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

Data Source: from January 1871 to November 2023 (~153 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.82%
1 Day
Dec 01 2023
0.82%
Current Month
December 2023

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 5.54% compound annual return, with a 4.90% standard deviation.

Table of contents

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 Nov 30, 2023

The Stocks/Bonds 20/80 Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: December 2023 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 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
Stocks/Bonds 20/80 Portfolio 0.82 0.82 5.61 1.63 3.48 3.07 3.39 5.54 5.66
US Inflation Adjusted return 5.61 0.46 0.13 -0.96 0.56 2.94 3.47
Components
VTI
USD Vanguard Total Stock Market 0.84 Dec 01 2023 0.84 9.42 10.04 12.72 11.71 11.16 9.90 9.08
BND
USD Vanguard Total Bond Market 0.82 Dec 01 2023 0.82 4.54 -0.60 0.97 0.72 1.33 4.12 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 Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%

In 2022, the Stocks/Bonds 20/80 Portfolio granted a 2.05% 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 Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 5.04$, with a total return of 403.93% (5.54% annualized).

The Inflation Adjusted Capital now would be 2.39$, with a net total return of 138.80% (2.94% annualized).
An investment of 1$, since January 1871, now would be worth 4537.36$, with a total return of 453636.04% (5.66% annualized).

The Inflation Adjusted Capital now would be 183.95$, with a net total return of 18294.75% (3.47% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of Stocks/Bonds 20/80 Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
STOCKS/BONDS 20/80 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) 5.61 0.63 1.63 3.48 -1.86 3.07 3.39 4.49 5.54 5.66
Infl. Adjusted Return (%) details 5.61 0.42 0.46 0.13 -7.18 -0.96 0.56 1.85 2.94 3.47
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 2.12
Waiting for updates, inflation of Nov 2023 is temporarily set to 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 4* 23* 23* 23* 23* 23* 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) 1 14 14 14 14 14 12
End (yyyy mm) - - - - - - 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) 1 14 14 14 14 14 12
End (yyyy mm) - - - - - - 1933 05
Longest negative period (# months) details 11 36* 50 50 50 50 61
Period Start (yyyy mm) 2022 12 2020 12 2019 09 2019 09 2019 09 2019 09 1927 05
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2023 10 2023 10 1932 05
Annualized Return (%) -2.19 -1.86 -0.07 -0.07 -0.07 -0.07 -0.08
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -6.74 -25.05 -25.05 -25.05 -25.05 -25.05 -46.65
Start to Recovery (# months) details 10* 35* 35* 35* 35* 35* 126
Start (yyyy mm) 2023 02 2021 01 2021 01 2021 01 2021 01 2021 01 1916 01
Start to Bottom (# months) 9 34 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) 1 1 1 1 1 1 72
End (yyyy mm) - - - - - - 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 02 2021 01 2021 01 2021 01 2021 01 2021 01 1916 01
Start to Bottom (# months) 9 34 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) 1 1 1 1 1 1 72
End (yyyy mm) - - - - - - 1926 06
Longest negative period (# months) details 11 36* 60* 118 118 118 340
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2014 01 2014 01 2014 01 1892 04
Period End (yyyy mm) 2023 10 2023 11 2023 11 2023 10 2023 10 2023 10 1920 07
Annualized Return (%) -5.64 -7.18 -0.96 -0.01 -0.01 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 9.00 8.32 7.52 5.73 5.06 4.90 5.11
Sharpe Ratio -0.15 -0.45 0.19 0.41 0.63 0.67 0.33
Sortino Ratio -0.24 -0.65 0.25 0.55 0.84 0.90 0.47
Ulcer Index 2.14 9.02 7.05 5.05 3.75 3.18 2.54
Ratio: Return / Standard Deviation 0.39 -0.22 0.41 0.59 0.89 1.13 1.11
Ratio: Return / Deepest Drawdown 0.62 -0.11 0.19 0.20 0.27 0.33 0.30
% Positive Months details 50% 50% 58% 64% 67% 69% 65%
Positive Months 6 18 35 77 163 249 1200
Negative Months 6 18 25 43 77 111 635
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 3.39 6.19 8.62 14.44
Worst 10 Years Return (%) - Annualized 2.88 2.88 2.38
Best 10 Years Return (%) - Annualized 0.56 4.34 6.05 10.10
Worst 10 Years Return (%) - Annualized 0.08 0.08 -4.14
ROLLING PERIOD RETURNS
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 5.54
Worst Rolling Return (%) - Annualized -15.76 -2.58 1.67 2.88 4.23
% Positive Periods 90% 96% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 18.69 11.21 8.90 6.05 4.72 2.94
Worst Rolling Return (%) - Annualized -21.82 -7.85 -2.09 0.08 1.61
% Positive Periods 80% 92% 93% 100% 100% 100%
Over all the available data source (Jan 1871 - Nov 2023)
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%
Best Rolling Return (%) - Annualized 40.28 16.32 16.05 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%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 30.48 21.38 11.28 6.50 5.84 5.65
Perpetual WR (%) 0.00 0.00 0.56 1.82 2.86 3.35
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 original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

