All Country World 80/20 vs Burton Malkiel Late Sixties and Beyond Portfolio Comparison

Last Update: 29 February 2024

The All Country World 80/20 Portfolio obtained a 6.48% compound annual return, with a 12.76% standard deviation, in the last 30 Years.

The Burton Malkiel Late Sixties and Beyond Portfolio obtained a 8.20% compound annual return, with a 11.68% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Burton Malkiel Late Sixties and Beyond Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 71%
Fixed Income 20% 29%
Commodities 0% 0%
30 Years Stats Return +6.48% +8.20%
Std Dev 12.76% 11.68%
Max Drawdown -47.32% -41.80%
All time Stats
(Since Jan 1985)
Return +8.39% +9.78%
Std Dev 13.10% 11.64%
Max Drawdown -47.32% -41.80%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 80/20 Portfolio +3.45 +9.74 +18.92 +8.54 +7.22 +6.48 +8.39
Burton Malkiel Late Sixties and Beyond Portfolio +2.56 +7.85 +13.56 +6.84 +6.62 +8.20 +9.78
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 6.59$, with a total return of 558.56% (6.48% annualized).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since March 1994, now would be worth 10.62$, with a total return of 962.39% (8.20% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 23.49$, with a total return of 2249.26% (8.39% annualized).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since January 1985, now would be worth 38.68$, with a total return of 3767.53% (9.78% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World 80/20 Portfolio
Burton Malkiel Late Sixties and Beyond Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-41.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.91
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-22.44% Jan 2022 Sep 2022 (9) In progress (26) 12.14
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-16.82% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.53
-16.48% May 1998 Aug 1998 (4) Apr 1999 (12) 6.57
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.60
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-12.20% May 2002 Sep 2002 (5) May 2003 (13) 8.08
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-9.27% Feb 2001 Sep 2001 (8) Feb 2002 (13) 3.95
-8.08% Feb 2018 Dec 2018 (11) Feb 2019 (13) 3.63
-7.72% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.95
-7.04% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.88
-6.57% Aug 1997 Oct 1997 (3) Feb 1998 (7) 4.19
-6.12% Sep 2000 Nov 2000 (3) Jan 2001 (5) 3.15
-5.20% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.00

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Burton Malkiel Late Sixties and Beyond Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-41.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.91
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-22.44% Jan 2022 Sep 2022 (9) In progress (26) 12.14
-22.19% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.97
-19.99% Jan 1990 Sep 1990 (9) Dec 1991 (24) 9.06
-19.08% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.05
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-16.82% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.53
-16.48% May 1998 Aug 1998 (4) Apr 1999 (12) 6.57
-13.63% Aug 1990 Sep 1990 (2) Feb 1991 (7) 7.86
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.60
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-12.20% May 2002 Sep 2002 (5) May 2003 (13) 8.08
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-9.27% Feb 2001 Sep 2001 (8) Feb 2002 (13) 3.95
-8.08% Feb 2018 Dec 2018 (11) Feb 2019 (13) 3.63
-7.72% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.95

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+3.35%
-0.09%
+1.58%
-0.95%
2023
+19.08%
-8.64%
+14.40%
-8.53%
2022
-17.17%
-23.52%
-16.23%
-22.44%
2021
+14.21%
-3.60%
+15.40%
-3.79%
2020
+14.55%
-17.97%
+10.03%
-16.82%
2019
+23.35%
-4.62%
+22.55%
-3.12%
2018
-7.79%
-11.51%
-5.90%
-8.08%
2017
+20.43%
0.00%
+16.49%
0.00%
2016
+7.66%
-5.08%
+8.48%
-3.07%
2015
-1.32%
-9.49%
-1.63%
-7.72%
2014
+4.31%
-3.32%
+9.01%
-3.10%
2013
+17.86%
-3.46%
+12.49%
-4.03%
2012
+15.19%
-7.89%
+14.20%
-5.09%
2011
-4.38%
-17.02%
+1.01%
-13.38%
2010
+12.00%
-9.60%
+14.47%
-8.21%
2009
+28.02%
-16.08%
+25.30%
-17.05%
2008
-34.37%
-37.13%
-26.02%
-31.57%
2007
+8.92%
-4.35%
+5.18%
-5.15%
2006
+15.95%
-3.66%
+20.06%
-2.71%
2005
+8.00%
-3.65%
+9.86%
-2.99%
2004
+11.86%
-3.52%
+14.78%
-7.04%
2003
+26.95%
-3.85%
+29.73%
-0.86%
2002
-14.55%
-20.27%
-5.70%
-12.20%
2001
-11.36%
-19.42%
+5.85%
-9.27%
2000
-9.84%
-12.38%
+2.46%
-6.12%
1999
+20.74%
-3.34%
+12.48%
-4.06%
1998
+17.65%
-12.27%
+5.92%
-16.48%
1997
+11.46%
-6.57%
+15.13%
-4.83%
1996
+10.54%
-2.89%
+18.95%
-2.65%
1995
+17.60%
-1.58%
+20.20%
-1.35%
1994
+1.26%
-5.88%
-3.17%
-7.20%
1993
+20.51%
-4.44%
+23.51%
-2.85%
1992
-3.52%
-6.64%
+4.84%
-2.71%
1991
+17.30%
-5.18%
+33.86%
-3.74%
1990
-13.44%
-19.99%
-5.42%
-13.63%
1989
+14.69%
-2.34%
+26.07%
-1.94%
1988
+18.54%
-4.91%
+16.73%
-2.39%
1987
+13.56%
-22.19%
-0.94%
-19.08%
1986
+37.13%
-5.17%
+18.93%
-4.58%
1985
+37.92%
-1.68%
+27.52%
-2.25%