Last Update: 31 December 2022
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 5.60% compound annual return, with a 7.56% standard deviation, in the last 15 Years.
The Stocks/Bonds 40/60 ESG Portfolio obtained a 5.29% compound annual return, with a 8.38% standard deviation, in the last 15 Years.
Summary
| Stocks/Bonds 40/60 Momentum Portfolio | Stocks/Bonds 40/60 ESG Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 40% |
| Fixed Income | 60% | 60% | |
| Commodities | 0% | 0% | |
| 15 Years Stats | Return | +5.60% | +5.29% |
| Std Dev | 7.56% | 8.38% | |
| Max Drawdown | -21.11% | -22.88% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from September 2005
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Momentum Portfolio | -2.03 | +1.06 | -15.17 | +3.52 | +6.31 | +6.01 |
| Stocks/Bonds 40/60 ESG Portfolio | -2.87 | -1.96 | -17.35 | +2.80 | +4.88 | +5.60 |
Capital Growth as of Dec 31, 2022
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 2008, now would be worth 2263.22$, with a total return of 126.32% (5.60% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1000$, since January 2008, now would be worth 2165.41$, with a total return of 116.54% (5.29% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since September 2005, now would be worth 2751.29$, with a total return of 175.13% (6.01% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1000$, since September 2005, now would be worth 2570.58$, with a total return of 157.06% (5.60% annualized).
Drawdowns
Drawdown comparison chart since December 2007.
Stocks/Bonds 40/60 Momentum Portfolio |
Stocks/Bonds 40/60 ESG Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -22.88% | Jun 2008 | Feb 2009 | |||
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.53% | Jan 2008 | Feb 2009 | |||
| -19.76% | Jan 2022 | Sep 2022 | |||
| -10.14% | May 2011 | Sep 2011 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.33% | Feb 2020 | Mar 2020 | |||
| -6.32% | Feb 2018 | Dec 2018 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.47% | Jun 2015 | Jan 2016 | |||
| -4.31% | May 2010 | Jun 2010 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
| -3.62% | Jun 2011 | Sep 2011 | |||
| -3.61% | Aug 2016 | Nov 2016 | |||
| -3.48% | May 2010 | Jun 2010 | |||
| -2.95% | Aug 2015 | Sep 2015 | |||
| -2.92% | Sep 2021 | Sep 2021 | |||
| -2.83% | Sep 2020 | Oct 2020 | |||
| -2.80% | Apr 2012 | May 2012 | |||
| -2.55% | Feb 2018 | Apr 2018 | |||
Drawdown comparison chart since September 2005.
Stocks/Bonds 40/60 Momentum Portfolio |
Stocks/Bonds 40/60 ESG Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -22.88% | Jun 2008 | Feb 2009 | |||
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -19.76% | Jan 2022 | Sep 2022 | |||
| -10.14% | May 2011 | Sep 2011 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.33% | Feb 2020 | Mar 2020 | |||
| -6.32% | Feb 2018 | Dec 2018 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.47% | Jun 2015 | Jan 2016 | |||
| -4.31% | May 2010 | Jun 2010 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
| -3.62% | Jun 2011 | Sep 2011 | |||
| -3.61% | Aug 2016 | Nov 2016 | |||
| -3.48% | May 2010 | Jun 2010 | |||
| -2.95% | Aug 2015 | Sep 2015 | |||
| -2.92% | Sep 2021 | Sep 2021 | |||
| -2.83% | Sep 2020 | Oct 2020 | |||
| -2.80% | Apr 2012 | May 2012 | |||
| -2.55% | Feb 2018 | Apr 2018 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from September 2005.
| Year | Stocks/Bonds 40/60 Momentum Portfolio | Stocks/Bonds 40/60 ESG Portfolio |
|---|---|---|
| 2022 |
-15.17% | -17.35% |
| 2021 |
+4.23% | +9.16% |
| 2020 |
+16.57% | +14.57% |
| 2019 |
+16.20% | +18.28% |
| 2018 |
-0.73% | -6.08% |
| 2017 |
+17.14% | +7.47% |
| 2016 |
+3.51% | +6.31% |
| 2015 |
+3.91% | +0.50% |
| 2014 |
+9.34% | +6.76% |
| 2013 |
+12.57% | +14.40% |
| 2012 |
+7.87% | +12.12% |
| 2011 |
+7.13% | +0.56% |
| 2010 |
+10.93% | +12.75% |
| 2009 |
+9.16% | +25.96% |
| 2008 |
-12.27% | -16.02% |
| 2007 |
+11.21% | +7.63% |
| 2006 |
+6.78% | +9.42% |