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

Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.

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 30 November 2023
Swipe left to see all data
Asset
VTI
BND
VTI
-
0.80
BND
0.80
-
Asset
VTI
BND
VTI
-
0.48
BND
0.48
-
Asset
VTI
BND
VTI
-
0.37
BND
0.37
-
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 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~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 14 23 11.19
-8.42% May 2008 Oct 2008 6 Jul 2009 9 15 4.07
-5.50% Feb 1994 Jun 1994 5 Feb 1995 8 13 3.71
-3.92% Feb 2020 Mar 2020 2 Apr 2020 1 3 1.96
-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 period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-25.05% Jan 2021 Oct 2023 34 in progress 1 35 15.95
-11.06% Jan 2008 Oct 2008 10 Aug 2009 10 20 5.06
-6.90% Feb 1994 Nov 1994 10 May 1995 6 16 4.69
-4.07% Jan 2018 Oct 2018 10 Mar 2019 5 15 2.33
-3.97% Feb 2020 Mar 2020 2 Apr 2020 1 3 2.00
-3.67% Mar 2004 May 2004 3 Dec 2004 7 10 2.05
-3.56% Feb 2015 Aug 2015 7 Jun 2016 10 17 1.89
-3.47% Jan 2005 Oct 2005 10 Sep 2006 11 21 1.75
-3.09% Feb 2002 Jul 2002 6 Apr 2003 9 15 1.50
-3.04% Feb 1999 Sep 1999 8 Dec 1999 3 11 1.87
-2.96% May 2013 Jun 2013 2 Oct 2013 4 6 1.79
-2.70% Feb 1996 Jul 1996 6 Oct 1996 3 9 1.85
-2.70% Aug 2016 Nov 2016 4 Jun 2017 7 11 1.39
-2.61% Feb 2001 Mar 2001 2 Jul 2001 4 6 1.64
-2.40% Apr 2000 May 2000 2 Aug 2000 3 5 1.17
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 14 23 11.19
-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 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
-30.21% Dec 1972 Sep 1981 106 Apr 1983 19 125 15.96
-25.91% Feb 1946 Sep 1948 32 Jun 1955 81 113 17.11
-25.05% Jan 2021 Oct 2023 34 in progress 1 35 15.95
-16.81% Sep 1968 May 1970 21 Mar 1971 10 31 9.32
-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
-11.06% Jan 2008 Oct 2008 10 Aug 2009 10 20 5.06
-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

