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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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