Andrew Tobias vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Andrew Tobias Portfolio obtained a 6.49% compound annual return, with a 9.95% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.77% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

Summary

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Andrew Tobias Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk High High
Asset Allocation Stocks 66.67% 60%
Fixed Income 33.33% 40%
Commodities 0% 0%
30 Years Stats Return +6.49% +9.77%
Std Dev 9.95% 9.60%
Max Drawdown -36.42% -32.52%
All time Stats
(Since Jan 1982)
Return +8.68% +11.21%
Std Dev 10.11% 9.90%
Max Drawdown -36.42% -32.52%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Andrew Tobias Portfolio +2.64 +8.54 +15.82 +7.46 +5.94 +6.49 +8.68
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.77 +11.21
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Andrew Tobias Portfolio: an investment of 1$, since March 1994, now would be worth 6.59$, with a total return of 558.84% (6.49% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 16.39$, with a total return of 1539.44% (9.77% annualized).

Andrew Tobias Portfolio: an investment of 1$, since January 1982, now would be worth 33.41$, with a total return of 3240.90% (8.68% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 88.14$, with a total return of 8713.62% (11.21% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Andrew Tobias Portfolio
Stocks/Bonds 60/40 Momentum 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
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87
-4.61% Aug 2015 Sep 2015 (2) Mar 2016 (8) 2.30
-3.91% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.56
-3.79% May 2019 May 2019 (1) Jun 2019 (2) 2.19
-3.65% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.06

Drawdown comparison chart since January 1982.

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Andrew Tobias Portfolio
Stocks/Bonds 60/40 Momentum 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
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-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
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-8.27% Jan 1982 Jul 1982 (7) Sep 1982 (9) 5.00
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.54% Dec 1983 May 1984 (6) Aug 1984 (9) 3.90
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68

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
+2.98%
0.00%
+9.07%
0.00%
2023
+16.14%
-6.52%
+7.66%
-5.48%
2022
-12.58%
-18.85%
-16.20%
-21.97%
2021
+12.14%
-2.75%
+7.27%
-2.88%
2020
+10.55%
-13.71%
+20.99%
-10.73%
2019
+18.69%
-3.79%
+19.89%
-0.92%
2018
-5.85%
-8.88%
-1.04%
-9.29%
2017
+15.52%
0.00%
+23.93%
0.00%
2016
+5.01%
-4.55%
+4.01%
-3.57%
2015
-0.07%
-7.19%
+5.58%
-4.61%
2014
+2.26%
-2.72%
+11.10%
-2.40%
2013
+18.36%
-1.78%
+19.91%
-2.13%
2012
+11.85%
-6.75%
+10.22%
-3.51%
2011
-3.28%
-13.69%
+6.73%
-7.14%
2010
+9.28%
-8.62%
+13.29%
-6.43%
2009
+18.73%
-13.67%
+11.92%
-12.79%
2008
-23.80%
-25.97%
-21.83%
-24.08%
2007
+7.55%
-3.36%
+13.35%
-1.41%
2006
+15.13%
-2.38%
+8.04%
-2.23%
2005
+7.05%
-2.58%
+12.44%
-0.99%
2004
+10.80%
-2.56%
+11.72%
-2.06%
2003
+24.42%
-3.85%
+17.18%
-1.95%
2002
-9.29%
-13.73%
-4.07%
-11.25%
2001
-8.37%
-14.61%
-7.04%
-13.57%
2000
-5.34%
-8.80%
-1.21%
-6.50%
1999
+21.21%
-2.27%
+23.95%
-1.65%
1998
+15.71%
-9.73%
+32.69%
-6.78%
1997
+12.04%
-3.41%
+25.89%
-3.48%
1996
+10.01%
-2.86%
+19.33%
-2.32%
1995
+17.29%
-0.92%
+32.67%
0.00%
1994
+3.04%
-3.64%
-1.72%
-6.35%
1993
+15.62%
-4.17%
+11.81%
-0.99%
1992
+0.36%
-4.79%
+5.45%
-2.52%
1991
+17.79%
-3.72%
+28.24%
-2.57%
1990
-6.98%
-12.76%
+4.36%
-7.66%
1989
+17.49%
-1.63%
+31.11%
-1.20%
1988
+16.22%
-2.96%
+7.18%
-3.36%
1987
+12.63%
-14.68%
+2.02%
-20.08%
1986
+29.43%
-4.56%
+19.66%
-5.55%
1985
+33.71%
-1.51%
+28.33%
-1.52%
1984
+7.84%
-4.83%
+5.51%
-7.11%
1983
+18.09%
-2.37%
+12.26%
-3.09%
1982
+13.56%
-8.27%
+30.72%
-2.23%