Dynamic 40/60 Income Portfolio: ETF allocation and returns

Data Source: from January 1992 to February 2024 (~32 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.26%
1 Day
Mar 01 2024
0.26%
Current Month
March 2024

The Dynamic 40/60 Income Portfolio is a Medium Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 40% on the Stock Market.

In the last 30 Years, the Dynamic 40/60 Income Portfolio obtained a 6.97% compound annual return, with a 8.12% standard deviation.

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Asset Allocation and ETFs

The Dynamic 40/60 Income Portfolio has the following asset allocation:

40% Stocks
60% Fixed Income
0% Commodities

The Dynamic 40/60 Income Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
20.00
PFF
USD iShares Preferred and Income Securities ETF Preferred Stock, U.S.
20.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
20.00
EMB
USD iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-Term
20.00
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
20.00
HYG
USD iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Feb 29, 2024

The Dynamic 40/60 Income Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
DYNAMIC 40/60 INCOME PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~32Y)
Dynamic 40/60 Income Portfolio 0.26 0.26 1.39 7.18 11.29 4.31 4.54 6.97 7.35
US Inflation Adjusted return 1.39 5.97 8.35 0.21 1.72 4.34 4.69
Components
PFF
USD iShares Preferred and Income Securities ETF -0.22 Mar 01 2024 -0.22 0.92 8.24 5.18 2.81 3.72 5.71 6.56
VTI
USD Vanguard Total Stock Market 0.92 Mar 01 2024 0.92 5.30 13.69 28.61 13.82 11.96 10.22 10.17
EMB
USD iShares JP Morgan USD Em Mkts Bd 0.59 Mar 01 2024 0.59 0.78 5.62 8.90 0.20 2.37 8.86 9.16
SHY
USD iShares 1-3 Year Treasury Bond 0.20 Mar 01 2024 0.20 -0.39 2.35 4.12 1.03 0.87 3.03 3.22
HYG
USD iShares iBoxx $ High Yield Corporate Bond -0.19 Mar 01 2024 -0.19 0.30 5.81 10.12 2.92 3.14 5.37 6.03
Returns over 1 year are annualized | Available data source: since Jan 1992
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Dynamic 40/60 Income Portfolio granted a 4.63% dividend yield. If you are interested in getting periodic income, please refer to the Dynamic 40/60 Income Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 7.55$, with a total return of 655.43% (6.97% annualized).

The Inflation Adjusted Capital now would be 3.58$, with a net total return of 257.85% (4.34% annualized).
An investment of 1$, since January 1992, now would be worth 9.79$, with a total return of 879.45% (7.35% annualized).

