Dynamic 60/40 Income vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% 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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Dynamic 60/40 Income Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
30 Years Stats Return +6.98% +8.06%
Std Dev 9.36% 7.02%
Max Drawdown -41.44% -21.11%
All time Stats
(Since Jan 1992)
Return +7.40% +8.04%
Std Dev 9.11% 6.87%
Max Drawdown -41.44% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +8.04
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% 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).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1992, now would be worth 12.04$, with a total return of 1104.01% (8.04% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-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
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.78% May 2013 Aug 2013 (4) Oct 2013 (6) 2.06
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.70% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.47
-3.62% Jun 2011 Sep 2011 (4) Oct 2011 (5) 1.65

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-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
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.78% May 2013 Aug 2013 (4) Oct 2013 (6) 2.06
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.62% Jun 2011 Sep 2011 (4) Oct 2011 (5) 1.65

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
+1.48%
-0.14%
+5.54%
0.00%
2023
+12.28%
-6.45%
+6.91%
-5.18%
2022
-15.89%
-18.21%
-15.17%
-19.48%
2021
+15.27%
-2.58%
+4.23%
-2.38%
2020
+6.26%
-14.24%
+16.57%
-7.10%
2019
+18.59%
-1.55%
+16.20%
-0.81%
2018
-3.28%
-6.80%
-0.73%
-5.89%
2017
+8.11%
-0.39%
+17.14%
0.00%
2016
+7.39%
-2.92%
+3.51%
-3.61%
2015
+0.49%
-4.42%
+3.91%
-2.95%
2014
+11.87%
-2.32%
+9.34%
-1.49%
2013
+8.15%
-3.78%
+12.57%
-1.74%
2012
+12.84%
-3.09%
+7.87%
-2.05%
2011
+3.16%
-10.41%
+7.13%
-3.62%
2010
+14.75%
-5.96%
+10.93%
-3.48%
2009
+25.31%
-19.50%
+9.16%
-9.41%
2008
-21.78%
-30.14%
-12.27%
-15.80%
2007
-3.54%
-7.01%
+11.21%
-0.82%
2006
+14.28%
-1.89%
+6.78%
-1.50%
2005
+5.27%
-2.10%
+9.09%
-0.93%
2004
+12.11%
-4.29%
+9.22%
-2.12%
2003
+22.26%
0.00%
+12.78%
-1.27%
2002
-0.78%
-6.19%
+0.04%
-5.36%
2001
+5.55%
-3.29%
-1.88%
-6.89%
2000
+5.79%
-3.60%
+2.99%
-3.33%
1999
+4.89%
-3.30%
+15.71%
-1.69%
1998
+5.13%
-7.02%
+24.65%
-4.13%
1997
+16.74%
-0.91%
+20.41%
-2.69%
1996
+16.21%
-0.78%
+14.08%
-1.52%
1995
+20.42%
-0.12%
+27.84%
0.00%
1994
-3.20%
-6.80%
-2.03%
-5.91%
1993
+14.00%
-1.75%
+11.10%
-0.87%
1992
+13.92%
-0.48%
+6.01%
-2.11%