Data Source: from January 1994 to September 2021
Last Update: 30 September 2021
The Stocks/Bonds 40/60 Momentum Portfolio is exposed for 40% on the Stock Market.
It's a Medium Risk portfolio and it can be replicated with 2 ETFs.
In the last 10 years, the portfolio obtained a 8.05% compound annual return, with a 6.29% standard deviation.
In the last 25 years, a 7.09% compound annual return, with a 6.89% standard deviation.
In 2020, the portfolio granted a 1.58% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 40/60 Momentum Portfolio: Dividend Yield page.
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 replicated 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.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Momentum Portfolio | -2.72 | -0.10 | +3.17 | +6.42 | +9.35 | +8.45 | +8.05 | +6.49 | +7.09 |
| Components | |||||||||
|
PDP Invesco DWA Momentum ETF |
-5.09 | -0.18 | +5.09 | +17.02 | +14.71 | +16.42 | +15.49 | +8.76 | +9.04 |
|
BND Vanguard Total Bond Market |
-1.01 | -0.05 | +1.88 | -1.04 | +5.36 | +2.88 | +2.88 | +4.09 | +4.86 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Stocks/Bonds 40/60 Momentum Portfolio: Dividend Yield page.
Historical Returns
Stocks/Bonds 40/60 Momentum Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.72%
|
-2.72%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-0.10%
|
-2.72%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+3.17%
|
-2.72%
Sep 2021 - Sep 2021
|
4 - 2 | |
|
YTD
|
-0.32%
|
-3.38%
Jan 2021 - Mar 2021
|
4 - 5 | |
|
1Y
|
+6.42%
|
7.32%
|
-3.38%
Jan 2021 - Mar 2021
|
6 - 6 |
|
3Y
|
+9.35%
annualized
|
8.89%
|
-7.24%
Oct 2018 - Dec 2018
|
23 - 13 |
|
5Y
|
+8.45%
annualized
|
7.41%
|
-7.68%
Sep 2018 - Dec 2018
|
40 - 20 |
|
10Y
|
+8.05%
annualized
|
6.29%
|
-7.68%
Sep 2018 - Dec 2018
|
80 - 40 |
|
20Y
|
+6.49%
annualized
|
6.69%
|
-21.90%
Nov 2007 - Feb 2009
|
162 - 78 |
|
25Y
|
+7.09%
annualized
|
6.89%
|
-21.90%
Nov 2007 - Feb 2009
|
199 - 101 |
|
MAX
01 Jan 1994
|
+7.42%
annualized
|
6.79%
|
-21.90%
Nov 2007 - Feb 2009
|
224 - 109 |
Similar portfolios, ordered by 5 Years annualized return.
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.
5 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Stocks/Bonds 40/60 with Bitcoin |
+15.30% | -8.75% | 39 | 59 | 2 | Compare | |
| Stocks/Bonds 40/60 |
+8.56% | -8.09% | 40 | 60 | 0 | Compare | |
| Stocks/Bonds 40/60 Momentum |
+8.45% | -7.68% | 40 | 60 | 0 | ||
| Stocks/Bonds 40/60 ESG |
+7.37% | -6.32% | 40 | 60 | 0 | Compare | |
Best Classic Portfolios, with Medium Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Couch Potato Scott Burns |
+8.32% | -27.03% | 50 | 50 | 0 | Compare | |
| All Weather Portfolio Ray Dalio |
+7.92% | -12.19% | 30 | 55 | 15 | Compare | |
| Robo Advisor 50 Betterment |
+7.70% | -30.72% | 49.9 | 50.1 | 0 | Compare | |
| Stocks/Bonds 40/60 |
+7.27% | -19.17% | 40 | 60 | 0 | Compare | |
| Dynamic 40/60 Income |
+7.22% | -29.85% | 40 | 60 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Stocks/Bonds 40/60 Momentum Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.98% |
+26.54% Aug 1996 - Jul 1997 |
-19.31% Nov 2007 - Oct 2008 |
12.11% |
| 2 Years |
+7.64% |
+20.39% Mar 2009 - Feb 2011 |
-8.86% Mar 2007 - Feb 2009 |
9.03% |
| 3 Years |
+7.33% |
+18.62% Jan 1995 - Dec 1997 |
-3.51% Mar 2006 - Feb 2009 |
3.69% |
| 5 Years |
+6.85% |