The Inflation Adjusted Capital now would be 4.37$, with a net total return of 337.09% (4.69% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Dynamic 40/60 Income Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
DYNAMIC 40/60 INCOME PORTFOLIO
Advanced Metrics
Data Source: 1 January 1992 - 29 February 2024 (~32 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~32Y)
Investment Return (%) 1.39 5.56 7.18 11.29 1.80 4.31 4.54 5.30 6.97 7.35
Infl. Adjusted Return (%) details 1.39 5.00 5.97 8.35 -3.53 0.21 1.72 2.66 4.34 4.69
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.54
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -4.99 -17.33 -17.33 -17.33 -29.84 -29.84 -29.84
Start to Recovery (# months) details 4 26* 26* 26* 26 26 26
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 17 17 17 10 10 10
End (yyyy mm) 2023 11 - - - 2009 12 2009 12 2009 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-17.33 -17.33 -17.33
Start to Recovery (# months) details 26* 26* 26*
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 3 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 17 17 17 17 17 17
End (yyyy mm) 2023 11 - - - - - -
Longest negative period (# months) details 8 33 38 38 61 69 69
Period Start (yyyy mm) 2023 03 2021 03 2019 08 2019 08 2004 03 2003 06 2003 06
Period End (yyyy mm) 2023 10 2023 11 2022 09 2022 09 2009 03 2009 02 2009 02
Annualized Return (%) -0.73 -0.02 -0.19 -0.19 -1.06 -0.22 -0.22
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -5.89 -23.25 -23.25 -23.25 -31.61 -31.61 -31.61
Start to Recovery (# months) details 5 30* 30* 30* 34 34 34
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 13 13 13 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 13 13 13
End (yyyy mm) 2023 12 - - - 2010 03 2010 03 2010 03
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 13 13 13 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 13 13 13
End (yyyy mm) 2023 12 - - - 2010 03 2010 03 2010 03
Longest negative period (# months) details 8 36* 59 104 104 110 110
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2015 03 2015 03 2000 01 2000 01
Period End (yyyy mm) 2023 10 2024 02 2024 01 2023 10 2023 10 2009 02 2009 02
Annualized Return (%) -3.63 -3.53 -0.07 -0.01 -0.01 -0.03 -0.03
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 7.78 9.78 10.03 7.79 8.72 8.12 7.90
Sharpe Ratio 0.78 -0.06 0.25 0.43 0.45 0.58 0.43
Sortino Ratio 1.21 -0.08 0.33 0.57 0.60 0.76 0.55
Ulcer Index 1.68 8.91 7.23 5.24 5.79 4.87 4.74
Ratio: Return / Standard Deviation 1.45 0.18 0.43 0.58 0.61 0.86 0.93
Ratio: Return / Deepest Drawdown 2.26 0.10 0.25 0.26 0.18 0.23 0.25
% Positive Months details 66% 58% 63% 66% 67% 69% 70%
Positive Months 8 21 38 80 163 251 273
Negative Months 4 15 22 40 77 109 113
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.54 9.82 11.43 11.43
Worst 10 Years Return (%) - Annualized 3.73 3.40 3.40
Best 10 Years Return (%) - Annualized 1.72 7.92 8.74 8.74
Worst 10 Years Return (%) - Annualized 0.92 0.79 0.79
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 45.82 20.25 15.13 11.43 8.69 6.97
Worst Rolling Return (%) - Annualized -27.71 -7.96 -2.29 3.40 4.99
% Positive Periods 87% 96% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.91 29.52 19.04 10.87 6.60 7.02
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.96 2.54 5.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 42.75 17.45 12.80 8.74 6.22 4.34
Worst Rolling Return (%) - Annualized -27.72 -9.92 -4.81 0.79 2.35
% Positive Periods 79% 85% 91% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.91 29.52 19.04 10.87 6.60 7.02
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.96 2.54 5.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1992 - Feb 2024)
Best Rolling Return (%) - Annualized 45.82 20.25 15.13 11.43 8.70 7.98
Worst Rolling Return (%) - Annualized -27.71 -7.96 -2.29 3.40 4.99 6.61
% Positive Periods 86% 96% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.91 29.52 19.04 10.87 6.60 6.87
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.96 2.54 4.78
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 42.75 17.45 12.80 8.74 6.22 5.46
Worst Rolling Return (%) - Annualized -27.72 -9.92 -4.81 0.79 2.35 3.99
% Positive Periods 78% 86% 92% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.91 29.52 19.04 10.87 6.60 6.87
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.96 2.54 4.78
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 29 February 2024
Swipe left to see all data
Asset
PFF
VTI
EMB
SHY
HYG
PFF
-
0.73
0.69
0.09
0.72
VTI
0.73
-
0.92
0.20
0.86
EMB
0.69
0.92
-
0.48
0.95
SHY
0.09
0.20
0.48
-
0.61
HYG
0.72
0.86
0.95
0.61
-
Asset
PFF
VTI
EMB
SHY
HYG
PFF
-
0.81
0.81
0.20
0.84
VTI
0.81
-
0.79
0.12
0.86
EMB
0.81
0.79
-
0.31
0.87
SHY
0.20
0.12
0.31
-
0.31
HYG
0.84
0.86
0.87
0.31
-
Asset
PFF
VTI
EMB
SHY
HYG
PFF
-
0.74
0.78
0.19
0.79
VTI
0.74
-
0.68
0.03
0.82
EMB
0.78
0.68
-
0.32
0.82
SHY
0.19
0.03
0.32
-
0.24
HYG
0.79
0.82
0.82
0.24
-
Asset
PFF
VTI
EMB
SHY
HYG
PFF
-
0.47
0.40
0.10
0.65
VTI
0.47
-
0.57
-0.14
0.69
EMB
0.40
0.57
-
0.14
0.64
SHY
0.10
-0.14
0.14
-
0.02
HYG
0.65
0.69
0.64
0.02
-
Asset
PFF
VTI
EMB
SHY
HYG
PFF
-
0.46
0.40
0.11
0.65
VTI
0.46
-
0.57
-0.13
0.68
EMB
0.40
0.57
-
0.16
0.64
SHY
0.11
-0.13
0.16
-
0.05
HYG
0.65
0.68
0.64
0.05
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DYNAMIC 40/60 INCOME PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1992 - 29 February 2024 (~32 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-29.84% Nov 2007 Feb 2009 16 Dec 2009 10 26 13.01
-17.33% Jan 2022 Sep 2022 9 in progress 17 26 10.43
-12.42% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.88
-9.38% May 1998 Aug 1998 4 Dec 1998 4 8 4.16
-7.19% Jun 2011 Sep 2011 4 Jan 2012 4 8 2.89
-6.73% May 2002 Jul 2002 3 Jan 2003 6 9 3.81
-5.09% Oct 2018 Dec 2018 3 Feb 2019 2 5 2.70
-4.13% Sep 2000 Nov 2000 3 Jan 2001 2 5 2.13
-4.06% Jun 2015 Sep 2015 4 Apr 2016 7 11 2.27
-3.97% Mar 1994 Jun 1994 4 Mar 1995 9 13 2.55
-3.72% May 2010 May 2010 1 Jul 2010 2 3 2.62
-3.69% Apr 2000 May 2000 2 Jul 2000 2 4 1.88
-3.31% Apr 2004 May 2004 2 Sep 2004 4 6 2.03
-3.24% Sep 2001 Sep 2001 1 Nov 2001 2 3 1.67
-3.23% Jun 2007 Jul 2007 2 Oct 2007 3 5 1.74
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 178 2.0 Months 49.31%
 
