Last Update: 31 July 2022

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 6.44% compound annual return, with a 11.10% standard deviation, in the last 15 Years.

The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.78% compound annual return, with a 11.11% standard deviation, in the last 15 Years.

Summary

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Stocks/Bonds 60/40 Momentum Portfolio Stocks/Bonds 60/40 ESG Portfolio
Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
15 Years Stats Return +6.44% +6.78%
Std Dev 11.10% 11.11%
Max Drawdown -34.55% -32.78%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from September 2005

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1M 6M 1Y 5Y(*) 10Y(*) MAX(*)
Stocks/Bonds 60/40 Momentum Portfolio +7.07 -6.87 -14.05 +6.61 +7.68 +6.62
Stocks/Bonds 60/40 ESG Portfolio +6.48 -8.51 -9.33 +6.70 +8.24 +7.20
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since August 2007, now would be worth 2551.49$, with a total return of 155.15% (6.44% annualized).

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1000$, since August 2007, now would be worth 2674.58$, with a total return of 167.46% (6.78% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since September 2005, now would be worth 2959.19$, with a total return of 195.92% (6.62% annualized).

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1000$, since September 2005, now would be worth 3243.81$, with a total return of 224.38% (7.20% annualized).

Drawdowns

Drawdown comparison chart since July 2007.

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Stocks/Bonds 60/40 Momentum Portfolio
Stocks/Bonds 60/40 ESG Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-34.55% Nov 2007 Feb 2009
-32.78% Nov 2007 Feb 2009
-22.55% Nov 2021 Jun 2022
-18.48% Jan 2022 Jun 2022
-14.77% May 2011 Sep 2011
-11.65% Sep 2018 Dec 2018
-10.76% Feb 2020 Mar 2020
-10.57% Feb 2020 Mar 2020
-10.20% Feb 2018 Dec 2018
-8.93% Jun 2011 Sep 2011
-8.11% Jun 2015 Jan 2016
-7.45% Aug 2015 Jan 2016
-7.23% May 2010 Jun 2010
-3.85% Sep 2020 Oct 2020
-3.74% Sep 2021 Sep 2021
-3.54% Sep 2021 Sep 2021
-3.32% May 2019 May 2019
-3.25% Jan 2021 Mar 2021
-3.23% May 2012 May 2012
-3.12% Sep 2014 Sep 2014

Drawdown comparison chart since September 2005.

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Stocks/Bonds 60/40 Momentum Portfolio
Stocks/Bonds 60/40 ESG Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-34.55% Nov 2007 Feb 2009
-32.78% Nov 2007 Feb 2009
-22.55% Nov 2021 Jun 2022
-18.48% Jan 2022 Jun 2022
-14.77% May 2011 Sep 2011
-11.65% Sep 2018 Dec 2018
-10.76% Feb 2020 Mar 2020
-10.57% Feb 2020 Mar 2020
-10.20% Feb 2018 Dec 2018
-8.93% Jun 2011 Sep 2011
-8.11% Jun 2015 Jan 2016
-7.45% Aug 2015 Jan 2016
-7.23% May 2010 Jun 2010
-3.85% Sep 2020 Oct 2020
-3.74% Sep 2021 Sep 2021
-3.54% Sep 2021 Sep 2021
-3.32% May 2019 May 2019
-3.25% Jan 2021 Mar 2021
-3.23% May 2012 May 2012
-3.12% Sep 2014 Sep 2014

Yearly Returns

Yearly return comparison. Common historical serie start from September 2005.

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Year Stocks/Bonds 60/40 Momentum Portfolio Stocks/Bonds 60/40 ESG Portfolio
2022
-15.31% -13.20%
2021
+3.88% +14.84%
2020
+25.05% +18.27%
2019
+23.41% +23.31%
2018
-3.62% -9.29%
2017
+15.40% +9.32%
2016
+2.42% +8.09%
2015
+0.90% +1.04%
2014
+9.65% +7.55%
2013
+18.17% +22.59%
2012
+12.17% +13.87%
2011
+4.09% -1.55%
2010
+18.42% +15.13%
2009
+18.27% +30.34%
2008
-24.98% -23.95%
2007
+5.85% +7.02%
2006
+11.22% +12.43%
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