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 6.99% compound annual return, with a 6.99% 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 % | PDP | Invesco DWA Momentum ETF | Equity, U.S., Growth | |
60.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term |
Portfolio and ETF Returns
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
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
|||||||
---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | |
Stocks/Bonds 40/60 Momentum Portfolio | -0.53 | 0.30 | -5.20 | -17.39 | -15.58 | 4.08 | 5.24 | 6.99 | |
US Inflation Adjusted return | -5.20 | -20.61 | -21.52 | 0.45 | 2.71 | 4.41 | |||
Components | |||||||||
PDP Invesco DWA Momentum ETF |
-1.67 |
02:59PM Jul 05 2022 |
-0.79 | -11.18 | -27.95 | -24.01 | 7.95 | 10.30 | 9.27 |
BND Vanguard Total Bond Market |
0.23 |
02:59PM Jul 05 2022 |
1.03 | -1.66 | -10.35 | -10.42 | 0.84 | 1.40 | 4.63 |
US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%
Portfolio Dividends
In 2021, the Stocks/Bonds 40/60 Momentum Portfolio granted a 1.24% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 40/60 Momentum Portfolio: Dividend Yield page.
Historical Returns as of Jun 30, 2022
Historical returns and stats of Stocks/Bonds 40/60 Momentum Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-5.20
|
-5.20
|
-5.20
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-9.00
|
-10.18
|
-9.00
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-17.39
|
-20.61
|
-17.39
Jan 2022 - Jun 2022
|
1 - 5
|
|
YTD
|
-17.39
|
-20.61
|
-17.39
Jan 2022 - Jun 2022
|
1 - 5
|
|
1Y
|
-15.58
|
-21.52
|
10.66
|
-18.59
Nov 2021 - Jun 2022
|
4 - 8
33% pos
|
3Y(*)
|
1.62
|
-2.76
|
10.12
|
-18.59
Nov 2021 - Jun 2022
|
19 - 17
53% pos
|
5Y(*)
|
4.08
|
0.45
|
9.02
|
-18.59
Nov 2021 - Jun 2022
|
35 - 25
58% pos
|
10Y(*)
|
5.24
|
2.71
|
7.19
|
-18.59
Nov 2021 - Jun 2022
|
74 - 46
62% pos
|
15Y(*)
|
5.14
|
2.77
|
7.85
|
-21.90
Nov 2007 - Feb 2009
|
113 - 67
63% pos
|
20Y(*)
|
5.62
|
3.09
|
7.15
|
-21.90
Nov 2007 - Feb 2009
|
159 - 81
66% pos
|
25Y(*)
|
5.75
|
3.25
|
7.15
|
-21.90
Nov 2007 - Feb 2009
|
194 - 106
65% pos
|
30Y(*)
|
6.99
|
4.41
|
6.99
|
-21.90
Nov 2007 - Feb 2009
|
241 - 119
67% pos
|
MAX(*)
01 Jan 1992
|
6.86
|
4.28
|
6.96
|
-21.90
Nov 2007 - Feb 2009
|
244 - 122
67% pos
|
Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 3644.92$, with a net total return of 264.49% (4.41% annualized).