DD = 0% 49.31%
 
0% < DD <= -5% 138 2.6 Months 38.23%
 
DD <= -5% 87.53%
 
-5% < DD <= -10% 19 19.0 Months 5.26%
 
DD <= -10% 92.80%
 
-10% < DD <= -15% 16 22.6 Months 4.43%
 
DD <= -15% 97.23%
 
-15% < DD <= -20% 5 72.2 Months 1.39%
 
DD <= -20% 98.61%
 
-20% < DD <= -25% 3 120.3 Months 0.83%
 
DD <= -25% 99.45%
 
-25% < DD <= -30% 2 180.5 Months 0.55%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.61% Jun 2007 Feb 2009 21 Mar 2010 13 34 13.32
-23.25% Sep 2021 Sep 2022 13 in progress 17 30 16.20
-12.17% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.49
-10.04% May 1998 Aug 1998 4 Mar 1999 7 11 4.07
-7.96% May 2011 Sep 2011 5 Feb 2012 5 10 3.12
-7.57% Apr 2002 Sep 2002 6 Mar 2003 6 12 4.09
-5.56% Mar 1994 Nov 1994 9 May 1995 6 15 3.62
-5.37% Sep 2018 Dec 2018 4 Feb 2019 2 6 2.67
-4.96% Sep 2000 Nov 2000 3 Aug 2001 9 12 2.29
-4.44% Mar 2015 Sep 2015 7 May 2016 8 15 2.30
-3.87% Apr 2004 May 2004 2 Oct 2004 5 7 2.42
-3.80% Apr 2000 May 2000 2 Aug 2000 3 5 1.80
-3.75% May 2013 Aug 2013 4 Nov 2013 3 7 2.04
-3.67% May 2010 May 2010 1 Jul 2010 2 3 2.57
-3.62% Sep 2001 Sep 2001 1 Nov 2001 2 3 1.87
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 140 2.6 Months 38.78%
 
