Stocks/Bonds 20/80 vs Stocks/Bonds 20/80 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 20/80 Portfolio obtained a 5.66% compound annual return, with a 4.92% standard deviation, in the last 30 Years.

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.20% compound annual return, with a 4.95% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 20/80 Portfolio Stocks/Bonds 20/80 Momentum Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
30 Years Stats Return +5.66% +6.20%
Std Dev 4.92% 4.95%
Max Drawdown -16.57% -17.91%
All time Stats
(Since Jan 1982)
Return +7.66% +8.15%
Std Dev 5.44% 5.50%
Max Drawdown -16.57% -17.91%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Portfolio -0.02 +4.68 +8.40 +3.30 +3.58 +5.66 +7.66
Stocks/Bonds 20/80 Momentum Portfolio +1.01 +6.71 +9.00 +2.91 +3.73 +6.20 +8.15
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 5.21$, with a total return of 421.19% (5.66% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 6.08$, with a total return of 507.85% (6.20% annualized).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1982, now would be worth 22.49$, with a total return of 2149.20% (7.66% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.22$, with a total return of 2622.09% (8.15% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Stocks/Bonds 20/80 Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.69% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.23
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.49% Mar 1994 Jun 1994 (4) Jan 1995 (11) 2.25
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39
-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
-2.48% May 2013 Jun 2013 (2) Oct 2013 (6) 1.41
-2.40% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.09
-2.37% Apr 2004 Apr 2004 (1) Aug 2004 (5) 1.53
-2.29% Jul 2003 Jul 2003 (1) Sep 2003 (3) 1.35
-2.26% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.22
-2.23% Apr 2000 May 2000 (2) Jun 2000 (3) 1.33

Drawdown comparison chart since January 1982.

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Stocks/Bonds 20/80 Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71
-5.47% Feb 1984 May 1984 (4) Aug 1984 (7) 2.67
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-5.25% Feb 1984 May 1984 (4) Aug 1984 (7) 2.52
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.28% May 1983 Jul 1983 (3) Nov 1983 (7) 1.66
-3.15% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.63
-3.14% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.66
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.09% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.07
-2.99% Apr 1987 May 1987 (2) Jul 1987 (4) 1.88
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39

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
+0.07%
-0.02%
+2.01%
0.00%
2023
+9.54%
-5.62%
+6.16%
-5.43%
2022
-14.39%
-16.57%
-14.14%
-17.00%
2021
+3.64%
-1.82%
+1.18%
-2.95%
2020
+10.38%
-3.92%
+12.14%
-3.46%
2019
+13.20%
-0.07%
+12.52%
-0.69%
2018
-1.13%
-2.67%
-0.42%
-3.12%
2017
+7.10%
-0.02%
+10.35%
0.00%
2016
+4.58%
-2.40%
+3.02%
-3.64%
2015
+0.52%
-1.90%
+2.23%
-1.48%
2014
+7.16%
-0.89%
+7.58%
-0.83%
2013
+5.01%
-2.56%
+5.23%
-2.48%
2012
+5.82%
-0.62%
+5.51%
-0.69%
2011
+6.53%
-0.88%
+7.52%
-0.70%
2010
+8.44%
-0.76%
+8.56%
-0.70%
2009
+8.69%
-5.67%
+6.40%
-6.03%
2008
-1.91%
-8.42%
-2.70%
-9.00%
2007
+6.61%
-0.76%
+9.07%
-0.41%
2006
+6.55%
-1.09%
+5.53%
-1.33%
2005
+3.18%
-1.84%
+5.74%
-1.35%
2004
+5.95%
-2.58%
+6.73%
-2.37%
2003
+9.33%
-2.13%
+8.38%
-2.29%
2002
+2.51%
-2.13%
+4.15%
-1.79%
2001
+4.55%
-1.99%
+3.27%
-2.01%
2000
+7.00%
-2.23%
+7.19%
-1.52%
1999
+4.16%
-2.17%
+7.48%
-1.73%
1998
+11.52%
-2.15%
+16.62%
-1.24%
1997
+13.75%
-1.70%
+14.93%
-1.81%
1996
+7.06%
-1.44%
+8.83%
-1.37%
1995
+21.70%
0.00%
+23.01%
0.00%
1994
-2.16%
-5.50%
-2.34%
-5.46%
1993
+9.87%
-1.10%
+10.39%
-0.92%
1992
+7.53%
-1.25%
+6.58%
-1.69%
1991
+18.68%
-1.05%
+19.58%
-0.95%
1990
+5.70%
-3.09%
+7.22%
-2.90%
1989
+16.54%
-0.87%
+19.47%
-0.82%
1988
+9.35%
-2.17%
+7.30%
-2.80%
1987
+1.75%
-6.14%
+1.70%
-6.53%
1986
+15.00%
-3.14%
+16.62%
-3.15%
1985
+24.05%
-1.20%
+24.27%
-1.28%
1984
+12.45%
-5.25%
+11.85%
-5.47%
1983
+8.71%
-2.55%
+7.57%
-3.28%
1982
+29.01%
-2.01%
+31.00%
-1.71%