Last Update: 31 March 2024
The Burton Malkiel Late Sixties and Beyond Portfolio obtained a 8.44% compound annual return, with a 11.64% standard deviation, in the last 30 Years.
The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.98% compound annual return, with a 9.57% standard deviation, in the last 30 Years.
Summary
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| Burton Malkiel Late Sixties and Beyond Portfolio | Stocks/Bonds 60/40 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 71% | 60% |
| Fixed Income | 29% | 40% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.44% | +9.98% |
| Std Dev | 11.64% | 9.57% | |
| Max Drawdown | -41.80% | -32.52% | |
| All time Stats (Since Jan 1985) |
Return | +9.82% | +10.91% |
| Std Dev | 11.63% | 9.87% | |
| Max Drawdown | -41.80% | -32.52% | |
| 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 | |
|---|---|---|---|---|---|---|---|
| Burton Malkiel Late Sixties and Beyond Portfolio | +2.13 | +14.78 | +14.03 | +6.92 | +6.77 | +8.44 | +9.82 |
| Stocks/Bonds 60/40 Momentum Portfolio | +2.17 | +22.75 | +21.53 | +7.57 | +8.75 | +9.98 | +10.91 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since April 1994,
now would be worth 11.37$, with a total return of 1036.72%
(8.44% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 17.36$, with a total return of 1635.93% (9.98% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 17.36$, with a total return of 1635.93% (9.98% annualized).
Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since January 1985,
now would be worth 39.50$, with a total return of 3849.86%
(9.82% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 58.16$, with a total return of 5715.84% (10.91% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 58.16$, with a total return of 5715.84% (10.91% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Burton Malkiel Late Sixties and Beyond 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 |
| -41.80% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 18.91 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -22.44% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.92 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -16.82% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 7.53 | |||||
| -16.48% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 6.57 | |||||
| -13.38% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.60 | |||||
| -12.20% | May 2002 | Sep 2002 (5) | May 2003 (13) | 8.08 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -9.27% | Feb 2001 | Sep 2001 (8) | Feb 2002 (13) | 3.95 | |||||
| -8.08% | Feb 2018 | Dec 2018 (11) | Feb 2019 (13) | 3.63 | |||||
| -7.72% | Mar 2015 | Sep 2015 (7) | Jun 2016 (16) | 3.95 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -7.04% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.88 | |||||
| -6.78% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 3.54 | |||||
| -6.12% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 3.15 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -5.09% | May 2012 | May 2012 (1) | Aug 2012 (4) | 2.39 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Burton Malkiel Late Sixties and Beyond 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 |
| -41.80% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 18.91 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -22.44% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.92 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -20.08% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 11.04 | |||||
| -19.08% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.05 | |||||
| -16.82% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 7.53 | |||||
| -16.48% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 6.57 | |||||
| -13.63% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 7.86 | |||||
| -13.38% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.60 | |||||
| -12.20% | May 2002 | Sep 2002 (5) | May 2003 (13) | 8.08 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -9.27% | Feb 2001 | Sep 2001 (8) | Feb 2002 (13) | 3.95 | |||||
| -8.08% | Feb 2018 | Dec 2018 (11) | Feb 2019 (13) | 3.63 | |||||
| -7.72% | Mar 2015 | Sep 2015 (7) | Jun 2016 (16) | 3.95 | |||||
| -7.66% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.58 | |||||
| -7.20% | Feb 1994 | Mar 1994 (2) | May 1995 (16) | 5.16 | |||||
| -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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.75%
|
-0.95% |
+11.43%
|
0.00% |
| 2023 |
+14.40%
|
-8.53% |
+7.66%
|
-5.48% |
| 2022 |
-16.23%
|
-22.44% |
-16.20%
|
-21.97% |
| 2021 |
+15.40%
|
-3.79% |
+7.27%
|
-2.88% |
| 2020 |
+10.03%
|
-16.82% |
+20.99%
|
-10.73% |
| 2019 |
+22.55%
|
-3.12% |
+19.89%
|
-0.92% |
| 2018 |
-5.90%
|
-8.08% |
-1.04%
|
-9.29% |
| 2017 |
+16.49%
|
0.00% |
+23.93%
|
0.00% |
| 2016 |
+8.48%
|
-3.07% |
+4.01%
|
-3.57% |
| 2015 |
-1.63%
|
-7.72% |
+5.58%
|
-4.61% |
| 2014 |
+9.01%
|
-3.10% |
+11.10%
|
-2.40% |
| 2013 |
+12.49%
|
-4.03% |
+19.91%
|
-2.13% |
| 2012 |
+14.20%
|
-5.09% |
+10.22%
|
-3.51% |
| 2011 |
+1.01%
|
-13.38% |
+6.73%
|
-7.14% |
| 2010 |
+14.47%
|
-8.21% |
+13.29%
|
-6.43% |
| 2009 |
+25.30%
|
-17.05% |
+11.92%
|
-12.79% |
| 2008 |
-26.02%
|
-31.57% |
-21.83%
|
-24.08% |
| 2007 |
+5.18%
|
-5.15% |
+13.35%
|
-1.41% |
| 2006 |
+20.06%
|
-2.71% |
+8.04%
|
-2.23% |
| 2005 |
+9.86%
|
-2.99% |
+12.44%
|
-0.99% |
| 2004 |
+14.78%
|
-7.04% |
+11.72%
|
-2.06% |
| 2003 |
+29.73%
|
-0.86% |
+17.18%
|
-1.95% |
| 2002 |
-5.70%
|
-12.20% |
-4.07%
|
-11.25% |
| 2001 |
+5.85%
|
-9.27% |
-7.04%
|
-13.57% |
| 2000 |
+2.46%
|
-6.12% |
-1.21%
|
-6.50% |
| 1999 |
+12.48%
|
-4.06% |
+23.95%
|
-1.65% |
| 1998 |
+5.92%
|
-16.48% |
+32.69%
|
-6.78% |
| 1997 |
+15.13%
|
-4.83% |
+25.89%
|
-3.48% |
| 1996 |
+18.95%
|
-2.65% |
+19.33%
|
-2.32% |
| 1995 |
+20.20%
|
-1.35% |
+32.67%
|
0.00% |
| 1994 |
-3.17%
|
-7.20% |
-1.72%
|
-6.35% |
| 1993 |
+23.51%
|
-2.85% |
+11.81%
|
-0.99% |
| 1992 |
+4.84%
|
-2.71% |
+5.45%
|
-2.52% |
| 1991 |
+33.86%
|
-3.74% |
+28.24%
|
-2.57% |
| 1990 |
-5.42%
|
-13.63% |
+4.36%
|
-7.66% |
| 1989 |
+26.07%
|
-1.94% |
+31.11%
|
-1.20% |
| 1988 |
+16.73%
|
-2.39% |
+7.18%
|
-3.36% |
| 1987 |
-0.94%
|
-19.08% |
+2.02%
|
-20.08% |
| 1986 |
+18.93%
|
-4.58% |
+19.66%
|
-5.55% |
| 1985 |
+27.52%
|
-2.25% |
+28.33%
|
-1.52% |
