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 Stocks/Bonds 40/60 Portfolio obtained a 6.83% compound annual return, with a 6.76% standard deviation, in the last 30 Years.
Summary
| Stocks/Bonds 40/60 Momentum Portfolio | Stocks/Bonds 40/60 Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 40% |
| Fixed Income | 60% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.00% | +6.83% |
| Std Dev | 6.81% | 6.76% | |
| Max Drawdown | -21.11% | -19.17% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1982
| 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 | +9.71 |
| Stocks/Bonds 40/60 Portfolio | -2.79 | -1.10 | -15.67 | +3.66 | +5.61 | +6.83 | +8.66 |
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).
Stocks/Bonds 40/60 Portfolio: an investment of 1000$, since January 1993, now would be worth 7255.53$, with a total return of 625.55% (6.83% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 44648.04$, with a total return of 4364.80% (9.71% annualized).
Stocks/Bonds 40/60 Portfolio: an investment of 1000$, since January 1982, now would be worth 30134.12$, with a total return of 2913.41% (8.66% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Stocks/Bonds 40/60 Momentum Portfolio |
Stocks/Bonds 40/60 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -19.17% | Nov 2007 | Feb 2009 | |||
| -18.63% | Jan 2022 | Sep 2022 | |||
| -8.59% | Sep 2000 | Sep 2002 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -8.09% | Feb 2020 | Mar 2020 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.25% | Jul 1998 | Aug 1998 | |||
| -5.98% | Feb 1994 | Jun 1994 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.36% | Sep 2018 | Dec 2018 | |||
| -4.76% | Jun 2011 | Sep 2011 | |||
| -4.13% | Aug 1998 | Aug 1998 | |||
| -3.96% | May 2010 | Jun 2010 | |||
| -3.79% | Apr 2000 | May 2000 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
| -3.62% | Jun 2011 | Sep 2011 | |||
| -3.61% | Aug 2016 | Nov 2016 | |||
Drawdown comparison chart since January 1982.
Stocks/Bonds 40/60 Momentum Portfolio |
Stocks/Bonds 40/60 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -19.17% | Nov 2007 | Feb 2009 | |||
| -18.63% | Jan 2022 | Sep 2022 | |||
| -13.77% | Sep 1987 | Nov 1987 | |||
| -13.08% | Sep 1987 | Nov 1987 | |||
| -8.59% | Sep 2000 | Sep 2002 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -8.09% | Feb 2020 | Mar 2020 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.28% | Feb 1984 | May 1984 | |||
| -6.25% | Jul 1998 | Aug 1998 | |||
| -5.98% | Feb 1994 | Jun 1994 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.84% | Feb 1984 | May 1984 | |||
| -5.70% | Aug 1990 | Sep 1990 | |||
| -5.36% | Sep 2018 | Dec 2018 | |||
| -5.29% | Aug 1990 | Sep 1990 | |||
| -4.76% | Jun 2011 | Sep 2011 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1982.
| Year | Stocks/Bonds 40/60 Momentum Portfolio | Stocks/Bonds 40/60 Portfolio |
|---|---|---|
| 2022 |
-15.17% | -15.67% |
| 2021 |
+4.23% | +9.15% |
| 2020 |
+16.57% | +13.04% |
| 2019 |
+16.20% | +17.57% |
| 2018 |
-0.73% | -2.15% |
| 2017 |
+17.14% | +10.63% |
| 2016 |
+3.51% | +6.64% |
| 2015 |
+3.91% | +0.48% |
| 2014 |
+9.34% | +8.51% |
| 2013 |
+12.57% | +12.12% |
| 2012 |
+7.87% | +8.47% |
| 2011 |
+7.13% | +5.14% |
| 2010 |
+10.93% | +10.69% |
| 2009 |
+9.16% | +13.74% |
| 2008 |
-12.27% | -10.67% |
| 2007 |
+11.21% | +6.30% |
| 2006 |
+6.78% | +8.84% |
| 2005 |
+9.09% | +3.96% |
| 2004 |
+9.22% | +7.66% |
| 2003 |
+12.78% | +14.68% |
| 2002 |
+0.04% | -3.23% |
| 2001 |
-1.88% | +0.67% |
| 2000 |
+2.99% | +2.61% |
| 1999 |
+15.71% | +9.07% |
| 1998 |
+24.65% | +14.45% |
| 1997 |
+20.41% | +18.06% |
| 1996 |
+14.08% | +10.53% |
| 1995 |
+27.84% | +25.22% |
| 1994 |
-2.03% | -1.66% |
| 1993 |
+11.10% | +10.06% |
| 1992 |
+6.01% | +7.93% |
| 1991 |
+23.91% | +22.10% |
| 1990 |
+5.79% | +2.76% |
| 1989 |
+25.29% | +19.43% |
| 1988 |
+7.24% | +11.34% |
| 1987 |
+1.86% | +1.97% |
| 1986 |
+18.14% | +14.89% |
| 1985 |
+26.30% | +25.86% |
| 1984 |
+8.68% | +9.88% |
| 1983 |
+9.91% | +12.20% |
| 1982 |
+30.86% | +26.88% |