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 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~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$ 1.89 1.01$ 6.38 1.06$ 10.23 1.10$ 21.70 01/1995
12/1995
1.21$ 3.48 9.74%
2Y -7.37 11/2021
10/2023
0.85$ 3.23 1.06$ 5.79 1.11$ 9.64 1.20$ 15.20 12/1994
11/1996
1.32$ -4.71 6.82%
3Y -2.58 11/2020
10/2023
0.92$ 3.97 1.12$ 5.59 1.17$ 8.82 1.28$ 14.01 01/1995
12/1997
1.48$ -1.86 3.38%
5Y 1.67 10/2017
09/2022
1.08$ 4.38 1.23$ 5.60 1.31$ 7.83 1.45$ 11.48 01/1995
12/1999
1.72$ 3.07 0.00%
7Y 2.21 11/2016
10/2023
1.16$ 4.60 1.36$ 5.57 1.46$ 6.96 1.60$ 9.98 12/1994
11/2001
1.94$ 3.18 0.00%
10Y 2.88 11/2013
10/2023
1.32$ 5.07 1.64$ 5.58 1.72$ 6.79 1.92$ 8.62 01/1995
12/2004
2.28$ 3.39 0.00%
15Y 3.93 11/2007
10/2022
1.78$ 5.05 2.09$ 5.58 2.25$ 6.51 2.57$ 7.35 12/1994
11/2009
2.89$ 4.85 0.00%
20Y 4.23 11/2003
10/2023
2.29$ 4.93 2.61$ 5.54 2.93$ 6.54 3.54$ 7.13 12/1994
11/2014
3.96$ 4.49 0.00%
30Y 5.54 12/1993
11/2023
5.03$ 5.54 5.03$ 5.54 5.03$ 5.54 5.03$ 5.54 12/1993
11/2023
5.03$ 5.54 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$ -0.80 0.99$ 3.62 1.03$ 8.52 1.08$ 18.69 01/1995
12/1995
1.18$ 0.13 19.48%
2Y -12.17 11/2021
10/2023
0.77$ 0.87 1.01$ 3.55 1.07$ 7.41 1.15$ 11.92 12/1994
11/1996
1.25$ -9.43 9.20%
3Y -7.85 11/2020
10/2023
0.78$ 1.81 1.05$ 3.31 1.10$ 6.08 1.19$ 11.21 01/1995
12/1997
1.37$ -7.18 7.08%
5Y -2.09 11/2017
10/2022
0.89$ 2.04 1.10$ 3.33 1.17$ 5.55 1.30$ 8.90 01/1995
12/1999
1.53$ -0.96 6.64%
7Y -1.25 11/2016
10/2023
0.91$ 2.37 1.17$ 3.36 1.25$ 4.82 1.38$ 7.35 12/1994
11/2001
1.64$ -0.33 5.05%
10Y 0.08 11/2013
10/2023
1.00$ 2.56 1.28$ 3.43 1.40$ 4.22 1.51$ 6.05 01/1995
12/2004
1.79$ 0.56 0.00%
15Y 1.50 11/2007
10/2022
1.25$ 2.87 1.52$ 3.31 1.63$ 4.01 1.80$ 4.74 12/1994
11/2009
2.00$ 2.29 0.00%
20Y 1.61 11/2003
10/2023
1.37$ 2.42 1.61$ 3.36 1.93$ 4.13 2.24$ 4.72 02/1995
01/2015
2.51$ 1.85 0.00%
30Y 2.94 12/1993
11/2023
2.38$ 2.94 2.38$ 2.94 2.38$ 2.94 2.38$ 2.94 12/1993
11/2023
2.38$ 2.94 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$ 3.48 12.45%
2Y -9.97 06/1930
05/1932
0.81$ 2.08 1.04$ 5.41 1.11$ 9.51 1.19$ 26.49 07/1984
06/1986
1.59$ -4.71 4.69%
3Y -5.37 07/1929
06/1932
0.84$ 3.02 1.09$ 5.16 1.16$ 8.61 1.28$ 20.41 07/1982
06/1985
1.74$ -1.86 1.72%
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$ 3.07 0.11%
7Y 1.80 09/1889
08/1896
1.13$ 3.78 1.29$ 5.14 1.41$ 8.22 1.73$ 16.81 04/1980
03/1987
2.96$ 3.18 0.00%
10Y 2.38 09/1886
08/1896
1.26$ 3.98 1.47$ 5.14 1.65$ 7.84 2.12$ 14.44 10/1981
09/1991
3.85$ 3.39 0.00%
15Y 2.76 09/1881
08/1896
1.50$ 4.13 1.83$ 5.13 2.11$ 8.33 3.31$ 12.55 10/1981
09/1996
5.89$ 4.85 0.00%
20Y 3.41 07/1901
06/1921
1.95$ 4.20 2.27$ 5.09 2.69$ 8.49 5.09$ 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$ 8.55 11.70$ 9.96 07/1970
06/2000
17.24$ 5.54 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$ -4.12 0.95$ 3.69 1.03$ 11.61 1.11$ 40.28 07/1932
