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 60/40 Momentum Portfolio obtained a 9.59% compound annual return, with a 9.38% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 60/40 Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +7.87% +9.59%
Std Dev 9.40% 9.38%
Max Drawdown -30.55% -32.52%

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 60/40 Momentum Portfolio -2.66 +3.35 -16.20 +5.23 +8.87 +9.59 +11.11
(*) 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 60/40 Momentum Portfolio: an investment of 1000$, since January 1993, now would be worth 15604.12$, with a total return of 1460.41% (9.59% 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 60/40 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 75056.38$, with a total return of 7405.64% (11.11% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Stocks/Bonds 60/40 Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-32.52% Nov 2007 Feb 2009
-30.55% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-21.56% Sep 2000 Sep 2002
-21.14% Sep 2000 Sep 2002
-20.69% Jan 2022 Sep 2022
-12.29% Feb 2020 Mar 2020
-10.73% Feb 2020 Mar 2020
-10.18% Jul 1998 Aug 1998
-9.29% Oct 2018 Dec 2018
-9.00% May 2011 Sep 2011
-8.38% Sep 2018 Dec 2018
-7.14% May 2011 Sep 2011
-6.78% Aug 1998 Aug 1998
-6.47% Feb 1994 Jun 1994
-6.35% Feb 1994 Jun 1994
-5.35% Apr 2000 May 2000
-5.24% Jun 2015 Sep 2015
-5.20% Sep 2020 Oct 2020
-4.61% Aug 2015 Sep 2015

Drawdown comparison chart since January 1982.

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Stocks/Bonds 60/40 Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-32.52% Nov 2007 Feb 2009
-30.55% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-21.56% Sep 2000 Sep 2002
-21.14% Sep 2000 Sep 2002
-20.69% Jan 2022 Sep 2022
-20.08% Sep 1987 Nov 1987
-19.17% Sep 1987 Nov 1987
-12.29% Feb 2020 Mar 2020
-10.73% Feb 2020 Mar 2020
-10.18% Jul 1998 Aug 1998
-9.29% Oct 2018 Dec 2018
-9.00% May 2011 Sep 2011
-8.52% Jul 1990 Oct 1990
-8.38% Sep 2018 Dec 2018
-7.66% Aug 1990 Sep 1990
-7.54% Dec 1983 May 1984
-7.14% May 2011 Sep 2011
-7.13% Dec 1983 May 1984
-6.78% Aug 1998 Aug 1998

Yearly Returns

Yearly return comparison. Common historical serie start from January 1982.

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Year Stocks/Bonds 60/40 Portfolio Stocks/Bonds 60/40 Momentum Portfolio
2022
-16.95% -16.20%
2021
+14.66% +7.27%
2020
+15.70% +20.99%
2019
+21.94% +19.89%
2018
-3.17% -1.04%
2017
+14.15% +23.93%
2016
+8.71% +4.01%
2015
+0.44% +5.58%
2014
+9.85% +11.10%
2013
+19.23% +19.91%
2012
+11.13% +10.22%
2011
+3.75% +6.73%
2010
+12.93% +13.29%
2009
+18.79% +11.92%
2008
-19.44% -21.83%
2007
+5.99% +13.35%
2006
+11.12% +8.04%
2005
+4.74% +12.44%
2004
+9.37% +11.72%
2003
+20.04% +17.18%
2002
-8.98% -4.07%
2001
-3.21% -7.04%
2000
-1.79% -1.21%
1999
+13.98% +23.95%
1998
+17.39% +32.69%
1997
+22.37% +25.89%
1996
+14.01% +19.33%
1995
+28.74% +32.67%
1994
-1.16% -1.72%
1993
+10.25% +11.81%
1992
+8.32% +5.45%
1991
+25.53% +28.24%
1990
-0.19% +4.36%
1989
+22.33% +31.11%
1988
+13.33% +7.18%
1987
+2.18% +2.02%
1986
+14.79% +19.66%
1985
+27.66% +28.33%
1984
+7.32% +5.51%
1983
+15.69% +12.26%
1982
+24.75% +30.72%
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