Stocks/Bonds 60/40 vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 60/40 Portfolio obtained a 8.22% compound annual return, with a 9.62% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 60/40 Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
30 Years Stats Return +8.22% +8.06%
Std Dev 9.62% 7.02%
Max Drawdown -30.55% -21.11%
All time Stats
(Since Jan 1982)
Return +9.80% +9.74%
Std Dev 9.86% 7.44%
Max Drawdown -30.55% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 60/40 Portfolio +2.65 +9.22 +18.40 +8.67 +7.85 +8.22 +9.80
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 10.68$, with a total return of 968.39% (8.22% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1982, now would be worth 51.55$, with a total return of 5055.07% (9.80% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Stocks/Bonds 60/40 Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.35% Apr 2000 May 2000 (2) Aug 2000 (5) 2.94
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-4.50% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.85
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.76% Jul 1999 Sep 1999 (3) Oct 1999 (4) 2.29
-3.70% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.47
-3.67% Feb 2018 Apr 2018 (3) Jul 2018 (6) 2.37

Drawdown comparison chart since January 1982.

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Stocks/Bonds 60/40 Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-19.17% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.40
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.52% Jul 1990 Oct 1990 (4) Jan 1991 (7) 5.05
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-7.13% Dec 1983 May 1984 (6) Aug 1984 (9) 3.63
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.47% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.76
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.58% Sep 1986 Sep 1986 (1) Jan 1987 (5) 2.77

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.
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Year Return Drawdown Return Drawdown
2024
+3.27%
0.00%
+5.54%
0.00%
2023
+17.79%
-7.47%
+6.91%
-5.18%
2022
-16.95%
-20.69%
-15.17%
-19.48%
2021
+14.66%
-3.24%
+4.23%
-2.38%
2020
+15.70%
-12.29%
+16.57%
-7.10%
2019
+21.94%
-3.41%
+16.20%
-0.81%
2018
-3.17%
-8.38%
-0.73%
-5.89%
2017
+14.15%
0.00%
+17.14%
0.00%
2016
+8.71%
-2.95%
+3.51%
-3.61%
2015
+0.44%
-5.24%
+3.91%
-2.95%
2014
+9.85%
-1.50%
+9.34%
-1.49%
2013
+19.23%
-2.27%
+12.57%
-1.74%
2012
+11.13%
-3.54%
+7.87%
-2.05%
2011
+3.75%
-9.00%
+7.13%
-3.62%
2010
+12.93%
-7.13%
+10.93%
-3.48%
2009
+18.79%
-11.70%
+9.16%
-9.41%
2008
-19.44%
-22.19%
-12.27%
-15.80%
2007
+5.99%
-3.07%
+11.21%
-0.82%
2006
+11.12%
-2.03%
+6.78%
-1.50%
2005
+4.74%
-2.34%
+9.09%
-0.93%
2004
+9.37%
-2.68%
+9.22%
-2.12%
2003
+20.04%
-1.99%
+12.78%
-1.27%
2002
-8.98%
-13.74%
+0.04%
-5.36%
2001
-3.21%
-11.68%
-1.88%
-6.89%
2000
-1.79%
-8.27%
+2.99%
-3.33%
1999
+13.98%
-3.76%
+15.71%
-1.69%
1998
+17.39%
-10.18%
+24.65%
-4.13%
1997
+22.37%
-3.12%
+20.41%
-2.69%
1996
+14.01%
-3.33%
+14.08%
-1.52%
1995
+28.74%
-0.20%
+27.84%
0.00%
1994
-1.16%
-6.47%
-2.03%
-5.91%
1993
+10.25%
-1.36%
+11.10%
-0.87%
1992
+8.32%
-1.65%
+6.01%
-2.11%
1991
+25.53%
-2.86%
+23.91%
-1.79%
1990
-0.19%
-8.52%
+5.79%
-5.29%
1989
+22.33%
-1.36%
+25.29%
-1.01%
1988
+13.33%
-2.24%
+7.24%
-2.95%
1987
+2.18%
-19.17%
+1.86%
-13.77%
1986
+14.79%
-5.58%
+18.14%
-4.37%
1985
+27.66%
-2.15%
+26.30%
-0.74%
1984
+7.32%
-6.58%
+8.68%
-6.28%
1983
+15.69%
-2.85%
+9.91%
-2.81%
1982
+24.75%
-4.29%
+30.86%
-1.48%