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

Last Update: 31 March 2024

The Stocks/Bonds 20/80 Portfolio obtained a 5.80% compound annual return, with a 4.88% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 5.85% compound annual return, with a 5.60% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 20/80 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 +5.80% +5.85%
Std Dev 4.88% 5.60%
Max Drawdown -16.57% -17.97%
All time Stats
(Since Jan 1985)		 Return +7.04% +7.29%
Std Dev 5.21% 5.88%
Max Drawdown -16.57% -17.97%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Portfolio +1.28 +9.30 +6.92 +3.19 +3.72 +5.80 +7.04
All Country World 20/80 Portfolio +1.55 +9.57 +7.69 +2.51 +3.35 +5.85 +7.29
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.43$, with a total return of 442.69% (5.80% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.51$, with a total return of 450.53% (5.85% annualized).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 14.45$, with a total return of 1344.55% (7.04% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.82$, with a total return of 1481.57% (7.29% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 20/80 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 (31) 10.54
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-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
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.82% Apr 2004 May 2004 (2) Sep 2004 (6) 1.79
-2.77% Feb 2018 Oct 2018 (9) Jan 2019 (12) 1.50
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.61% Aug 2011 Sep 2011 (2) Oct 2011 (3) 1.33
-2.58% Apr 2004 May 2004 (2) Sep 2004 (6) 1.65
-2.56% May 2013 Jun 2013 (2) Oct 2013 (6) 1.44
-2.40% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.09
-2.31% May 1999 May 1999 (1) Oct 1999 (6) 1.55
-2.23% Apr 2000 May 2000 (2) Jun 2000 (3) 1.33

Drawdown comparison chart since January 1985.

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Stocks/Bonds 20/80 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 (31) 10.54
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-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
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-5.58% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.94
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71
-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
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.14% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.66
-3.09% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.07
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.99% Apr 1987 May 1987 (2) Jul 1987 (4) 1.88

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
+1.36%
 -0.02%
+1.47%
 -0.38%
2023
+9.54%
 -5.62%
+10.25%
 -5.13%
2022
-14.39%
 -16.57%
-14.66%
 -17.51%
2021
+3.64%
 -1.82%
+2.00%
 -1.92%
2020
+10.38%
 -3.92%
+8.36%
 -6.55%
2019
+13.20%
 -0.07%
+12.96%
 -0.19%
2018
-1.13%
 -2.67%
-1.87%
 -2.77%
2017
+7.10%
 -0.02%
+8.23%
 -0.08%
2016
+4.58%
 -2.40%
+5.12%
 -2.99%
2015
+0.52%
 -1.90%
+0.31%
 -3.05%
2014
+7.16%
 -0.89%
+6.24%
 -1.20%
2013
+5.01%
 -2.56%
+2.59%
 -4.30%
2012
+5.82%
 -0.62%
+9.39%
 -1.73%
2011
+6.53%
 -0.88%
+4.99%
 -2.61%
2010
+8.44%
 -0.76%
+8.78%
 -1.65%
2009
+8.69%
 -5.67%
+14.11%
 -6.27%
2008
-1.91%
 -8.42%
-6.88%
 -14.04%
2007
+6.61%
 -0.76%
+6.77%
 -0.67%
2006
+6.55%
 -1.09%
+7.46%
 -1.15%
2005
+3.18%
 -1.84%
+5.53%
 -1.32%
2004
+5.95%
 -2.58%
+7.53%
 -2.82%
2003
+9.33%
 -2.13%
+12.92%
 -1.93%
2002
+2.51%
 -2.13%
+3.34%
 -3.57%
2001
+4.55%
 -1.99%
+6.33%
 -1.65%
2000
+7.00%
 -2.23%
+5.87%
 -1.99%
1999
+4.16%
 -2.17%
+7.97%
 -2.31%
1998
+11.52%
 -2.15%
+10.80%
 -4.73%
1997
+13.75%
 -1.70%
+7.03%
 -1.93%
1996
+7.06%
 -1.44%
+9.34%
 -1.45%
1995
+21.70%
 0.00%
+19.70%
 0.00%
1994
-2.16%
 -5.50%
-3.54%
 -6.27%
1993
+9.87%
 -1.10%
+15.69%
 -1.44%
1992
+7.53%
 -1.25%
+6.02%
 -2.92%
1991
+18.68%
 -1.05%
+18.43%
 -1.65%
1990
+5.70%
 -3.09%
+2.13%
 -5.58%
1989
+16.54%
 -0.87%
+13.30%
 -1.73%
1988
+9.35%
 -2.17%
+10.56%
 -1.30%
1987
+1.75%
 -6.14%
+4.29%
 -6.26%
1986
+15.00%
 -3.14%
+20.59%
 -2.84%
1985
+24.05%
 -1.20%
+26.72%
 -1.78%