Stocks/Bonds 20/80 Portfolio: ETF allocation and returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.52%
1 Day
Mar 01 2024
0.52%
Current Month
March 2024

The Stocks/Bonds 20/80 Portfolio is a Low Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 20% on the Stock Market.

In the last 30 Years, the Stocks/Bonds 20/80 Portfolio obtained a 5.66% compound annual return, with a 4.92% standard deviation.

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Asset Allocation and ETFs

The Stocks/Bonds 20/80 Portfolio has the following asset allocation:

20% Stocks
80% Fixed Income
0% Commodities

The Stocks/Bonds 20/80 Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
20.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
80.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-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 Stocks/Bonds 20/80 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.
STOCKS/BONDS 20/80 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
(~153Y)
Stocks/Bonds 20/80 Portfolio 0.52 0.52 -0.02 4.68 8.40 3.30 3.58 5.66 5.68
US Inflation Adjusted return -0.02 3.50 5.53 -0.77 0.79 3.06 3.49
Components
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 9.14
BND
USD Vanguard Total Bond Market 0.42 Mar 01 2024 0.42 -1.36 2.38 3.47 0.54 1.39 4.19 4.48
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) 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 Stocks/Bonds 20/80 Portfolio granted a 2.92% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 20/80 Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 5.21$, with a total return of 421.19% (5.66% annualized).

The Inflation Adjusted Capital now would be 2.47$, with a net total return of 146.89% (3.06% annualized).
An investment of 1$, since January 1871, now would be worth 4719.99$, with a total return of 471898.99% (5.68% annualized).

The Inflation Adjusted Capital now would be 190.19$, with a net total return of 18918.82% (3.49% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Stocks/Bonds 20/80 Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
STOCKS/BONDS 20/80 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) -0.02 4.03 4.68 8.40 -0.47 3.30 3.58 4.49 5.66 5.68
Infl. Adjusted Return (%) details -0.02 3.47 3.50 5.53 -5.68 -0.77 0.79 1.88 3.06 3.49
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.12
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 (%) -5.62 -16.57 -16.57 -16.57 -16.57 -16.57 -18.94
Start to Recovery (# months) details 5 26* 26* 26* 26* 26* 36
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2022 01 1930 06
Start to Bottom (# months) 3 9 9 9 9 9 24
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 1932 05
Bottom to End (# months) 2 17 17 17 17 17 12
End (yyyy mm) 2023 12 - - - - - 1933 05
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 2022 01 2022 01 2022 01 2022 01 2022 01 1930 06
Start to Bottom (# months) 3 9 9 9 9 9 24
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 1932 05
Bottom to End (# months) 2 17 17 17 17 17 12
End (yyyy mm) 2023 12 - - - - - 1933 05
Longest negative period (# months) details 8 36* 50 50 50 50 61
Period Start (yyyy mm) 2023 03 2021 03 2019 09 2019 09 2019 09 2019 09 1927 05
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2023 10 2023 10 1932 05
Annualized Return (%) -1.99 -0.47 -0.07 -0.07 -0.07 -0.07 -0.08
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -6.51 -24.09 -24.57 -24.57 -24.57 -24.57 -46.65
Start to Recovery (# months) details 5 30* 38* 38* 38* 38* 126
Start (yyyy mm) 2023 08 2021 09 2021 01 2021 01 2021 01 2021 01 1916 01
Start to Bottom (# months) 3 26 34 34 34 34 54
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 1920 06
Bottom to End (# months) 2 4 4 4 4 4 72
End (yyyy mm) 2023 12 - - - - - 1926 06
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 01 2021 01 2021 01 2021 01 1916 01
Start to Bottom (# months) 3 26 34 34 34 34 54
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 1920 06
Bottom to End (# months) 2 4 4 4 4 4 72
End (yyyy mm) 2023 12 - - - - - 1926 06
Longest negative period (# months) details 8 36* 60* 116 116 116 340
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 03 2014 03 2014 03 1892 04
Period End (yyyy mm) 2023 10 2024 02 2024 02 2023 10 2023 10 2023 10 1920 07
Annualized Return (%) -4.86 -5.68 -0.77 -0.09 -0.09 -0.09 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 8.04 8.60 7.62 5.83 5.11 4.92 5.11
Sharpe Ratio 0.40 -0.33 0.19 0.41 0.62 0.69 0.33
Sortino Ratio 0.63 -0.47 0.27 0.57 0.82 0.93 0.47
Ulcer Index 1.93 9.19 7.18 5.14 3.82 3.17 2.55
Ratio: Return / Standard Deviation 1.04 -0.05 0.43 0.61 0.88 1.15 1.11
Ratio: Return / Deepest Drawdown 1.49 -0.03 0.20 0.22 0.27 0.34 0.30
% Positive Months details 58% 52% 58% 63% 67% 69% 65%
Positive Months 7 19 35 76 162 249 1202
Negative Months 5 17 25 44 78 111 636
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 3.58 6.19 8.62 14.44
Worst 10 Years Return (%) - Annualized 2.88 2.88 2.38
Best 10 Years Return (%) - Annualized 0.79 4.35 6.00 10.10
Worst 10 Years Return (%) - Annualized 0.09 0.09 -4.14
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 21.70 14.01 11.48 8.62 7.13 5.66
Worst Rolling Return (%) - Annualized -15.76 -2.58 1.67 2.88 4.23
% Positive Periods 91% 95% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 87.09 28.73 20.31 11.00 6.34 5.92
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.10 1.78 3.52
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 18.70 11.20 8.89 6.00 4.70 3.06
Worst Rolling Return (%) - Annualized -21.82 -7.85 -2.08 0.09 1.61
% Positive Periods 81% 92% 92% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 87.09 28.73 20.31 11.00 6.34 5.92
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.10 1.78 3.52
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Feb 2024)
Best Rolling Return (%) - Annualized 35.57 20.41 20.12 14.44 11.85 9.96
Worst Rolling Return (%) - Annualized -16.17 -5.37 -0.38 2.38 3.41 3.85
% Positive Periods 87% 98% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.81 26.20 14.24 7.71 4.61 3.47
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.75
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 40.28 16.36 16.04 10.10 8.25 6.69
Worst Rolling Return (%) - Annualized -21.82 -13.27 -11.11 -4.14 -1.18 0.52
% Positive Periods 70% 82% 81% 84% 96% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.81 26.20 14.24 7.71 4.61 3.47
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.75
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.

