Burton Malkiel Late Thirties to Early Forties vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Burton Malkiel Late Thirties to Early Forties Portfolio obtained a 8.22% compound annual return, with a 13.59% 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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Burton Malkiel Late Thirties to Early Forties Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 85% 60%
Fixed Income 15% 40%
Commodities 0% 0%
30 Years Stats Return +8.22% +9.77%
Std Dev 13.59% 9.60%
Max Drawdown -48.28% -32.52%
All time Stats
(Since Jan 1985)
Return +10.28% +10.87%
Std Dev 13.71% 9.88%
Max Drawdown -48.28% -32.52%
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
Burton Malkiel Late Thirties to Early Forties Portfolio +3.40 +8.91 +16.20 +7.86 +7.25 +8.22 +10.28
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.77 +10.87
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Burton Malkiel Late Thirties to Early Forties Portfolio: an investment of 1$, since March 1994, now would be worth 10.69$, with a total return of 968.82% (8.22% 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).

Burton Malkiel Late Thirties to Early Forties Portfolio: an investment of 1$, since January 1985, now would be worth 46.11$, with a total return of 4511.30% (10.28% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 56.93$, with a total return of 5592.59% (10.87% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Burton Malkiel Late Thirties to Early Forties 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
-48.28% Nov 2007 Feb 2009 (16) Apr 2011 (42) 22.43
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.26% Jan 2022 Sep 2022 (9) In progress (26) 12.63
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.55% Sep 2000 Sep 2002 (25) Oct 2003 (38) 11.57
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-19.36% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.83
-18.70% May 1998 Aug 1998 (4) Mar 1999 (11) 7.76
-17.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.44
-11.04% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.65
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.51% May 2015 Feb 2016 (10) Jul 2016 (15) 5.57
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-6.65% Sep 1994 Jan 1995 (5) May 1995 (9) 3.90
-6.18% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.53
-6.08% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.73
-5.34% Mar 1994 Mar 1994 (1) Aug 1994 (6) 3.27
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87

Drawdown comparison chart since January 1985.

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Burton Malkiel Late Thirties to Early Forties 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
-48.28% Nov 2007 Feb 2009 (16) Apr 2011 (42) 22.43
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.26% Jan 2022 Sep 2022 (9) In progress (26) 12.63
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-22.99% Sep 1987 Nov 1987 (3) Jan 1989 (17) 11.54
-21.55% Sep 2000 Sep 2002 (25) Oct 2003 (38) 11.57
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-19.36% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.83
-18.70% May 1998 Aug 1998 (4) Mar 1999 (11) 7.76
-17.29% Aug 1990 Sep 1990 (2) Feb 1991 (7) 10.02
-17.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.44
-11.04% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.65
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.51% May 2015 Feb 2016 (10) Jul 2016 (15) 5.57
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-8.67% Jan 1990 Apr 1990 (4) Jul 1990 (7) 4.80
-8.61% Feb 1994 Mar 1994 (2) May 1995 (16) 5.77
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-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
+2.48%
-0.89%
+9.07%
0.00%
2023
+16.77%
-9.38%
+7.66%
-5.48%
2022
-17.38%
-24.26%
-16.20%
-21.97%
2021
+15.84%
-3.97%
+7.27%
-2.88%
2020
+12.75%
-19.36%
+20.99%
-10.73%
2019
+24.10%
-4.51%
+19.89%
-0.92%
2018
-7.61%
-11.04%
-1.04%
-9.29%
2017
+20.64%
0.00%
+23.93%
0.00%
2016
+8.99%
-4.56%
+4.01%
-3.57%
2015
-2.65%
-9.75%
+5.58%
-4.61%
2014
+7.18%
-3.52%
+11.10%
-2.40%
2013
+16.37%
-3.65%
+19.91%
-2.13%
2012
+15.81%
-7.03%
+10.22%
-3.51%
2011
-2.39%
-17.20%
+6.73%
-7.14%
2010
+14.99%
-10.22%
+13.29%
-6.43%
2009
+31.14%
-18.01%
+11.92%
-12.79%
2008
-32.91%
-37.15%
-21.83%
-24.08%
2007
+8.39%
-5.98%
+13.35%
-1.41%
2006
+21.40%
-3.91%
+8.04%
-2.23%
2005
+11.93%
-3.56%
+12.44%
-0.99%
2004
+16.16%
-6.18%
+11.72%
-2.06%
2003
+34.34%
-2.28%
+17.18%
-1.95%
2002
-10.16%
-17.47%
-4.07%
-11.25%
2001
-1.34%
-16.37%
-7.04%
-13.57%
2000
-4.91%
-10.02%
-1.21%
-6.50%
1999
+22.20%
-3.75%
+23.95%
-1.65%
1998
+8.06%
-18.70%
+32.69%
-6.78%
1997
+13.64%
-6.08%
+25.89%
-3.48%
1996
+17.87%
-3.78%
+19.33%
-2.32%
1995
+19.80%
-1.74%
+32.67%
0.00%
1994
-3.04%
-8.61%
-1.72%
-6.35%
1993
+29.60%
-3.39%
+11.81%
-0.99%
1992
+2.17%
-4.15%
+5.45%
-2.52%
1991
+39.50%
-4.68%
+28.24%
-2.57%
1990
-7.56%
-17.29%
+4.36%
-7.66%
1989
+32.71%
-2.71%
+31.11%
-1.20%
1988
+20.02%
-3.27%
+7.18%
-3.36%
1987
-1.75%
-22.99%
+2.02%
-20.08%
1986
+22.02%
-5.35%
+19.66%
-5.55%
1985
+31.42%
-2.87%
+28.33%
-1.52%