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

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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

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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
(*) Returns over 1 year are annualized

Capital Growth as of Dec 31, 2022

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1993, now would be worth 10065.78$, 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.

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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.

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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.

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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%
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