Talking about withdrawal rates, how would you manage your early retirement with the Stocks/Bonds 20/80 Portfolio? Read more here

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
VTI
BND
VTI
-
0.69
BND
0.69
-
Asset
VTI
BND
VTI
-
0.52
BND
0.52
-
Asset
VTI
BND
VTI
-
0.38
BND
0.38
-
Asset
VTI
BND
VTI
-
0.16
BND
0.16
-
Asset
VTI
BND
VTI
-
0.15
BND
0.15
-

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.

STOCKS/BONDS 20/80 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-16.57% Jan 2022 Sep 2022 9 in progress 17 26 10.75
-8.42% May 2008 Oct 2008 6 Jul 2009 9 15 4.07
-3.92% Feb 2020 Mar 2020 2 Apr 2020 1 3 1.96
-3.69% Mar 1994 Jun 1994 4 Feb 1995 8 12 2.23
-2.67% Sep 2018 Oct 2018 2 Jan 2019 3 5 1.60
-2.58% Apr 2004 May 2004 2 Sep 2004 4 6 1.65
-2.56% May 2013 Jun 2013 2 Oct 2013 4 6 1.44
-2.40% Aug 2016 Nov 2016 4 Apr 2017 5 9 1.09
-2.23% Apr 2000 May 2000 2 Jun 2000 1 3 1.33
-2.17% Feb 1999 Feb 1999 1 Apr 1999 2 3 1.18
-2.15% Jul 1998 Aug 1998 2 Sep 1998 1 3 1.09
-2.13% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.21
-2.13% Jun 2002 Jul 2002 2 Nov 2002 4 6 1.02
-2.05% Feb 2018 Apr 2018 3 Aug 2018 4 7 1.16
-1.99% Feb 2001 Mar 2001 2 Jul 2001 4 6 0.95
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 183 2.0 Months 50.69%
 
