Last Update: 31 December 2022
The Stocks/Bonds 60/40 Portfolio obtained a 6.70% compound annual return, with a 10.35% standard deviation, in the last 15 Years.
The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.19% compound annual return, with a 11.46% standard deviation, in the last 15 Years.
Summary
Stocks/Bonds 60/40 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 | +6.70% | +6.19% |
Std Dev | 10.35% | 11.46% | |
Max Drawdown | -28.86% | -32.05% |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from September 2005
1M | 6M | 1Y | 5Y(*) | 10Y(*) | MAX(*) | |
---|---|---|---|---|---|---|
Stocks/Bonds 60/40 Portfolio | -3.80 | -0.03 | -16.95 | +5.40 | +7.82 | +6.88 |
Stocks/Bonds 60/40 ESG Portfolio | -4.03 | -1.35 | -19.58 | +4.09 | +6.76 | +6.55 |
Capital Growth as of Dec 31, 2022
Stocks/Bonds 60/40 Portfolio: an investment of 1000$, since January 2008, now would be worth 2645.95$, with a total return of 164.60% (6.70% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1000$, since January 2008, now would be worth 2460.45$, with a total return of 146.05% (6.19% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1000$, since September 2005, now would be worth 3166.69$, with a total return of 216.67% (6.88% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1000$, since September 2005, now would be worth 3005.28$, with a total return of 200.53% (6.55% annualized).
Drawdowns
Drawdown comparison chart since December 2007.
Stocks/Bonds 60/40 Portfolio |
Stocks/Bonds 60/40 ESG Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-32.05% | Jun 2008 | Feb 2009 | |||
-28.86% | Jan 2008 | Feb 2009 | |||
-22.44% | Jan 2022 | Sep 2022 | |||
-20.69% | Jan 2022 | Sep 2022 | |||
-14.77% | May 2011 | Sep 2011 | |||
-12.29% | Feb 2020 | Mar 2020 | |||
-10.57% | Feb 2020 | Mar 2020 | |||
-10.20% | Feb 2018 | Dec 2018 | |||
-9.00% | May 2011 | Sep 2011 | |||
-8.38% | Sep 2018 | Dec 2018 | |||
-8.11% | Jun 2015 | Jan 2016 | |||
-7.23% | May 2010 | Jun 2010 | |||
-7.13% | May 2010 | Jun 2010 | |||
-5.24% | Jun 2015 | Sep 2015 | |||
-3.85% | Sep 2020 | Oct 2020 | |||
-3.74% | Sep 2021 | Sep 2021 | |||
-3.67% | Feb 2018 | Apr 2018 | |||
-3.54% | Sep 2020 | Oct 2020 | |||
-3.54% | May 2012 | May 2012 | |||
-3.41% | May 2019 | May 2019 |
Drawdown comparison chart since September 2005.
Stocks/Bonds 60/40 Portfolio |
Stocks/Bonds 60/40 ESG Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-32.78% | Nov 2007 | Feb 2009 | |||
-30.55% | Nov 2007 | Feb 2009 | |||
-22.44% | Jan 2022 | Sep 2022 | |||
-20.69% | Jan 2022 | Sep 2022 | |||
-14.77% | May 2011 | Sep 2011 | |||
-12.29% | Feb 2020 | Mar 2020 | |||
-10.57% | Feb 2020 | Mar 2020 | |||
-10.20% | Feb 2018 | Dec 2018 | |||
-9.00% | May 2011 | Sep 2011 | |||
-8.38% | Sep 2018 | Dec 2018 | |||
-8.11% | Jun 2015 | Jan 2016 | |||
-7.23% | May 2010 | Jun 2010 | |||
-5.24% | Jun 2015 | Sep 2015 | |||
-3.85% | Sep 2020 | Oct 2020 | |||
-3.74% | Sep 2021 | Sep 2021 | |||
-3.67% | Feb 2018 | Apr 2018 | |||
-3.54% | Sep 2020 | Oct 2020 | |||
-3.54% | May 2012 | May 2012 | |||
-3.41% | May 2019 | May 2019 | |||
-3.32% | May 2019 | May 2019 |
Yearly Returns
Yearly return comparison. Common historical serie start from September 2005.
Year | Stocks/Bonds 60/40 Portfolio | Stocks/Bonds 60/40 ESG Portfolio |
---|---|---|
2022 |
-16.95% | -19.58% |
2021 |
+14.66% | +14.84% |
2020 |
+15.70% | +18.27% |
2019 |
+21.94% | +23.31% |
2018 |
-3.17% | -9.29% |
2017 |
+14.15% | +9.32% |
2016 |
+8.71% | +8.09% |
2015 |
+0.44% | +1.04% |
2014 |
+9.85% | +7.55% |
2013 |
+19.23% | +22.59% |
2012 |
+11.13% | +13.87% |
2011 |
+3.75% | -1.55% |
2010 |
+12.93% | +15.13% |
2009 |
+18.79% | +30.34% |
2008 |
-19.44% | -23.95% |
2007 |
+5.99% | +7.02% |
2006 |
+11.12% | +12.43% |