Last Update: 31 December 2022
The Stocks/Bonds 60/40 Portfolio obtained a 7.87% compound annual return, with a 9.40% standard deviation, in the last 30 Years.
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.
Summary
| Stocks/Bonds 60/40 Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Risk | High | Medium | |
| Asset Allocation | Stocks | 60% | 40% |
| Fixed Income | 40% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.87% | +8.00% |
| Std Dev | 9.40% | 6.81% | |
| Max Drawdown | -30.55% | -21.11% | |
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 60/40 Portfolio | -3.80 | -0.03 | -16.95 | +5.40 | +7.82 | +7.87 | +9.57 |
| Stocks/Bonds 40/60 Momentum Portfolio | -2.03 | +1.06 | -15.17 | +3.52 | +6.31 | +8.00 | +9.71 |
Capital Growth as of Dec 31, 2022
Stocks/Bonds 60/40 Portfolio: an investment of 1000$, since January 1993, now would be worth 9710.81$, with a total return of 871.08% (7.87% annualized).
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 60/40 Portfolio: an investment of 1000$, since January 1982, now would be worth 42375.73$, with a total return of 4137.57% (9.57% 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).
Drawdowns
Drawdown comparison chart since December 1992.
Stocks/Bonds 60/40 Portfolio |
Stocks/Bonds 40/60 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -30.55% | Nov 2007 | Feb 2009 | |||
| -21.56% | Sep 2000 | Sep 2002 | |||
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.69% | Jan 2022 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -12.29% | Feb 2020 | Mar 2020 | |||
| -10.18% | Jul 1998 | Aug 1998 | |||
| -9.00% | May 2011 | Sep 2011 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -8.38% | Sep 2018 | Dec 2018 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.47% | Feb 1994 | Jun 1994 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.35% | Apr 2000 | May 2000 | |||
| -5.24% | Jun 2015 | Sep 2015 | |||
| -4.13% | Aug 1998 | Aug 1998 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
| -3.76% | Jul 1999 | Sep 1999 | |||
| -3.67% | Feb 2018 | Apr 2018 | |||
Drawdown comparison chart since January 1982.
Stocks/Bonds 60/40 Portfolio |
Stocks/Bonds 40/60 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -30.55% | Nov 2007 | Feb 2009 | |||
| -21.56% | Sep 2000 | Sep 2002 | |||
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.69% | Jan 2022 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -19.17% | Sep 1987 | Nov 1987 | |||
| -13.77% | Sep 1987 | Nov 1987 | |||
| -12.29% | Feb 2020 | Mar 2020 | |||
| -10.18% | Jul 1998 | Aug 1998 | |||
| -9.00% | May 2011 | Sep 2011 | |||
| -8.52% | Jul 1990 | Oct 1990 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -8.38% | Sep 2018 | Dec 2018 | |||
| -7.13% | Dec 1983 | May 1984 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.47% | Feb 1994 | Jun 1994 | |||
| -6.28% | Feb 1984 | May 1984 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.58% | Sep 1986 | Sep 1986 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1982.
| Year | Stocks/Bonds 60/40 Portfolio | Stocks/Bonds 40/60 Momentum Portfolio |
|---|---|---|
| 2022 |
-16.95% | -15.17% |
| 2021 |
+14.66% | +4.23% |
| 2020 |
+15.70% | +16.57% |
| 2019 |
+21.94% | +16.20% |
| 2018 |
-3.17% | -0.73% |
| 2017 |
+14.15% | +17.14% |
| 2016 |
+8.71% | +3.51% |
| 2015 |
+0.44% | +3.91% |
| 2014 |
+9.85% | +9.34% |
| 2013 |
+19.23% | +12.57% |
| 2012 |
+11.13% | +7.87% |
| 2011 |
+3.75% | +7.13% |
| 2010 |
+12.93% | +10.93% |
| 2009 |
+18.79% | +9.16% |
| 2008 |
-19.44% | -12.27% |
| 2007 |
+5.99% | +11.21% |
| 2006 |
+11.12% | +6.78% |
| 2005 |
+4.74% | +9.09% |
| 2004 |
+9.37% | +9.22% |
| 2003 |
+20.04% | +12.78% |
| 2002 |
-8.98% | +0.04% |
| 2001 |
-3.21% | -1.88% |
| 2000 |
-1.79% | +2.99% |
| 1999 |
+13.98% | +15.71% |
| 1998 |
+17.39% | +24.65% |
| 1997 |
+22.37% | +20.41% |
| 1996 |
+14.01% | +14.08% |
| 1995 |
+28.74% | +27.84% |
| 1994 |
-1.16% | -2.03% |
| 1993 |
+10.25% | +11.10% |
| 1992 |
+8.32% | +6.01% |
| 1991 |
+25.53% | +23.91% |
| 1990 |
-0.19% | +5.79% |
| 1989 |
+22.33% | +25.29% |
| 1988 |
+13.33% | +7.24% |
| 1987 |
+2.18% | +1.86% |
| 1986 |
+14.79% | +18.14% |
| 1985 |
+27.66% | +26.30% |
| 1984 |
+7.32% | +8.68% |
| 1983 |
+15.69% | +9.91% |
| 1982 |
+24.75% | +30.86% |