Last Update: 31 March 2024
The All Country World 40/60 Portfolio obtained a 6.28% compound annual return, with a 7.59% standard deviation, in the last 30 Years.
The Stocks/Bonds 40/60 Portfolio obtained a 7.18% compound annual return, with a 6.96% standard deviation, in the last 30 Years.
Summary
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| All Country World 40/60 Portfolio | Stocks/Bonds 40/60 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 40% |
| Fixed Income | 60% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +6.28% | +7.18% |
| Std Dev | 7.59% | 6.96% | |
| Max Drawdown | -25.16% | -19.17% | |
| All time Stats (Since Jan 1985) |
Return | +7.80% | +8.27% |
| Std Dev | 7.92% | 7.25% | |
| Max Drawdown | -25.16% | -19.17% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| All Country World 40/60 Portfolio | +1.97 | +12.18 | +11.41 | +4.67 | +4.76 | +6.28 | +7.80 |
| Stocks/Bonds 40/60 Portfolio | +1.71 | +12.72 | +12.29 | +6.01 | +5.91 | +7.18 | +8.27 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
All Country World 40/60 Portfolio: an investment of 1$, since April 1994,
now would be worth 6.22$, with a total return of 521.84%
(6.28% annualized).
Stocks/Bonds 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 8.00$, with a total return of 699.72% (7.18% annualized).
Stocks/Bonds 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 8.00$, with a total return of 699.72% (7.18% annualized).
All Country World 40/60 Portfolio: an investment of 1$, since January 1985,
now would be worth 19.09$, with a total return of 1808.54%
(7.80% annualized).
Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 22.64$, with a total return of 2164.35% (8.27% annualized).
Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 22.64$, with a total return of 2164.35% (8.27% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
All Country World 40/60 Portfolio
|
Stocks/Bonds 40/60 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -25.16% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 11.64 | |||||
| -19.51% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.96 | |||||
| -19.17% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 8.87 | |||||
| -18.63% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.80 | |||||
| -10.07% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 4.52 | |||||
| -9.09% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.14 | |||||
| -8.59% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 4.25 | |||||
| -8.09% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.88 | |||||
| -7.33% | May 1998 | Aug 1998 (4) | Oct 1998 (6) | 3.23 | |||||
| -6.92% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.89 | |||||
| -6.25% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 2.81 | |||||
| -5.40% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 2.53 | |||||
| -5.36% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.59 | |||||
| -5.18% | May 2015 | Sep 2015 (5) | Jun 2016 (14) | 2.81 | |||||
| -4.76% | Jun 2011 | Sep 2011 (4) | Dec 2011 (7) | 1.98 | |||||
| -4.01% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 2.16 | |||||
| -3.96% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 2.10 | |||||
| -3.79% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 1.92 | |||||
| -3.78% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.14 | |||||
| -3.62% | May 2010 | Jun 2010 (2) | Jul 2010 (3) | 2.55 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
All Country World 40/60 Portfolio
|
Stocks/Bonds 40/60 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -25.16% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 11.64 | |||||
| -19.51% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.96 | |||||
| -19.17% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 8.87 | |||||
| -18.63% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.80 | |||||
| -13.08% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 6.07 | |||||
| -12.43% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 5.50 | |||||
| -10.07% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 4.52 | |||||
| -9.41% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 4.82 | |||||
| -9.09% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.14 | |||||
| -8.59% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 4.25 | |||||
| -8.09% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.88 | |||||
| -7.33% | May 1998 | Aug 1998 (4) | Oct 1998 (6) | 3.23 | |||||
| -6.92% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.89 | |||||
| -6.25% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 2.81 | |||||
| -5.98% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.72 | |||||
| -5.70% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 3.67 | |||||
| -5.70% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 4.06 | |||||
| -5.40% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 2.53 | |||||
| -5.36% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.59 | |||||
| -5.18% | May 2015 | Sep 2015 (5) | Jun 2016 (14) | 2.81 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.06%
|
-0.28% |
+3.41%
|
0.00% |
| 2023 |
+13.20%
|
-6.36% |
+13.66%
|
-6.58% |
| 2022 |
-15.50%
|
-19.51% |
-15.67%
|
-18.63% |
| 2021 |
+6.07%
|
-2.52% |
+9.15%
|
-2.56% |
| 2020 |
+10.42%
|
-10.07% |
+13.04%
|
-8.09% |
| 2019 |
+16.42%
|
-1.74% |
+17.57%
|
-1.77% |
| 2018 |
-3.84%
|
-5.40% |
-2.15%
|
-5.36% |
| 2017 |
+12.29%
|
0.00% |
+10.63%
|
-0.00% |
| 2016 |
+5.97%
|
-2.44% |
+6.64%
|
-1.57% |
| 2015 |
-0.23%
|
-5.18% |
+0.48%
|
-3.41% |
| 2014 |
+5.59%
|
-1.74% |
+8.51%
|
-1.20% |
| 2013 |
+7.68%
|
-4.01% |
+12.12%
|
-1.84% |
| 2012 |
+11.32%
|
-3.61% |
+8.47%
|
-2.11% |
| 2011 |
+1.87%
|
-6.92% |
+5.14%
|
-4.76% |
| 2010 |
+9.86%
|
-3.62% |
+10.69%
|
-3.96% |
| 2009 |
+18.75%
|
-9.54% |
+13.74%
|
-8.68% |
| 2008 |
-16.04%
|
-20.68% |
-10.67%
|
-14.39% |
| 2007 |
+7.49%
|
-1.46% |
+6.30%
|
-1.93% |
| 2006 |
+10.29%
|
-2.01% |
+8.84%
|
-1.40% |
| 2005 |
+6.35%
|
-1.68% |
+3.96%
|
-1.77% |
| 2004 |
+8.97%
|
-2.61% |
+7.66%
|
-2.46% |
| 2003 |
+17.60%
|
-0.91% |
+14.68%
|
-1.08% |
| 2002 |
-2.62%
|
-8.15% |
-3.23%
|
-6.97% |
| 2001 |
+0.44%
|
-6.23% |
+0.67%
|
-5.62% |
| 2000 |
+0.63%
|
-3.78% |
+2.61%
|
-4.51% |
| 1999 |
+12.23%
|
-2.66% |
+9.07%
|
-2.57% |
| 1998 |
+13.08%
|
-7.33% |
+14.45%
|
-6.25% |
| 1997 |
+8.51%
|
-3.35% |
+18.06%
|
-2.41% |
| 1996 |
+9.74%
|
-1.02% |
+10.53%
|
-2.15% |
| 1995 |
+19.00%
|
-0.12% |
+25.22%
|
0.00% |
| 1994 |
-1.94%
|
-5.70% |
-1.66%
|
-5.98% |
| 1993 |
+17.30%
|
-2.48% |
+10.06%
|
-1.23% |
| 1992 |
+2.84%
|
-4.16% |
+7.93%
|
-1.27% |
| 1991 |
+18.05%
|
-2.86% |
+22.10%
|
-1.98% |
| 1990 |
-3.06%
|
-9.41% |
+2.76%
|
-5.70% |
| 1989 |
+13.76%
|
-1.93% |
+19.43%
|
-1.12% |
| 1988 |
+13.22%
|
-2.25% |
+11.34%
|
-1.71% |
| 1987 |
+7.38%
|
-12.43% |
+1.97%
|
-13.08% |
| 1986 |
+26.10%
|
-3.68% |
+14.89%
|
-4.37% |
| 1985 |
+30.46%
|
-0.76% |
+25.86%
|
-1.17% |
