Last Update: 31 March 2024
The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.56% compound annual return, with a 12.39% standard deviation, in the last 30 Years.
The US Stocks Minimum Volatility Portfolio obtained a 10.04% compound annual return, with a 13.68% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 80/20 Momentum Portfolio | US Stocks Minimum Volatility Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 80% | 100% |
| Fixed Income | 20% | 0% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +11.56% | +10.04% |
| Std Dev | 12.39% | 13.68% | |
| Max Drawdown | -43.61% | -43.27% | |
| All time Stats (Since Jan 1985) |
Return | +12.38% | +11.20% |
| Std Dev | 12.61% | 14.20% | |
| Max Drawdown | -43.61% | -43.27% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 80/20 Momentum Portfolio | +2.55 | +28.59 | +28.68 | +9.90 | +11.09 | +11.56 | +12.38 |
| US Stocks Minimum Volatility Portfolio | +3.14 | +16.63 | +17.12 | +9.24 | +10.87 | +10.04 | +11.20 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since April 1994,
now would be worth 26.61$, with a total return of 2560.87%
(11.56% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since April 1994, now would be worth 17.62$, with a total return of 1662.50% (10.04% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since April 1994, now would be worth 17.62$, with a total return of 1662.50% (10.04% annualized).
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1985,
now would be worth 97.56$, with a total return of 9656.40%
(12.38% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 64.60$, with a total return of 6359.76% (11.20% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 64.60$, with a total return of 6359.76% (11.20% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
US Stocks Minimum Volatility Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -43.27% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 20.28 | |||||
| -35.36% | Sep 2000 | Sep 2002 (25) | Jul 2005 (59) | 18.12 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -19.06% | Feb 2020 | Mar 2020 (2) | Nov 2020 (10) | 8.46 | |||||
| -17.35% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 8.33 | |||||
| -16.52% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 8.42 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -11.70% | May 2011 | Sep 2011 (5) | Dec 2011 (8) | 4.61 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -9.14% | Jul 1999 | Sep 1999 (3) | Dec 1999 (6) | 4.76 | |||||
| -7.56% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 3.65 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
| -6.22% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 3.19 | |||||
| -5.47% | Aug 1997 | Aug 1997 (1) | Dec 1997 (5) | 2.74 | |||||
| -5.27% | Aug 2016 | Oct 2016 (3) | Feb 2017 (7) | 2.90 | |||||
| -5.24% | Jul 1996 | Jul 1996 (1) | Sep 1996 (3) | 3.27 | |||||
| -5.19% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.34 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
US Stocks Minimum Volatility Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -43.27% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 20.28 | |||||
| -35.36% | Sep 2000 | Sep 2002 (25) | Jul 2005 (59) | 18.12 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -30.08% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 16.33 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -25.63% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 15.38 | |||||
| -19.06% | Feb 2020 | Mar 2020 (2) | Nov 2020 (10) | 8.46 | |||||
| -17.35% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 8.33 | |||||
| -16.52% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 8.42 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -14.10% | Jun 1990 | Oct 1990 (5) | Feb 1991 (9) | 7.72 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -11.70% | May 2011 | Sep 2011 (5) | Dec 2011 (8) | 4.61 | |||||
| -10.02% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 6.20 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -9.14% | Jul 1999 | Sep 1999 (3) | Dec 1999 (6) | 4.76 | |||||
| -8.39% | Sep 1986 | Sep 1986 (1) | Jan 1987 (5) | 3.95 | |||||
| -7.56% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 3.65 | |||||
| -7.03% | Feb 1994 | Mar 1994 (2) | Oct 1994 (9) | 4.25 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+15.48%
|
0.00% |
+7.58%
|
0.00% |
| 2023 |
+8.41%
|
-5.88% |
+10.34%
|
-4.29% |
| 2022 |
-17.23%
|
-24.45% |
-9.42%
|
-17.35% |
| 2021 |
+10.32%
|
-3.67% |
+20.84%
|
-4.99% |
| 2020 |
+25.42%
|
-14.33% |
+5.64%
|
-19.06% |
| 2019 |
+23.57%
|
-1.46% |
+27.69%
|
-1.61% |
| 2018 |
-1.35%
|
-12.46% |
+1.36%
|
-7.56% |
| 2017 |
+30.71%
|
0.00% |
+18.91%
|
-0.35% |
| 2016 |
+4.51%
|
-3.62% |
+10.57%
|
-5.27% |
| 2015 |
+7.25%
|
-6.22% |
+5.45%
|
-5.12% |
| 2014 |
+12.86%
|
-3.39% |
+16.33%
|
-3.04% |
| 2013 |
+27.24%
|
-2.48% |
+25.09%
|
-3.26% |
| 2012 |
+12.58%
|
-5.19% |
+10.82%
|
-2.17% |
| 2011 |
+6.33%
|
-10.88% |
+12.70%
|
-11.70% |
| 2010 |
+15.66%
|
-9.31% |
+14.52%
|
-12.81% |
| 2009 |
+14.68%
|
-16.18% |
+18.18%
|
-19.43% |
| 2008 |
-31.40%
|
-32.66% |
-25.77%
|
-28.06% |
| 2007 |
+15.50%
|
-1.97% |
+4.15%
|
-5.15% |
| 2006 |
+9.30%
|
-2.94% |
+14.77%
|
-3.11% |
| 2005 |
+15.79%
|
-1.04% |
+6.45%
|
-3.39% |
| 2004 |
+14.21%
|
-2.13% |
+14.34%
|
-2.88% |
| 2003 |
+21.59%
|
-3.04% |
+19.79%
|
-5.68% |
| 2002 |
-8.17%
|
-17.08% |
-15.44%
|
-24.56% |
| 2001 |
-12.19%
|
-20.18% |
-7.96%
|
-20.58% |
| 2000 |
-5.41%
|
-9.70% |
+2.67%
|
-9.24% |
| 1999 |
+32.18%
|
-1.61% |
+7.63%
|
-9.14% |
| 1998 |
+40.72%
|
-9.24% |
+22.82%
|
-16.52% |
| 1997 |
+31.37%
|
-4.22% |
+30.20%
|
-5.47% |
| 1996 |
+24.58%
|
-3.09% |
+14.96%
|
-5.24% |
| 1995 |
+37.49%
|
0.00% |
+36.61%
|
-0.39% |
| 1994 |
-1.40%
|
-6.80% |
+0.13%
|
-7.03% |
| 1993 |
+12.52%
|
-1.57% |
+11.82%
|
-2.26% |
| 1992 |
+4.88%
|
-2.94% |
+6.42%
|
-2.83% |
| 1991 |
+32.57%
|
-3.31% |
+28.86%
|
-4.68% |
| 1990 |
+2.93%
|
-10.02% |
-2.01%
|
-14.10% |
| 1989 |
+36.94%
|
-1.39% |
+35.71%
|
-2.13% |
| 1988 |
+7.13%
|
-4.35% |
+15.74%
|
-3.84% |
| 1987 |
+2.18%
|
-25.63% |
+3.77%
|
-30.08% |
| 1986 |
+21.18%
|
-6.69% |
+17.36%
|
-8.39% |
| 1985 |
+30.36%
|
-2.61% |
+32.55%
|
-3.71% |
