Stocks/Bonds 40/60 Momentum vs Dynamic 40/60 Income Portfolio Comparison

Last Update: 31 March 2024

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.

The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 40/60 Momentum Portfolio Dynamic 40/60 Income Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
30 Years Stats Return +8.24% +7.11%
Std Dev 6.99% 8.10%
Max Drawdown -21.11% -29.84%
All time Stats
(Since Jan 1992)		 Return +8.08% +7.38%
Std Dev 6.86% 7.89%
Max Drawdown -21.11% -29.84%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 40/60 Momentum Portfolio +1.76 +17.02 +14.65 +5.19 +6.37 +8.24 +8.08
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1992, now would be worth 12.25$, with a total return of 1125.15% (8.08% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 40/60 Momentum Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-21.11% Nov 2021 Sep 2022 (11) In progress (29) 14.29
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.72% May 2010 May 2010 (1) Jul 2010 (3) 2.62
-3.69% Apr 2000 May 2000 (2) Jul 2000 (4) 1.88
-3.62% Jun 2011 Sep 2011 (4) Oct 2011 (5) 1.65
-3.61% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.91

Drawdown comparison chart since January 1992.

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Stocks/Bonds 40/60 Momentum Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-21.11% Nov 2021 Sep 2022 (11) In progress (29) 14.29
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.72% May 2010 May 2010 (1) Jul 2010 (3) 2.62
-3.69% Apr 2000 May 2000 (2) Jul 2000 (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
+7.39%
 0.00%
+3.47%
 0.00%
2023
+6.91%
 -5.18%
+11.97%
 -4.99%
2022
-15.17%
 -19.48%
-14.37%
 -17.33%
2021
+4.23%
 -2.38%
+6.72%
 -1.83%
2020
+16.57%
 -7.10%
+8.28%
 -12.42%
2019
+16.20%
 -0.81%
+15.91%
 -1.51%
2018
-0.73%
 -5.89%
-3.18%
 -5.09%
2017
+17.14%
 0.00%
+9.18%
 0.00%
2016
+3.51%
 -3.61%
+7.53%
 -1.95%
2015
+3.91%
 -2.95%
+0.21%
 -4.06%
2014
+9.34%
 -1.49%
+7.01%
 -1.44%
2013
+12.57%
 -1.74%
+6.13%
 -3.06%
2012
+7.87%
 -2.05%
+12.70%
 -2.72%
2011
+7.13%
 -3.62%
+2.96%
 -7.19%
2010
+10.93%
 -3.48%
+11.25%
 -3.72%
2009
+9.16%
 -9.41%
+22.37%
 -15.04%
2008
-12.27%
 -15.80%
-14.80%
 -23.51%
2007
+11.21%
 -0.82%
+0.88%
 -3.23%
2006
+6.78%
 -1.50%
+9.18%
 -1.29%
2005
+9.09%
 -0.93%
+5.23%
 -1.76%
2004
+9.22%
 -2.12%
+8.41%
 -3.31%
2003
+12.78%
 -1.27%
+21.64%
 -1.30%
2002
+0.04%
 -5.36%
+1.03%
 -6.73%
2001
-1.88%
 -6.89%
+8.71%
 -3.24%
2000
+2.99%
 -3.33%
+3.43%
 -4.13%
1999
+15.71%
 -1.69%
+11.02%
 -2.15%
1998
+24.65%
 -4.13%
+6.04%
 -9.38%
1997
+20.41%
 -2.69%
+16.36%
 -2.49%
1996
+14.08%
 -1.52%
+16.81%
 -1.12%
1995
+27.84%
 0.00%
+23.17%
 0.00%
1994
-2.03%
 -5.91%
-3.19%
 -5.36%
1993
+11.10%
 -0.87%
+14.73%
 -0.57%
1992
+6.01%
 -2.11%
+12.95%
 -0.70%