Dynamic 60/40 Income vs John Wasik Nano Portfolio Comparison

Last Update: 30 April 2024

The Dynamic 60/40 Income Portfolio obtained a 7.03% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

The John Wasik Nano Portfolio obtained a 7.19% compound annual return, with a 9.67% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio John Wasik Nano Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +7.03% +7.19%
Std Dev 9.36% 9.67%
Max Drawdown -41.44% -36.66%
All time Stats
(Since Jan 1992)		 Return +7.28% +7.29%
Std Dev 9.12% 9.52%
Max Drawdown -41.44% -36.66%
Last Update: 30 April 2024

Historical Returns as of Apr 30, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio -3.50 +10.73 +7.16 +4.18 +4.97 +7.03 +7.28
John Wasik Nano Portfolio -3.91 +11.34 +5.07 +4.60 +4.98 +7.19 +7.29
Return over 1 year are annualized.

Capital Growth as of Apr 30, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since May 1994, now would be worth 7.68$, with a total return of 668.27% (7.03% annualized).

John Wasik Nano Portfolio: an investment of 1$, since May 1994, now would be worth 8.02$, with a total return of 701.73% (7.19% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.70$, with a total return of 870.25% (7.28% annualized).

John Wasik Nano Portfolio: an investment of 1$, since January 1992, now would be worth 9.72$, with a total return of 872.34% (7.29% annualized).

Drawdowns

Drawdown comparison chart since May 1994.

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Dynamic 60/40 Income Portfolio
John Wasik Nano 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
-36.66% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.28
-22.12% Jan 2022 Sep 2022 (9) In progress (28) 12.36
-18.21% Jan 2022 Sep 2022 (9) In progress (28) 11.08
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.34% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.12
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.69% May 2011 Sep 2011 (5) Jan 2012 (9) 3.98
-8.33% Jul 1998 Aug 1998 (2) Dec 1998 (6) 4.06
-7.24% Jun 2002 Oct 2002 (5) May 2003 (12) 4.79
-7.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.33
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.01% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.09
-5.73% Mar 2015 Sep 2015 (7) May 2016 (15) 2.97
-5.67% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.88
-5.04% May 2013 Aug 2013 (4) Oct 2013 (6) 2.95
-4.91% Sep 1994 Nov 1994 (3) Mar 1995 (7) 2.56
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
John Wasik Nano 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
-36.66% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.28
-22.12% Jan 2022 Sep 2022 (9) In progress (28) 12.36
-18.21% Jan 2022 Sep 2022 (9) In progress (28) 11.08
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.34% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.12
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.69% May 2011 Sep 2011 (5) Jan 2012 (9) 3.98
-8.33% Jul 1998 Aug 1998 (2) Dec 1998 (6) 4.06
-7.38% Feb 1994 Nov 1994 (10) May 1995 (16) 4.33
-7.24% Jun 2002 Oct 2002 (5) May 2003 (12) 4.79
-7.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.33
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.01% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.09
-5.73% Mar 2015 Sep 2015 (7) May 2016 (15) 2.97
-5.67% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.88
-5.04% May 2013 Aug 2013 (4) Oct 2013 (6) 2.95

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
-0.86%
 -3.50%
-1.48%
 -3.91%
2023
+12.28%
 -6.45%
+12.98%
 -8.30%
2022
-15.89%
 -18.21%
-17.26%
 -22.12%
2021
+15.27%
 -2.58%
+16.29%
 -3.22%
2020
+6.26%
 -14.24%
+8.50%
 -13.34%
2019
+18.59%
 -1.55%
+19.75%
 -1.71%
2018
-3.28%
 -6.80%
-5.32%
 -7.18%
2017
+8.11%
 -0.39%
+11.54%
 0.00%
2016
+7.39%
 -2.92%
+6.00%
 -3.76%
2015
+0.49%
 -4.42%
+0.12%
 -5.73%
2014
+11.87%
 -2.32%
+9.22%
 -3.12%
2013
+8.15%
 -3.78%
+9.31%
 -5.04%
2012
+12.84%
 -3.09%
+12.49%
 -3.95%
2011
+3.16%
 -10.41%
+3.71%
 -9.69%
2010
+14.75%
 -5.96%
+13.25%
 -6.63%
2009
+25.31%
 -19.50%
+19.70%
 -15.95%
2008
-21.78%
 -30.14%
-21.62%
 -27.92%
2007
-3.54%
 -7.01%
+3.53%
 -4.38%
2006
+14.28%
 -1.89%
+16.27%
 -2.01%
2005
+5.27%
 -2.10%
+7.29%
 -2.46%
2004
+12.11%
 -4.29%
+15.00%
 -5.67%
2003
+22.26%
 0.00%
+23.73%
 -1.83%
2002
-0.78%
 -6.19%
-1.46%
 -7.24%
2001
+5.55%
 -3.29%
-0.90%
 -6.01%
2000
+5.79%
 -3.60%
+6.11%
 -3.54%
1999
+4.89%
 -3.30%
+10.50%
 -2.43%
1998
+5.13%
 -7.02%
+8.26%
 -8.33%
1997
+16.74%
 -0.91%
+14.11%
 -2.72%
1996
+16.21%
 -0.78%
+12.88%
 -1.62%
1995
+20.42%
 -0.12%
+18.62%
 -0.74%
1994
-3.20%
 -6.80%
-1.54%
 -7.38%
1993
+14.00%
 -1.75%
+17.13%
 -4.02%
1992
+13.92%
 -0.48%
+4.96%
 -3.58%