The Inflation Adjusted Capital now would be 3587.97$, with a net total return of 258.80% (4.28% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-21.90% | Nov 2007 | Feb 2009 | 16 | Mar 2010 | 13 | 29 |
-18.59% | Nov 2021 | Jun 2022 | 8 | in progress | 8 | |
-9.29% | Feb 2001 | Sep 2002 | 20 | May 2003 | 8 | 28 |
-7.68% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
-7.11% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
-5.66% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
-5.35% | Jul 1998 | Aug 1998 | 2 | Oct 1998 | 2 | 4 |
-4.90% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 |
-4.64% | Aug 2015 | Jan 2016 | 6 | Jun 2016 | 5 | 11 |
-4.19% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
-3.38% | Jan 2021 | Mar 2021 | 3 | Jul 2021 | 4 | 7 |
-3.34% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
-3.20% | Aug 2016 | Nov 2016 | 4 | Feb 2017 | 3 | 7 |
-2.80% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
-2.72% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.66% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-2.41% | Feb 2018 | Apr 2018 | 3 | May 2018 | 1 | 4 |
-2.41% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
-2.40% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
-2.38% | Mar 2004 | Apr 2004 | 2 | Sep 2004 | 5 | 7 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-21.90% | Nov 2007 | Feb 2009 | 16 | Mar 2010 | 13 | 29 |
-18.59% | Nov 2021 | Jun 2022 | 8 | in progress | 8 | |
-9.29% | Feb 2001 | Sep 2002 | 20 | May 2003 | 8 | 28 |
-7.68% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
-7.11% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
-5.66% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
-5.35% | Jul 1998 | Aug 1998 | 2 | Oct 1998 | 2 | 4 |
-4.90% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 |
-4.64% | Aug 2015 | Jan 2016 | 6 | Jun 2016 | 5 | 11 |
-4.19% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
-3.38% | Jan 2021 | Mar 2021 | 3 | Jul 2021 | 4 | 7 |
-3.34% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
-3.20% | Aug 2016 | Nov 2016 | 4 | Feb 2017 | 3 | 7 |
-2.80% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
-2.72% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.66% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-2.41% | Feb 2018 | Apr 2018 | 3 | May 2018 | 1 | 4 |
-2.41% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
-2.40% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
-2.38% | Mar 2004 | Apr 2004 | 2 | Sep 2004 | 5 | 7 |
Rolling Returns ( more details)
Stocks/Bonds 40/60 Momentum Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
7.81 |
26.54 Aug 1996 - Jul 1997 |
-19.31 Nov 2007 - Oct 2008 |
13.52% |
2 Years |
7.68 |
20.39 Mar 2009 - Feb 2011 |
-8.86 Mar 2007 - Feb 2009 |
8.45% |
3 Years |
7.58 |
18.62 Jan 1995 - Dec 1997 |
-3.51 Mar 2006 - Feb 2009 |
3.32% |
5 Years |
7.34 |
15.96 Jan 1995 - Dec 1999 |
-0.38 Mar 2004 - Feb 2009 |
0.33% |
7 Years |
7.02 |
13.79 May 1992 - Apr 1999 |
1.40 Mar 2002 - Feb 2009 |
0.00% |
