All Country World 80/20 vs Stocks/Bonds 40/60 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 Stocks/Bonds 40/60 Portfolio obtained a 6.84% compound annual return, with a 6.83% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Stocks/Bonds 40/60 Portfolio
Risk Very High Medium
Asset Allocation Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
30 Years Stats Return +6.32% +6.84%
Std Dev 12.69% 6.83%
Max Drawdown -47.32% -19.17%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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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 +8.16
Stocks/Bonds 40/60 Portfolio -0.51 +2.03 -0.54 +4.68 +5.55 +6.84 +8.14
(*) 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).

Stocks/Bonds 40/60 Portfolio: an investment of 1000$, since June 1993, now would be worth 7272.57$, with a total return of 627.26% (6.84% 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 Portfolio: an investment of 1000$, since January 1985, now would be worth 20220.51$, with a total return of 1922.05% (8.14% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Stocks/Bonds 40/60 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
-19.17% Nov 2007 Feb 2009
-18.63% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-8.59% Sep 2000 Sep 2002
-8.09% Feb 2020 Mar 2020
-6.57% Aug 1997 Oct 1997
-6.25% Jul 1998 Aug 1998
-5.98% Feb 1994 Jun 1994
-5.88% Feb 1994 Mar 1994
-5.36% Sep 2018 Dec 2018
-4.76% Jun 2011 Sep 2011
-4.62% May 2019 May 2019
-4.51% Jan 2000 Jan 2000
-4.44% Nov 1993 Nov 1993

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Stocks/Bonds 40/60 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
-19.99% Jan 1990 Sep 1990
-19.17% Nov 2007 Feb 2009
-18.63% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-13.08% Sep 1987 Nov 1987
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-8.59% Sep 2000 Sep 2002
-8.09% Feb 2020 Mar 2020
-6.64% Jan 1992 Mar 1992
-6.57% Aug 1997 Oct 1997
-6.25% Jul 1998 Aug 1998
-5.98% Feb 1994 Jun 1994
-5.88% Feb 1994 Mar 1994
-5.70% Aug 1990 Sep 1990

Yearly Returns

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

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Year All Country World 80/20 Portfolio Stocks/Bonds 40/60 Portfolio
2023
 +6.47% +4.96%
2022
 -17.17% -15.67%
2021
 +14.21% +9.15%
2020
 +14.55% +13.04%
2019
 +23.35% +17.57%
2018
 -7.79% -2.15%
2017
 +20.43% +10.63%
2016
 +7.66% +6.64%
2015
 -1.32% +0.48%
2014
 +4.31% +8.51%
2013
 +17.86% +12.12%
2012
 +15.19% +8.47%
2011
 -4.38% +5.14%
2010
 +12.00% +10.69%
2009
 +28.02% +13.74%
2008
 -34.37% -10.67%
2007
 +8.92% +6.30%
2006
 +15.95% +8.84%
2005
 +8.00% +3.96%
2004
 +11.86% +7.66%
2003
 +26.95% +14.68%
2002
 -14.55% -3.23%
2001
 -11.36% +0.67%
2000
 -9.84% +2.61%
1999
 +20.74% +9.07%
1998
 +17.65% +14.45%
1997
 +11.46% +18.06%
1996
 +10.54% +10.53%
1995
 +17.60% +25.22%
1994
 +1.26% -1.66%
1993
 +20.51% +10.06%
1992
 -3.52% +7.93%
1991
 +17.30% +22.10%
1990
 -13.44% +2.76%
1989
 +14.69% +19.43%
1988
 +18.54% +11.34%
1987
 +13.56% +1.97%
1986
 +37.13% +14.89%
1985
 +37.92% +25.86%