Last Update: 31 March 2024
The Burton Malkiel Mid-Twenties Portfolio obtained a 8.41% compound annual return, with a 13.87% standard deviation, in the last 30 Years.
The Alpha Architect Robust Portfolio obtained a 9.14% compound annual return, with a 11.08% standard deviation, in the last 30 Years.
Summary
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| Burton Malkiel Mid-Twenties Portfolio | Alpha Architect Robust Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 87% | 70% |
| Fixed Income | 13% | 20% | |
| Commodities | 0% | 10% | |
| 30 Years Stats | Return | +8.41% | +9.14% |
| Std Dev | 13.87% | 11.08% | |
| Max Drawdown | -49.50% | -44.20% | |
| All time Stats (Since Jan 1985) |
Return | +10.31% | +10.57% |
| Std Dev | 14.03% | 10.96% | |
| Max Drawdown | -49.50% | -44.20% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Burton Malkiel Mid-Twenties Portfolio | +2.54 | +16.63 | +16.82 | +8.12 | +7.42 | +8.41 | +10.31 |
| Alpha Architect Robust Portfolio | +2.71 | +16.98 | +16.96 | +7.65 | +6.95 | +9.14 | +10.57 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Burton Malkiel Mid-Twenties Portfolio: an investment of 1$, since April 1994,
now would be worth 11.26$, with a total return of 1026.10%
(8.41% annualized).
Alpha Architect Robust Portfolio: an investment of 1$, since April 1994, now would be worth 13.79$, with a total return of 1279.49% (9.14% annualized).
Alpha Architect Robust Portfolio: an investment of 1$, since April 1994, now would be worth 13.79$, with a total return of 1279.49% (9.14% annualized).
Burton Malkiel Mid-Twenties Portfolio: an investment of 1$, since January 1985,
now would be worth 47.08$, with a total return of 4607.66%
(10.31% annualized).
Alpha Architect Robust Portfolio: an investment of 1$, since January 1985, now would be worth 51.54$, with a total return of 5054.03% (10.57% annualized).
Alpha Architect Robust Portfolio: an investment of 1$, since January 1985, now would be worth 51.54$, with a total return of 5054.03% (10.57% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Burton Malkiel Mid-Twenties Portfolio
|
Alpha Architect Robust Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -49.50% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 23.32 | |||||
| -44.20% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 21.00 | |||||
| -24.51% | Sep 2000 | Sep 2002 (25) | Oct 2003 (38) | 13.71 | |||||
| -24.50% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 12.51 | |||||
| -19.79% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.08 | |||||
| -19.09% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.42 | |||||
| -18.97% | May 1998 | Aug 1998 (4) | Mar 1999 (11) | 7.91 | |||||
| -17.99% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 8.99 | |||||
| -17.88% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 6.87 | |||||
| -13.76% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 6.03 | |||||
| -12.58% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 7.94 | |||||
| -11.72% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 5.38 | |||||
| -11.51% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.85 | |||||
| -11.15% | May 2015 | Feb 2016 (10) | Jul 2016 (15) | 5.91 | |||||
| -10.75% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 5.33 | |||||
| -7.83% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 4.03 | |||||
| -7.08% | Sep 1994 | Jan 1995 (5) | May 1995 (9) | 4.16 | |||||
| -6.45% | Aug 1997 | Oct 1997 (3) | Feb 1998 (7) | 4.05 | |||||
| -6.42% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 3.05 | |||||
