Last Update: 31 December 2022

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.00% compound annual return, with a 6.81% standard deviation, in the last 30 Years.

The Credit Suisse Global Market Portfolio obtained a 7.15% compound annual return, with a 8.04% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 40/60 Momentum Portfolio Credit Suisse Global Market Portfolio
Risk Medium Medium
Asset Allocation Stocks 40% 45%
Fixed Income 60% 55%
Commodities 0% 0%
30 Years Stats Return +8.00% +7.15%
Std Dev 6.81% 8.04%
Max Drawdown -21.11% -25.90%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Stocks/Bonds 40/60 Momentum Portfolio -2.03 +1.06 -15.17 +3.52 +6.31 +8.00 +9.22
Credit Suisse Global Market Portfolio -3.08 -2.63 -19.25 +2.01 +4.45 +7.15 +8.77
(*) Returns over 1 year are annualized

Capital Growth as of Dec 31, 2022

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1993, now would be worth 10065.78$, with a total return of 906.58% (8.00% annualized).

Credit Suisse Global Market Portfolio: an investment of 1000$, since January 1993, now would be worth 7946.54$, with a total return of 694.65% (7.15% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1985, now would be worth 28563.77$, with a total return of 2756.38% (9.22% annualized).

Credit Suisse Global Market Portfolio: an investment of 1000$, since January 1985, now would be worth 24410.95$, with a total return of 2341.10% (8.77% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Stocks/Bonds 40/60 Momentum Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-25.90% Nov 2007 Feb 2009
-23.10% Jan 2022 Sep 2022
-21.11% Nov 2021 Sep 2022
-20.54% Nov 2007 Feb 2009
-8.48% Feb 2001 Sep 2002
-8.34% Feb 2020 Mar 2020
-7.10% Feb 2020 Mar 2020
-6.85% Feb 1994 Nov 1994
-6.28% Feb 2001 Sep 2001
-6.05% Mar 2015 Sep 2015
-6.00% Feb 2018 Dec 2018
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-5.62% Jul 1998 Aug 1998
-5.32% May 2013 Aug 2013
-4.41% Aug 2016 Nov 2016
-4.15% Apr 2004 Apr 2004
-4.13% Aug 1998 Aug 1998
-3.97% Aug 1997 Aug 1997
-3.80% Jun 2011 Sep 2011

Drawdown comparison chart since January 1985.

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Stocks/Bonds 40/60 Momentum Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-25.90% Nov 2007 Feb 2009
-23.10% Jan 2022 Sep 2022
-21.11% Nov 2021 Sep 2022
-20.54% Nov 2007 Feb 2009
-13.77% Sep 1987 Nov 1987
-11.04% Sep 1987 Nov 1987
-9.84% Aug 1990 Sep 1990
-8.48% Feb 2001 Sep 2002
-8.34% Feb 2020 Mar 2020
-7.84% Jan 1990 Apr 1990
-7.10% Feb 2020 Mar 2020
-6.85% Feb 1994 Nov 1994
-6.28% Feb 2001 Sep 2001
-6.05% Mar 2015 Sep 2015
-6.00% Feb 2018 Dec 2018
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-5.62% Jul 1998 Aug 1998
-5.32% May 2013 Aug 2013
-5.29% Aug 1990 Sep 1990

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Stocks/Bonds 40/60 Momentum Portfolio Credit Suisse Global Market Portfolio
2022
-15.17% -19.25%
2021
+4.23% +7.49%
2020
+16.57% +12.06%
2019
+16.20% +19.24%
2018
-0.73% -4.76%
2017
+17.14% +13.93%
2016
+3.51% +6.49%
2015
+3.91% -1.54%
2014
+9.34% +10.70%
2013
+12.57% +5.77%
2012
+7.87% +12.25%
2011
+7.13% +6.64%
2010
+10.93% +11.92%
2009
+9.16% +17.08%
2008
-12.27% -12.93%
2007
+11.21% +7.60%
2006
+6.78% +12.00%
2005
+9.09% +7.92%
2004
+9.22% +11.74%
2003
+12.78% +19.38%
2002
+0.04% -0.18%
2001
-1.88% -0.30%
2000
+2.99% +2.79%
1999
+15.71% +9.76%
1998
+24.65% +13.06%
1997
+20.41% +10.21%
1996
+14.08% +8.88%
1995
+27.84% +21.92%
1994
-2.03% -3.16%
1993
+11.10% +20.70%
1992
+6.01% +4.18%
1991
+23.91% +25.49%
1990
+5.79% -1.53%
1989
+25.29% +21.42%
1988
+7.24% +14.53%
1987
+1.86% +3.66%
1986
+18.14% +25.89%
1985
+26.30% +31.49%
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