DD = 0% 50.69%
 
0% < DD <= -5% 149 2.4 Months 41.27%
 
DD <= -5% 91.97%
 
-5% < DD <= -10% 13 27.8 Months 3.60%
 
DD <= -10% 95.57%
 
-10% < DD <= -15% 14 25.8 Months 3.88%
 
DD <= -15% 99.45%
 
-15% < DD <= -20% 2 180.5 Months 0.55%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
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
-24.57% Jan 2021 Oct 2023 34 in progress 4 38 15.70
-11.07% Nov 2007 Oct 2008 12 Aug 2009 10 22 4.67
-4.86% Mar 1994 Nov 1994 9 Mar 1995 4 13 3.21
-3.64% Feb 2020 Mar 2020 2 Apr 2020 1 3 1.83
-3.62% Jul 2005 Oct 2005 4 Sep 2006 11 15 1.87
-3.53% Jan 2018 Oct 2018 10 Mar 2019 5 15 1.93
-3.18% Aug 2016 Nov 2016 4 Jun 2017 7 11 1.70
-3.15% Apr 2004 May 2004 2 Dec 2004 7 9 1.90
-3.05% May 2013 Aug 2013 4 Oct 2013 2 6 1.79
-3.02% Feb 2015 Aug 2015 7 Mar 2016 7 14 1.68
-2.87% Mar 2002 Jul 2002 5 Apr 2003 9 14 1.38
-2.79% Feb 1999 Aug 1999 7 Dec 1999 4 11 1.64
-2.51% Feb 1996 Jul 1996 6 Oct 1996 3 9 1.64
-2.51% Jul 1998 Aug 1998 2 Sep 1998 1 3 1.29
-2.45% Jul 2003 Jul 2003 1 Oct 2003 3 4 1.40
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 124 2.9 Months 34.35%
 
DD = 0% 34.35%
 
0% < DD <= -5% 204 1.8 Months 56.51%
 
DD <= -5% 90.86%
 
-5% < DD <= -10% 8 45.1 Months 2.22%
 
DD <= -10% 93.07%
 
-10% < DD <= -15% 2 180.5 Months 0.55%
 
DD <= -15% 93.63%
 
-15% < DD <= -20% 12 30.1 Months 3.32%
 
DD <= -20% 96.95%
 
-20% < DD <= -25% 11 32.8 Months 3.05%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
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
-18.94% Jun 1930 May 1932 24 May 1933 12 36 9.19
-16.57% Jan 2022 Sep 2022 9 in progress 17 26 10.75
-10.14% Mar 1937 Mar 1938 13 Oct 1938 7 20 4.99
-9.55% Jul 1895 Aug 1896 14 Jan 1897 5 19 4.93
-8.42% May 2008 Oct 2008 6 Jul 2009 9 15 4.07
-8.25% Sep 1968 May 1970 21 Nov 1970 6 27 4.01
-7.96% Nov 1973 Aug 1974 10 Jan 1975 5 15 4.18
-7.75% Oct 1979 Mar 1980 6 Apr 1980 1 7 4.21
-7.49% Jul 1873 Nov 1873 5 Feb 1874 3 8 3.85
-6.85% Apr 1971 Jul 1971 4 Dec 1971 5 9 3.30
-6.24% Apr 1940 May 1940 2 Oct 1940 5 7 2.87
-6.16% Nov 1919 May 1920 7 Sep 1921 16 23 3.27
-6.14% Sep 1987 Nov 1987 3 Feb 1988 3 6 3.45
-6.13% Dec 1892 Jul 1893 8 Feb 1894 7 15 2.65
-5.99% Nov 1905 Dec 1907 26 Apr 1908 4 30 2.40
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 821 2.2 Months 44.64%
 
