Dynamic 60/40 Income vs Stocks/Bonds 60/40 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 60/40 Portfolio obtained a 8.22% compound annual return, with a 9.62% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Stocks/Bonds 60/40 Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +6.98% +8.22%
Std Dev 9.36% 9.62%
Max Drawdown -41.44% -30.55%
All time Stats
(Since Jan 1992)
Return +7.40% +8.25%
Std Dev 9.11% 9.38%
Max Drawdown -41.44% -30.55%
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 60/40 Portfolio +2.65 +9.22 +18.40 +8.67 +7.85 +8.22 +8.25
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 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 10.68$, with a total return of 968.39% (8.22% 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 60/40 Portfolio: an investment of 1$, since January 1992, now would be worth 12.80$, with a total return of 1179.63% (8.25% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income Portfolio
Stocks/Bonds 60/40 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
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-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
-5.35% Apr 2000 May 2000 (2) Aug 2000 (5) 2.94
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-4.50% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.85
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
Stocks/Bonds 60/40 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
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-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
-6.47% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.76
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.35% Apr 2000 May 2000 (2) Aug 2000 (5) 2.94
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-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.
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Year Return Drawdown Return Drawdown
2024
+1.48%
-0.14%
+3.27%
0.00%
2023
+12.28%
-6.45%
+17.79%
-7.47%
2022
-15.89%
-18.21%
-16.95%
-20.69%
2021
+15.27%
-2.58%
+14.66%
-3.24%
2020
+6.26%
-14.24%
+15.70%
-12.29%
2019
+18.59%
-1.55%
+21.94%
-3.41%
2018
-3.28%
-6.80%
-3.17%
-8.38%
2017
+8.11%
-0.39%
+14.15%
0.00%
2016
+7.39%
-2.92%
+8.71%
-2.95%
2015
+0.49%
-4.42%
+0.44%
-5.24%
2014
+11.87%
-2.32%
+9.85%
-1.50%
2013
+8.15%
-3.78%
+19.23%
-2.27%
2012
+12.84%
-3.09%
+11.13%
-3.54%
2011
+3.16%
-10.41%
+3.75%
-9.00%
2010
+14.75%
-5.96%
+12.93%
-7.13%
2009
+25.31%
-19.50%
+18.79%
-11.70%
2008
-21.78%
-30.14%
-19.44%
-22.19%
2007
-3.54%
-7.01%
+5.99%
-3.07%
2006
+14.28%
-1.89%
+11.12%
-2.03%
2005
+5.27%
-2.10%
+4.74%
-2.34%
2004
+12.11%
-4.29%
+9.37%
-2.68%
2003
+22.26%
0.00%
+20.04%
-1.99%
2002
-0.78%
-6.19%
-8.98%
-13.74%
2001
+5.55%
-3.29%
-3.21%
-11.68%
2000
+5.79%
-3.60%
-1.79%
-8.27%
1999
+4.89%
-3.30%
+13.98%
-3.76%
1998
+5.13%
-7.02%
+17.39%
-10.18%
1997
+16.74%
-0.91%
+22.37%
-3.12%
1996
+16.21%
-0.78%
+14.01%
-3.33%
1995
+20.42%
-0.12%
+28.74%
-0.20%
1994
-3.20%
-6.80%
-1.16%
-6.47%
1993
+14.00%
-1.75%
+10.25%
-1.36%
1992
+13.92%
-0.48%
+8.32%
-1.65%