Stocks/Bonds 20/80 vs All Country World Bonds 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 Bonds Portfolio obtained a 5.30% compound annual return, with a 4.59% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 20/80 Portfolio All Country World Bonds Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 0%
Fixed Income 80% 100%
Commodities 0% 0%
30 Years Stats Return +5.80% +5.30%
Std Dev 4.88% 4.59%
Max Drawdown -16.57% -17.60%
All time Stats
(Since Jan 1985)		 Return +7.04% +6.66%
Std Dev 5.21% 4.90%
Max Drawdown -16.57% -17.60%
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 Bonds Portfolio +1.12 +6.95 +4.00 +0.33 +1.89 +5.30 +6.66
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 Bonds Portfolio: an investment of 1$, since April 1994, now would be worth 4.71$, with a total return of 370.62% (5.30% 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 Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.55$, with a total return of 1155.18% (6.66% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 20/80 Portfolio
All Country World Bonds Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (39) 10.55
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.00% Jan 2009 Feb 2009 (2) Apr 2009 (4) 1.69
-2.69% May 1999 Aug 1999 (4) Nov 1999 (7) 1.71
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.58% Apr 2004 May 2004 (2) Sep 2004 (6) 1.65
-2.56% May 2013 Jun 2013 (2) Oct 2013 (6) 1.44
-2.42% Apr 1994 Jun 1994 (3) Feb 1995 (11) 1.42
-2.40% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.09
-2.40% Dec 1996 Mar 1997 (4) May 1997 (6) 1.28
-2.23% Feb 2015 Jun 2015 (5) Feb 2016 (13) 1.09
-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 Bonds Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (39) 10.55
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-6.85% Feb 1994 Jun 1994 (5) May 1995 (16) 4.92
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-5.71% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.06
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.14% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.66
-3.09% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.07
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.00% Jan 2009 Feb 2009 (2) Apr 2009 (4) 1.69
-2.99% Apr 1987 May 1987 (2) Jul 1987 (4) 1.88
-2.97% Jan 1990 Apr 1990 (4) May 1990 (5) 1.80
-2.91% Jan 1990 Jan 1990 (1) May 1990 (5) 1.94

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%
-0.12%
 -1.22%
2023
+9.54%
 -5.62%
+7.31%
 -4.10%
2022
-14.39%
 -16.57%
-13.82%
 -15.86%
2021
+3.64%
 -1.82%
-2.06%
 -3.44%
2020
+10.38%
 -3.92%
+6.30%
 -3.92%
2019
+13.20%
 -0.07%
+9.49%
 -0.86%
2018
-1.13%
 -2.67%
+0.10%
 -1.92%
2017
+7.10%
 -0.02%
+4.16%
 -0.40%
2016
+4.58%
 -2.40%
+4.27%
 -3.54%
2015
+0.52%
 -1.90%
+0.85%
 -2.23%
2014
+7.16%
 -0.89%
+6.88%
 -0.66%
2013
+5.01%
 -2.56%
-2.50%
 -5.16%
2012
+5.82%
 -0.62%
+7.45%
 -0.22%
2011
+6.53%
 -0.88%
+8.12%
 -0.42%
2010
+8.44%
 -0.76%
+7.71%
 -2.17%
2009
+8.69%
 -5.67%
+9.48%
 -3.00%
2008
-1.91%
 -8.42%
+2.29%
 -8.82%
2007
+6.61%
 -0.76%
+6.05%
 -1.42%
2006
+6.55%
 -1.09%
+4.63%
 -1.46%
2005
+3.18%
 -1.84%
+4.71%
 -1.32%
2004
+5.95%
 -2.58%
+6.09%
 -3.02%
2003
+9.33%
 -2.13%
+8.25%
 -3.22%
2002
+2.51%
 -2.13%
+9.30%
 -1.07%
2001
+4.55%
 -1.99%
+12.23%
 -0.35%
2000
+7.00%
 -2.23%
+11.10%
 -0.72%
1999
+4.16%
 -2.17%
+3.71%
 -2.69%
1998
+11.52%
 -2.15%
+8.51%
 -2.13%
1997
+13.75%
 -1.70%
+5.56%
 -2.07%
1996
+7.06%
 -1.44%
+8.94%
 -2.00%
1995
+21.70%
 0.00%
+20.40%
 -0.22%
1994
-2.16%
 -5.50%
-5.13%
 -6.85%
1993
+9.87%
 -1.10%
+14.09%
 -0.38%
1992
+7.53%
 -1.25%
+9.20%
 -1.73%
1991
+18.68%
 -1.05%
+18.81%
 -0.40%
1990
+5.70%
 -3.09%
+7.31%
 -2.97%
1989
+16.54%
 -0.87%
+12.84%
 -1.53%
1988
+9.35%
 -2.17%
+7.90%
 -2.11%
1987
+1.75%
 -6.14%
+1.20%
 -5.71%
1986
+15.00%
 -3.14%
+15.08%
 -2.62%
1985
+24.05%
 -1.20%
+22.99%
 -2.83%