| -5.93% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.39 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Burton Malkiel Mid-Twenties Portfolio
|
Alpha Architect Robust Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -49.50% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 23.32 | |||||
| -44.20% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 21.00 | |||||
| -24.51% | Sep 2000 | Sep 2002 (25) | Oct 2003 (38) | 13.71 | |||||
| -24.50% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 12.51 | |||||
| -23.37% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 11.78 | |||||
| -19.79% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.08 | |||||
| -19.09% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.42 | |||||
| -18.97% | May 1998 | Aug 1998 (4) | Mar 1999 (11) | 7.91 | |||||
| -18.97% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.16 | |||||
| -17.99% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 8.99 | |||||
| -17.89% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 10.37 | |||||
| -17.88% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 6.87 | |||||
| -13.76% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 6.03 | |||||
| -12.58% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 7.94 | |||||
| -11.72% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 5.38 | |||||
| -11.51% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.85 | |||||
| -11.15% | May 2015 | Feb 2016 (10) | Jul 2016 (15) | 5.91 | |||||
| -10.75% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 5.33 | |||||
| -8.94% | Jan 1990 | Apr 1990 (4) | Jul 1990 (7) | 4.95 | |||||
| -8.84% | Feb 1994 | Jan 1995 (12) | Jun 1995 (17) | 5.74 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.15%
|
-0.94% |
+7.73%
|
0.00% |
| 2023 |
+17.14%
|
-9.53% |
+8.53%
|
-6.88% |
| 2022 |
-17.64%
|
-24.50% |
-10.29%
|
-17.33% |
| 2021 |
+15.90%
|
-3.98% |
+17.40%
|
-3.99% |
| 2020 |
+12.95%
|
-19.79% |
+7.53%
|
-19.09% |
| 2019 |
+24.15%
|
-4.70% |
+20.35%
|
-3.33% |
| 2018 |
-7.95%
|
-11.51% |
-6.10%
|
-11.72% |
| 2017 |
+21.11%
|
0.00% |
+18.49%
|
0.00% |
| 2016 |
+8.95%
|
-4.88% |
+8.13%
|
-3.96% |
| 2015 |
-2.79%
|
-10.12% |
-0.63%
|
-6.68% |
| 2014 |
+6.93%
|
-3.65% |
+5.13%
|
-2.85% |
| 2013 |
+16.66%
|
-3.65% |
+19.10%
|
-2.13% |
| 2012 |
+16.07%
|
-7.38% |
+12.28%
|
-6.42% |
| 2011 |
-3.11%
|
-17.88% |
+2.08%
|
-13.76% |
| 2010 |
+15.09%
|
-10.53% |
+14.95%
|
-9.68% |
| 2009 |
+32.24%
|
-18.21% |
+17.10%
|
-18.31% |
| 2008 |
-34.16%
|
-38.26% |
-29.35%
|
-32.35% |
| 2007 |
+8.80%
|
-6.22% |
+9.03%
|
-3.32% |
| 2006 |
+21.60%
|
-4.18% |
+14.56%
|
-2.50% |
| 2005 |
+12.41%
|
-3.72% |
+13.33%
|
-2.38% |
| 2004 |
+16.58%
|
-5.93% |
+18.01%
|
-4.18% |
| 2003 |
+35.10%
|
-2.72% |
+28.95%
|
-2.12% |
| 2002 |
-10.76%
|
-18.40% |
+0.96%
|
-8.47% |
| 2001 |
-3.19%
|
-17.61% |
-7.16%
|
-12.58% |
| 2000 |
-6.29%
|
-10.77% |
+9.39%
|
-3.34% |
| 1999 |
+24.62%
|
-3.51% |
+18.95%
|
-2.74% |
| 1998 |
+7.96%
|
-18.97% |
+13.95%
|
-10.75% |
| 1997 |
+13.00%
|
-6.45% |
+16.27%
|
-2.68% |
| 1996 |
+17.62%
|
-3.90% |
+20.00%
|
-2.93% |
| 1995 |
+19.21%
|
-1.83% |
+26.04%
|
-0.64% |
| 1994 |
-3.04%
|
-8.81% |
-1.64%
|
-6.68% |
| 1993 |
+30.82%
|
-3.51% |
+14.31%
|
-2.17% |
| 1992 |
+1.63%
|
-4.41% |
+8.50%
|
-1.40% |
| 1991 |
+40.42%
|
-4.81% |
+23.44%
|
-3.45% |
| 1990 |
-7.96%
|
-17.89% |
-1.58%
|
-6.78% |
| 1989 |
+33.68%
|
-2.83% |
+26.71%
|
-1.47% |
| 1988 |
+20.54%
|
-3.36% |
+15.37%
|
-2.21% |
| 1987 |
-1.94%
|
-23.37% |
+7.28%
|
-18.97% |
| 1986 |
+22.60%
|
-5.37% |
+23.86%
|
-4.64% |
| 1985 |
+31.86%
|
-2.95% |
+30.79%
|
-1.26% |
