Rob Arnott vs Stocks/Bonds 40/60 Portfolio Comparison

Last Update: 29 February 2024

The Rob Arnott Portfolio obtained a 6.50% compound annual return, with a 7.22% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Portfolio obtained a 7.00% compound annual return, with a 6.99% standard deviation, in the last 30 Years.

Summary

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Rob Arnott Portfolio Stocks/Bonds 40/60 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
30 Years Stats Return +6.50% +7.00%
Std Dev 7.22% 6.99%
Max Drawdown -24.27% -19.17%
All time Stats
(Since Jan 1985)
Return +8.17% +8.24%
Std Dev 7.17% 7.26%
Max Drawdown -24.27% -19.17%
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
Rob Arnott Portfolio +0.06 +3.82 +6.79 +4.16 +3.85 +6.50 +8.17
Stocks/Bonds 40/60 Portfolio +1.32 +6.96 +13.37 +6.01 +5.74 +7.00 +8.24
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Rob Arnott Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.71% (6.50% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 7.61$, with a total return of 661.45% (7.00% annualized).

Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 21.69$, with a total return of 2068.86% (8.17% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 22.26$, with a total return of 2126.34% (8.24% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Rob Arnott Portfolio
Stocks/Bonds 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-17.86% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-5.26% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.05
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15
-4.10% Mar 1994 Jun 1994 (4) Jan 1995 (11) 2.30
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10
-3.86% Aug 2016 Nov 2016 (4) May 2017 (10) 1.64
-3.79% Apr 2000 May 2000 (2) Aug 2000 (5) 1.92

Drawdown comparison chart since January 1985.

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Rob Arnott Portfolio
Stocks/Bonds 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-17.86% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-13.08% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.07
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-7.37% Feb 1994 Nov 1994 (10) May 1995 (16) 4.71
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-6.11% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.26
-5.98% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.72
-5.70% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.67
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-5.21% Sep 1987 Nov 1987 (3) Jan 1988 (5) 3.32
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 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
-0.70%
-0.76%
+1.67%
0.00%
2023
+9.08%
-7.06%
+13.66%
-6.58%
2022
-14.81%
-17.86%
-15.67%
-18.63%
2021
+11.04%
-1.71%
+9.15%
-2.56%
2020
+7.98%
-8.72%
+13.04%
-8.09%
2019
+16.67%
-0.49%
+17.57%
-1.77%
2018
-4.12%
-4.84%
-2.15%
-5.36%
2017
+9.02%
-0.37%
+10.63%
-0.00%
2016
+7.14%
-3.86%
+6.64%
-1.57%
2015
-3.26%
-5.73%
+0.48%
-3.41%
2014
+7.59%
-2.79%
+8.51%
-1.20%
2013
+1.41%
-5.66%
+12.12%
-1.84%
2012
+10.55%
-2.17%
+8.47%
-2.11%
2011
+7.73%
-3.51%
+5.14%
-4.76%
2010
+11.89%
-2.99%
+10.69%
-3.96%
2009
+14.59%
-11.26%
+13.74%
-8.68%
2008
-11.48%
-21.15%
-10.67%
-14.39%
2007
+7.64%
-1.84%
+6.30%
-1.93%
2006
+8.97%
-1.26%
+8.84%
-1.40%
2005
+7.74%
-2.50%
+3.96%
-1.77%
2004
+11.93%
-4.70%
+7.66%
-2.46%
2003
+17.00%
-2.42%
+14.68%
-1.08%
2002
+8.16%
-0.99%
-3.23%
-6.97%
2001
+0.06%
-2.47%
+0.67%
-5.62%
2000
+12.87%
-0.83%
+2.61%
-4.51%
1999
+7.22%
-2.71%
+9.07%
-2.57%
1998
+6.53%
-4.10%
+14.45%
-6.25%
1997
+7.20%
-2.36%
+18.06%
-2.41%
1996
+11.02%
-0.75%
+10.53%
-2.15%
1995
+21.23%
0.00%
+25.22%
0.00%
1994
-2.84%
-7.37%
-1.66%
-5.98%
1993
+13.77%
-2.73%
+10.06%
-1.23%
1992
+6.56%
-2.87%
+7.93%
-1.27%
1991
+18.67%
-1.99%
+22.10%
-1.98%
1990
+2.80%
-6.11%
+2.76%
-5.70%
1989
+17.53%
-1.16%
+19.43%
-1.12%
1988
+13.48%
-1.21%
+11.34%
-1.71%
1987
+6.41%
-5.21%
+1.97%
-13.08%
1986
+21.76%
-3.06%
+14.89%
-4.37%
1985
+27.17%
-1.73%
+25.86%
-1.17%