All Country World Bonds vs Stocks/Bonds 20/80 Momentum Portfolio Comparison

Last Update: 31 March 2024

The All Country World Bonds Portfolio obtained a 5.30% compound annual return, with a 4.59% standard deviation, in the last 30 Years.

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.

Summary

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All Country World Bonds Portfolio Stocks/Bonds 20/80 Momentum Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +5.30% +6.34%
Std Dev 4.59% 4.92%
Max Drawdown -17.60% -17.91%
All time Stats
(Since Jan 1985)		 Return +6.66% +7.56%
Std Dev 4.90% 5.27%
Max Drawdown -17.60% -17.91%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Bonds Portfolio +1.12 +6.95 +4.00 +0.33 +1.89 +5.30 +6.66
Stocks/Bonds 20/80 Momentum Portfolio +1.32 +11.39 +8.01 +2.78 +3.95 +6.34 +7.56
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

All Country World Bonds Portfolio: an investment of 1$, since April 1994, now would be worth 4.71$, with a total return of 370.62% (5.30% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).

All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.55$, with a total return of 1155.18% (6.66% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.50$, with a total return of 1649.96% (7.56% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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All Country World Bonds Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.91% Nov 2021 Sep 2022 (11) In progress (29) 12.31
-17.60% Jan 2021 Oct 2022 (22) In progress (39) 10.55
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.00% Jan 2009 Feb 2009 (2) Apr 2009 (4) 1.69
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39
-2.69% May 1999 Aug 1999 (4) Nov 1999 (7) 1.71
-2.48% May 2013 Jun 2013 (2) Oct 2013 (6) 1.41
-2.42% Apr 1994 Jun 1994 (3) Feb 1995 (11) 1.42
-2.40% Dec 1996 Mar 1997 (4) May 1997 (6) 1.28
-2.37% Apr 2004 Apr 2004 (1) Aug 2004 (5) 1.53
-2.29% Jul 2003 Jul 2003 (1) Sep 2003 (3) 1.35

Drawdown comparison chart since January 1985.

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All Country World Bonds Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.91% Nov 2021 Sep 2022 (11) In progress (29) 12.31
-17.60% Jan 2021 Oct 2022 (22) In progress (39) 10.55
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-6.85% Feb 1994 Jun 1994 (5) May 1995 (16) 4.92
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-5.71% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.06
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.15% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.63
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.00% Jan 2009 Feb 2009 (2) Apr 2009 (4) 1.69
-2.97% Jan 1990 Apr 1990 (4) May 1990 (5) 1.80
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39

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
-0.12%
 -1.22%
+3.35%
 0.00%
2023
+7.31%
 -4.10%
+6.16%
 -5.43%
2022
-13.82%
 -15.86%
-14.14%
 -17.00%
2021
-2.06%
 -3.44%
+1.18%
 -2.95%
2020
+6.30%
 -3.92%
+12.14%
 -3.46%
2019
+9.49%
 -0.86%
+12.52%
 -0.69%
2018
+0.10%
 -1.92%
-0.42%
 -3.12%
2017
+4.16%
 -0.40%
+10.35%
 0.00%
2016
+4.27%
 -3.54%
+3.02%
 -3.64%
2015
+0.85%
 -2.23%
+2.23%
 -1.48%
2014
+6.88%
 -0.66%
+7.58%
 -0.83%
2013
-2.50%
 -5.16%
+5.23%
 -2.48%
2012
+7.45%
 -0.22%
+5.51%
 -0.69%
2011
+8.12%
 -0.42%
+7.52%
 -0.70%
2010
+7.71%
 -2.17%
+8.56%
 -0.70%
2009
+9.48%
 -3.00%
+6.40%
 -6.03%
2008
+2.29%
 -8.82%
-2.70%
 -9.00%
2007
+6.05%
 -1.42%
+9.07%
 -0.41%
2006
+4.63%
 -1.46%
+5.53%
 -1.33%
2005
+4.71%
 -1.32%
+5.74%
 -1.35%
2004
+6.09%
 -3.02%
+6.73%
 -2.37%
2003
+8.25%
 -3.22%
+8.38%
 -2.29%
2002
+9.30%
 -1.07%
+4.15%
 -1.79%
2001
+12.23%
 -0.35%
+3.27%
 -2.01%
2000
+11.10%
 -0.72%
+7.19%
 -1.52%
1999
+3.71%
 -2.69%
+7.48%
 -1.73%
1998
+8.51%
 -2.13%
+16.62%
 -1.24%
1997
+5.56%
 -2.07%
+14.93%
 -1.81%
1996
+8.94%
 -2.00%
+8.83%
 -1.37%
1995
+20.40%
 -0.22%
+23.01%
 0.00%
1994
-5.13%
 -6.85%
-2.34%
 -5.46%
1993
+14.09%
 -0.38%
+10.39%
 -0.92%
1992
+9.20%
 -1.73%
+6.58%
 -1.69%
1991
+18.81%
 -0.40%
+19.58%
 -0.95%
1990
+7.31%
 -2.97%
+7.22%
 -2.90%
1989
+12.84%
 -1.53%
+19.47%
 -0.82%
1988
+7.90%
 -2.11%
+7.30%
 -2.80%
1987
+1.20%
 -5.71%
+1.70%
 -6.53%
1986
+15.08%
 -2.62%
+16.62%
 -3.15%
1985
+22.99%
 -2.83%
+24.27%
 -1.28%