Aggressive Global Income vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 31 May 2023

The Aggressive Global Income Portfolio obtained a 8.52% compound annual return, with a 14.36% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.28% compound annual return, with a 9.43% standard deviation, in the last 30 Years.

Summary

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Aggressive Global Income Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Risk Very High High
Asset Allocation Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
30 Years Stats Return +8.52% +9.28%
Std Dev 14.36% 9.43%
Max Drawdown -52.63% -32.52%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1982

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Aggressive Global Income Portfolio -3.81 -3.53 -5.52 +3.38 +5.25 +8.52 +10.63
Stocks/Bonds 60/40 Momentum Portfolio -3.31 -5.57 -4.10 +3.87 +7.58 +9.28 +10.91
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Aggressive Global Income Portfolio: an investment of 1000$, since June 1993, now would be worth 11625.56$, with a total return of 1062.56% (8.52% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 14339.34$, with a total return of 1333.93% (9.28% annualized).

Aggressive Global Income Portfolio: an investment of 1000$, since January 1982, now would be worth 65598.00$, with a total return of 6459.80% (10.63% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 72812.54$, with a total return of 7181.25% (10.91% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Aggressive Global Income Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-52.63% Nov 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-27.39% Mar 2000 Sep 2002
-24.21% Nov 2021 Sep 2022
-23.84% Jan 2020 Mar 2020
-21.14% Sep 2000 Sep 2002
-18.06% Jan 2022 Sep 2022
-17.13% May 2011 Sep 2011
-15.46% May 1998 Aug 1998
-13.63% May 2015 Jan 2016
-10.73% Feb 2020 Mar 2020
-9.93% Feb 2018 Dec 2018
-9.29% Oct 2018 Dec 2018
-7.14% May 2011 Sep 2011
-6.78% Aug 1998 Aug 1998
-6.35% Feb 1994 Jun 1994
-5.20% Sep 2020 Oct 2020
-5.15% Mar 2005 Apr 2005
-5.06% Feb 1994 Mar 1994
-4.74% May 2019 May 2019

Drawdown comparison chart since January 1982.

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Aggressive Global Income Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-52.63% Nov 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-27.39% Mar 2000 Sep 2002
-24.21% Nov 2021 Sep 2022
-23.84% Jan 2020 Mar 2020
-21.38% Sep 1987 Nov 1987
-21.14% Sep 2000 Sep 2002
-20.08% Sep 1987 Nov 1987
-19.23% Jan 1990 Sep 1990
-18.06% Jan 2022 Sep 2022
-17.13% May 2011 Sep 2011
-15.46% May 1998 Aug 1998
-13.63% May 2015 Jan 2016
-10.73% Feb 2020 Mar 2020
-9.93% Feb 2018 Dec 2018
-9.29% Oct 2018 Dec 2018
-7.77% Jan 1982 Jul 1982
-7.66% Aug 1990 Sep 1990
-7.54% Dec 1983 May 1984
-7.45% Dec 1983 May 1984

Yearly Returns

Yearly return comparison. Common historical serie start from January 1982.

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Year Aggressive Global Income Portfolio Stocks/Bonds 60/40 Momentum Portfolio
2023
 -0.60% -2.99%
2022
 -8.43% -16.20%
2021
 +17.07% +7.27%
2020
 -1.13% +20.99%
2019
 +19.97% +19.89%
2018
 -8.07% -1.04%
2017
 +13.53% +23.93%
2016
 +18.29% +4.01%
2015
 -6.99% +5.58%
2014
 +3.96% +11.10%
2013
 +19.30% +19.91%
2012
 +12.95% +10.22%
2011
 +0.62% +6.73%
2010
 +14.37% +13.29%
2009
 +33.97% +11.92%
2008
 -34.21% -21.83%
2007
 +3.78% +13.35%
2006
 +21.69% +8.04%
2005
 +12.70% +12.44%
2004
 +16.76% +11.72%
2003
 +32.98% +17.18%
2002
 -7.54% -4.07%
2001
 -4.83% -7.04%
2000
 -0.62% -1.21%
1999
 +48.88% +23.95%
1998
 +8.84% +32.69%
1997
 +18.82% +25.89%
1996
 +13.71% +19.33%
1995
 +24.10% +32.67%
1994
 +2.10% -1.72%
1993
 +19.15% +11.81%
1992
 +3.24% +5.45%
1991
 +24.91% +28.24%
1990
 -13.87% +4.36%
1989
 +17.94% +31.11%
1988
 +21.28% +7.18%
1987
 +8.36% +2.02%
1986
 +32.40% +19.66%
1985
 +37.47% +28.33%
1984
 +6.06% +5.51%
1983
 +24.33% +12.26%
1982
 +20.53% +30.72%