0 |
| 1999 |
+15.71 | +12.69 | 2.6 | -1.7 | 2.6 | 2.4 | -0.8 | 2.6 | -0.9 | 0.4 | 0.4 | 3.3 | 1.3 | 2.6 |
| 1998 |
+24.65 | +22.67 | 2.0 | 3.4 | 2.8 | 1.4 | 0.3 | 2.8 | 0.2 | -4.1 | 4.1 | 3.3 | 3.0 | 3.4 |
| 1997 |
+20.41 | +18.39 | 2.7 | 0.6 | -2.3 | 3.5 | 3.2 | 2.5 | 5.1 | -2.7 | 3.0 | -0.2 | 2.0 | 1.5 |
| 1996 |
+14.08 | +10.41 | 2.0 | -0.7 | 0.5 | 0.4 | 1.1 | 1.3 | -1.5 | 0.9 | 3.5 | 2.8 | 4.3 | -1.3 |
| 1995 |
+27.84 | +24.67 | 2.6 | 3.1 | 1.7 | 2.1 | 4.1 | 1.3 | 1.3 | 1.0 | 2.5 | 0.8 | 2.8 | 1.6 |
| 1994 |
-2.03 | -4.58 | 2.2 | -2.3 | -3.1 | -0.1 | 0.6 | -1.1 | 2.4 | 1.6 | -1.9 | 1.1 | -1.8 | 0.7 |
| 1993 |
+11.10 | +8.13 | 1.5 | 1.8 | 1.2 | -0.4 | 1.2 | 1.3 | 0.3 | 2.6 | 0.0 | 1.1 | -0.9 | 0.9 |
| 1992 |
+6.01 | +3.02 | -1.7 | 0.8 | -1.2 | 1.5 | 1.2 | 0.1 | 2.7 | -0.3 | 1.1 | -0.7 | 1.2 | 1.3 |
| 1991 |
+23.91 | +20.22 | 2.6 | 3.6 | 1.6 | 0.9 | 2.4 | -1.8 | 2.9 | 2.3 | 0.6 | 1.3 | -1.1 | 6.5 |
| 1990 |
+5.79 | -0.30 | -3.7 | 1.1 | 1.2 | -1.4 | 5.7 | 0.8 | 0.8 | -4.1 | -1.2 | 0.9 | 3.8 | 2.0 |
| 1989 |
+25.29 | +19.73 | 3.8 | -1.0 | 1.4 | 3.6 | 3.5 | 1.7 | 5.3 | 0.2 | 0.4 | 0.7 | 1.6 | 1.7 |
| 1988 |
+7.24 | +2.70 | 3.2 | 2.3 | -2.2 | -0.2 | -0.5 | 3.2 | -0.7 | -1.6 | 2.8 | 1.8 | -1.4 | 0.7 |
| 1987 |
+1.86 | -2.47 | 6.0 | 1.9 | 0.8 | -2.3 | 0.2 | 3.0 | 2.1 | 1.3 | -2.4 | -8.9 | -3.1 | 3.9 |
| 1986 |
+18.14 | +16.86 | 0.7 | 5.1 | 4.5 | 0.0 | 1.2 | 2.6 | -1.4 | 5.0 | -4.4 | 3.2 | 1.8 | -1.0 |
| 1985 |
+26.30 | +21.68 | 4.3 | -0.6 | 1.2 | 1.3 | 5.9 | 1.2 | -0.3 | 0.8 | -0.7 | 2.9 | 4.2 | 3.8 |
| 1984 |
+8.68 | +4.55 | 0.7 | -1.9 | -0.2 | 0.0 | -4.3 | 1.4 | 1.8 | 4.9 | 1.1 | 2.6 | 0.8 | 1.8 |
| 1983 |
+9.91 | +5.90 | 1.2 | 2.5 | 0.8 | 4.4 | -1.5 | 1.5 | -2.8 | 0.8 | 2.2 | -0.6 | 1.5 | -0.3 |
| 1982 |
+30.86 | +26.03 | -0.1 | -0.7 | 0.2 | 3.7 | 0.3 | -1.5 | 2.3 | 7.8 | 3.5 | 7.4 | 2.8 | 2.1 |
Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- MTUM - iShares Edge MSCI USA Momentum Fctr: simulated historical serie, up to December 2013
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
Portfolio efficiency
Compared to the Stocks/Bonds 40/60 Momentum Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
The following portfolios share asset allocation strategy and/or similar asset weights.
Swipe left to see all data
5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 40/60 with Bitcoin |
+6.31 | 10.21 | -19.39 | 39 | 59 | 2 | ||
|
Stocks/Bonds 40/60 2x Leveraged |
+6.01 | 17.43 | -36.46 | 40 | 60 | 0 | ||
|
Stocks/Bonds 40/60 |
+4.87 | 9.47 | -18.63 | 40 | 60 | 0 | ||
|
Stocks/Bonds 40/60 ESG |
+4.49 | 9.27 | -19.76 | 40 | 60 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+3.50 | 9.38 | -21.11 | 40 | 60 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Couch Potato Scott Burns |
+7.90 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.85 | 6.85 | -21.11 | 40 | 60 | 0 | ||
|
Robo Advisor 50 Betterment |
+7.40 | 9.23 | -30.72 | 49.9 | 50.1 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.28 | 7.20 | -20.19 | 30 | 55 | 15 | ||
|
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 | ||
