High Yield Bonds Income vs All Country World 20/80 Portfolio Comparison

Last Update: 29 February 2024

The High Yield Bonds Income Portfolio obtained a 6.50% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 5.70% compound annual return, with a 5.63% standard deviation, in the last 30 Years.

Summary

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High Yield Bonds Income Portfolio All Country World 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +6.50% +5.70%
Std Dev 8.82% 5.63%
Max Drawdown -23.97% -17.97%
All time Stats
(Since Jan 1985)
Return +7.73% +7.26%
Std Dev 8.21% 5.89%
Max Drawdown -23.97% -17.97%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
High Yield Bonds Income Portfolio -0.33 +5.35 +8.92 +1.94 +2.90 +6.50 +7.73
All Country World 20/80 Portfolio +0.30 +4.91 +8.76 +2.53 +3.22 +5.70 +7.26
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

High Yield Bonds Income Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.58% (6.50% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 5.27$, with a total return of 427.37% (5.70% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.46$, with a total return of 1745.99% (7.73% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.57$, with a total return of 1457.42% (7.26% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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High Yield Bonds Income Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-17.97% Sep 2021 Sep 2022 (13) In progress (30) 10.68
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-5.42% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.76
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74
-4.40% Aug 2011 Sep 2011 (2) Oct 2011 (3) 2.28
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.14% Mar 1994 Jun 1994 (4) Apr 1995 (14) 2.67
-3.93% Oct 2016 Nov 2016 (2) Feb 2017 (5) 1.97
-3.91% Jul 2003 Jul 2003 (1) Sep 2003 (3) 2.27
-3.84% May 2007 Jul 2007 (3) Oct 2007 (6) 1.91

Drawdown comparison chart since January 1985.

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High Yield Bonds Income Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-17.97% Sep 2021 Sep 2022 (13) In progress (30) 10.68
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16
-7.41% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-6.27% Feb 1994 Jun 1994 (5) May 1995 (16) 4.39
-6.26% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.48
-5.58% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.94
-5.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.85
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74

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
-0.74%
-0.74%
-0.08%
-0.38%
2023
+11.21%
-5.58%
+10.25%
-5.13%
2022
-16.88%
-21.38%
-14.66%
-17.51%
2021
+0.88%
-3.16%
+2.00%
-1.92%
2020
+7.08%
-11.99%
+8.36%
-6.55%
2019
+16.98%
-0.39%
+12.96%
-0.19%
2018
-4.53%
-4.53%
-1.87%
-2.77%
2017
+8.78%
-0.17%
+8.23%
-0.08%
2016
+12.01%
-3.93%
+5.12%
-2.99%
2015
-3.94%
-6.90%
+0.31%
-3.05%
2014
+6.28%
-2.37%
+6.24%
-1.20%
2013
-0.40%
-6.71%
+2.59%
-4.30%
2012
+12.61%
-1.87%
+9.39%
-1.73%
2011
+9.07%
-4.40%
+4.99%
-2.61%
2010
+11.52%
-3.24%
+8.78%
-1.65%
2009
+23.52%
-10.62%
+14.11%
-6.27%
2008
-10.54%
-23.59%
-6.88%
-14.04%
2007
+3.36%
-3.84%
+6.77%
-0.67%
2006
+7.28%
-2.69%
+7.46%
-1.15%
2005
+5.61%
-2.30%
+5.53%
-1.32%
2004
+9.55%
-4.56%
+7.53%
-2.82%
2003
+18.30%
-3.91%
+12.92%
-1.93%
2002
+7.38%
-6.70%
+3.34%
-3.57%
2001
+10.89%
-3.49%
+6.33%
-1.65%
2000
+6.15%
-3.14%
+5.87%
-1.99%
1999
+6.34%
-3.60%
+7.97%
-2.31%
1998
+2.17%
-8.48%
+10.80%
-4.73%
1997
+13.61%
-2.54%
+7.03%
-1.93%
1996
+14.28%
-2.87%
+9.34%
-1.45%
1995
+22.64%
-0.20%
+19.70%
0.00%
1994
-4.27%
-7.41%
-3.54%
-6.27%
1993
+18.58%
-0.44%
+15.69%
-1.44%
1992
+12.00%
-2.11%
+6.02%
-2.92%
1991
+25.88%
0.00%
+18.43%
-1.65%
1990
-0.59%
-7.89%
+2.13%
-5.58%
1989
+8.29%
-0.68%
+13.30%
-1.73%
1988
+11.12%
-1.52%
+10.56%
-1.30%
1987
+0.07%
-7.63%
+4.29%
-6.26%
1986
+15.01%
-0.64%
+20.59%
-2.84%
1985
+21.64%
-1.39%
+26.72%
-1.78%