Dynamic 40/60 Income vs Credit Suisse Global Market Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

The Credit Suisse Global Market Portfolio obtained a 7.10% compound annual return, with a 8.25% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Dynamic 40/60 Income Portfolio Credit Suisse Global Market Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 45%
Fixed Income 60% 55%
Commodities 0% 0%
30 Years Stats Return +7.11% +7.10%
Std Dev 8.10% 8.25%
Max Drawdown -29.84% -25.90%
All time Stats
(Since Jan 1992)		 Return +7.38% +7.23%
Std Dev 7.89% 8.19%
Max Drawdown -29.84% -25.90%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Credit Suisse Global Market Portfolio +2.03 +12.66 +8.88 +4.25 +5.01 +7.10 +7.23
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

Credit Suisse Global Market Portfolio: an investment of 1$, since April 1994, now would be worth 7.82$, with a total return of 682.33% (7.10% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Credit Suisse Global Market Portfolio: an investment of 1$, since January 1992, now would be worth 9.51$, with a total return of 851.14% (7.23% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Dynamic 40/60 Income Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-23.10% Jan 2022 Sep 2022 (9) In progress (27) 14.30
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.28% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.57
-6.05% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.08
-5.62% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.67
-5.32% May 2013 Aug 2013 (4) Nov 2013 (7) 3.21
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.41% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.12
-4.15% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.55
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-3.97% Aug 1997 Aug 1997 (1) Jan 1998 (6) 1.83

Drawdown comparison chart since January 1992.

Swipe left to see all data
Dynamic 40/60 Income Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-23.10% Jan 2022 Sep 2022 (9) In progress (27) 14.30
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.85% Feb 1994 Nov 1994 (10) May 1995 (16) 4.92
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.28% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.57
-6.05% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.08
-5.62% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.67
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.32% May 2013 Aug 2013 (4) Nov 2013 (7) 3.21
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.41% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.12
-4.17% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.20
-4.15% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.55

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+3.47%
 0.00%
+2.06%
 -0.93%
2023
+11.97%
 -4.99%
+12.57%
 -8.81%
2022
-14.37%
 -17.33%
-19.25%
 -23.10%
2021
+6.72%
 -1.83%
+7.49%
 -2.99%
2020
+8.28%
 -12.42%
+12.06%
 -8.34%
2019
+15.91%
 -1.51%
+19.24%
 -1.07%
2018
-3.18%
 -5.09%
-4.76%
 -6.00%
2017
+9.18%
 0.00%
+13.93%
 0.00%
2016
+7.53%
 -1.95%
+6.49%
 -4.41%
2015
+0.21%
 -4.06%
-1.54%
 -6.05%
2014
+7.01%
 -1.44%
+10.70%
 -2.47%
2013
+6.13%
 -3.06%
+5.77%
 -5.32%
2012
+12.70%
 -2.72%
+12.25%
 -2.32%
2011
+2.96%
 -7.19%
+6.64%
 -3.80%
2010
+11.25%
 -3.72%
+11.92%
 -3.33%
2009
+22.37%
 -15.04%
+17.08%
 -12.90%
2008
-14.80%
 -23.51%
-12.93%
 -20.63%
2007
+0.88%
 -3.23%
+7.60%
 -2.29%
2006
+9.18%
 -1.29%
+12.00%
 -2.16%
2005
+5.23%
 -1.76%
+7.92%
 -2.32%
2004
+8.41%
 -3.31%
+11.74%
 -4.15%
2003
+21.64%
 -1.30%
+19.38%
 -1.62%
2002
+1.03%
 -6.73%
-0.18%
 -5.20%
2001
+8.71%
 -3.24%
-0.30%
 -6.28%
2000
+3.43%
 -4.13%
+2.79%
 -3.32%
1999
+11.02%
 -2.15%
+9.76%
 -2.51%
1998
+6.04%
 -9.38%
+13.06%
 -5.62%
1997
+16.36%
 -2.49%
+10.21%
 -3.97%
1996
+16.81%
 -1.12%
+8.88%
 -1.37%
1995
+23.17%
 0.00%
+21.92%
 0.00%
1994
-3.19%
 -5.36%
-3.16%
 -6.85%
1993
+14.73%
 -0.57%
+20.70%
 -2.78%
1992
+12.95%
 -0.70%
+4.18%
 -4.17%