+15.96% Jan 1995 - Dec 1999 |
-0.38% Mar 2004 - Feb 2009 |
0.36% |
| 7 Years |
+6.53% |
+11.97% Jul 1994 - Jun 2001 |
+1.41% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+6.42% |
+9.74% Jan 1995 - Dec 2004 |
+2.10% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+6.20% |
+7.45% Jan 1995 - Dec 2009 |
+4.98% Feb 2001 - Jan 2016 |
0.00% |
| 20 Years |
+6.46% |
+8.07% Dec 1994 - Nov 2014 |
+5.08% Jan 1999 - Dec 2018 |
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 and Yearly/Monthly Returns
Stocks/Bonds 40/60 Momentum Portfolio Seasonality: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.63 71% |
0.33 68% |
0.37 68% |
1.22 75% |
0.72 68% |
0.40 64% |
0.81 64% |
0.46 64% |
0.08 43% |
0.48 70% |
1.21 81% |
0.73 70% |
| Best Year |
4.0 2019 |
3.3 2010 |
4.6 2000 |
6.2 2020 |
4.1 2020 |
3.3 2019 |
5.1 1997 |
3.4 2000 |
4.3 2010 |
3.7 2011 |
5.3 2020 |
5.1 2008 |
| Worst Year |
-4.4 2009 |
-3.9 2009 |
-5.5 2020 |
-2.3 2004 |
-2.4 2010 |
-2.6 2002 |
-2.5 2002 |
-4.9 1998 |
-6.7 2008 |
-8.5 2008 |
-1.8 2000 |
-2.7 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Stocks/Bonds 40/60 Momentum Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
-0.32% | -1.5 | -0.3 | -1.6 | 1.7 | -0.4 | 2.0 | 1.6 | 1.1 | -2.7 | |||
| 2020 |
+19.27% | 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% | 4.0 | 2.0 | 2.4 | 1.6 | -0.4 | 3.3 | 1.1 | 1.9 | -1.2 | 0.3 | 1.7 | 0.6 |
| 2018 |
-2.45% | 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% | 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% | -2.2 | 0.9 | 2.6 | 0.0 | 1.1 | 1.8 | 1.3 | -0.5 | -0.2 | -1.7 | -0.9 | 0.4 |
| 2015 |
+0.79% | 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% | 0.2 | 2.7 | -1.0 | 0.2 | 2.2 | 0.7 | -1.2 | 2.9 | -1.2 | 1.5 | 1.7 | -0.5 |
| 2013 |
+11.41% | 1.5 | 0.9 | 1.9 | 1.7 | -1.0 | -1.7 | 2.5 | -1.5 | 3.0 | 1.6 | 1.3 | 0.8 |
| 2012 |
+9.16% | 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% | 1.2 | 1.5 | 1.0 | 2.3 | 0.4 | -0.7 | 0.4 | -1.3 | -3.4 | 3.7 | 0.1 | 0.1 |
| 2010 |
+14.35% | -1.4 | 3.3 | 2.7 | 2.4 | -2.4 | -1.8 | 3.6 | -1.0 | 4.3 | 2.3 | 0.7 | 1.1 |
| 2009 |
+13.39% | -4.4 | -3.9 | 3.1 | 3.2 | 0.9 | 1.2 | 4.7 | 2.2 | 3.6 | -2.1 | 3.1 | 1.4 |
| 2008 |
-14.37% | -2.9 | 0.2 | -0.3 | 2.0 | 1.2 | -2.0 | -2.4 | -0.5 | -6.7 | -8.5 | 0.2 | 5.1 |
| 2007 |
+6.21% | 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% | 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% | -0.5 | 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% | 1.3 | 1.2 | -0.1 | -2.3 | 0.4 | 1.1 | -0.8 | 1.3 | 0.5 | 1.0 | 1.3 | 1.8 |
| 2003 |
+13.65% | -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% | 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% | 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% | -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% | 1.9 | -2.4 | 2.0 | 1.8 | -1.4 | 2.0 | -1.6 | -0.3 | -0.2 | 2.9 | 0.7 | 2.2 |
| 1998 |
+16.62% | 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% | 2.6 | 0.5 | -2.4 | 3.4 | 3.2 | 2.4 | 5.1 | -2.8 | 2.9 | -0.3 | 1.9 | 1.4 |
| 1996 |
+11.14% | 1.8 | -0.9 | 0.3 | 0.2 | 0.9 | 1.1 | -1.8 | 0.7 | 3.3 | 2.7 | 4.2 | -1.5 |
| 1995 |
+26.13% | 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% | 2.2 | -2.2 | -3.1 | -0.1 | 0.6 | -1.0 | 2.4 | 1.6 | -1.9 | 1.1 | -1.8 | 0.8 |
* Note: 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