All Country World 80/20 vs Rob Arnott 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 Rob Arnott Portfolio obtained a 6.50% compound annual return, with a 7.11% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
All Country World 80/20 Portfolio Rob Arnott Portfolio
Risk Very High Medium
Asset Allocation Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
30 Years Stats Return +6.32% +6.50%
Std Dev 12.69% 7.11%
Max Drawdown -47.32% -24.27%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

Swipe left to see all data
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 +8.16
Rob Arnott Portfolio -2.06 -0.57 -6.31 +3.30 +3.64 +6.50 +8.18
(*) 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).

Rob Arnott Portfolio: an investment of 1000$, since June 1993, now would be worth 6620.10$, with a total return of 562.01% (6.50% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).

Rob Arnott Portfolio: an investment of 1000$, since January 1985, now would be worth 20486.44$, with a total return of 1948.64% (8.18% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

Swipe left to see all data
All Country World 80/20 Portfolio
Rob Arnott Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-24.27% Jun 2008 Feb 2009
-23.52% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-17.86% Jan 2022 Sep 2022
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-8.72% Feb 2020 Mar 2020
-7.37% Feb 1994 Nov 1994
-6.57% Aug 1997 Oct 1997
-6.23% Mar 2015 Jan 2016
-5.88% Feb 1994 Mar 1994
-5.66% May 2013 Jun 2013
-4.84% Sep 2018 Dec 2018
-4.70% Apr 2004 Apr 2004
-4.62% May 2019 May 2019
-4.51% Jan 2000 Jan 2000
-4.44% Nov 1993 Nov 1993

Drawdown comparison chart since January 1985.

Swipe left to see all data
All Country World 80/20 Portfolio
Rob Arnott Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-24.27% Jun 2008 Feb 2009
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-17.97% Jan 2020 Mar 2020
-17.86% Jan 2022 Sep 2022
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-8.72% Feb 2020 Mar 2020
-7.37% Feb 1994 Nov 1994
-6.64% Jan 1992 Mar 1992
-6.57% Aug 1997 Oct 1997
-6.23% Mar 2015 Jan 2016
-6.11% Jan 1990 Apr 1990
-5.88% Feb 1994 Mar 1994
-5.66% May 2013 Jun 2013
-5.21% Sep 1987 Nov 1987

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

Swipe left to see all data
Year All Country World 80/20 Portfolio Rob Arnott Portfolio
2023
 +6.47% +2.31%
2022
 -17.17% -14.81%
2021
 +14.21% +11.04%
2020
 +14.55% +7.98%
2019
 +23.35% +16.67%
2018
 -7.79% -4.12%
2017
 +20.43% +9.02%
2016
 +7.66% +7.14%
2015
 -1.32% -3.26%
2014
 +4.31% +7.59%
2013
 +17.86% +1.41%
2012
 +15.19% +10.55%
2011
 -4.38% +7.73%
2010
 +12.00% +11.89%
2009
 +28.02% +14.59%
2008
 -34.37% -11.48%
2007
 +8.92% +7.64%
2006
 +15.95% +8.97%
2005
 +8.00% +7.74%
2004
 +11.86% +11.93%
2003
 +26.95% +17.00%
2002
 -14.55% +8.16%
2001
 -11.36% +0.06%
2000
 -9.84% +12.87%
1999
 +20.74% +7.22%
1998
 +17.65% +6.53%
1997
 +11.46% +7.20%
1996
 +10.54% +11.02%
1995
 +17.60% +21.23%
1994
 +1.26% -2.84%
1993
 +20.51% +13.77%
1992
 -3.52% +6.56%
1991
 +17.30% +18.67%
1990
 -13.44% +2.80%
1989
 +14.69% +17.53%
1988
 +18.54% +13.48%
1987
 +13.56% +6.41%
1986
 +37.13% +21.76%
1985
 +37.92% +27.17%