Last Update: 31 March 2024
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 6.37% compound annual return, with a 7.86% standard deviation, in the last 10 Years.
The Stocks/Bonds 40/60 ESG Portfolio obtained a 5.16% compound annual return, with a 7.84% standard deviation, in the last 10 Years.
Summary
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| Stocks/Bonds 40/60 Momentum Portfolio | Stocks/Bonds 40/60 ESG Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 40% |
| Fixed Income | 60% | 60% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +6.37% | +5.16% |
| Std Dev | 7.86% | 7.84% | |
| Max Drawdown | -21.11% | -19.76% | |
| All time Stats (Since Sep 2005) |
Return | +6.38% | +6.23% |
| Std Dev | 7.32% | 8.06% | |
| Max Drawdown | -21.11% | -22.88% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from September 2005
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +6.38 |
| Stocks/Bonds 40/60 ESG Portfolio | +1.63 | +13.46 | +13.29 | +6.34 | +5.16 | +6.23 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 2014,
now would be worth 1.85$, with a total return of 85.47%
(6.37% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since April 2014, now would be worth 1.65$, with a total return of 65.42% (5.16% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since April 2014, now would be worth 1.65$, with a total return of 65.42% (5.16% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since September 2005,
now would be worth 3.16$, with a total return of 215.88%
(6.38% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since September 2005, now would be worth 3.07$, with a total return of 207.38% (6.23% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since September 2005, now would be worth 3.07$, with a total return of 207.38% (6.23% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Stocks/Bonds 40/60 Momentum Portfolio
|
Stocks/Bonds 40/60 ESG Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -19.76% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.75 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.33% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.01 | |||||
| -6.32% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 3.03 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.47% | Jun 2015 | Jan 2016 (8) | Apr 2016 (11) | 3.06 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
| -3.61% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.91 | |||||
| -2.95% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 1.42 | |||||
| -2.92% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.69 | |||||
| -2.83% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.64 | |||||
| -2.55% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 1.34 | |||||
| -2.38% | Feb 2021 | Mar 2021 (2) | Apr 2021 (3) | 1.32 | |||||
| -2.34% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.24 | |||||
| -2.07% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.20 | |||||
| -1.78% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.03 | |||||
| -1.73% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.00 | |||||
| -1.33% | Sep 2016 | Oct 2016 (2) | Jan 2017 (5) | 0.77 | |||||
| -0.81% | Sep 2019 | Sep 2019 (1) | Nov 2019 (3) | 0.44 | |||||
Drawdown comparison chart since September 2005.
Swipe left to see all data
|
Stocks/Bonds 40/60 Momentum Portfolio
|
Stocks/Bonds 40/60 ESG Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -22.88% | Jun 2008 | Feb 2009 (9) | Sep 2009 (16) | 13.06 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.76% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.75 | |||||
| -10.14% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.68 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.33% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.01 | |||||
| -6.32% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 3.03 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.47% | Jun 2015 | Jan 2016 (8) | Apr 2016 (11) | 3.06 | |||||
| -4.31% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 2.40 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
| -3.62% | Jun 2011 | Sep 2011 (4) | Oct 2011 (5) | 1.65 | |||||
| -3.61% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.91 | |||||
| -3.48% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 1.81 | |||||
| -2.95% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 1.42 | |||||
| -2.92% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.69 | |||||
| -2.83% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.64 | |||||
| -2.80% | Apr 2012 | May 2012 (2) | Jul 2012 (4) | 1.33 | |||||
| -2.55% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 1.34 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+7.39%
|
0.00% |
+3.47%
|
0.00% |
| 2023 |
+6.91%
|
-5.18% |
+15.57%
|
-6.70% |
| 2022 |
-15.17%
|
-19.48% |
-17.35%
|
-19.76% |
| 2021 |
+4.23%
|
-2.38% |
+9.16%
|
-2.92% |
| 2020 |
+16.57%
|
-7.10% |
+14.57%
|
-6.33% |
| 2019 |
+16.20%
|
-0.81% |
+18.28%
|
-1.73% |
| 2018 |
-0.73%
|
-5.89% |
-6.08%
|
-6.32% |
| 2017 |
+17.14%
|
0.00% |
+7.47%
|
-0.35% |
| 2016 |
+3.51%
|
-3.61% |
+6.31%
|
-1.90% |
| 2015 |
+3.91%
|
-2.95% |
+0.50%
|
-4.93% |
| 2014 |
+9.34%
|
-1.49% |
+6.76%
|
-2.34% |
| 2013 |
+12.57%
|
-1.74% |
+14.40%
|
-1.89% |
| 2012 |
+7.87%
|
-2.05% |
+12.12%
|
-2.80% |
| 2011 |
+7.13%
|
-3.62% |
+0.56%
|
-10.14% |
| 2010 |
+10.93%
|
-3.48% |
+12.75%
|
-4.31% |
| 2009 |
+9.16%
|
-9.41% |
+25.96%
|
-6.89% |
| 2008 |
-12.27%
|
-15.80% |
-16.02%
|
-20.60% |
| 2007 |
+11.21%
|
-0.82% |
+7.63%
|
-0.87% |
| 2006 |
+6.78%
|
-1.50% |
+9.42%
|
-1.28% |
