Andrew Tobias vs Rob Arnott Portfolio Comparison

Last Update: 31 March 2024

The Andrew Tobias Portfolio obtained a 6.66% compound annual return, with a 9.94% standard deviation, in the last 30 Years.

The Rob Arnott Portfolio obtained a 6.68% compound annual return, with a 7.19% standard deviation, in the last 30 Years.

Summary

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Andrew Tobias Portfolio Rob Arnott Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 66.67% 30%
Fixed Income 33.33% 60%
Commodities 0% 10%
30 Years Stats Return +6.66% +6.68%
Std Dev 9.94% 7.19%
Max Drawdown -36.42% -24.27%
All time Stats
(Since Jan 1985)		 Return +8.39% +8.20%
Std Dev 10.09% 7.17%
Max Drawdown -36.42% -24.27%
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
Andrew Tobias Portfolio +2.23 +14.35 +15.50 +7.72 +6.18 +6.66 +8.39
Rob Arnott Portfolio +1.84 +9.51 +6.14 +4.06 +4.01 +6.68 +8.20
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Andrew Tobias Portfolio: an investment of 1$, since April 1994, now would be worth 6.93$, with a total return of 592.86% (6.66% annualized).

Rob Arnott Portfolio: an investment of 1$, since April 1994, now would be worth 6.95$, with a total return of 595.19% (6.68% annualized).

Andrew Tobias Portfolio: an investment of 1$, since January 1985, now would be worth 23.62$, with a total return of 2261.82% (8.39% annualized).

Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 22.09$, with a total return of 2108.85% (8.20% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Andrew Tobias Portfolio
Rob Arnott Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15
-3.86% Aug 2016 Nov 2016 (4) May 2017 (10) 1.64
-3.79% May 2019 May 2019 (1) Jun 2019 (2) 2.19
-3.65% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.06
-3.64% Jan 2000 Jan 2000 (1) Mar 2000 (3) 2.01

Drawdown comparison chart since January 1985.

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Andrew Tobias Portfolio
Rob Arnott Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-14.68% Sep 1987 Nov 1987 (3) Nov 1988 (15) 6.82
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-12.76% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.48
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-7.37% Feb 1994 Nov 1994 (10) May 1995 (16) 4.71
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-6.11% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.26
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.21% Sep 1987 Nov 1987 (3) Jan 1988 (5) 3.32
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.79% Jan 1992 Mar 1992 (3) Dec 1992 (12) 2.35

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
+5.27%
 0.00%
+1.13%
 -0.76%
2023
+16.14%
 -6.52%
+9.08%
 -7.06%
2022
-12.58%
 -18.85%
-14.81%
 -17.86%
2021
+12.14%
 -2.75%
+11.04%
 -1.71%
2020
+10.55%
 -13.71%
+7.98%
 -8.72%
2019
+18.69%
 -3.79%
+16.67%
 -0.49%
2018
-5.85%
 -8.88%
-4.12%
 -4.84%
2017
+15.52%
 0.00%
+9.02%
 -0.37%
2016
+5.01%
 -4.55%
+7.14%
 -3.86%
2015
-0.07%
 -7.19%
-3.26%
 -5.73%
2014
+2.26%
 -2.72%
+7.59%
 -2.79%
2013
+18.36%
 -1.78%
+1.41%
 -5.66%
2012
+11.85%
 -6.75%
+10.55%
 -2.17%
2011
-3.28%
 -13.69%
+7.73%
 -3.51%
2010
+9.28%
 -8.62%
+11.89%
 -2.99%
2009
+18.73%
 -13.67%
+14.59%
 -11.26%
2008
-23.80%
 -25.97%
-11.48%
 -21.15%
2007
+7.55%
 -3.36%
+7.64%
 -1.84%
2006
+15.13%
 -2.38%
+8.97%
 -1.26%
2005
+7.05%
 -2.58%
+7.74%
 -2.50%
2004
+10.80%
 -2.56%
+11.93%
 -4.70%
2003
+24.42%
 -3.85%
+17.00%
 -2.42%
2002
-9.29%
 -13.73%
+8.16%
 -0.99%
2001
-8.37%
 -14.61%
+0.06%
 -2.47%
2000
-5.34%
 -8.80%
+12.87%
 -0.83%
1999
+21.21%
 -2.27%
+7.22%
 -2.71%
1998
+15.71%
 -9.73%
+6.53%
 -4.10%
1997
+12.04%
 -3.41%
+7.20%
 -2.36%
1996
+10.01%
 -2.86%
+11.02%
 -0.75%
1995
+17.29%
 -0.92%
+21.23%
 0.00%
1994
+3.04%
 -3.64%
-2.84%
 -7.37%
1993
+15.62%
 -4.17%
+13.77%
 -2.73%
1992
+0.36%
 -4.79%
+6.56%
 -2.87%
1991
+17.79%
 -3.72%
+18.67%
 -1.99%
1990
-6.98%
 -12.76%
+2.80%
 -6.11%
1989
+17.49%
 -1.63%
+17.53%
 -1.16%
1988
+16.22%
 -2.96%
+13.48%
 -1.21%
1987
+12.63%
 -14.68%
+6.41%
 -5.21%
1986
+29.43%
 -4.56%
+21.76%
 -3.06%
1985
+33.71%
 -1.51%
+27.17%
 -1.73%