10 Years |
6.70 |
10.32 Apr 1992 - Mar 2002 |
2.10 Mar 1999 - Feb 2009 |
0.00% |
15 Years |
6.45 |
8.94 May 1992 - Apr 2007 |
4.98 Feb 2001 - Jan 2016 |
0.00% |
20 Years |
6.65 |
8.07 Dec 1994 - Nov 2014 |
5.08 Jan 1999 - Dec 2018 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Stocks/Bonds 40/60 Momentum Portfolio: Rolling Returns page.
Seasonality
Stocks/Bonds 40/60 Momentum Portfolio: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.39 68% |
0.34 68% |
0.32 65% |
0.89 71% |
0.80 71% |
0.24 61% |
0.88 67% |
0.52 63% |
0.15 47% |
0.58 73% |
1.05 77% |
0.75 70% |
Best Year |
4.0 2019 |
3.2 2010 |
4.6 2000 |
6.2 2020 |
4.1 2020 |
3.3 2019 |
5.0 1997 |
3.4 2000 |
4.3 2010 |
3.8 2021 |
5.3 2020 |
5.1 2008 |
Worst Year |
-6.7 2022 |
-3.8 2009 |
-5.5 2020 |
-5.5 2022 |
-2.4 2010 |
-5.2 2022 |
-2.5 2002 |
-4.9 1998 |
-6.7 2008 |
-8.5 2008 |
-2.0 1993 |
-2.7 2018 |
Monthly/Yearly Returns
Stocks/Bonds 40/60 Momentum Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-17.39 | -20.61 | -6.7 | -1.7 | -1.0 | -5.5 | 1.6 | -5.2 | ||||||
2021 |
+1.97 | -4.79 | -1.5 | -0.3 | -1.6 | 1.6 | -0.4 | 2.0 | 1.6 | 1.1 | -2.7 | 3.8 | -0.9 | -0.6 |
2020 |
+19.27 | +17.76 | 2.2 | -1.7 | -5.5 | 6.2 | 4.1 | 0.9 | 4.4 | 1.9 | -0.7 | -0.9 | 5.3 | 2.3 |
2019 |
+18.55 | +15.93 | 4.0 | 1.9 | 2.4 | 1.6 | -0.3 | 3.3 | 1.1 | 1.9 | -1.2 | 0.3 | 1.7 | 0.6 |
2018 |
-2.45 | -4.29 | 1.8 | -2.1 | 0.2 | -0.5 | 2.5 | -0.1 | 0.6 | 3.1 | -0.5 | -5.3 | 0.7 | -2.7 |
2017 |
+11.46 | +9.13 | 1.0 | 2.5 | 0.1 | 1.0 | 1.3 | 0.1 | 1.2 | 1.0 | -0.1 | 1.9 | 1.0 | 0.0 |
2016 |
+2.45 | +0.39 | -2.2 | 0.9 | 2.5 | 0.0 | 1.1 | 1.8 | 1.3 | -0.4 | -0.2 | -1.7 | -0.9 | 0.4 |
2015 |
+0.79 | +0.15 | 1.3 | 1.4 | 0.6 | -1.1 | 0.5 | -0.8 | 1.5 | -2.6 | -0.8 | 2.6 | -0.5 | -1.2 |
2014 |
+8.37 | +7.67 | 0.2 | 2.6 | -1.0 | 0.1 | 2.2 | 0.7 | -1.2 | 2.9 | -1.2 | 1.5 | 1.7 | -0.4 |
2013 |
+11.41 | +9.75 | 1.5 | 0.9 | 1.9 | 1.7 | -1.0 | -1.7 | 2.5 | -1.5 | 3.0 | 1.6 | 1.3 | 0.7 |
2012 |
+9.16 | +7.28 | 2.4 | 2.3 | 1.1 | 1.5 | -1.9 | 0.3 | 0.9 | 1.5 | 0.4 | -0.3 | 1.1 | -0.4 |
2011 |
+5.36 | +2.23 | 1.2 | 1.5 | 1.0 | 2.3 | 0.4 | -0.6 | 0.4 | -1.3 | -3.4 | 3.7 | 0.1 | 0.1 |
2010 |
+14.35 | +12.73 | -1.4 | 3.2 | 2.7 | 2.4 | -2.4 | -1.8 | 3.5 | -1.0 | 4.3 | 2.3 | 0.7 | 1.1 |
2009 |
+13.39 | +10.29 | -4.4 | -3.8 | 3.1 | 3.2 | 0.9 | 1.2 | 4.7 | 2.2 | 3.5 | -2.1 | 3.1 | 1.4 |
2008 |
-14.37 | -14.35 | -2.9 | 0.2 | -0.3 | 2.0 | 1.2 | -2.0 | -2.4 | -0.5 | -6.7 | -8.5 | 0.1 | 5.1 |
2007 |
+6.21 | +2.02 | 0.6 | 0.1 | 0.5 | 2.1 | 0.9 | -0.8 | -0.8 | 1.3 | 2.0 | 1.1 | -0.5 | -0.3 |
2006 |
+8.90 | +6.22 | 0.9 | 0.5 | 0.1 | 0.4 | -1.3 | 0.2 | 1.0 | 1.9 | 1.6 | 1.7 | 1.5 | 0.3 |
2005 |
+3.37 | +0.03 | -0.5 | 0.4 | -1.0 | 0.1 | 1.9 | 0.4 | 0.9 | 0.4 | -0.3 | -1.4 | 2.0 | 0.5 |
2004 |
+6.82 | +3.37 | 1.3 | 1.2 | -0.1 | -2.3 | 0.4 | 1.1 | -0.7 | 1.3 | 0.5 | 1.0 | 1.3 | 1.8 |
2003 |
+13.65 | +11.39 | -1.0 | 0.3 | 0.0 | 3.8 | 3.3 | 0.4 | -1.2 | 1.2 | 1.1 | 1.7 | 0.6 | 2.7 |
2002 |
-3.68 | -6.01 | 0.0 | -0.2 | 0.4 | -1.3 | 0.3 | -2.6 | -2.5 | 1.3 | -2.5 | 2.1 | 2.1 | -0.6 |