DD = 0% 38.78%
 
0% < DD <= -5% 162 2.2 Months 44.88%
 
DD <= -5% 83.66%
 
-5% < DD <= -10% 21 17.2 Months 5.82%
 
DD <= -10% 89.47%
 
-10% < DD <= -15% 10 36.1 Months 2.77%
 
DD <= -15% 92.24%
 
-15% < DD <= -20% 16 22.6 Months 4.43%
 
DD <= -20% 96.68%
 
-20% < DD <= -25% 8 45.1 Months 2.22%
 
DD <= -25% 98.89%
 
-25% < DD <= -30% 3 120.3 Months 0.83%
 
DD <= -30% 99.72%
 
-30% < DD <= -35% 1 361.0 Months 0.28%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-29.84% Nov 2007 Feb 2009 16 Dec 2009 10 26 13.01
-17.33% Jan 2022 Sep 2022 9 in progress 17 26 10.43
-12.42% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.88
-9.38% May 1998 Aug 1998 4 Dec 1998 4 8 4.16
-7.19% Jun 2011 Sep 2011 4 Jan 2012 4 8 2.89
-6.73% May 2002 Jul 2002 3 Jan 2003 6 9 3.81
-5.36% Feb 1994 Jun 1994 5 Apr 1995 10 15 3.57
-5.09% Oct 2018 Dec 2018 3 Feb 2019 2 5 2.70
-4.13% Sep 2000 Nov 2000 3 Jan 2001 2 5 2.13
-4.06% Jun 2015 Sep 2015 4 Apr 2016 7 11 2.27
-3.72% May 2010 May 2010 1 Jul 2010 2 3 2.62
-3.69% Apr 2000 May 2000 2 Jul 2000 2 4 1.88
-3.31% Apr 2004 May 2004 2 Sep 2004 4 6 2.03
-3.24% Sep 2001 Sep 2001 1 Nov 2001 2 3 1.67
-3.23% Jun 2007 Jul 2007 2 Oct 2007 3 5 1.74
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 199 1.9 Months 51.42%
 
DD = 0% 51.42%
 
0% < DD <= -5% 142 2.7 Months 36.69%
 
DD <= -5% 88.11%
 
-5% < DD <= -10% 20 19.4 Months 5.17%
 
DD <= -10% 93.28%
 
-10% < DD <= -15% 16 24.2 Months 4.13%
 
DD <= -15% 97.42%
 
-15% < DD <= -20% 5 77.4 Months 1.29%
 
DD <= -20% 98.71%
 
-20% < DD <= -25% 3 129.0 Months 0.78%
 
DD <= -25% 99.48%
 
-25% < DD <= -30% 2 193.5 Months 0.52%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.61% Jun 2007 Feb 2009 21 Mar 2010 13 34 13.32
-23.25% Sep 2021 Sep 2022 13 in progress 17 30 16.20
-12.17% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.49
-10.04% May 1998 Aug 1998 4 Mar 1999 7 11 4.07
-7.96% May 2011 Sep 2011 5 Feb 2012 5 10 3.12
-7.57% Apr 2002 Sep 2002 6 Mar 2003 6 12 4.09
-7.17% Feb 1994 Nov 1994 10 May 1995 6 16 4.96
-5.37% Sep 2018 Dec 2018 4 Feb 2019 2 6 2.67
-4.96% Sep 2000 Nov 2000 3 Aug 2001 9 12 2.29
-4.44% Mar 2015 Sep 2015 7 May 2016 8 15 2.30
-3.87% Apr 2004 May 2004 2 Oct 2004 5 7 2.42
-3.80% Apr 2000 May 2000 2 Aug 2000 3 5 1.80
-3.75% May 2013 Aug 2013 4 Nov 2013 3 7 2.04
-3.67% May 2010 May 2010 1 Jul 2010 2 3 2.57
-3.62% Sep 2001 Sep 2001 1 Nov 2001 2 3 1.87
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 159 2.4 Months 41.09%
 