DD = 0% 44.64%
 
0% < DD <= -5% 917 2.0 Months 49.86%
 
DD <= -5% 94.51%
 
-5% < DD <= -10% 73 25.2 Months 3.97%
 
DD <= -10% 98.48%
 
-10% < DD <= -15% 22 83.6 Months 1.20%
 
DD <= -15% 99.67%
 
-15% < DD <= -20% 6 306.5 Months 0.33%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
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
-46.65% Jan 1916 Jun 1920 54 Jun 1926 72 126 24.08
-30.13% Dec 1972 Sep 1981 106 Apr 1983 19 125 15.97
-25.72% Feb 1946 Feb 1948 25 Jun 1955 88 113 17.11
-24.57% Jan 2021 Oct 2023 34 in progress 4 38 15.70
-16.81% Sep 1968 May 1970 21 Mar 1971 10 31 9.33
-15.53% Feb 1899 Dec 1899 11 Apr 1901 16 27 10.37
-14.60% Dec 1940 Apr 1942 17 Sep 1945 41 58 8.60
-14.26% Nov 1905 Oct 1907 24 Nov 1908 13 37 7.10
-12.61% Jul 1879 Jan 1880 7 Jan 1881 12 19 6.18
-12.29% Jul 1892 Feb 1893 8 Jan 1894 11 19 6.91
-11.63% Aug 1897 May 1898 10 Jul 1898 2 12 5.20
-11.60% Jul 1901 Feb 1904 32 Mar 1905 13 45 7.14
-11.07% Nov 2007 Oct 2008 12 Aug 2009 10 22 4.67
-11.01% Jul 1881 Jun 1882 12 Jun 1883 12 24 7.62
-10.49% Jul 1876 Jan 1877 7 Aug 1877 7 14 6.07
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 440 4.2 Months 23.93%
 
DD = 0% 23.93%
 
0% < DD <= -5% 759 2.4 Months 41.27%
 
DD <= -5% 65.20%
 
-5% < DD <= -10% 275 6.7 Months 14.95%
 
DD <= -10% 80.15%
 
-10% < DD <= -15% 109 16.9 Months 5.93%
 
DD <= -15% 86.08%
 
-15% < DD <= -20% 134 13.7 Months 7.29%
 
DD <= -20% 93.37%
 
-20% < DD <= -25% 60 30.7 Months 3.26%
 
DD <= -25% 96.63%
 
-25% < DD <= -30% 23 80.0 Months 1.25%
 
DD <= -30% 97.88%
 
-30% < DD <= -35% 19 96.8 Months 1.03%
 
DD <= -35% 98.91%
 
-35% < DD <= -40% 8 229.9 Months 0.44%
 
DD <= -40% 99.35%
 
-40% < DD <= -45% 8 229.9 Months 0.44%
 
DD <= -45% 99.78%
 
-45% < DD <= -50% 4 459.8 Months 0.22%
 
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.