06/1933
1.40$ 0.13 29.82%
2Y -15.38 01/1917
12/1918
0.71$ -1.84 0.96$ 3.81 1.07$ 9.00 1.18$ 24.02 09/1920
08/1922
1.53$ -9.43 21.41%
3Y -13.27 03/1917
02/1920
0.65$ -0.78 0.97$ 3.62 1.11$ 8.61 1.28$ 16.32 07/1982
06/1985
1.57$ -7.18 17.72%
5Y -11.11 07/1915
06/1920
0.55$ -0.61 0.97$ 3.52 1.18$ 7.79 1.45$ 16.05 09/1981
08/1986
2.10$ -0.96 18.30%
7Y -7.21 06/1913
05/1920
0.59$ -0.25 0.98$ 3.47 1.27$ 7.41 1.64$ 13.15 06/1872
05/1879
2.37$ -0.33 15.92%
10Y -4.14 12/1910
11/1920
0.65$ -0.07 0.99$ 3.38 1.39$ 6.98 1.96$ 10.10 10/1981
09/1991
2.61$ 0.56 15.38%
15Y -2.77 08/1905
07/1920
0.65$ 0.61 1.09$ 3.27 1.62$ 6.51 2.57$ 9.37 08/1920
07/1935
3.82$ 2.29 8.03%
20Y -1.18 07/1900
06/1920
0.78$ 1.02 1.22$ 3.06 1.82$ 5.60 2.97$ 8.25 05/1872
04/1892
4.88$ 1.85 3.82%
30Y 0.52 08/1890
07/1920
1.16$ 1.62 1.61$ 3.15 2.53$ 4.74 4.01$ 6.69 04/1871
03/1901
6.98$ 2.94 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
0.92
60%
-0.87
20%
-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%
0.02
60%
Best 4.0
2023
0.7
2019
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
1.1
2020
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 - Nov 2023
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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
0.70
70%
-0.27
50%
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%
0.11
70%
Best 4.0
2023
1.3
2014
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
1.1
2020
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 - Nov 2023
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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%
0.66
70%
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 - Nov 2023

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 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
249 Positive Months (69%) - 111 Negative Months (31%)
1200 Positive Months (65%) - 635 Negative Months (35%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market, up to December 2001
  • BND - Vanguard Total Bond Market, 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 +6.75 6.88 -16.43 25 50 25
Desert Portfolio Gyroscopic Investing +6.48 5.50 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.37 6.58 -15.92 25 50 25
Larry Portfolio Larry Swedroe +5.81 5.57 -15.96 30 70 0
Stocks/Bonds 20/80 +5.54 4.90 -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 +3.07 7.52 -16.57 20 80 0
Stocks/Bonds 20/80 Momentum +2.29 7.39 -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
High Yield Bonds Income +6.42 8.80 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.01 4.94 -17.91 20 80 0
All Country World 20/80 +5.64 5.63 -17.97 20 80 0
Stocks/Bonds 20/80 +5.54 4.90 -16.57 20 80 0
Dimensional Retirement Income Fund DFA +5.36 4.79 -12.91 20.4 79.6 0
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