DD = 0% 41.09%
 
0% < DD <= -5% 162 2.4 Months 41.86%
 
DD <= -5% 82.95%
 
-5% < DD <= -10% 28 13.8 Months 7.24%
 
DD <= -10% 90.18%
 
-10% < DD <= -15% 10 38.7 Months 2.58%
 
DD <= -15% 92.76%
 
-15% < DD <= -20% 16 24.2 Months 4.13%
 
DD <= -20% 96.90%
 
-20% < DD <= -25% 8 48.4 Months 2.07%
 
DD <= -25% 98.97%
 
-25% < DD <= -30% 3 129.0 Months 0.78%
 
DD <= -30% 99.74%
 
-30% < DD <= -35% 1 387.0 Months 0.26%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DYNAMIC 40/60 INCOME PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1992 - 29 February 2024 (~32 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.71 03/2008
02/2009
0.72$ 0.60 1.00$ 7.19 1.07$ 15.47 1.15$ 45.82 03/2009
02/2010
1.45$ 11.29 12.89%
2Y -14.95 03/2007
02/2009
0.72$ 2.81 1.05$ 7.19 1.14$ 11.70 1.24$ 27.87 03/2009
02/2011
1.63$ 1.92 9.79%
3Y -7.96 03/2006
02/2009
0.77$ 3.30 1.10$ 7.12 1.22$ 11.29 1.37$ 20.25 03/2009
02/2012
1.73$ 1.80 4.00%
5Y -2.29 03/2004
02/2009
0.89$ 3.96 1.21$ 6.53 1.37$ 9.66 1.58$ 15.13 03/2009
02/2014
2.02$ 4.31 1.00%
7Y 1.44 03/2002
02/2009
1.10$ 5.20 1.42$ 6.31 1.53$ 9.00 1.82$ 12.04 01/1995
12/2001
2.21$ 4.29 0.00%
10Y 3.40 03/1999
02/2009
1.39$ 5.28 1.67$ 6.48 1.87$ 8.96 2.35$ 11.43 01/1995
12/2004
2.95$ 4.54 0.00%
15Y 4.34 10/2007
09/2022
1.89$ 5.60 2.26$ 6.67 2.63$ 7.77 3.07$ 8.87 04/1995
03/2010
3.57$ 7.95 0.00%
20Y 4.99 11/2003
10/2023
2.64$ 5.85 3.12$ 6.66 3.63$ 7.85 4.53$ 8.69 12/1994
11/2014
5.28$ 5.30 0.00%
30Y 6.97 03/1994
02/2024
7.55$ 6.97 7.55$ 6.97 7.55$ 6.97 7.55$ 6.97 03/1994
02/2024
7.55$ 6.97 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.72 03/2008
02/2009
0.72$ -1.38 0.98$ 4.90 1.04$ 12.59 1.12$ 42.75 03/2009
02/2010
1.42$ 8.35 20.34%
2Y -16.66 03/2007
02/2009
0.69$ 0.74 1.01$ 4.60 1.09$ 9.32 1.19$ 25.19 03/2009
02/2011
1.56$ -2.31 13.65%
3Y -9.92 03/2006
02/2009
0.73$ 0.47 1.01$ 4.66 1.14$ 8.59 1.28$ 17.45 03/2009
02/2012
1.61$ -3.53 14.46%
5Y -4.81 03/2004
02/2009
0.78$ 1.44 1.07$ 4.68 1.25$ 7.07 1.40$ 12.80 03/2009
02/2014
1.82$ 0.21 8.64%
7Y -1.11 03/2002
02/2009
0.92$ 2.63 1.19$ 4.32 1.34$ 6.65 1.56$ 9.44 03/2009
02/2016
1.88$ 0.80 1.44%
10Y 0.79 03/1999
02/2009
1.08$ 3.27 1.37$ 4.15 1.50$ 6.51 1.87$ 8.74 01/1995
12/2004
2.31$ 1.72 0.00%
15Y 1.92 10/2007
09/2022
1.33$ 3.50 1.67$ 4.41 1.90$ 5.19 2.13$ 6.26 04/1995
03/2010
2.48$ 5.28 0.00%
20Y 2.35 11/2003
10/2023
1.59$ 3.31 1.91$ 4.42 2.37$ 5.49 2.91$ 6.22 12/1994
11/2014
3.34$ 2.66 0.00%
30Y 4.34 03/1994
02/2024
3.57$ 4.34 3.57$ 4.34 3.57$ 4.34 3.57$ 4.34 03/1994
02/2024
3.57$ 4.34 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.71 03/2008
02/2009
0.72$ 0.58 1.00$ 7.23 1.07$ 15.34 1.15$ 45.82 03/2009
02/2010
1.45$ 11.29 13.07%
2Y -14.95 03/2007
02/2009
0.72$ 3.06 1.06$ 7.29 1.15$ 11.70 1.24$ 27.87 03/2009
02/2011
1.63$ 1.92 9.09%
3Y -7.96 03/2006
02/2009
0.77$ 3.60 1.11$ 7.31 1.23$ 11.17 1.37$ 20.25 03/2009
02/2012
1.73$ 1.80 3.70%
5Y -2.29 03/2004
02/2009
0.89$ 4.21 1.22$ 6.96 1.39$ 11.19 1.69$ 15.13 03/2009
02/2014
2.02$ 4.31 0.92%
7Y 1.44 03/2002
02/2009
1.10$ 5.28 1.43$ 6.61 1.56$ 10.07 1.95$ 12.44 05/1992
