All Country World 80/20 vs Dynamic 60/40 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 60/40 Income Portfolio obtained a 6.83% compound annual return, with a 9.22% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Dynamic 60/40 Income Portfolio
Risk Very High High
Asset Allocation Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
30 Years Stats Return +6.32% +6.83%
Std Dev 12.69% 9.22%
Max Drawdown -47.32% -41.44%

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 60/40 Income Portfolio -1.48 -0.83 -4.63 +3.97 +4.90 +6.83 +7.21
(*) 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 60/40 Income Portfolio: an investment of 1000$, since June 1993, now would be worth 7253.33$, with a total return of 625.33% (6.83% 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 60/40 Income Portfolio: an investment of 1000$, since January 1992, now would be worth 8920.50$, with a total return of 792.05% (7.21% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Dynamic 60/40 Income Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-41.44% Jun 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-18.21% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-14.24% Feb 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.41% Jun 2011 Sep 2011
-7.02% Jul 1998 Aug 1998
-6.80% Feb 1994 Nov 1994
-6.80% Sep 2018 Dec 2018
-6.57% Aug 1997 Oct 1997
-6.19% Apr 2002 Oct 2002
-5.88% Feb 1994 Mar 1994
-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 60/40 Income Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-41.44% Jun 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-18.21% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-14.24% Feb 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.41% Jun 2011 Sep 2011
-7.02% Jul 1998 Aug 1998
-6.80% Feb 1994 Nov 1994
-6.80% Sep 2018 Dec 2018
-6.64% Jan 1992 Mar 1992
-6.57% Aug 1997 Oct 1997
-6.19% Apr 2002 Oct 2002
-5.88% Feb 1994 Mar 1994
-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 60/40 Income Portfolio
2023
 +6.47% +2.34%
2022
 -17.17% -15.89%
2021
 +14.21% +15.27%
2020
 +14.55% +6.26%
2019
 +23.35% +18.59%
2018
 -7.79% -3.28%
2017
 +20.43% +8.11%
2016
 +7.66% +7.39%
2015
 -1.32% +0.49%
2014
 +4.31% +11.87%
2013
 +17.86% +8.15%
2012
 +15.19% +12.84%
2011
 -4.38% +3.16%
2010
 +12.00% +14.75%
2009
 +28.02% +25.31%
2008
 -34.37% -21.78%
2007
 +8.92% -3.54%
2006
 +15.95% +14.28%
2005
 +8.00% +5.27%
2004
 +11.86% +12.11%
2003
 +26.95% +22.26%
2002
 -14.55% -0.78%
2001
 -11.36% +5.55%
2000
 -9.84% +5.79%
1999
 +20.74% +4.89%
1998
 +17.65% +5.13%
1997
 +11.46% +16.74%
1996
 +10.54% +16.21%
1995
 +17.60% +20.42%
1994
 +1.26% -3.20%
1993
 +20.51% +14.00%
1992
 -3.52% +13.92%