Gretchen Tai vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Gretchen Tai Portfolio obtained a 7.11% compound annual return, with a 11.65% 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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Gretchen Tai Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 70% 40%
Fixed Income 30% 60%
Commodities 0% 0%
30 Years Stats Return +7.11% +8.06%
Std Dev 11.65% 7.02%
Max Drawdown -41.80% -21.11%
All time Stats
(Since Jan 1986)
Return +8.78% +8.86%
Std Dev 11.87% 7.31%
Max Drawdown -41.80% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1986

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1M 6M 1Y 5Y 10Y 30Y MAX
Gretchen Tai Portfolio +2.33 +7.44 +13.06 +6.27 +5.77 +7.11 +8.78
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +8.86
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gretchen Tai Portfolio: an investment of 1$, since March 1994, now would be worth 7.85$, with a total return of 684.95% (7.11% 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).

Gretchen Tai Portfolio: an investment of 1$, since January 1986, now would be worth 24.87$, with a total return of 2386.88% (8.78% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1986, now would be worth 25.52$, with a total return of 2451.76% (8.86% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gretchen Tai 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
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.27% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.35
-4.65% Mar 1994 Mar 1994 (1) Aug 1994 (6) 2.77
-4.43% Aug 1997 Aug 1997 (1) Feb 1998 (7) 2.78
-4.17% May 2013 Jun 2013 (2) Sep 2013 (5) 2.21
-4.14% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.48
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.77% May 2019 May 2019 (1) Jun 2019 (2) 2.18

Drawdown comparison chart since January 1986.

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Gretchen Tai 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
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-17.50% Sep 1987 Nov 1987 (3) Nov 1988 (15) 8.27
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-16.12% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.89
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-7.04% Feb 1994 Mar 1994 (2) May 1995 (16) 4.43
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-4.54% Sep 1986 Oct 1986 (2) Jan 1987 (5) 2.65

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
+1.47%
-0.85%
+5.54%
0.00%
2023
+15.12%
-9.19%
+6.91%
-5.18%
2022
-17.30%
-23.59%
-15.17%
-19.48%
2021
+12.15%
-3.19%
+4.23%
-2.38%
2020
+12.24%
-16.24%
+16.57%
-7.10%
2019
+20.82%
-3.77%
+16.20%
-0.81%
2018
-7.59%
-10.37%
-0.73%
-5.89%
2017
+18.32%
0.00%
+17.14%
0.00%
2016
+7.93%
-3.80%
+3.51%
-3.61%
2015
-2.21%
-8.93%
+3.91%
-2.95%
2014
+4.44%
-3.36%
+9.34%
-1.49%
2013
+14.58%
-4.17%
+12.57%
-1.74%
2012
+14.85%
-6.38%
+7.87%
-2.05%
2011
-1.45%
-14.25%
+7.13%
-3.62%
2010
+12.51%
-8.38%
+10.93%
-3.48%
2009
+26.58%
-15.87%
+9.16%
-9.41%
2008
-27.67%
-32.64%
-12.27%
-15.80%
2007
+9.39%
-4.36%
+11.21%
-0.82%
2006
+17.39%
-3.34%
+6.78%
-1.50%
2005
+10.26%
-3.11%
+9.09%
-0.93%
2004
+15.60%
-4.14%
+9.22%
-2.12%
2003
+29.40%
-2.98%
+12.78%
-1.27%
2002
-7.43%
-14.03%
+0.04%
-5.36%
2001
-6.29%
-15.42%
-1.88%
-6.89%
2000
-4.67%
-9.28%
+2.99%
-3.33%
1999
+22.01%
-2.31%
+15.71%
-1.69%
1998
+10.02%
-12.86%
+24.65%
-4.13%
1997
+11.39%
-4.43%
+20.41%
-2.69%
1996
+10.62%
-3.29%
+14.08%
-1.52%
1995
+17.98%
-1.12%
+27.84%
0.00%
1994
-0.51%
-7.04%
-2.03%
-5.91%
1993
+26.87%
-4.15%
+11.10%
-0.87%
1992
+0.50%
-4.36%
+6.01%
-2.11%
1991
+30.31%
-4.13%
+23.91%
-1.79%
1990
-8.54%
-16.12%
+5.79%
-5.29%
1989
+25.15%
-2.12%
+25.29%
-1.01%
1988
+19.39%
-3.11%
+7.24%
-2.95%
1987
+4.96%
-17.50%
+1.86%
-13.77%
1986
+29.74%
-4.54%
+18.14%
-4.37%