04/1999
2.27$ 4.29 0.00%
10Y 3.40 03/1999
02/2009
1.39$ 5.36 1.68$ 6.56 1.88$ 9.80 2.54$ 11.43 01/1995
12/2004
2.95$ 4.54 0.00%
15Y 4.34 10/2007
09/2022
1.89$ 5.67 2.28$ 6.85 2.70$ 8.26 3.29$ 10.14 01/1992
12/2006
4.25$ 7.95 0.00%
20Y 4.99 11/2003
10/2023
2.64$ 5.98 3.19$ 6.76 3.69$ 8.49 5.09$ 8.70 04/1992
03/2012
5.30$ 5.30 0.00%
30Y 6.61 11/1993
10/2023
6.82$ 6.84 7.27$ 6.97 7.55$ 7.45 8.62$ 7.98 01/1992
12/2021
10.01$ 6.97 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.72 03/2008
02/2009
0.72$ -1.40 0.98$ 4.99 1.04$ 12.37 1.12$ 42.75 03/2009
02/2010
1.42$ 8.35 21.07%
2Y -16.66 03/2007
02/2009
0.69$ 1.06 1.02$ 4.69 1.09$ 9.31 1.19$ 25.19 03/2009
02/2011
1.56$ -2.31 12.67%
3Y -9.92 03/2006
02/2009
0.73$ 1.46 1.04$ 4.84 1.15$ 8.41 1.27$ 17.45 03/2009
02/2012
1.61$ -3.53 13.39%
5Y -4.81 03/2004
02/2009
0.78$ 1.79 1.09$ 4.90 1.27$ 8.66 1.51$ 12.80 03/2009
02/2014
1.82$ 0.21 7.95%
7Y -1.11 03/2002
02/2009
0.92$ 2.77 1.21$ 4.60 1.36$ 7.58 1.66$ 9.67 05/1992
04/1999
1.90$ 0.80 1.32%
10Y 0.79 03/1999
02/2009
1.08$ 3.37 1.39$ 4.38 1.53$ 7.06 1.97$ 8.74 01/1995
12/2004
2.31$ 1.72 0.00%
15Y 1.92 10/2007
09/2022
1.33$ 3.53 1.68$ 4.45 1.92$ 5.62 2.27$ 7.35 01/1992
12/2006
2.89$ 5.28 0.00%
20Y 2.35 11/2003
10/2023
1.59$ 3.45 1.96$ 4.55 2.43$ 5.90 3.14$ 6.22 12/1994
11/2014
3.34$ 2.66 0.00%
30Y 3.99 11/1993
10/2023
3.23$ 4.21 3.44$ 4.34 3.57$ 4.87 4.16$ 5.46 01/1992
12/2021
4.92$ 4.34 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Dynamic 40/60 Income Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Dynamic 40/60 Income Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.39
60%
-1.30
20%
-1.27
60%
0.89
80%
0.46
60%
0.49
80%
2.43
100%
-0.14
60%
-2.01
20%
0.32
60%
2.94
80%
1.55
80%
Best 5.1
2023
1.4
2024
1.5
2021
6.1
2020
3.2
2020
3.2
2019
5.1
2022
1.9
2020
0.4
2019
1.8
2021
5.9
2023
3.5
2023
Worst -3.5
2022
-2.9
2020
-9.8
2020
-5.3
2022
-1.5
2019
-5.3
2022
0.7
2021
-3.0
2022
-4.9
2022
-1.9
2023
-1.3
2021
-2.4
2022
Monthly Seasonality over the period Feb 1992 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.77
70%
-0.23
50%
-0.29
60%
0.76
80%
0.62
80%
0.40
80%
1.58
90%
0.12
70%
-1.21
40%
0.24
60%
1.47
60%
0.52
60%
Best 5.1
2023
1.9
2015
3.0
2016
6.1
2020
3.2
2020
3.2
2019
5.1
2022
2.0
2014
0.5
2017
3.1
2015
5.9
2023
3.5
2023
Worst -3.5
2022
-2.9
2020
-9.8
2020
-5.3
2022
-1.5
2019
-5.3
2022
-1.1
2014
-3.0
2022
-4.9
2022
-2.9
2018
-1.3
2021
-2.4
2022
Monthly Seasonality over the period Feb 1992 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.75
76%
0.20
67%
0.37
66%
1.22
84%
0.52
63%
0.36
72%
1.06
72%
0.33
72%
-0.18
59%
0.43
69%
1.00
66%
1.37
84%
Best 5.1
2023
2.6
2014
6.4
2009
9.7
2009
5.9
2009
3.5
2000
6.1
2009
2.9
2000
4.2
2009
5.9
2011
5.9
2023
9.2
2008
Worst -5.6
2009
-10.0
2009
-9.8
2020
-5.3
2022
-3.7
2010
-5.3
2022
-3.3
2002
-9.1
1998
-10.0
2008
-8.7
2008
-2.6
2007
-2.4
2022
Monthly Seasonality over the period Feb 1992 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Dynamic 40/60 Income Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

