All Country World 80/20 vs Dynamic 40/60 Income Portfolio Comparison

Last Update: 31 May 2023

The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.

The Dynamic 40/60 Income Portfolio obtained a 6.88% compound annual return, with a 8.02% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Dynamic 40/60 Income Portfolio
Risk Very High Medium
Asset Allocation Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
30 Years Stats Return +6.32% +6.88%
Std Dev 12.69% 8.02%
Max Drawdown -47.32% -29.84%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1992

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World 80/20 Portfolio -1.11 +2.37 +0.29 +5.56 +6.85 +6.32 +6.32
Dynamic 40/60 Income Portfolio -0.94 +0.55 -2.03 +2.88 +4.02 +6.88 +7.18
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1000$, since June 1993, now would be worth 7356.70$, with a total return of 635.67% (6.88% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1992, now would be worth 6855.46$, with a total return of 585.55% (6.32% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1000$, since January 1992, now would be worth 8836.24$, with a total return of 783.62% (7.18% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-29.84% Nov 2007 Feb 2009
-23.52% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-17.33% Jan 2022 Sep 2022
-12.42% Feb 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-9.38% May 1998 Aug 1998
-7.19% Jun 2011 Sep 2011
-6.73% May 2002 Jul 2002
-6.57% Aug 1997 Oct 1997
-5.88% Feb 1994 Mar 1994
-5.36% Feb 1994 Jun 1994
-5.09% Oct 2018 Dec 2018
-4.62% May 2019 May 2019
-4.51% Jan 2000 Jan 2000
-4.44% Nov 1993 Nov 1993

Drawdown comparison chart since January 1992.

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All Country World 80/20 Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-29.84% Nov 2007 Feb 2009
-23.52% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-17.33% Jan 2022 Sep 2022
-12.42% Feb 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-9.38% May 1998 Aug 1998
-7.19% Jun 2011 Sep 2011
-6.73% May 2002 Jul 2002
-6.64% Jan 1992 Mar 1992
-6.57% Aug 1997 Oct 1997
-5.88% Feb 1994 Mar 1994
-5.36% Feb 1994 Jun 1994
-5.09% Oct 2018 Dec 2018
-4.62% May 2019 May 2019
-4.51% Jan 2000 Jan 2000

Yearly Returns

Yearly return comparison. Common historical serie start from January 1992.

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Year All Country World 80/20 Portfolio Dynamic 40/60 Income Portfolio
2023
 +6.47% +3.06%
2022
 -17.17% -14.37%
2021
 +14.21% +6.72%
2020
 +14.55% +8.28%
2019
 +23.35% +15.91%
2018
 -7.79% -3.18%
2017
 +20.43% +9.18%
2016
 +7.66% +7.53%
2015
 -1.32% +0.21%
2014
 +4.31% +7.01%
2013
 +17.86% +6.13%
2012
 +15.19% +12.70%
2011
 -4.38% +2.96%
2010
 +12.00% +11.25%
2009
 +28.02% +22.37%
2008
 -34.37% -14.80%
2007
 +8.92% +0.88%
2006
 +15.95% +9.18%
2005
 +8.00% +5.23%
2004
 +11.86% +8.41%
2003
 +26.95% +21.64%
2002
 -14.55% +1.03%
2001
 -11.36% +8.71%
2000
 -9.84% +3.43%
1999
 +20.74% +11.02%
1998
 +17.65% +6.04%
1997
 +11.46% +16.36%
1996
 +10.54% +16.81%
1995
 +17.60% +23.17%
1994
 +1.26% -3.19%
1993
 +20.51% +14.73%
1992
 -3.52% +12.95%