The Stocks/Bonds 60/40 Portfolio is exposed for 60% on the Stock Market.
In the last 10 years, it obtained a 10.45% compound annual return, with a 7.81% standard deviation (*).
(*) Last Update: June 2019
The Stocks/Bonds 60/40 Portfolio has the following asset allocation:
The Stocks/Bonds 60/40 Portfolio can be replicated with the following ETFs:
| Weight | ETF: Ticker - Name | Investment Themes | |
|---|---|---|---|
| 60.00 % | VTI - Vanguard Total Stock Market |
Equity, U.S., Large Cap | |
| 40.00 % | BND - Vanguard Total Bond Market |
Bond, U.S., All-Term |
Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).
Last Update: June 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 1987, now would be worth 15797.49$, with a total return of 1479.75% (8.86% annualized).
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:
VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
| Range | Returns Jun 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+4.82%
|
0.00%
|
1 - 0 | |
|
YTD
|
+13.66%
|
-3.41%
May 2019 - May 2019
|
5 - 1 | |
|
1Y
|
+8.77%
|
11.53%
|
-8.37%
Sep 2018 - Dec 2018
|
8 - 4 |
|
3Y
|
+9.37%
annualized
|
7.55%
|
-8.37%
Sep 2018 - Dec 2018
|
28 - 8 |
|
5Y
|
+7.34%
annualized
|
7.40%
|
-8.37%
Sep 2018 - Dec 2018
|
43 - 17 |
|
10Y
|
+10.45%
annualized
|
7.81%
|
-8.98%
May 2011 - Sep 2011
|
87 - 33 |
|
MAX
Dec 1986
|
+8.86%
annualized
|
9.26%
|
-30.54%
Nov 2007 - Feb 2009
|
263 - 127 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Stocks/Bonds 60/40 Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+9.07% |
+35.19% Mar 2009 - Feb 2010 |
-25.46% Mar 2008 - Feb 2009 |
| 2 Years |
+9.03% |
+25.48% Mar 2009 - Feb 2011 |
-13.47% Mar 2007 - Feb 2009 |
| 3 Years |
+8.91% |
+22.00% Apr 1995 - Mar 1998 |
-6.40% Mar 2006 - Feb 2009 |
| 5 Years |
+8.83% |
+19.17% Jan 1995 - Dec 1999 |
-1.44% Mar 2004 - Feb 2009 |
| 7 Years |
+8.67% |
+15.78% Oct 1990 - Sep 1997 |
+0.82% Mar 2002 - Feb 2009 |
| 10 Years |
+8.42% |
+14.59% Oct 1990 - Sep 2000 |
+1.34% Mar 1999 - Feb 2009 |
| 15 Years |
+7.86% |
+11.00% Jan 1987 - Dec 2001 |
+5.21% Sep 2000 - Aug 2015 |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+13.66% | 5.6 | 2.2 | 1.6 | 2.4 | -3.4 | 4.8 | ||||||
| 2018 |
-3.17% | 2.6 | -2.7 | -0.9 | -0.1 | 1.9 | 0.4 | 2.0 | 2.4 | -0.1 | -5.0 | 1.5 | -4.9 |
| 2017 |
+14.15% | 1.2 | 2.5 | 0.0 | 1.0 | 0.9 | 0.6 | 1.3 | 0.4 | 1.3 | 1.3 | 1.9 | 0.9 |
| 2016 |
+8.71% | -3.0 | 0.4 | 4.5 | 0.6 | 1.0 | 1.0 | 2.6 | 0.0 | 0.2 | -1.7 | 1.7 | 1.4 |
| 2015 |
+0.44% | -0.7 | 2.8 | -0.5 | 0.2 | 0.6 | -1.5 | 1.4 | -3.8 | -1.4 | 4.6 | 0.2 | -1.4 |
| 2014 |