2001 |
+0.36 | -1.23 | 2.8 | -3.3 | -1.8 | 2.8 | 0.2 | -0.6 | 1.0 | -1.5 | -2.3 | 1.7 | 1.7 | -0.2 |
2000 |
+2.94 | -0.48 | -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 |
+7.70 | +4.89 | 1.9 | -2.4 | 2.0 | 1.8 | -1.4 | 2.0 | -1.6 | -0.3 | -0.2 | 2.8 | 0.7 | 2.2 |
1998 |
+16.62 | +14.78 | 1.3 | 2.7 | 2.2 | 0.8 | -0.3 | 2.3 | -0.5 | -4.9 | 3.7 | 2.9 | 2.6 | 3.0 |
1997 |
+19.06 | +17.07 | 2.6 | 0.5 | -2.4 | 3.4 | 3.2 | 2.4 | 5.0 | -2.8 | 2.9 | -0.3 | 1.9 | 1.4 |
1996 |
+11.14 | +7.51 | 1.8 | -0.9 | 0.3 | 0.2 | 0.9 | 1.1 | -1.8 | 0.7 | 3.3 | 2.6 | 4.2 | -1.5 |
1995 |
+26.13 | +23.01 | 2.5 | 2.9 | 1.5 | 2.0 | 4.0 | 1.2 | 1.2 | 0.9 | 2.4 | 0.7 | 2.7 | 1.5 |
1994 |
-1.43 | -3.93 | 2.2 | -2.2 | -3.1 | -0.1 | 0.6 | -1.0 | 2.4 | 1.6 | -1.9 | 1.1 | -1.8 | 0.8 |
1993 |
+14.44 | +11.31 | 2.5 | 1.7 | 2.0 | -1.0 | 1.6 | 2.1 | 0.8 | 3.3 | 0.9 | 0.3 | -2.0 | 1.4 |
1992 |
+7.45 | +4.36 | -1.4 | 1.4 | -1.4 | 0.1 | 1.7 | -0.6 | 2.9 | -0.7 | 1.3 | 0.3 | 1.7 | 2.0 |
Portofolio Returns, up to December 2007, 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:
- PDP - Invesco DWA Momentum ETF: simulated historical serie, up to December 2007
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
Portfolio efficiency
Is the Stocks/Bonds 40/60 Momentum Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The Stocks/Bonds 40/60 Momentum Portfolio is classified as Medium Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
Medium Risk Portfolios |
All Portfolios |
||
---|---|---|---|
25 Years Ann. Return (Inflation Adjusted) |
+5.75%
(+3.25%) |
Poor : 1 / 5
|
Average : 2 / 5
|
Standard Deviation over 25 Years |
7.15% |
Average : 2.7 / 5
|
Excellent : 4 / 5
|
Maximum Drawdown over 25 Years |
-21.90% |
Good : 3.2 / 5
|
Good : 3.8 / 5
|
Easy to manage | 2 ETFs |
Excellent : 4.5 / 5
|
Excellent : 4.5 / 5
|
Rating assigned considering all the Medium Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Similar portfolios
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns (click on ), you can get an idea of the risk you are facing implementing one of them.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 40/60 with Bitcoin |
+1.02 | +9.75 | -15.61 | 39 | 59 | 2 | ||
Stocks/Bonds 40/60 2x Leveraged |
+2.49 | +7.14 | -27.71 | 40 | 60 | 0 | ||
Stocks/Bonds 40/60 |
+0.96 | +4.99 | -14.74 | 40 | 60 | 0 | ||
Stocks/Bonds 40/60 ESG |
+1.21 | +4.12 | -15.70 | 40 | 60 | 0 | ||
Stocks/Bonds 40/60 Momentum |
+0.30 | +4.08 | -18.59 | 40 | 60 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.
Best Classic Portfolios, with Medium Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato Scott Burns |
+1.08 | +8.25 | -27.04 | 50 | 50 | 0 | ||
Robo Advisor 50 Betterment |
+0.01 | +7.71 | -30.72 | 49.9 | 50.1 | 0 | ||
All Weather Portfolio Ray Dalio |
+0.76 | +7.67 | -13.67 | 30 | 55 | 15 | ||
Dynamic 40/60 Income |
+0.55 | +7.21 | -29.84 | 40 | 60 | 0 | ||
Simplified Permanent Portfolio |
+0.43 | +7.11 | -13.28 | 25 | 50 | 25 |
Last update: Jul 05 2022, 03:00PM Eastern Time.