US Stocks vs Stocks/Bonds 80/20 Momentum Portfolio Comparison

Last Update: 29 February 2024

The US Stocks Portfolio obtained a 10.22% compound annual return, with a 15.55% standard deviation, in the last 30 Years.

The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.32% compound annual return, with a 12.42% standard deviation, in the last 30 Years.

Summary

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US Stocks Portfolio Stocks/Bonds 80/20 Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
30 Years Stats Return +10.22% +11.32%
Std Dev 15.55% 12.42%
Max Drawdown -50.84% -43.61%
All time Stats
(Since Jan 1982)
Return +11.49% +12.54%
Std Dev 15.46% 12.58%
Max Drawdown -50.84% -43.61%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
US Stocks Portfolio +5.30 +13.69 +28.61 +13.82 +11.96 +10.22 +11.49
Stocks/Bonds 80/20 Momentum Portfolio +7.82 +19.94 +26.62 +9.80 +10.50 +11.32 +12.54
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 18.52$, with a total return of 1752.12% (10.22% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 24.93$, with a total return of 2393.10% (11.32% annualized).

US Stocks Portfolio: an investment of 1$, since January 1982, now would be worth 98.14$, with a total return of 9713.87% (11.49% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 145.71$, with a total return of 14470.67% (12.54% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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US Stocks Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-43.94% Sep 2000 Sep 2002 (25) Mar 2006 (67) 23.71
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-17.57% Jul 1998 Aug 1998 (2) Nov 1998 (5) 9.03
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-9.24% Aug 1998 Aug 1998 (1) Oct 1998 (3) 4.97
-8.84% Jun 2015 Sep 2015 (4) May 2016 (12) 4.72
-8.44% Apr 2000 May 2000 (2) Aug 2000 (5) 5.11
-6.82% Apr 2012 May 2012 (2) Aug 2012 (5) 3.19
-6.55% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.63
-6.45% May 2019 May 2019 (1) Jun 2019 (2) 3.72
-6.42% Jul 1999 Sep 1999 (3) Nov 1999 (5) 3.38
-6.22% Aug 2015 Sep 2015 (2) Mar 2016 (8) 3.19
-6.17% Jun 1996 Jul 1996 (2) Sep 1996 (4) 3.14

Drawdown comparison chart since January 1982.

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US Stocks Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-43.94% Sep 2000 Sep 2002 (25) Mar 2006 (67) 23.71
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-29.34% Sep 1987 Nov 1987 (3) May 1989 (21) 14.96
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-25.63% Sep 1987 Nov 1987 (3) May 1989 (21) 15.38
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-17.57% Jul 1998 Aug 1998 (2) Nov 1998 (5) 9.03
-16.20% Jun 1990 Oct 1990 (5) Feb 1991 (9) 8.96
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-11.21% Jan 1982 Jul 1982 (7) Sep 1982 (9) 6.52
-10.97% Jul 1983 May 1984 (11) Jan 1985 (19) 5.04
-10.02% Aug 1990 Sep 1990 (2) Jan 1991 (6) 6.20
-9.41% Jul 1983 May 1984 (11) Oct 1984 (16) 4.29
-9.24% Aug 1998 Aug 1998 (1) Oct 1998 (3) 4.97
-8.84% Jun 2015 Sep 2015 (4) May 2016 (12) 4.72

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
+6.47%
0.00%
+12.61%
0.00%
2023
+26.05%
-9.10%
+8.41%
-5.88%
2022
-19.51%
-24.81%
-17.23%
-24.45%
2021
+25.67%
-4.46%
+10.32%
-3.67%
2020
+21.03%
-20.84%
+25.42%
-14.33%
2019
+30.67%
-6.45%
+23.57%
-1.46%
2018
-5.21%
-14.20%
-1.35%
-12.46%
2017
+21.21%
0.00%
+30.71%
0.00%
2016
+12.83%
-5.73%
+4.51%
-3.62%
2015
+0.36%
-8.84%
+7.25%
-6.22%
2014
+12.54%
-3.17%
+12.86%
-3.39%
2013
+33.45%
-3.03%
+27.24%
-2.48%
2012
+16.45%
-6.82%
+12.58%
-5.19%
2011
+0.97%
-17.58%
+6.33%
-10.88%
2010
+17.42%
-13.26%
+15.66%
-9.31%
2009
+28.89%
-17.72%
+14.68%
-16.18%
2008
-36.98%
-38.08%
-31.40%
-32.66%
2007
+5.37%
-5.23%
+15.50%
-1.97%
2006
+15.69%
-3.22%
+9.30%
-2.94%
2005
+6.31%
-4.48%
+15.79%
-1.04%
2004
+12.79%
-3.56%
+14.21%
-2.13%
2003
+30.75%
-4.27%
+21.59%
-3.04%
2002
-20.47%
-27.18%
-8.17%
-17.08%
2001
-10.97%
-23.65%
-12.19%
-20.18%
2000
-10.57%
-15.87%
-5.41%
-9.70%
1999
+23.81%
-6.42%
+32.18%
-1.61%
1998
+23.26%
-17.57%
+40.72%
-9.24%
1997
+30.99%
-4.56%
+31.37%
-4.22%
1996
+20.96%
-6.17%
+24.58%
-3.09%
1995
+35.79%
-1.17%
+37.49%
0.00%
1994
-0.17%
-7.43%
-1.40%
-6.80%
1993
+10.62%
-2.77%
+12.52%
-1.57%
1992
+9.11%
-2.40%
+4.88%
-2.94%
1991
+32.39%
-4.47%
+32.57%
-3.31%
1990
-6.08%
-16.20%
+2.93%
-10.02%
1989
+28.12%
-3.05%
+36.94%
-1.39%
1988
+17.32%
-3.42%
+7.13%
-4.35%
1987
+2.61%
-29.34%
+2.18%
-25.63%
1986
+14.57%
-7.92%
+21.18%
-6.69%
1985
+31.27%
-4.77%
+30.36%
-2.61%
1984
+2.19%
-9.02%
+2.34%
-8.41%
1983
+22.66%
-4.00%
+14.60%
-3.36%
1982
+20.50%
-11.21%
+30.58%
-3.58%