Dynamic 60/40 Income vs Stocks/Bonds 60/40 Momentum 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 Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.98% compound annual return, with a 9.57% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Dynamic 60/40 Income Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +7.13% +9.98%
Std Dev 9.33% 9.57%
Max Drawdown -41.44% -32.52%
All time Stats
(Since Jan 1992)		 Return +7.42% +9.69%
Std Dev 9.10% 9.36%
Max Drawdown -41.44% -32.52%
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 60/40 Income Portfolio +1.24 +12.08 +11.69 +5.17 +5.47 +7.13 +7.42
Stocks/Bonds 60/40 Momentum Portfolio +2.17 +22.75 +21.53 +7.57 +8.75 +9.98 +9.69
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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 17.36$, with a total return of 1635.93% (9.98% 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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1992, now would be worth 19.74$, with a total return of 1873.97% (9.69% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Dynamic 60/40 Income Portfolio
Stocks/Bonds 60/40 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
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (29) 16.25
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87
-4.61% Aug 2015 Sep 2015 (2) Mar 2016 (8) 2.30
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.07% Sep 1994 Nov 1994 (3) Feb 1995 (6) 2.01
-3.78% May 2013 Aug 2013 (4) Oct 2013 (6) 2.06

Drawdown comparison chart since January 1992.

Swipe left to see all data
Dynamic 60/40 Income Portfolio
Stocks/Bonds 60/40 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
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (29) 16.25
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-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
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-6.35% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.96
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87
-4.61% Aug 2015 Sep 2015 (2) Mar 2016 (8) 2.30
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+2.73%
 -0.14%
+11.43%
 0.00%
2023
+12.28%
 -6.45%
+7.66%
 -5.48%
2022
-15.89%
 -18.21%
-16.20%
 -21.97%
2021
+15.27%
 -2.58%
+7.27%
 -2.88%
2020
+6.26%
 -14.24%
+20.99%
 -10.73%
2019
+18.59%
 -1.55%
+19.89%
 -0.92%
2018
-3.28%
 -6.80%
-1.04%
 -9.29%
2017
+8.11%
 -0.39%
+23.93%
 0.00%
2016
+7.39%
 -2.92%
+4.01%
 -3.57%
2015
+0.49%
 -4.42%
+5.58%
 -4.61%
2014
+11.87%
 -2.32%
+11.10%
 -2.40%
2013
+8.15%
 -3.78%
+19.91%
 -2.13%
2012
+12.84%
 -3.09%
+10.22%
 -3.51%
2011
+3.16%
 -10.41%
+6.73%
 -7.14%
2010
+14.75%
 -5.96%
+13.29%
 -6.43%
2009
+25.31%
 -19.50%
+11.92%
 -12.79%
2008
-21.78%
 -30.14%
-21.83%
 -24.08%
2007
-3.54%
 -7.01%
+13.35%
 -1.41%
2006
+14.28%
 -1.89%
+8.04%
 -2.23%
2005
+5.27%
 -2.10%
+12.44%
 -0.99%
2004
+12.11%
 -4.29%
+11.72%
 -2.06%
2003
+22.26%
 0.00%
+17.18%
 -1.95%
2002
-0.78%
 -6.19%
-4.07%
 -11.25%
2001
+5.55%
 -3.29%
-7.04%
 -13.57%
2000
+5.79%
 -3.60%
-1.21%
 -6.50%
1999
+4.89%
 -3.30%
+23.95%
 -1.65%
1998
+5.13%
 -7.02%
+32.69%
 -6.78%
1997
+16.74%
 -0.91%
+25.89%
 -3.48%
1996
+16.21%
 -0.78%
+19.33%
 -2.32%
1995
+20.42%
 -0.12%
+32.67%
 0.00%
1994
-3.20%
 -6.80%
-1.72%
 -6.35%
1993
+14.00%
 -1.75%
+11.81%
 -0.99%
1992
+13.92%
 -0.48%
+5.45%
 -2.52%