STOCKS/BONDS 20/80 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 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 -15.76 11/2021
10/2022
0.84$ 2.06 1.02$ 6.45 1.06$ 10.23 1.10$ 21.70 01/1995
12/1995
1.21$ 8.40 8.88%
2Y -7.37 11/2021
10/2023
0.85$ 3.18 1.06$ 5.75 1.11$ 9.64 1.20$ 15.20 12/1994
11/1996
1.32$ -1.02 7.72%
3Y -2.58 11/2020
10/2023
0.92$ 3.91 1.12$ 5.57 1.17$ 8.74 1.28$ 14.01 01/1995
12/1997
1.48$ -0.47 4.31%
5Y 1.67 10/2017
09/2022
1.08$ 4.29 1.23$ 5.59 1.31$ 7.60 1.44$ 11.48 01/1995
12/1999
1.72$ 3.30 0.00%
7Y 2.21 11/2016
10/2023
1.16$ 4.50 1.36$ 5.55 1.45$ 6.90 1.59$ 9.98 12/1994
11/2001
1.94$ 3.41 0.00%
10Y 2.88 11/2013
10/2023
1.32$ 5.01 1.63$ 5.56 1.71$ 6.73 1.91$ 8.62 01/1995
12/2004
2.28$ 3.58 0.00%
15Y 3.93 11/2007
10/2022
1.78$ 4.99 2.07$ 5.57 2.25$ 6.51 2.57$ 7.35 12/1994
11/2009
2.89$ 5.22 0.00%
20Y 4.23 11/2003
10/2023
2.29$ 4.83 2.56$ 5.51 2.92$ 6.40 3.45$ 7.13 12/1994
11/2014
3.96$ 4.49 0.00%
30Y 5.66 03/1994
02/2024
5.21$ 5.66 5.21$ 5.66 5.21$ 5.66 5.21$ 5.66 03/1994
02/2024
5.21$ 5.66 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -21.82 11/2021
10/2022
0.78$ -0.50 0.99$ 3.67 1.03$ 8.51 1.08$ 18.70 01/1995
12/1995
1.18$ 5.53 18.91%
2Y -12.17 11/2021
10/2023
0.77$ 0.87 1.01$ 3.52 1.07$ 7.42 1.15$ 11.92 12/1994
11/1996
1.25$ -5.12 10.09%
3Y -7.85 11/2020
10/2023
0.78$ 1.73 1.05$ 3.29 1.10$ 6.04 1.19$ 11.20 01/1995
12/1997
1.37$ -5.68 8.00%
5Y -2.08 11/2017
10/2022
0.90$ 2.00 1.10$ 3.32 1.17$ 5.42 1.30$ 8.89 01/1995
12/1999
1.53$ -0.77 7.64%
7Y -1.24 11/2016
10/2023
0.91$ 2.24 1.16$ 3.34 1.25$ 4.74 1.38$ 7.35 12/1994
11/2001
1.64$ -0.05 5.42%
10Y 0.09 11/2013
10/2023
1.00$ 2.28 1.25$ 3.41 1.39$ 4.18 1.50$ 6.00 01/1995
12/2004
1.79$ 0.79 0.00%
15Y 1.51 11/2007
10/2022
1.25$ 2.78 1.50$ 3.30 1.62$ 3.99 1.79$ 4.72 12/1994
11/2009
1.99$ 2.61 0.00%
20Y 1.61 11/2003
10/2023
1.37$ 2.26 1.56$ 3.34 1.92$ 4.12 2.24$ 4.70 12/1994
11/2014
2.50$ 1.88 0.00%
30Y 3.06 03/1994
02/2024
2.46$ 3.06 2.46$ 3.06 2.46$ 3.06 2.46$ 3.06 03/1994
02/2024
2.46$ 3.06 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 -16.17 07/1931
06/1932
0.83$ 0.51 1.00$ 5.55 1.05$ 10.95 1.10$ 35.57 07/1982
06/1983
1.35$ 8.40 12.42%
2Y -9.97 06/1930
05/1932
0.81$ 2.05 1.04$ 5.41 1.11$ 9.51 1.19$ 26.49 07/1984
06/1986
1.59$ -1.02 4.85%
3Y -5.37 07/1929
06/1932
0.84$ 3.01 1.09$ 5.15 1.16$ 8.61 1.28$ 20.41 07/1982
06/1985
1.74$ -0.47 1.89%
5Y -0.38 06/1927
05/1932
0.98$ 3.40 1.18$ 5.35 1.29$ 8.35 1.49$ 20.12 09/1981
08/1986
2.50$ 3.30 0.11%
7Y 1.80 09/1889
08/1896
1.13$ 3.77 1.29$ 5.13 1.41$ 8.22 1.73$ 16.81 04/1980
03/1987
2.96$ 3.41 0.00%
10Y 2.38 09/1886
08/1896
1.26$ 3.97 1.47$ 5.14 1.65$ 7.81 2.12$ 14.44 10/1981
09/1991
3.85$ 3.58 0.00%
15Y 2.76 09/1881
08/1896
1.50$ 4.14 1.83$ 5.13 2.11$ 8.32 3.31$ 12.55 10/1981
09/1996
5.89$ 5.22 0.00%
20Y 3.41 07/1901
06/1921
1.95$ 4.20 2.27$ 5.08 2.69$ 8.47 5.08$ 11.85 04/1980
03/2000
9.38$ 4.49 0.00%
30Y 3.85 06/1881
05/1911
3.10$ 4.39 3.63$ 5.06 4.39$ 8.54 11.68$ 9.96 07/1970
06/2000
17.24$ 5.66 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 -21.82 11/2021
10/2022
0.78$ -4.07 0.95$ 3.69 1.03$ 11.62 1.11$ 40.28 07/1932
06/1933
1.40$ 5.53 29.83%
2Y -15.38 01/1917
12/1918
0.71$ -1.88 0.96$ 3.81 1.07$ 9.02 1.18$ 24.02 09/1920
08/1922
1.53$ -5.12 21.54%
3Y -13.27 03/1917
02/1920
0.65$ -0.81 0.97$ 3.64 1.11$ 8.61 1.28$ 16.36 07/1982
06/1985
1.57$ -5.68 17.80%
5Y -11.11 07/1915
06/1920
0.55$ -0.61 0.97$ 3.52 1.18$ 7.79 1.45$ 16.04 09/1981
08/1986
2.10$ -0.77 18.44%
7Y -7.21 06/1913
05/1920
0.59$ -0.27 0.98$ 3.48 1.27$ 7.41 1.64$ 13.15 06/1872
05/1879
