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

Swipe left to see all data
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

Swipe left to see all data
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
(*) Returns over 1 year are annualized

Capital Growth as of Dec 31, 2022

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 2008, now would be worth 2263.22$, 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.

Swipe left to see all data
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.

Swipe left to see all data
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.

Swipe left to see all data
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%
Share this page