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

Last Update: 31 March 2024

The Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.33% 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

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Dynamic 60/40 Income Portfolio Credit Suisse Global Market Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 45%
Fixed Income 40% 55%
Commodities 0% 0%
30 Years Stats Return +7.13% +7.10%
Std Dev 9.33% 8.25%
Max Drawdown -41.44% -25.90%
All time Stats
(Since Jan 1992)		 Return +7.42% +7.23%
Std Dev 9.10% 8.19%
Max Drawdown -41.44% -25.90%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.24 +12.08 +11.69 +5.17 +5.47 +7.13 +7.42
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 60/40 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.90$, with a total return of 690.39% (7.13% 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 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.05$, with a total return of 905.43% (7.42% 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.

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Dynamic 60/40 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-23.10% Jan 2022 Sep 2022 (9) In progress (27) 14.30
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.28% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.57
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-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
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.41% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.12
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.15% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.55
-4.07% Sep 1994 Nov 1994 (3) Feb 1995 (6) 2.01

Drawdown comparison chart since January 1992.

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Dynamic 60/40 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-23.10% Jan 2022 Sep 2022 (9) In progress (27) 14.30
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.85% Feb 1994 Nov 1994 (10) May 1995 (16) 4.92
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.28% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.57
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-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
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.41% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.12
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49

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
+2.73%
 -0.14%
+2.06%
 -0.93%
2023
+12.28%
 -6.45%
+12.57%
 -8.81%
2022
-15.89%
 -18.21%
-19.25%
 -23.10%
2021
+15.27%
 -2.58%
+7.49%
 -2.99%
2020
+6.26%
 -14.24%
+12.06%
 -8.34%
2019
+18.59%
 -1.55%
+19.24%
 -1.07%
2018
-3.28%
 -6.80%
-4.76%
 -6.00%
2017
+8.11%
 -0.39%
+13.93%
 0.00%
2016
+7.39%
 -2.92%
+6.49%
 -4.41%
2015
+0.49%
 -4.42%
-1.54%
 -6.05%
2014
+11.87%
 -2.32%
+10.70%
 -2.47%
2013
+8.15%
 -3.78%
+5.77%
 -5.32%
2012
+12.84%
 -3.09%
+12.25%
 -2.32%
2011
+3.16%
 -10.41%
+6.64%
 -3.80%
2010
+14.75%
 -5.96%
+11.92%
 -3.33%
2009
+25.31%
 -19.50%
+17.08%
 -12.90%
2008
-21.78%
 -30.14%
-12.93%
 -20.63%
2007
-3.54%
 -7.01%
+7.60%
 -2.29%
2006
+14.28%
 -1.89%
+12.00%
 -2.16%
2005
+5.27%
 -2.10%
+7.92%
 -2.32%
2004
+12.11%
 -4.29%
+11.74%
 -4.15%
2003
+22.26%
 0.00%
+19.38%
 -1.62%
2002
-0.78%
 -6.19%
-0.18%
 -5.20%
2001
+5.55%
 -3.29%
-0.30%
 -6.28%
2000
+5.79%
 -3.60%
+2.79%
 -3.32%
1999
+4.89%
 -3.30%
+9.76%
 -2.51%
1998
+5.13%
 -7.02%
+13.06%
 -5.62%
1997
+16.74%
 -0.91%
+10.21%
 -3.97%
1996
+16.21%
 -0.78%
+8.88%
 -1.37%
1995
+20.42%
 -0.12%
+21.92%
 0.00%
1994
-3.20%
 -6.80%
-3.16%
 -6.85%
1993
+14.00%
 -1.75%
+20.70%
 -2.78%
1992
+13.92%
 -0.48%
+4.18%
 -4.17%