2.37$ -0.05 15.95%
10Y -4.14 12/1910
11/1920
0.65$ -0.05 0.99$ 3.39 1.39$ 6.98 1.96$ 10.10 10/1981
09/1991
2.61$ 0.79 15.36%
15Y -2.77 08/1905
07/1920
0.65$ 0.62 1.09$ 3.27 1.62$ 6.50 2.57$ 9.37 08/1920
07/1935
3.82$ 2.61 7.96%
20Y -1.18 07/1900
06/1920
0.78$ 1.02 1.22$ 3.06 1.82$ 5.59 2.96$ 8.25 05/1872
04/1892
4.88$ 1.88 3.81%
30Y 0.52 08/1890
07/1920
1.16$ 1.62 1.62$ 3.15 2.53$ 4.73 3.99$ 6.69 04/1871
03/1901
6.98$ 3.06 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 Stocks/Bonds 20/80 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Stocks/Bonds 20/80 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.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.42
60%
-1.01
0%
-0.21
40%
0.54
80%
0.30
60%
0.60
80%
1.66
100%
-0.22
60%
-2.16
0%
0.04
60%
2.69
80%
0.90
80%
Best 4.0
2023
0.0
2024
2.7
2023
4.4
2020
1.5
2020
2.5
2019
3.6
2022
1.7
2019
-0.1
2019
1.6
2021
5.6
2023
3.9
2023
Worst -2.9
2022
-2.8
2023
-3.7
2020
-5.0
2022
-0.8
2023
-2.9
2022
0.4
2019
-3.0
2022
-5.1
2022
-1.8
2023
-0.2
2021
-1.8
2022
Monthly Seasonality over the period Feb 1871 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.64
70%
-0.40
40%
0.13
50%
0.40
70%
0.48
70%
0.44
80%
1.14
90%
0.09
60%
-1.17
30%
-0.02
60%
1.48
70%
0.49
70%
Best 4.0
2023
1.2
2017
2.7
2023
4.4
2020
1.5
2020
2.5
2019
3.6
2022
1.7
2014
0.1
2017
1.6
2021
5.6
2023
3.9
2023
Worst -2.9
2022
-2.8
2023
-3.7
2020
-5.0
2022
-0.8
2023
-2.9
2022
-0.6
2014
-3.0
2022
-5.1
2022
-2.3
2018
-1.2
2016
-1.8
2022
Monthly Seasonality over the period Feb 1871 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.56
68%
0.36
63%
0.40
67%
0.53
67%
0.40
62%
0.46
65%
0.40
60%
0.45
66%
0.26
62%
0.38
65%
0.79
69%
0.68
71%
Best 4.0
2023
6.6
1970
4.8
1971
9.5
1980
5.7
1985
4.6
1938
6.4
1932
7.3
1932
4.1
1982
6.4
1981
7.7
1981
6.2
1873
Worst -3.3
2009
-5.9
1980
-5.3
1938
-5.5
1970
-5.9
1940
-2.9
2022
-2.8
1891
-3.4
1980
-5.7
1931
-6.0
1979
-2.2
1907
-3.8
1931
Monthly Seasonality over the period Feb 1871 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Stocks/Bonds 20/80 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

STOCKS/BONDS 20/80 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
249 Positive Months (69%) - 111 Negative Months (31%)
1202 Positive Months (65%) - 636 Negative Months (35%)
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(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:
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • BND - Vanguard Total Bond Market (BND), 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.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Simplified Permanent Portfolio +6.85 6.88 -16.43 25 50 25
Desert Portfolio Gyroscopic Investing +6.60 5.50 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.47 6.59 -15.92 25 50 25
Larry Portfolio Larry Swedroe +5.83 5.55 -15.96 30 70 0
Stocks/Bonds 20/80 +5.66 4.92 -16.57 20 80 0

The following portfolios share asset allocation strategy and/or similar asset weights.

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5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 20/80 +3.30 7.62 -16.57 20 80 0
Stocks/Bonds 20/80 Momentum +2.91 7.52 -17.91 20 80 0

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

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Ulcer Free Strategy Aim Ways +6.61 5.50 -17.05 7 82 11
High Yield Bonds Income +6.50 8.82 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.20 4.95 -17.91 20 80 0
All Country World 20/80 +5.70 5.63 -17.97 20 80 0
Stocks/Bonds 20/80 +5.66 4.92 -16.57 20 80 0
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