Last Update: 31 July 2022

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 7.07% compound annual return, with a 7.03% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Portfolio obtained a 7.18% compound annual return, with a 6.55% 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 +7.07% +7.18%
Std Dev 7.03% 6.55%
Max Drawdown -21.90% -19.17%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from January 1992

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Stocks/Bonds 40/60 Momentum Portfolio +5.38 -6.66 -12.42 +4.92 +5.70 +7.07 +7.02
Stocks/Bonds 40/60 Portfolio +4.95 -7.11 -8.29 +5.79 +6.46 +7.18 +7.17
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since August 1992, now would be worth 7766.15$, with a total return of 676.62% (7.07% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1000$, since August 1992, now would be worth 8003.92$, with a total return of 700.39% (7.18% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1992, now would be worth 7974.15$, with a total return of 697.41% (7.02% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1000$, since January 1992, now would be worth 8309.78$, with a total return of 730.98% (7.17% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Stocks/Bonds 40/60 Momentum Portfolio
Stocks/Bonds 40/60 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-21.90% Nov 2007 Feb 2009
-19.17% Nov 2007 Feb 2009
-18.59% Nov 2021 Jun 2022
-14.74% Jan 2022 Jun 2022
-9.29% Feb 2001 Sep 2002
-8.59% Sep 2000 Sep 2002
-8.09% Feb 2020 Mar 2020
-7.68% Sep 2018 Dec 2018
-7.11% Feb 2020 Mar 2020
-6.25% Jul 1998 Aug 1998
-5.98% Feb 1994 Jun 1994
-5.66% Feb 1994 Jun 1994
-5.36% Sep 2018 Dec 2018
-5.35% Jul 1998 Aug 1998
-4.90% Jun 2011 Sep 2011
-4.76% Jun 2011 Sep 2011
-4.64% Aug 2015 Jan 2016
-4.19% May 2010 Jun 2010
-3.96% May 2010 Jun 2010
-3.79% Apr 2000 May 2000

Drawdown comparison chart since January 1992.

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Stocks/Bonds 40/60 Momentum Portfolio
Stocks/Bonds 40/60 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-21.90% Nov 2007 Feb 2009
-19.17% Nov 2007 Feb 2009
-18.59% Nov 2021 Jun 2022
-14.74% Jan 2022 Jun 2022
-9.29% Feb 2001 Sep 2002
-8.59% Sep 2000 Sep 2002
-8.09% Feb 2020 Mar 2020
-7.68% Sep 2018 Dec 2018
-7.11% Feb 2020 Mar 2020
-6.25% Jul 1998 Aug 1998
-5.98% Feb 1994 Jun 1994
-5.66% Feb 1994 Jun 1994
-5.36% Sep 2018 Dec 2018
-5.35% Jul 1998 Aug 1998
-4.90% Jun 2011 Sep 2011
-4.76% Jun 2011 Sep 2011
-4.64% Aug 2015 Jan 2016
-4.19% May 2010 Jun 2010
-3.96% May 2010 Jun 2010
-3.79% Apr 2000 May 2000

Yearly Returns

Yearly return comparison. Common historical serie start from January 1992.

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Year Stocks/Bonds 40/60 Momentum Portfolio Stocks/Bonds 40/60 Portfolio
2022
-12.95% -10.51%
2021
+1.97% +9.15%
2020
+19.27% +13.04%
2019
+18.55% +17.57%
2018
-2.45% -2.15%
2017
+11.46% +10.63%
2016
+2.45% +6.64%
2015
+0.79% +0.48%
2014
+8.37% +8.51%
2013
+11.41% +12.12%
2012
+9.16% +8.47%
2011
+5.36% +5.14%
2010
+14.35% +10.69%
2009
+13.39% +13.74%
2008
-14.37% -10.67%
2007
+6.21% +6.30%
2006
+8.90% +8.84%
2005
+3.37% +3.96%
2004
+6.82% +7.66%
2003
+13.65% +14.68%
2002
-3.68% -3.23%
2001
+0.36% +0.67%
2000
+2.94% +2.61%
1999
+7.70% +9.07%
1998
+16.62% +14.45%
1997
+19.06% +18.06%
1996
+11.14% +10.53%
1995
+26.13% +25.22%
1994
-1.43% -1.66%
1993
+14.44% +10.06%
1992
+7.45% +7.93%
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