Data Source: from January 1994 to September 2021

Last Update: 30 September 2021

The Stocks/Bonds 60/40 Momentum Portfolio is exposed for 60% on the Stock Market.

It's a High Risk portfolio and it can be replicated with 2 ETFs.

In the last 10 years, the portfolio obtained a 10.56% compound annual return, with a 8.70% standard deviation.

In the last 25 years, a 7.95% compound annual return, with a 9.83% standard deviation.

In 2020, the portfolio granted a 1.10% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 60/40 Momentum Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Stocks/Bonds 60/40 Momentum Portfolio has the following asset allocation:

60% Stocks
40% Fixed Income
0% Commodities

The Stocks/Bonds 60/40 Momentum Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
60.00 % PDP Invesco DWA Momentum ETF Equity, U.S., Growth
40.00 % 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

The Stocks/Bonds 60/40 Momentum Portfolio guaranteed the following returns.

STOCKS/BONDS 60/40 MOMENTUM PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Stocks/Bonds 60/40 Momentum Portfolio -3.54 -0.13 +3.81 +10.03 +11.21 +11.15 +10.56 +7.46 +7.95
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
(*) annualized
Portfolio returns are calculated assuming:
  • 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 60/40 Momentum Portfolio: Dividend Yield page.

Historical Returns

Stocks/Bonds 60/40 Momentum Portfolio - Historical returns and stats.

STOCKS/BONDS 60/40 MOMENTUM PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-3.54%
-3.54%
Sep 2021 - Sep 2021
0 - 1
3M
-0.13%
-3.54%
Sep 2021 - Sep 2021
2 - 1
6M
+3.81%
-3.54%
Sep 2021 - Sep 2021
4 - 2
YTD
+0.44%
-3.54%
Sep 2021 - Sep 2021
5 - 4
1Y
+10.03%
9.58%
-3.54%
Sep 2021 - Sep 2021
7 - 5
3Y
+11.21%
annualized
12.29%
-11.27%
Oct 2018 - Dec 2018
24 - 12
5Y
+11.15%
annualized
10.18%
-11.66%
Sep 2018 - Dec 2018
41 - 19
10Y
+10.56%
annualized
8.70%
-11.66%
Sep 2018 - Dec 2018
78 - 42
20Y
+7.46%
annualized
9.54%
-34.55%
Nov 2007 - Feb 2009
154 - 86
25Y
+7.95%
annualized
9.83%
-34.55%
Nov 2007 - Feb 2009
188 - 112
MAX
01 Jan 1994
+8.43%
annualized
9.58%
-34.55%
Nov 2007 - Feb 2009
214 - 119
* Annualized St.Dev. of monthly returns

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 60/40 with Bitcoin
+18.06% -12.92% 59 39 2 Compare
Stocks/Bonds 60/40
+11.35% -12.29% 60 40 0 Compare
Stocks/Bonds 60/40 Momentum
+11.15% -11.66% 60 40 0
Stocks/Bonds 60/40 ESG
+9.61% -10.58% 60 40 0 Compare

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
Simple Path to Wealth
JL Collins
+8.92% -38.54% 75 25 0 Compare
Talmud Portfolio
Roger Gibson
+8.85% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
Burton Malkiel
+8.64% -41.80% 71 29 0 Compare
Lazy Portfolio
David Swensen
+8.43% -40.88% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Stocks/Bonds 60/40 Momentum Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.32% +35.11%
Mar 2009 - Feb 2010
-29.76%
Mar 2008 - Feb 2009
17.39%
2 Years
+8.73% +27.74%
Mar 2009 - Feb 2011
-15.94%
Mar 2007 - Feb 2009
14.84%
3 Years
+8.27% +22.99%
Apr 1995 - Mar 1998
-8.21%
Mar 2006 - Feb 2009
14.77%
5 Years
+7.57% +20.12%
Jan 1995 - Dec 1999
-2.95%
Mar 2004 - Feb 2009
2.92%
7 Years
+7.02% +14.01%
May 1994 - Apr 2001
-0.62%
Mar 2002 - Feb 2009
0.80%
10 Years
+6.86% +11.47%
Mar 2009 - Feb 2019
+0.11%
Mar 1999 - Feb 2009
0.00%
15 Years
+6.49% +8.33%
Jan 2006 - Dec 2020
+4.84%
Feb 2001 - Jan 2016
0.00%
20 Years
+6.91% +8.82%
Dec 1994 - Nov 2014
+5.09%
Apr 2000 - Mar 2020
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 60/40 Momentum Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Stocks/Bonds 60/40 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.

