Stocks/Bonds 80/20 vs US Stocks Minimum Volatility Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 80/20 Portfolio obtained a 9.29% compound annual return, with a 12.51% standard deviation, in the last 30 Years.

The US Stocks Minimum Volatility Portfolio obtained a 9.77% compound annual return, with a 13.71% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 80/20 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 +9.29% +9.77%
Std Dev 12.51% 13.71%
Max Drawdown -41.09% -43.27%
All time Stats
(Since Jan 1985)
Return +10.37% +11.14%
Std Dev 12.60% 14.21%
Max Drawdown -41.09% -43.27%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 80/20 Portfolio +3.98 +11.46 +23.48 +11.27 +9.93 +9.29 +10.37
US Stocks Minimum Volatility Portfolio +2.09 +9.89 +17.47 +9.15 +10.62 +9.77 +11.14
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 14.38$, with a total return of 1337.99% (9.29% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since March 1994, now would be worth 16.37$, with a total return of 1536.95% (9.77% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 47.60$, with a total return of 4660.42% (10.37% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 62.63$, with a total return of 6163.30% (11.14% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Stocks/Bonds 80/20 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
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-41.09% Nov 2007 Feb 2009 (16) Jan 2011 (39) 19.37
-35.36% Sep 2000 Sep 2002 (25) Jul 2005 (59) 18.12
-33.33% Sep 2000 Sep 2002 (25) Jul 2005 (59) 17.37
-22.75% Jan 2022 Sep 2022 (9) Jan 2024 (25) 12.23
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-16.53% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.42
-16.52% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.42
-13.95% Jul 1998 Aug 1998 (2) Nov 1998 (5) 7.01
-13.35% May 2011 Sep 2011 (5) Feb 2012 (10) 5.69
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-11.32% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.24
-9.14% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.76
-7.56% Oct 2018 Dec 2018 (3) Feb 2019 (5) 3.65
-7.05% Jun 2015 Sep 2015 (4) May 2016 (12) 3.70
-6.90% Apr 2000 May 2000 (2) Aug 2000 (5) 4.02
-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

Drawdown comparison chart since January 1985.

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Stocks/Bonds 80/20 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
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-41.09% Nov 2007 Feb 2009 (16) Jan 2011 (39) 19.37
-35.36% Sep 2000 Sep 2002 (25) Jul 2005 (59) 18.12
-33.33% Sep 2000 Sep 2002 (25) Jul 2005 (59) 17.37
-30.08% Sep 1987 Nov 1987 (3) May 1989 (21) 16.33
-24.55% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.14
-22.75% Jan 2022 Sep 2022 (9) Jan 2024 (25) 12.23
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-16.53% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.42
-16.52% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.42
-14.10% Jun 1990 Oct 1990 (5) Feb 1991 (9) 7.72
-13.95% Jul 1998 Aug 1998 (2) Nov 1998 (5) 7.01
-13.35% May 2011 Sep 2011 (5) Feb 2012 (10) 5.69
-12.23% Jun 1990 Oct 1990 (5) Feb 1991 (9) 6.59
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-11.32% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.24
-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

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.
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Year Return Drawdown Return Drawdown
2024
+4.87%
0.00%
+4.31%
0.00%
2023
+21.92%
-8.31%
+10.34%
-4.29%
2022
-18.23%
-22.75%
-9.42%
-17.35%
2021
+20.16%
-3.88%
+20.84%
-4.99%
2020
+18.36%
-16.53%
+5.64%
-19.06%
2019
+26.30%
-4.97%
+27.69%
-1.61%
2018
-4.19%
-11.32%
+1.36%
-7.56%
2017
+17.68%
0.00%
+18.91%
-0.35%
2016
+10.77%
-4.34%
+10.57%
-5.27%
2015
+0.40%
-7.05%
+5.45%
-5.12%
2014
+11.20%
-2.23%
+16.33%
-3.04%
2013
+26.34%
-2.66%
+25.09%
-3.26%
2012
+13.79%
-5.21%
+10.82%
-2.17%
2011
+2.36%
-13.35%
+12.70%
-11.70%
2010
+15.18%
-10.23%
+14.52%
-12.81%
2009
+23.84%
-14.71%
+18.18%
-19.43%
2008
-28.21%
-30.13%
-25.77%
-28.06%
2007
+5.68%
-4.17%
+4.15%
-5.15%
2006
+13.41%
-2.63%
+14.77%
-3.11%
2005
+5.53%
-3.41%
+6.45%
-3.39%
2004
+11.08%
-2.95%
+14.34%
-2.88%
2003
+25.40%
-3.13%
+19.79%
-5.68%
2002
-14.73%
-20.47%
-15.44%
-24.56%
2001
-7.09%
-17.69%
-7.96%
-20.58%
2000
-6.18%
-12.05%
+2.67%
-9.24%
1999
+18.90%
-5.12%
+7.63%
-9.14%
1998
+20.33%
-13.95%
+22.82%
-16.52%
1997
+26.68%
-3.85%
+30.20%
-5.47%
1996
+17.49%
-4.78%
+14.96%
-5.24%
1995
+32.26%
-0.70%
+36.61%
-0.39%
1994
-0.67%
-6.95%
+0.13%
-7.03%
1993
+10.44%
-2.06%
+11.82%
-2.26%
1992
+8.71%
-2.02%
+6.42%
-2.83%
1991
+28.96%
-3.69%
+28.86%
-4.68%
1990
-3.13%
-12.23%
-2.01%
-14.10%
1989
+25.22%
-2.00%
+35.71%
-2.13%
1988
+15.32%
-2.84%
+15.74%
-3.84%
1987
+2.40%
-24.55%
+3.77%
-30.08%
1986
+14.68%
-6.76%
+17.36%
-8.39%
1985
+29.47%
-3.45%
+32.55%
-3.71%