Aggressive Global Income vs Stocks/Bonds 80/20 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 80/20 Momentum Portfolio obtained a 10.63% compound annual return, with a 12.22% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Aggressive Global Income Portfolio Stocks/Bonds 80/20 Momentum Portfolio
Risk Very High Very High
Asset Allocation Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
30 Years Stats Return +8.52% +10.63%
Std Dev 14.36% 12.22%
Max Drawdown -52.63% -43.61%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1982

Swipe left to see all data
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 80/20 Momentum Portfolio -4.06 -7.92 -4.64 +4.77 +9.51 +10.63 +12.11
(*) 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 80/20 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 20712.10$, with a total return of 1971.21% (10.63% 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 80/20 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 113642.58$, with a total return of 11264.26% (12.11% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

Swipe left to see all data
Aggressive Global Income Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-52.63% Nov 2007 Feb 2009
-43.61% Nov 2007 Feb 2009
-32.75% Sep 2000 Sep 2002
-27.39% Mar 2000 Sep 2002
-27.23% Nov 2021 Sep 2022
-23.84% Jan 2020 Mar 2020
-18.06% Jan 2022 Sep 2022
-17.13% May 2011 Sep 2011
-15.46% May 1998 Aug 1998
-14.33% Feb 2020 Mar 2020
-13.63% May 2015 Jan 2016
-12.46% Oct 2018 Dec 2018
-9.93% Feb 2018 Dec 2018
-9.24% Aug 1998 Aug 1998
-6.80% Feb 1994 Jun 1994
-6.55% Sep 2020 Oct 2020
-6.22% Aug 2015 Sep 2015
-5.19% Apr 2012 May 2012
-5.15% Mar 2005 Apr 2005
-5.06% Feb 1994 Mar 1994

Drawdown comparison chart since January 1982.

Swipe left to see all data
Aggressive Global Income Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-52.63% Nov 2007 Feb 2009
-43.61% Nov 2007 Feb 2009
-32.75% Sep 2000 Sep 2002
-27.39% Mar 2000 Sep 2002
-27.23% Nov 2021 Sep 2022
-25.63% Sep 1987 Nov 1987
-23.84% Jan 2020 Mar 2020
-21.38% 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
-14.33% Feb 2020 Mar 2020
-13.63% May 2015 Jan 2016
-12.46% Oct 2018 Dec 2018
-10.02% Aug 1990 Sep 1990
-9.93% Feb 2018 Dec 2018
-9.41% Jul 1983 May 1984
-9.24% Aug 1998 Aug 1998
-7.77% Jan 1982 Jul 1982

Yearly Returns

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

Swipe left to see all data
Year Aggressive Global Income Portfolio Stocks/Bonds 80/20 Momentum Portfolio
2023
 -0.60% -4.79%
2022
 -8.43% -17.23%
2021
 +17.07% +10.32%
2020
 -1.13% +25.42%
2019
 +19.97% +23.57%
2018
 -8.07% -1.35%
2017
 +13.53% +30.71%
2016
 +18.29% +4.51%
2015
 -6.99% +7.25%
2014
 +3.96% +12.86%
2013
 +19.30% +27.24%
2012
 +12.95% +12.58%
2011
 +0.62% +6.33%
2010
 +14.37% +15.66%
2009
 +33.97% +14.68%
2008
 -34.21% -31.40%
2007
 +3.78% +15.50%
2006
 +21.69% +9.30%
2005
 +12.70% +15.79%
2004
 +16.76% +14.21%
2003
 +32.98% +21.59%
2002
 -7.54% -8.17%
2001
 -4.83% -12.19%
2000
 -0.62% -5.41%
1999
 +48.88% +32.18%
1998
 +8.84% +40.72%
1997
 +18.82% +31.37%
1996
 +13.71% +24.58%
1995
 +24.10% +37.49%
1994
 +2.10% -1.40%
1993
 +19.15% +12.52%
1992
 +3.24% +4.88%
1991
 +24.91% +32.57%
1990
 -13.87% +2.93%
1989
 +17.94% +36.94%
1988
 +21.28% +7.13%
1987
 +8.36% +2.18%
1986
 +32.40% +21.18%
1985
 +37.47% +30.36%
1984
 +6.06% +2.34%
1983
 +24.33% +14.60%
1982
 +20.53% +30.58%