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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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