DYNAMIC 40/60 INCOME PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1992 - 29 February 2024 (~32 years)
251 Positive Months (70%) - 109 Negative Months (30%)
273 Positive Months (71%) - 113 Negative Months (29%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • PFF - iShares Preferred and Income Securities ETF (PFF), up to December 2007
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • EMB - iShares JP Morgan USD Em Mkts Bd (EMB), up to December 2007
  • SHY - iShares 1-3 Year Treasury Bond (SHY), up to December 2002
  • HYG - iShares iBoxx $ High Yield Corporate Bond (HYG), up to December 2007

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Stocks/Bonds 40/60 Momentum +8.06 7.02 -21.11 40 60 0
Couch Potato Scott Burns +8.04 8.75 -27.04 50 50 0
Gold Pivot Ptf Aim Ways +7.76 8.20 -19.49 22 44 34
In Saecula Saeculorum Fulvio Marchese +7.72 7.83 -20.39 45 45 10
Golden Butterfly Tyler +7.56 7.73 -17.79 40 40 20
Aim comfortable trip Aim Ways +7.42 7.59 -20.15 40 45 15
All Weather Portfolio Ray Dalio +7.34 7.40 -20.58 30 55 15
Edge Select Moderate Merrill Lynch +7.27 8.96 -29.58 53 47 0
Marc Faber Portfolio Marc Faber +7.25 9.66 -28.82 50 25 25
Sandwich Portfolio Bob Clyatt +7.03 8.32 -28.96 55 45 0
Stocks/Bonds 40/60 +7.00 6.99 -19.17 40 60 0
PISI Portfolio Davide Pisicchio +7.00 6.48 -18.36 30 60 10
Dynamic 40/60 Income +6.97 8.12 -29.84 40 60 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 Momentum +8.06 7.02 -21.11 40 60 0
Couch Potato Scott Burns +8.04 8.75 -27.04 50 50 0
All Weather Portfolio Ray Dalio +7.34 7.40 -20.58 30 55 15
Robo Advisor 50 Betterment +7.19 9.28 -30.72 49.9 50.1 0
Stocks/Bonds 40/60 +7.00 6.99 -19.17 40 60 0
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