+9.85% | -1.3 | 3.1 | 0.2 | 0.4 | 1.7 | 1.6 | -1.3 | 3.0 | -1.5 | 2.0 | 1.8 | 0.0 |
| 2013 |
+19.23% | 3.0 | 1.0 | 2.5 | 1.4 | 0.8 | -1.5 | 3.8 | -2.3 | 2.9 | 3.1 | 1.7 | 1.6 |
| 2012 |
+11.13% | 3.3 | 2.6 | 1.7 | 0.0 | -3.5 | 2.5 | 1.0 | 1.7 | 1.6 | -1.2 | 0.6 | 0.5 |
| 2011 |
+3.75% | 1.3 | 2.4 | 0.2 | 2.3 | -0.2 | -1.2 | -0.7 | -3.0 | -4.1 | 6.4 | -0.2 | 1.1 |
| 2010 |
+12.93% | -1.6 | 2.2 | 3.7 | 1.8 | -4.4 | -2.9 | 4.4 | -2.1 | 5.4 | 2.5 | 0.0 | 3.8 |
| 2009 |
+18.79% | -5.7 | -6.4 | 5.1 | 6.5 | 3.6 | 0.5 | 5.2 | 2.7 | 3.0 | -1.6 | 4.1 | 1.3 |
| 2008 |
-19.44% | -3.2 | -1.4 | -0.3 | 2.7 | 0.8 | -4.8 | -0.4 | 1.2 | -5.5 | -10.9 | -2.1 | 3.5 |
| 2007 |
+5.99% | 1.1 | -0.4 | 0.7 | 2.6 | 2.0 | -1.2 | -1.9 | 1.4 | 2.6 | 1.5 | -2.0 | -0.3 |
| 2006 |
+11.12% | 1.9 | 0.3 | 0.9 | 0.5 | -2.0 | 0.1 | 0.5 | 2.0 | 1.7 | 2.4 | 1.9 | 0.6 |
| 2005 |
+4.74% | -1.2 | 1.0 | -1.3 | -0.8 | 2.7 | 0.7 | 2.2 | -0.1 | 0.0 | -1.7 | 3.0 | 0.4 |
| 2004 |
+9.37% | 1.9 | 1.3 | -0.3 | -2.4 | 0.7 | 1.5 | -1.8 | 0.8 | 1.1 | 1.4 | 2.5 | 2.5 |
| 2003 |
+20.04% | -1.6 | -0.4 | 0.4 | 5.4 | 4.3 | 1.0 | 0.2 | 1.7 | 0.3 | 3.4 | 1.1 | 2.9 |
| 2002 |
-8.98% | -0.3 | -0.7 | 1.6 | -2.0 | -0.5 | -3.9 | -4.5 | 1.2 | -4.7 | 3.5 | 3.2 | -1.8 |
| 2001 |
-3.21% | 3.0 | -5.3 | -3.7 | 4.4 | 0.9 | -0.7 | -0.0 | -2.9 | -4.5 | 2.2 | 3.4 | 0.7 |
| 2000 |
-1.79% | -2.6 | 2.0 | 3.9 | -3.3 | -2.1 | 3.5 | -0.8 | 4.8 | -2.5 | -1.0 | -5.0 | 1.8 |
| 1999 |
+13.98% | 2.5 | -3.0 | 2.6 | 3.0 | -1.6 | 3.0 | -2.2 | -0.6 | -1.0 | 4.0 | 2.2 | 4.6 |
| 1998 |
+17.39% | 0.8 | 4.4 | 3.2 | 0.9 | -1.3 | 2.5 | -1.3 | -9.0 | 4.7 | 4.2 | 3.9 | 4.1 |
| 1997 |
+22.37% | 3.4 | -0.0 | -3.1 | 3.3 | 4.7 | 3.2 | 5.9 | -2.7 | 4.2 | -1.7 | 2.2 | 1.5 |
| 1996 |
+14.01% | 1.9 | 0.3 | 0.4 | 1.3 | 1.6 | -0.1 | -3.3 | 1.8 | 4.0 | 1.7 | 4.9 | -1.1 |
| 1995 |
+28.74% | 2.1 | 3.3 | 1.9 | 2.0 | 3.7 | 2.1 | 2.4 | 1.1 | 2.6 | -0.2 | 3.2 | 1.5 |
| 1994 |
-1.16% | 2.4 | -2.1 | -3.6 | 0.2 | 0.6 | -1.7 | 2.6 | 2.7 | -1.7 | 0.9 | -2.3 | 1.1 |
| 1993 |
+10.25% | 1.3 | 1.1 | 1.6 | -1.4 | 1.9 | 1.1 | 0.1 | 3.0 | 0.2 | 1.1 | -1.4 | 1.3 |
| 1992 |
+8.32% | -0.6 | 1.0 | -1.7 | 1.1 | 1.1 | -0.6 | 3.1 | -0.8 | 1.2 | 0.2 | 2.5 | 1.7 |
| 1991 |
+25.53% | 3.4 | 4.5 | 2.1 | 0.6 | 2.7 | -2.9 | 3.5 | 2.4 | -0.0 | 1.4 | -2.1 | 7.7 |
| 1990 |
-0.19% | -5.0 | 1.3 | 1.5 | -2.1 | 6.4 | 0.3 | -0.2 | -5.8 | -2.7 | -0.0 | 4.5 | 2.3 |
| 1989 |
+22.33% | 4.3 | -1.4 | 1.4 | 3.7 | 3.4 | 1.0 | 5.5 | 0.8 | 0.0 | -0.9 | 1.3 | 1.4 |
| 1988 |
+13.33% | 3.9 | 3.6 | -1.3 | 0.5 | -0.4 | 4.1 | -0.6 | -1.7 | 3.1 | 1.6 | -1.3 | 1.4 |
| 1987 |
+2.18% | 8.2 | 3.2 | 1.2 | -2.1 | 0.2 | 3.2 | 3.0 | 2.3 | -2.1 | -13.9 | -4.1 | 5.0 |