Stocks/Bonds 20/80 Momentum vs All Country World 20/80 Portfolio Comparison

Last Update: 30 April 2024

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.25% compound annual return, with a 4.96% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 5.77% compound annual return, with a 5.62% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 20/80 Momentum Portfolio All Country World 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
30 Years Stats Return +6.25% +5.77%
Std Dev 4.96% 5.62%
Max Drawdown -17.91% -17.97%
All time Stats
(Since Jan 1985)		 Return +7.46% +7.21%
Std Dev 5.30% 5.90%
Max Drawdown -17.91% -17.97%
Last Update: 30 April 2024

Historical Returns as of Apr 30, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Momentum Portfolio -3.11 +9.61 +3.69 +2.04 +3.58 +6.25 +7.46
All Country World 20/80 Portfolio -2.38 +8.48 +4.48 +1.86 +3.02 +5.77 +7.21
Return over 1 year are annualized.

Capital Growth as of Apr 30, 2024

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since May 1994, now would be worth 6.16$, with a total return of 516.14% (6.25% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since May 1994, now would be worth 5.38$, with a total return of 437.91% (5.77% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 16.95$, with a total return of 1595.47% (7.46% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.44$, with a total return of 1443.93% (7.21% annualized).

Drawdowns

Drawdown comparison chart since May 1994.

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Stocks/Bonds 20/80 Momentum 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
-17.97% Sep 2021 Sep 2022 (13) In progress (32) 10.46
-17.91% Nov 2021 Sep 2022 (11) In progress (30) 12.24
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39
-2.82% Apr 2004 May 2004 (2) Sep 2004 (6) 1.79
-2.77% Feb 2018 Oct 2018 (9) Jan 2019 (12) 1.50
-2.61% Aug 2011 Sep 2011 (2) Oct 2011 (3) 1.33
-2.48% May 2013 Jun 2013 (2) Oct 2013 (6) 1.41
-2.37% Apr 2004 Apr 2004 (1) Aug 2004 (5) 1.53
-2.31% May 1999 May 1999 (1) Oct 1999 (6) 1.55

Drawdown comparison chart since January 1985.

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Stocks/Bonds 20/80 Momentum 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
-17.97% Sep 2021 Sep 2022 (13) In progress (32) 10.46
-17.91% Nov 2021 Sep 2022 (11) In progress (30) 12.24
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-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
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-5.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.85
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.15% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.63
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52

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
+0.13%
 -3.11%
-0.94%
 -2.38%
2023
+6.16%
 -5.43%
+10.25%
 -5.13%
2022
-14.14%
 -17.00%
-14.66%
 -17.51%
2021
+1.18%
 -2.95%
+2.00%
 -1.92%
2020
+12.14%
 -3.46%
+8.36%
 -6.55%
2019
+12.52%
 -0.69%
+12.96%
 -0.19%
2018
-0.42%
 -3.12%
-1.87%
 -2.77%
2017
+10.35%
 0.00%
+8.23%
 -0.08%
2016
+3.02%
 -3.64%
+5.12%
 -2.99%
2015
+2.23%
 -1.48%
+0.31%
 -3.05%
2014
+7.58%
 -0.83%
+6.24%
 -1.20%
2013
+5.23%
 -2.48%
+2.59%
 -4.30%
2012
+5.51%
 -0.69%
+9.39%
 -1.73%
2011
+7.52%
 -0.70%
+4.99%
 -2.61%
2010
+8.56%
 -0.70%
+8.78%
 -1.65%
2009
+6.40%
 -6.03%
+14.11%
 -6.27%
2008
-2.70%
 -9.00%
-6.88%
 -14.04%
2007
+9.07%
 -0.41%
+6.77%
 -0.67%
2006
+5.53%
 -1.33%
+7.46%
 -1.15%
2005
+5.74%
 -1.35%
+5.53%
 -1.32%
2004
+6.73%
 -2.37%
+7.53%
 -2.82%
2003
+8.38%
 -2.29%
+12.92%
 -1.93%
2002
+4.15%
 -1.79%
+3.34%
 -3.57%
2001
+3.27%
 -2.01%
+6.33%
 -1.65%
2000
+7.19%
 -1.52%
+5.87%
 -1.99%
1999
+7.48%
 -1.73%
+7.97%
 -2.31%
1998
+16.62%
 -1.24%
+10.80%
 -4.73%
1997
+14.93%
 -1.81%
+7.03%
 -1.93%
1996
+8.83%
 -1.37%
+9.34%
 -1.45%
1995
+23.01%
 0.00%
+19.70%
 0.00%
1994
-2.34%
 -5.46%
-3.54%
 -6.27%
1993
+10.39%
 -0.92%
+15.69%
 -1.44%
1992
+6.58%
 -1.69%
+6.02%
 -2.92%
1991
+19.58%
 -0.95%
+18.43%
 -1.65%
1990
+7.22%
 -2.90%
+2.13%
 -5.58%
1989
+19.47%
 -0.82%
+13.30%
 -1.73%
1988
+7.30%
 -2.80%
+10.56%
 -1.30%
1987
+1.70%
 -6.53%
+4.29%
 -6.26%
1986
+16.62%
 -3.15%
+20.59%
 -2.84%
1985
+24.27%
 -1.28%
+26.72%
 -1.78%