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 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 Mid-Twenties Portfolio | Stocks/Bonds 60/40 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 87% | 60% |
| Fixed Income | 13% | 40% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.41% | +9.98% |
| Std Dev | 13.87% | 9.57% | |
| Max Drawdown | -49.50% | -32.52% | |
| All time Stats (Since Jan 1985) |
Return | +10.31% | +10.91% |
| Std Dev | 14.03% | 9.87% | |
| Max Drawdown | -49.50% | -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 Mid-Twenties Portfolio | +2.54 | +16.63 | +16.82 | +8.12 | +7.42 | +8.41 | +10.31 |
| 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 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).
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 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).
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 Mid-Twenties 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 |
| -49.50% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 23.32 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -24.51% | Sep 2000 | Sep 2002 (25) | Oct 2003 (38) | 13.71 | |||||
| -24.50% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 12.51 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -19.79% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.08 | |||||
| -18.97% | May 1998 | Aug 1998 (4) | Mar 1999 (11) | 7.91 | |||||
| -17.88% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 6.87 | |||||
| -11.51% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.85 | |||||
| -11.15% | May 2015 | Feb 2016 (10) | Jul 2016 (15) | 5.91 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -7.08% | Sep 1994 | Jan 1995 (5) | May 1995 (9) | 4.16 | |||||
| -6.78% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 3.54 | |||||
| -6.45% | Aug 1997 | Oct 1997 (3) | Feb 1998 (7) | 4.05 | |||||
| -5.93% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.39 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -5.09% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.64 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Burton Malkiel Mid-Twenties 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 |
| -49.50% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 23.32 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -24.51% | Sep 2000 | Sep 2002 (25) | Oct 2003 (38) | 13.71 | |||||
| -24.50% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 12.51 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -23.37% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 11.78 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -20.08% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 11.04 | |||||
| -19.79% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.08 | |||||
| -18.97% | May 1998 | Aug 1998 (4) | Mar 1999 (11) | 7.91 | |||||
| -17.89% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 10.37 | |||||
| -17.88% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 6.87 | |||||
| -11.51% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.85 | |||||
| -11.15% | May 2015 | Feb 2016 (10) | Jul 2016 (15) | 5.91 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.94% | Jan 1990 | Apr 1990 (4) | Jul 1990 (7) | 4.95 | |||||
| -8.84% | Feb 1994 | Jan 1995 (12) | Jun 1995 (17) | 5.74 | |||||
| -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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.15%
|
-0.94% |
+11.43%
|
0.00% |
| 2023 |
+17.14%
|
-9.53% |
+7.66%
|
-5.48% |
| 2022 |
-17.64%
|
-24.50% |
-16.20%
|
-21.97% |
| 2021 |
+15.90%
|
-3.98% |
+7.27%
|
-2.88% |
| 2020 |
+12.95%
|
-19.79% |
+20.99%
|
-10.73% |
| 2019 |
+24.15%
|
-4.70% |
+19.89%
|
-0.92% |
| 2018 |
-7.95%
|
-11.51% |
-1.04%
|
-9.29% |
| 2017 |
+21.11%
|
0.00% |
+23.93%
|
0.00% |
| 2016 |
+8.95%
|
-4.88% |
+4.01%
|
-3.57% |
| 2015 |
-2.79%
|
-10.12% |
+5.58%
|
-4.61% |
| 2014 |
+6.93%
|
-3.65% |
+11.10%
|
-2.40% |
| 2013 |
+16.66%
|
-3.65% |
+19.91%
|
-2.13% |
| 2012 |
+16.07%
|
-7.38% |
+10.22%
|
-3.51% |
| 2011 |
-3.11%
|
-17.88% |
+6.73%
|
-7.14% |
| 2010 |
+15.09%
|
-10.53% |
+13.29%
|
-6.43% |
| 2009 |
+32.24%
|
-18.21% |
+11.92%
|
-12.79% |
| 2008 |
-34.16%
|
-38.26% |
-21.83%
|
-24.08% |
| 2007 |
+8.80%
|
-6.22% |
+13.35%
|
-1.41% |
| 2006 |
+21.60%
|
-4.18% |
+8.04%
|
-2.23% |
| 2005 |
+12.41%
|
-3.72% |
+12.44%
|
-0.99% |
| 2004 |
+16.58%
|
-5.93% |
+11.72%
|
-2.06% |
| 2003 |
+35.10%
|
-2.72% |
+17.18%
|
-1.95% |
| 2002 |
-10.76%
|
-18.40% |
-4.07%
|
-11.25% |
| 2001 |
-3.19%
|
-17.61% |
-7.04%
|
-13.57% |
| 2000 |
-6.29%
|
-10.77% |
-1.21%
|
-6.50% |
| 1999 |
+24.62%
|
-3.51% |
+23.95%
|
-1.65% |
| 1998 |
+7.96%
|
-18.97% |
+32.69%
|
-6.78% |
| 1997 |
+13.00%
|
-6.45% |
+25.89%
|
-3.48% |
| 1996 |
+17.62%
|
-3.90% |
+19.33%
|
-2.32% |
| 1995 |
+19.21%
|
-1.83% |
+32.67%
|
0.00% |
| 1994 |
-3.04%
|
-8.81% |
-1.72%
|
-6.35% |
| 1993 |
+30.82%
|
-3.51% |
+11.81%
|
-0.99% |
| 1992 |
+1.63%
|
-4.41% |
+5.45%
|
-2.52% |
| 1991 |
+40.42%
|
-4.81% |
+28.24%
|
-2.57% |
| 1990 |
-7.96%
|
-17.89% |
+4.36%
|
-7.66% |
| 1989 |
+33.68%
|
-2.83% |
+31.11%
|
-1.20% |
| 1988 |
+20.54%
|
-3.36% |
+7.18%
|
-3.36% |
| 1987 |
-1.94%
|
-23.37% |
+2.02%
|
-20.08% |
| 1986 |
+22.60%
|
-5.37% |
+19.66%
|
-5.55% |
| 1985 |
+31.86%
|
-2.95% |
+28.33%
|
-1.52% |
