Craig Israelsen 7Twelve vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Craig Israelsen 7Twelve Portfolio obtained a 6.63% compound annual return, with a 9.77% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Craig Israelsen 7Twelve Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 50% 40%
Fixed Income 33.34% 60%
Commodities 16.66% 0%
30 Years Stats Return +6.63% +8.06%
Std Dev 9.77% 7.02%
Max Drawdown -37.96% -21.11%
All time Stats
(Since Jan 1982)
Return +8.90% +9.74%
Std Dev 9.42% 7.44%
Max Drawdown -37.96% -21.11%
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
Craig Israelsen 7Twelve Portfolio +1.69 +4.77 +8.60 +5.79 +3.93 +6.63 +8.90
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since March 1994, now would be worth 6.86$, with a total return of 586.32% (6.63% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since January 1982, now would be worth 36.37$, with a total return of 3537.19% (8.90% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Craig Israelsen 7Twelve Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.96% Jun 2008 Feb 2009 (9) Feb 2011 (33) 18.93
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-17.90% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-14.54% Jul 2014 Feb 2016 (20) Jul 2017 (37) 6.60
-13.54% Apr 1998 Aug 1998 (5) Apr 1999 (13) 6.14
-13.50% May 2011 Sep 2011 (5) Dec 2012 (20) 4.88
-13.28% Apr 2022 Sep 2022 (6) Feb 2024 (23) 6.26
-10.05% Feb 2001 Sep 2001 (8) Apr 2003 (27) 4.49
-9.83% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.66
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.00
-4.51% Sep 1994 Nov 1994 (3) Apr 1995 (8) 2.66
-4.35% Nov 2007 Jan 2008 (3) Apr 2008 (6) 2.51
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.93% May 2019 May 2019 (1) Oct 2019 (6) 1.58
-3.77% Mar 1994 Mar 1994 (1) Aug 1994 (6) 2.16
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07

Drawdown comparison chart since January 1982.

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Craig Israelsen 7Twelve Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.96% Jun 2008 Feb 2009 (9) Feb 2011 (33) 18.93
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-17.90% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-14.54% Jul 2014 Feb 2016 (20) Jul 2017 (37) 6.60
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-13.54% Apr 1998 Aug 1998 (5) Apr 1999 (13) 6.14
-13.50% May 2011 Sep 2011 (5) Dec 2012 (20) 4.88
-13.43% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.31
-13.28% Apr 2022 Sep 2022 (6) Feb 2024 (23) 6.26
-10.05% Feb 2001 Sep 2001 (8) Apr 2003 (27) 4.49
-9.83% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.66
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.66% Feb 1994 Nov 1994 (10) May 1995 (16) 4.30
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-5.15% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.85

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
+1.39%
-0.30%
+5.54%
0.00%
2023
+8.77%
-6.61%
+6.91%
-5.18%
2022
-7.91%
-13.28%
-15.17%
-19.48%
2021
+16.41%
-3.52%
+4.23%
-2.38%
2020
+3.64%
-17.90%
+16.57%
-7.10%
2019
+17.04%
-3.93%
+16.20%
-0.81%
2018
-6.60%
-9.83%
-0.73%
-5.89%
2017
+11.15%
-0.23%
+17.14%
0.00%
2016
+7.88%
-3.46%
+3.51%
-3.61%
2015
-6.71%
-8.96%
+3.91%
-2.95%
2014
-0.27%
-5.11%
+9.34%
-1.49%
2013
+9.98%
-2.34%
+12.57%
-1.74%
2012
+9.05%
-5.96%
+7.87%
-2.05%
2011
-0.33%
-13.50%
+7.13%
-3.62%
2010
+12.87%
-7.69%
+10.93%
-3.48%
2009
+19.77%
-13.75%
+9.16%
-9.41%
2008
-24.01%
-29.50%
-12.27%
-15.80%
2007
+11.31%
-2.37%
+11.21%
-0.82%
2006
+12.08%
-2.41%
+6.78%
-1.50%
2005
+11.36%
-3.44%
+9.09%
-0.93%
2004
+14.33%
-5.06%
+9.22%
-2.12%
2003
+25.20%
-1.95%
+12.78%
-1.27%
2002
+4.93%
-5.27%
+0.04%
-5.36%
2001
-4.66%
-10.05%
-1.88%
-6.89%
2000
+11.53%
-2.79%
+2.99%
-3.33%
1999
+19.24%
-3.02%
+15.71%
-1.69%
1998
-1.40%
-13.54%
+24.65%
-4.13%
1997
+7.34%
-3.49%
+20.41%
-2.69%
1996
+16.09%
-3.26%
+14.08%
-1.52%
1995
+18.64%
-1.07%
+27.84%
0.00%
1994
-1.53%
-6.66%
-2.03%
-5.91%
1993
+17.28%
-3.19%
+11.10%
-0.87%
1992
+5.45%
-2.13%
+6.01%
-2.11%
1991
+26.17%
-3.31%
+23.91%
-1.79%
1990
+1.68%
-5.15%
+5.79%
-5.29%
1989
+27.09%
-1.51%
+25.29%
-1.01%
1988
+17.78%
-2.03%
+7.24%
-2.95%
1987
+3.08%
-13.43%
+1.86%
-13.77%
1986
+16.22%
-3.66%
+18.14%
-4.37%
1985
+24.57%
-0.68%
+26.30%
-0.74%
1984
+8.53%
-2.58%
+8.68%
-6.28%
1983
+17.12%
-1.50%
+9.91%
-2.81%
1982
+15.88%
-3.72%
+30.86%
-1.48%