All Country World 80/20 vs Gretchen Tai 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 Gretchen Tai Portfolio obtained a 7.16% compound annual return, with a 11.59% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Gretchen Tai Portfolio
Risk Very High High
Asset Allocation Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
30 Years Stats Return +6.32% +7.16%
Std Dev 12.69% 11.59%
Max Drawdown -47.32% -41.80%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1986

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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 +7.45
Gretchen Tai Portfolio -1.83 +1.44 -2.06 +4.06 +5.62 +7.16 +8.65
(*) 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).

Gretchen Tai Portfolio: an investment of 1000$, since June 1993, now would be worth 7972.31$, with a total return of 697.23% (7.16% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1986, now would be worth 14736.49$, with a total return of 1373.65% (7.45% annualized).

Gretchen Tai Portfolio: an investment of 1000$, since January 1986, now would be worth 22301.46$, with a total return of 2130.15% (8.65% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Gretchen Tai Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-41.80% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.59% Jan 2022 Sep 2022
-23.52% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-17.97% Jan 2020 Mar 2020
-16.24% Jan 2020 Mar 2020
-14.25% May 2011 Sep 2011
-12.86% May 1998 Aug 1998
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-7.04% Feb 1994 Mar 1994
-6.57% Aug 1997 Oct 1997
-5.88% Feb 1994 Mar 1994
-4.62% May 2019 May 2019
-4.51% Jan 2000 Jan 2000

Drawdown comparison chart since January 1986.

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All Country World 80/20 Portfolio
Gretchen Tai Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-41.80% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.59% Jan 2022 Sep 2022
-23.52% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-17.97% Jan 2020 Mar 2020
-17.50% Sep 1987 Nov 1987
-16.24% Jan 2020 Mar 2020
-16.12% Jan 1990 Sep 1990
-14.25% May 2011 Sep 2011
-12.86% May 1998 Aug 1998
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-7.04% Feb 1994 Mar 1994

Yearly Returns

Yearly return comparison. Common historical serie start from January 1986.

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Year All Country World 80/20 Portfolio Gretchen Tai Portfolio
2023
 +6.47% +4.75%
2022
 -17.17% -17.30%
2021
 +14.21% +12.15%
2020
 +14.55% +12.24%
2019
 +23.35% +20.82%
2018
 -7.79% -7.59%
2017
 +20.43% +18.32%
2016
 +7.66% +7.93%
2015
 -1.32% -2.21%
2014
 +4.31% +4.44%
2013
 +17.86% +14.58%
2012
 +15.19% +14.85%
2011
 -4.38% -1.45%
2010
 +12.00% +12.51%
2009
 +28.02% +26.58%
2008
 -34.37% -27.67%
2007
 +8.92% +9.39%
2006
 +15.95% +17.39%
2005
 +8.00% +10.26%
2004
 +11.86% +15.60%
2003
 +26.95% +29.40%
2002
 -14.55% -7.43%
2001
 -11.36% -6.29%
2000
 -9.84% -4.67%
1999
 +20.74% +22.01%
1998
 +17.65% +10.02%
1997
 +11.46% +11.39%
1996
 +10.54% +10.62%
1995
 +17.60% +17.98%
1994
 +1.26% -0.51%
1993
 +20.51% +26.87%
1992
 -3.52% +0.50%
1991
 +17.30% +30.31%
1990
 -13.44% -8.54%
1989
 +14.69% +25.15%
1988
 +18.54% +19.39%
1987
 +13.56% +4.96%
1986
 +37.13% +29.74%