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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 7.77% compound annual return, with a 6.87% standard deviation, in the last 30 Years.
Summary
| All Country World 80/20 Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Risk | Very High | Medium | |
| Asset Allocation | Stocks | 80% | 40% |
| Fixed Income | 20% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +6.32% | +7.77% |
| Std Dev | 12.69% | 6.87% | |
| Max Drawdown | -47.32% | -21.11% | |
Last Update: 31 May 2023
Historical Returns as of May 31, 2023
Comparison period starts from January 1985
| 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 |
| Stocks/Bonds 40/60 Momentum Portfolio | -2.58 | -3.20 | -3.55 | +2.91 | +5.58 | +7.77 | +9.08 |
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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 9435.68$, with a total return of 843.57% (7.77% 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1985, now would be worth 28223.68$, with a total return of 2722.37% (9.08% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
All Country World 80/20 Portfolio |
Stocks/Bonds 40/60 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -47.32% | Nov 2007 | Feb 2009 | |||
| -36.69% | Apr 2000 | Sep 2002 | |||
| -23.52% | Jan 2022 | Sep 2022 | |||
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -17.97% | Jan 2020 | Mar 2020 | |||
| -12.27% | May 1998 | Aug 1998 | |||
| -11.51% | Feb 2018 | Dec 2018 | |||
| -10.78% | Jun 2015 | Feb 2016 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.57% | Aug 1997 | Oct 1997 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.88% | Feb 1994 | Mar 1994 | |||
| -4.62% | May 2019 | May 2019 | |||
| -4.51% | Jan 2000 | Jan 2000 | |||
| -4.44% | Nov 1993 | Nov 1993 | |||
| -4.13% | Aug 1998 | Aug 1998 | |||
| -3.98% | Sep 2020 | Oct 2020 | |||
Drawdown comparison chart since January 1985.
All Country World 80/20 Portfolio |
Stocks/Bonds 40/60 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -47.32% | Nov 2007 | Feb 2009 | |||
| -36.69% | Apr 2000 | Sep 2002 | |||
| -23.52% | Jan 2022 | Sep 2022 | |||
| -22.19% | Sep 1987 | Nov 1987 | |||
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -19.99% | Jan 1990 | Sep 1990 | |||
| -17.97% | Jan 2020 | Mar 2020 | |||
| -13.77% | Sep 1987 | Nov 1987 | |||
| -12.27% | May 1998 | Aug 1998 | |||
| -11.51% | Feb 2018 | Dec 2018 | |||
| -10.78% | Jun 2015 | Feb 2016 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.64% | Jan 1992 | Mar 1992 | |||
| -6.57% | Aug 1997 | Oct 1997 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.88% | Feb 1994 | Mar 1994 | |||
| -5.29% | Aug 1990 | Sep 1990 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | All Country World 80/20 Portfolio | Stocks/Bonds 40/60 Momentum Portfolio |
|---|---|---|
| 2023 |
+6.47% | -1.19% |
| 2022 |
-17.17% | -15.17% |
| 2021 |
+14.21% | +4.23% |
| 2020 |
+14.55% | +16.57% |
| 2019 |
+23.35% | +16.20% |
| 2018 |
-7.79% | -0.73% |
| 2017 |
+20.43% | +17.14% |
| 2016 |
+7.66% | +3.51% |
| 2015 |
-1.32% | +3.91% |
| 2014 |
+4.31% | +9.34% |
| 2013 |
+17.86% | +12.57% |
| 2012 |
+15.19% | +7.87% |
| 2011 |
-4.38% | +7.13% |
| 2010 |
+12.00% | +10.93% |
| 2009 |
+28.02% | +9.16% |
| 2008 |
-34.37% | -12.27% |
| 2007 |
+8.92% | +11.21% |
| 2006 |
+15.95% | +6.78% |
| 2005 |
+8.00% | +9.09% |
| 2004 |
+11.86% | +9.22% |
| 2003 |
+26.95% | +12.78% |
| 2002 |
-14.55% | +0.04% |
| 2001 |
-11.36% | -1.88% |
| 2000 |
-9.84% | +2.99% |
| 1999 |
+20.74% | +15.71% |
| 1998 |
+17.65% | +24.65% |
| 1997 |
+11.46% | +20.41% |
| 1996 |
+10.54% | +14.08% |
| 1995 |
+17.60% | +27.84% |
| 1994 |
+1.26% | -2.03% |
| 1993 |
+20.51% | +11.10% |
| 1992 |
-3.52% | +6.01% |
| 1991 |
+17.30% | +23.91% |
| 1990 |
-13.44% | +5.79% |
| 1989 |
+14.69% | +25.29% |
| 1988 |
+18.54% | +7.24% |
| 1987 |
+13.56% | +1.86% |
| 1986 |
+37.13% | +18.14% |
| 1985 |
+37.92% | +26.30% |
