Stocks/Bonds 20/80 vs US Inflation Protection 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 US Inflation Protection Portfolio obtained a 5.16% compound annual return, with a 5.95% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 20/80 Portfolio US Inflation Protection Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 0%
Fixed Income 80% 100%
Commodities 0% 0%
30 Years Stats Return +5.80% +5.16%
Std Dev 4.88% 5.95%
Max Drawdown -16.57% -14.76%
All time Stats
(Since Jan 1985)		 Return +7.04% +6.69%
Std Dev 5.21% 6.62%
Max Drawdown -16.57% -14.76%
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
US Inflation Protection Portfolio +0.65 +4.44 -0.38 +1.96 +1.89 +5.16 +6.69
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).

US Inflation Protection Portfolio: an investment of 1$, since April 1994, now would be worth 4.52$, with a total return of 352.05% (5.16% 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).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 12.70$, with a total return of 1170.17% (6.69% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 20/80 Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.50% Aug 1994 Oct 1994 (3) Jan 1995 (6) 2.15
-3.37% Nov 2001 Dec 2001 (2) Apr 2002 (6) 2.07
-3.05% Nov 2010 Dec 2010 (2) Apr 2011 (6) 2.01
-2.75% Oct 2002 Oct 2002 (1) Dec 2002 (3) 1.95
-2.75% Apr 1994 Jun 1994 (3) Jul 1994 (4) 1.75
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.60% Sep 2005 Apr 2006 (8) Aug 2006 (12) 1.40
-2.58% Apr 2004 May 2004 (2) Sep 2004 (6) 1.65
-2.56% May 2013 Jun 2013 (2) Oct 2013 (6) 1.44

Drawdown comparison chart since January 1985.

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Stocks/Bonds 20/80 Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-10.68% Feb 1994 Oct 1994 (9) May 1995 (16) 7.40
-9.45% Mar 1987 Sep 1987 (7) Jan 1988 (11) 4.91
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.70% Mar 1988 May 1988 (3) Sep 1988 (7) 2.66
-4.42% Dec 1989 Apr 1990 (5) Jun 1990 (7) 2.28
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-4.18% May 1986 May 1986 (1) Jun 1986 (2) 2.41
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.82% Jan 1992 Apr 1992 (4) Jun 1992 (6) 2.47
-3.65% Feb 1985 Feb 1985 (1) Apr 1985 (3) 1.98

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%
-0.07%
 -1.05%
2023
+9.54%
 -5.62%
+3.27%
 -5.35%
2022
-14.39%
 -16.57%
-13.10%
 -14.74%
2021
+3.64%
 -1.82%
+5.67%
 -1.95%
2020
+10.38%
 -3.92%
+10.84%
 -1.76%
2019
+13.20%
 -0.07%
+8.35%
 -1.14%
2018
-1.13%
 -2.67%
-1.42%
 -2.47%
2017
+7.10%
 -0.02%
+2.92%
 -0.91%
2016
+4.58%
 -2.40%
+4.68%
 -2.64%
2015
+0.52%
 -1.90%
-1.75%
 -4.83%
2014
+7.16%
 -0.89%
+3.59%
 -2.59%
2013
+5.01%
 -2.56%
-8.49%
 -9.10%
2012
+5.82%
 -0.62%
+6.39%
 -1.43%
2011
+6.53%
 -0.88%
+13.28%
 -0.01%
2010
+8.44%
 -0.76%
+6.14%
 -3.05%
2009
+8.69%
 -5.67%
+8.94%
 -2.24%
2008
-1.91%
 -8.42%
+0.04%
 -11.79%
2007
+6.61%
 -0.76%
+11.92%
 -1.52%
2006
+6.55%
 -1.09%
+0.28%
 -2.37%
2005
+3.18%
 -1.84%
+2.49%
 -2.47%
2004
+5.95%
 -2.58%
+8.28%
 -4.82%
2003
+9.33%
 -2.13%
+8.00%
 -5.32%
2002
+2.51%
 -2.13%
+16.61%
 -2.75%
2001
+4.55%
 -1.99%
+7.61%
 -3.37%
2000
+7.00%
 -2.23%
+17.65%
 -0.84%
1999
+4.16%
 -2.17%
-4.47%
 -5.32%
1998
+11.52%
 -2.15%
+9.27%
 -0.76%
1997
+13.75%
 -1.70%
+12.71%
 -2.48%
1996
+7.06%
 -1.44%
+1.33%
 -6.47%
1995
+21.70%
 0.00%
+23.02%
 -0.42%
1994
-2.16%
 -5.50%
-6.25%
 -10.68%
1993
+9.87%
 -1.10%
+15.75%
 -1.45%
1992
+7.53%
 -1.25%
+8.74%
 -3.82%
1991
+18.68%
 -1.05%
+18.60%
 -0.30%
1990
+5.70%
 -3.09%
+8.20%
 -4.32%
1989
+16.54%
 -0.87%
+15.77%
 -2.48%
1988
+9.35%
 -2.17%
+6.51%
 -4.70%
1987
+1.75%
 -6.14%
-0.24%
 -9.45%
1986
+15.00%
 -3.14%
+18.39%
 -4.18%
1985
+24.05%
 -1.20%
+26.04%
 -3.65%