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
Win %
0.64
64%
0.42
61%
0.57
64%
1.62
71%
0.85
61%
0.39
64%
0.90
61%
0.32
61%
-0.14
50%
0.64
67%
1.57
81%
0.82
67%
Best
Year
5.4
2019
4.8
2010
6.2
2000
8.1
2020
5.9
2020
4.2
2019
6.5
2009
4.4
2000
6.6
2010
5.6
2011
7.3
2020
5.1
2008
Worst
Year
-5.5
2009
-5.5
2009
-7.6
2020
-2.8
2002
-4.1
2010
-4.2
2002
-4.2
2002
-8.1
1998
-10.1
2008
-11.9
2008
-3.6
2000
-4.9
2018
Statistics calculated for the period Jan 1994 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Stocks/Bonds 60/40 Momentum Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+0.44% -1.8 0.3 -1.8 2.0 -0.6 2.5 1.8 1.7 -3.5
2020
+25.05% 2.3 -3.4 -7.6 8.1 5.9 1.0 5.9 3.2 -1.0 -1.1 7.3 3.2
2019
+23.41% 5.4 2.9 2.6 2.3 -1.3 4.2 1.5 1.5 -1.5 0.2 2.5 1.0
2018
-3.62% 3.3 -2.7 0.0 -0.3 3.4 -0.1 0.9 4.3 -0.4 -7.4 0.7 -4.9
2017
+15.40% 1.4 3.4 0.2 1.0 1.6 0.2 1.6 1.0 0.1 2.7 1.5 -0.2
2016
+2.42% -3.9 0.9 3.4 -0.3 1.6 1.7 1.6 -0.5 -0.4 -2.1 0.0 0.5
2015
+0.90% 0.8 2.7 0.6 -1.5 1.0 -0.7 1.8 -3.7 -1.6 3.9 -0.6 -1.7
2014
+9.65% -0.5 3.8 -1.5 -0.2 2.7 1.1 -1.6 3.8 -1.5 1.9 2.1 -0.7
2013
+18.17% 2.6 1.0 2.7 2.1 -0.5 -1.8 3.4 -1.7 3.9 1.9 2.1 1.3
2012
+12.17% 3.3 3.4 1.9 1.7 -3.2 0.4 0.7 2.2 0.5 -0.4 1.5 -0.2
2011
+4.09% 1.8 2.1 1.5 2.7 0.0 -0.8 -0.3 -2.7 -5.4 5.6 0.2 -0.4
2010
+18.42% -2.7 4.8 4.1 3.1 -4.1 -3.5 4.9 -2.2 6.6 3.3 1.3 2.2
2009
+18.27% -5.5 -5.5 4.2 4.7 1.1 1.5 6.5 2.8 4.7 -3.2 3.9 2.7
2008
-24.98% -5.0 0.3 -0.7 3.2 2.4 -3.1 -3.6 -1.2 -10.1 -11.9 -2.4 5.1
2007
+5.85% 0.9 -0.6 0.7 2.9 1.8 -1.1 -1.6 1.3 2.6 1.2 -1.6 -0.6
2006
+11.22% 1.4 0.5 0.6 0.7 -1.9 0.2 0.8 2.0 2.0 2.2 1.7 0.7
2005
+3.85% -1.1 1.0 -1.3 -0.6 2.3 0.3 1.9 0.0 0.0 -1.8 2.8 0.3
2004
+8.12% 1.5 1.2 -0.5 -2.2 0.9 1.3 -1.6 0.9 0.7 1.1 2.3 2.2
2003
+18.49% -1.5 -0.2 0.1 5.3 4.0 0.6 -0.2 1.5 0.3 3.0 0.8 3.5
2002
-9.65% -0.3 -0.7 1.4 -2.8 0.0 -4.2 -4.2 1.1 -4.9 3.9 3.3 -2.1
2001
-3.68% 3.4 -5.4 -3.0 4.6 0.0 -1.2 0.4 -2.9 -4.1 1.6 3.5 0.1
2000
-1.28% -3.1 -0.4 6.2 -2.3 -1.0 2.0 -0.6 4.4 -3.0 0.0 -3.6 0.5
1999
+11.93% 2.4 -2.6 2.7 2.5 -1.7 3.2 -2.1 -0.4 -0.9 4.1 1.1 3.4
1998
+20.65% 1.3 4.1 3.1 1.0 -0.9 3.0 -0.8 -8.1 4.5 4.6 3.6 4.2
1997
+23.86% 3.8 0.6 -3.1 4.4 4.2 3.0 6.1 -3.7 3.6 -1.1 2.6 1.6
1996
+14.93% 2.4 -0.5 0.8 0.5 1.4 1.0 -2.7 1.1 4.1 2.9 5.3 -1.8
1995
+30.10% 2.8 3.3 2.0 2.3 4.0 1.5 1.9 0.7 3.0 0.4 3.3 1.5
1994
-0.82% 2.7 -2.5 -3.4 0.3 1.0 -1.5 2.7 2.4 -2.1 1.7 -2.5 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
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