Last Update: 31 March 2024
The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.98% compound annual return, with a 9.57% standard deviation, in the last 30 Years.
The David Swensen Lazy Portfolio obtained a 8.02% compound annual return, with a 10.84% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 60/40 Momentum Portfolio | David Swensen Lazy Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 60% | 70% |
| Fixed Income | 40% | 30% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +9.98% | +8.02% |
| Std Dev | 9.57% | 10.84% | |
| Max Drawdown | -32.52% | -40.89% | |
| All time Stats (Since Jan 1985) |
Return | +10.91% | +9.45% |
| Std Dev | 9.87% | 10.78% | |
| Max Drawdown | -32.52% | -40.89% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 60/40 Momentum Portfolio | +2.17 | +22.75 | +21.53 | +7.57 | +8.75 | +9.98 | +10.91 |
| David Swensen Lazy Portfolio | +1.92 | +14.01 | +12.52 | +6.61 | +6.43 | +8.02 | +9.45 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 1994,
now would be worth 17.36$, with a total return of 1635.93%
(9.98% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since April 1994, now would be worth 10.11$, with a total return of 910.56% (8.02% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since April 1994, now would be worth 10.11$, with a total return of 910.56% (8.02% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1985,
now would be worth 58.16$, with a total return of 5715.84%
(10.91% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since January 1985, now would be worth 34.59$, with a total return of 3359.05% (9.45% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since January 1985, now would be worth 34.59$, with a total return of 3359.05% (9.45% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 60/40 Momentum Portfolio
|
David Swensen Lazy Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -40.89% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 17.98 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -22.43% | Jan 2022 | Sep 2022 (9) | In progress (27) | 12.68 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -14.66% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.73 | |||||
| -12.40% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.05 | |||||
| -11.28% | Apr 1998 | Aug 1998 (5) | Dec 1998 (9) | 4.62 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -10.67% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 5.86 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.18% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.73 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -6.84% | Mar 2015 | Sep 2015 (7) | Jun 2016 (16) | 3.51 | |||||
| -6.78% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 3.54 | |||||
| -5.90% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.15 | |||||
| -5.41% | Sep 1994 | Nov 1994 (3) | Apr 1995 (8) | 2.89 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -4.74% | May 2012 | May 2012 (1) | Aug 2012 (4) | 2.23 | |||||
| -4.61% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 2.30 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Stocks/Bonds 60/40 Momentum Portfolio
|
David Swensen Lazy Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -40.89% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 17.98 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -22.43% | Jan 2022 | Sep 2022 (9) | In progress (27) | 12.68 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -20.08% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 11.04 | |||||
| -16.20% | Sep 1987 | Nov 1987 (3) | Dec 1988 (16) | 7.26 | |||||
| -14.66% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.73 | |||||
| -12.63% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 6.15 | |||||
| -12.40% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.05 | |||||
| -11.28% | Apr 1998 | Aug 1998 (5) | Dec 1998 (9) | 4.62 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -10.67% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 5.86 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.21% | Feb 1994 | Nov 1994 (10) | May 1995 (16) | 5.21 | |||||
| -8.18% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.73 | |||||
| -7.66% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.58 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -6.84% | Mar 2015 | Sep 2015 (7) | Jun 2016 (16) | 3.51 | |||||
| -6.78% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 3.54 | |||||
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 |
+11.43%
|
0.00% |
+3.17%
|
-1.06% |
| 2023 |
+7.66%
|
-5.48% |
+14.13%
|
-8.59% |
| 2022 |
-16.20%
|
-21.97% |
-17.86%
|
-22.43% |
| 2021 |
+7.27%
|
-2.88% |
+17.34%
|
-3.57% |
| 2020 |
+20.99%
|
-10.73% |
+10.56%
|
-14.66% |
| 2019 |
+19.89%
|
-0.92% |
+21.27%
|
-2.73% |
| 2018 |
-1.04%
|
-9.29% |
-5.67%
|
-8.18% |
| 2017 |
+23.93%
|
0.00% |
+13.94%
|
0.00% |
| 2016 |
+4.01%
|
-3.57% |
+7.74%
|
-3.13% |
| 2015 |
+5.58%
|
-4.61% |
-0.95%
|
-6.84% |
| 2014 |
+11.10%
|
-2.40% |
+9.97%
|
-3.50% |
| 2013 |
+19.91%
|
-2.13% |
+10.89%
|
-4.57% |
| 2012 |
+10.22%
|
-3.51% |
+13.49%
|
-4.74% |
| 2011 |
+6.73%
|
-7.14% |
+2.21%
|
-12.40% |
| 2010 |
+13.29%
|
-6.43% |
+15.37%
|
-7.79% |
| 2009 |
+11.92%
|
-12.79% |
+24.86%
|
-16.73% |
| 2008 |
-21.83%
|
-24.08% |
-25.53%
|
-30.78% |
| 2007 |
+13.35%
|
-1.41% |
+5.59%
|
-4.67% |
| 2006 |
+8.04%
|
-2.23% |
+17.84%
|
-2.82% |
| 2005 |
+12.44%
|
-0.99% |
+8.97%
|
-2.65% |
| 2004 |
+11.72%
|
-2.06% |
+16.10%
|
-5.90% |
| 2003 |
+17.18%
|
-1.95% |
+26.85%
|
-1.91% |
| 2002 |
-4.07%
|
-11.25% |
-3.41%
|
-9.34% |
| 2001 |
-7.04%
|
-13.57% |
-1.71%
|
-9.38% |
| 2000 |
-1.21%
|
-6.50% |
+3.13%
|
-5.95% |
| 1999 |
+23.95%
|
-1.65% |
+12.70%
|
-3.25% |
| 1998 |
+32.69%
|
-6.78% |
+8.13%
|
-11.28% |
| 1997 |
+25.89%
|
-3.48% |
+15.35%
|
-3.79% |
| 1996 |
+19.33%
|
-2.32% |
+15.04%
|
-2.41% |
| 1995 |
+32.67%
|
0.00% |
+20.31%
|
-1.03% |
| 1994 |
-1.72%
|
-6.35% |
-2.86%
|
-8.21% |
| 1993 |
+11.81%
|
-0.99% |
+20.71%
|
-3.68% |
| 1992 |
+5.45%
|
-2.52% |
+5.36%
|
-3.21% |
| 1991 |
+28.24%
|
-2.57% |
+29.05%
|
-3.46% |
| 1990 |
+4.36%
|
-7.66% |
-6.06%
|
-12.63% |
| 1989 |
+31.11%
|
-1.20% |
+21.59%
|
-1.39% |
| 1988 |
+7.18%
|
-3.36% |
+15.34%
|
-2.25% |
| 1987 |
+2.02%
|
-20.08% |
+2.49%
|
-16.20% |
| 1986 |
+19.66%
|
-5.55% |
+23.31%
|
-3.94% |
| 1985 |
+28.33%
|
-1.52% |
+29.41%
|
-1.92% |
