Last Update: 31 March 2024
The European Stocks Portfolio obtained a 7.14% compound annual return, with a 17.87% standard deviation, in the last 30 Years.
The Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.33% standard deviation, in the last 30 Years.
Summary
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| European Stocks Portfolio | Dynamic 60/40 Income Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 100% | 60% |
| Fixed Income | 0% | 40% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.14% | +7.13% |
| Std Dev | 17.87% | 9.33% | |
| Max Drawdown | -59.77% | -41.44% | |
| All time Stats (Since Jan 1992) |
Return | +7.29% | +7.42% |
| Std Dev | 17.57% | 9.10% | |
| Max Drawdown | -59.77% | -41.44% | |
| 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 | |
|---|---|---|---|---|---|---|---|
| European Stocks Portfolio | +3.82 | +17.73 | +14.41 | +8.17 | +4.70 | +7.14 | +7.29 |
| Dynamic 60/40 Income Portfolio | +1.24 | +12.08 | +11.69 | +5.17 | +5.47 | +7.13 | +7.42 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
European Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 7.91$, with a total return of 690.82%
(7.14% annualized).
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).
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).
European Stocks Portfolio: an investment of 1$, since January 1992,
now would be worth 9.66$, with a total return of 866.47%
(7.29% 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).
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).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
European Stocks Portfolio
|
Dynamic 60/40 Income Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -59.77% | Nov 2007 | Feb 2009 (16) | Apr 2014 (78) | 30.21 | |||||
| -45.88% | Apr 2000 | Sep 2002 (30) | Dec 2004 (57) | 25.84 | |||||
| -41.44% | Jun 2007 | Feb 2009 (21) | Sep 2010 (40) | 16.67 | |||||
| -30.98% | Sep 2021 | Sep 2022 (13) | Dec 2023 (28) | 12.78 | |||||
| -25.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 13.06 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -19.44% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 9.54 | |||||
| -18.21% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.22 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -14.24% | Feb 2020 | Mar 2020 (2) | Nov 2020 (10) | 5.81 | |||||
| -10.41% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.57 | |||||
| -7.18% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 3.76 | |||||
| -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 | |||||
| -5.68% | Aug 1997 | Aug 1997 (1) | Sep 1997 (2) | 3.28 | |||||
| -5.18% | May 1994 | Jun 1994 (2) | Aug 1994 (4) | 2.96 | |||||
| -4.95% | Oct 1997 | Oct 1997 (1) | Jan 1998 (4) | 2.75 | |||||
| -4.90% | May 1999 | May 1999 (1) | Oct 1999 (6) | 2.35 | |||||
| -4.49% | Mar 2005 | May 2005 (3) | Jul 2005 (5) | 3.12 | |||||
Drawdown comparison chart since January 1992.
Swipe left to see all data
|
European Stocks Portfolio
|
Dynamic 60/40 Income Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -59.77% | Nov 2007 | Feb 2009 (16) | Apr 2014 (78) | 30.21 | |||||
| -45.88% | Apr 2000 | Sep 2002 (30) | Dec 2004 (57) | 25.84 | |||||
| -41.44% | Jun 2007 | Feb 2009 (21) | Sep 2010 (40) | 16.67 | |||||
| -30.98% | Sep 2021 | Sep 2022 (13) | Dec 2023 (28) | 12.78 | |||||
| -25.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 13.06 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -19.44% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 9.54 | |||||
| -18.21% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.22 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -14.24% | Feb 2020 | Mar 2020 (2) | Nov 2020 (10) | 5.81 | |||||
| -12.85% | Jun 1992 | Nov 1992 (6) | Aug 1993 (15) | 7.00 | |||||
| -10.41% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.57 | |||||
| -7.18% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 3.76 | |||||
| -7.02% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 3.48 | |||||
| -7.00% | Feb 1994 | Jun 1994 (5) | Aug 1994 (7) | 4.30 | |||||
| -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 | |||||
| -5.68% | Aug 1997 | Aug 1997 (1) | Sep 1997 (2) | 3.28 | |||||
| -4.95% | Oct 1997 | Oct 1997 (1) | Jan 1998 (4) | 2.75 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.01%
|
-1.23% |
+2.73%
|
-0.14% |
| 2023 |
+20.21%
|
-11.19% |
+12.28%
|
-6.45% |
| 2022 |
-16.00%
|
-30.58% |
-15.89%
|
-18.21% |
| 2021 |
+16.88%
|
-5.48% |
+15.27%
|
-2.58% |
| 2020 |
+6.11%
|
-25.65% |
+6.26%
|
-14.24% |
| 2019 |
+24.86%
|
-5.67% |
+18.59%
|
-1.55% |
| 2018 |
-14.91%
|
-19.44% |
-3.28%
|
-6.80% |
| 2017 |
+26.99%
|
-0.51% |
+8.11%
|
-0.39% |
| 2016 |
-0.37%
|
-8.60% |
+7.39%
|
-2.92% |
| 2015 |
-1.94%
|
-11.47% |
+0.49%
|
-4.42% |
| 2014 |
-7.10%
|
-11.75% |
+11.87%
|
-2.32% |
| 2013 |
+24.38%
|
-4.42% |
+8.15%
|
-3.78% |
| 2012 |
+21.57%
|
-14.17% |
+12.84%
|
-3.09% |
| 2011 |
-11.64%
|
-27.74% |
+3.16%
|
-10.41% |
| 2010 |
+6.05%
|
-17.10% |
+14.75%
|
-5.96% |
| 2009 |
+31.33%
|
-22.78% |
+25.31%
|
-19.50% |
| 2008 |
-44.71%
|
-48.36% |
-21.78%
|
-30.14% |
| 2007 |
+13.24%
|
-5.77% |
-3.54%
|
-7.01% |
| 2006 |
+33.06%
|
-2.93% |
+14.28%
|
-1.89% |
| 2005 |
+9.26%
|
-4.49% |
+5.27%
|
-2.10% |
| 2004 |
+20.86%
|
-3.93% |
+12.11%
|
-4.29% |
| 2003 |
+38.70%
|
-9.25% |
+22.26%
|
0.00% |
| 2002 |
-17.95%
|
-25.96% |
-0.78%
|
-6.19% |
| 2001 |
-20.30%
|
-27.21% |
+5.55%
|
-3.29% |
| 2000 |
-8.21%
|
-14.23% |
+5.79%
|
-3.60% |
| 1999 |
+16.66%
|
-4.90% |
+4.89%
|
-3.30% |
| 1998 |
+28.86%
|
-16.03% |
+5.13%
|
-7.02% |
| 1997 |
+24.23%
|
-5.68% |
+16.74%
|
-0.91% |
| 1996 |
+21.25%
|
-1.20% |
+16.21%
|
-0.78% |
| 1995 |
+22.28%
|
-3.97% |
+20.42%
|
-0.12% |
| 1994 |
+1.88%
|
-7.00% |
-3.20%
|
-6.80% |
| 1993 |
+29.13%
|
-2.19% |
+14.00%
|
-1.75% |
| 1992 |
-3.32%
|
-12.85% |
+13.92%
|
-0.48% |
