All Country World 60/40 vs High Yield Bonds Income Portfolio Comparison

Last Update: 29 February 2024

The All Country World 60/40 Portfolio obtained a 6.36% compound annual return, with a 10.07% standard deviation, in the last 30 Years.

The High Yield Bonds Income Portfolio obtained a 6.50% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

Summary

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All Country World 60/40 Portfolio High Yield Bonds Income Portfolio
Portfolio Risk High Low
Asset Allocation Stocks 60% 0%
Fixed Income 40% 100%
Commodities 0% 0%
30 Years Stats Return +6.36% +6.50%
Std Dev 10.07% 8.82%
Max Drawdown -36.70% -23.97%
All time Stats
(Since Jan 1985)
Return +8.15% +7.73%
Std Dev 10.40% 8.21%
Max Drawdown -36.70% -23.97%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 60/40 Portfolio +2.40 +8.14 +15.51 +6.57 +5.92 +6.36 +8.15
High Yield Bonds Income Portfolio -0.33 +5.35 +8.92 +1.94 +2.90 +6.50 +7.73
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 6.36$, with a total return of 536.24% (6.36% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.58% (6.50% annualized).

All Country World 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 21.49$, with a total return of 2049.08% (8.15% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.46$, with a total return of 1745.99% (7.73% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World 60/40 Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 16.68
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-23.34% Apr 2000 Sep 2002 (30) Jan 2004 (46) 12.33
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-21.52% Jan 2022 Sep 2022 (9) In progress (26) 11.46
-13.80% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.11
-12.04% May 2011 Sep 2011 (5) Mar 2012 (11) 5.34
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-9.85% May 1998 Aug 1998 (4) Nov 1998 (7) 4.41
-8.49% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.64
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.73% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.20
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-5.70% Apr 2012 May 2012 (2) Aug 2012 (5) 2.61
-5.42% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.76
-4.76% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.03
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74

Drawdown comparison chart since January 1985.

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All Country World 60/40 Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 16.68
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-23.34% Apr 2000 Sep 2002 (30) Jan 2004 (46) 12.33
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-21.52% Jan 2022 Sep 2022 (9) In progress (26) 11.46
-17.68% Sep 1987 Nov 1987 (3) Dec 1988 (16) 8.37
-14.70% Jan 1990 Sep 1990 (9) May 1991 (17) 7.12
-13.80% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.11
-12.04% May 2011 Sep 2011 (5) Mar 2012 (11) 5.34
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-9.85% May 1998 Aug 1998 (4) Nov 1998 (7) 4.41
-8.49% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.64
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.73% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.20
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16
-7.41% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27

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.
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Year Return Drawdown Return Drawdown
2024
+2.21%
-0.19%
-0.74%
-0.74%
2023
+16.14%
-7.53%
+11.21%
-5.58%
2022
-16.34%
-21.52%
-16.88%
-21.38%
2021
+10.14%
-3.08%
+0.88%
-3.16%
2020
+12.48%
-13.80%
+7.08%
-11.99%
2019
+19.89%
-3.21%
+16.98%
-0.39%
2018
-5.81%
-8.49%
-4.53%
-4.53%
2017
+16.36%
0.00%
+8.78%
-0.17%
2016
+6.82%
-3.26%
+12.01%
-3.93%
2015
-0.78%
-7.28%
-3.94%
-6.90%
2014
+4.95%
-2.27%
+6.28%
-2.37%
2013
+12.77%
-3.73%
-0.40%
-6.71%
2012
+13.25%
-5.70%
+12.61%
-1.87%
2011
-1.26%
-12.04%
+9.07%
-4.40%
2010
+10.93%
-6.54%
+11.52%
-3.24%
2009
+23.38%
-12.81%
+23.52%
-10.62%
2008
-25.21%
-28.83%
-10.54%
-23.59%
2007
+8.21%
-2.94%
+3.36%
-3.84%
2006
+13.12%
-2.85%
+7.28%
-2.69%
2005
+7.18%
-2.50%
+5.61%
-2.30%
2004
+10.41%
-2.77%
+9.55%
-4.56%
2003
+22.27%
-2.14%
+18.30%
-3.91%
2002
-8.59%
-14.20%
+7.38%
-6.70%
2001
-5.46%
-12.83%
+10.89%
-3.49%
2000
-4.61%
-7.73%
+6.15%
-3.14%
1999
+16.48%
-3.00%
+6.34%
-3.60%
1998
+15.37%
-9.85%
+2.17%
-8.48%
1997
+9.98%
-4.76%
+13.61%
-2.54%
1996
+10.14%
-1.85%
+14.28%
-2.87%
1995
+18.30%
-0.82%
+22.64%
-0.20%
1994
-0.34%
-5.55%
-4.27%
-7.41%
1993
+18.90%
-3.47%
+18.58%
-0.44%
1992
-0.34%
-5.40%
+12.00%
-2.11%
1991
+17.68%
-4.03%
+25.88%
0.00%
1990
-8.25%
-14.70%
-0.59%
-7.89%
1989
+14.23%
-2.13%
+8.29%
-0.68%
1988
+15.88%
-3.42%
+11.12%
-1.52%
1987
+10.47%
-17.68%
+0.07%
-7.63%
1986
+31.62%
-4.45%
+15.01%
-0.64%
1985
+34.19%
-1.07%
+21.64%
-1.39%