All Country World 80/20 vs Stocks/Bonds 60/40 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 60/40 Portfolio obtained a 7.93% compound annual return, with a 9.46% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Stocks/Bonds 60/40 Portfolio
Risk Very High High
Asset Allocation Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
30 Years Stats Return +6.32% +7.93%
Std Dev 12.69% 9.46%
Max Drawdown -47.32% -30.55%

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 60/40 Portfolio -0.19 +2.20 +0.36 +6.52 +7.55 +7.93 +9.17
(*) 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 60/40 Portfolio: an investment of 1000$, since June 1993, now would be worth 9869.65$, with a total return of 886.96% (7.93% 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 60/40 Portfolio: an investment of 1000$, since January 1985, now would be worth 29068.33$, with a total return of 2806.83% (9.17% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-30.55% Nov 2007 Feb 2009
-23.52% Jan 2022 Sep 2022
-21.56% Sep 2000 Sep 2002
-20.69% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-12.29% Feb 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.18% Jul 1998 Aug 1998
-9.00% May 2011 Sep 2011
-8.38% Sep 2018 Dec 2018
-6.57% Aug 1997 Oct 1997
-6.47% Feb 1994 Jun 1994
-5.88% Feb 1994 Mar 1994
-5.35% Apr 2000 May 2000
-5.24% Jun 2015 Sep 2015
-4.62% May 2019 May 2019

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-30.55% Nov 2007 Feb 2009
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-21.56% Sep 2000 Sep 2002
-20.69% Jan 2022 Sep 2022
-19.99% Jan 1990 Sep 1990
-19.17% Sep 1987 Nov 1987
-17.97% Jan 2020 Mar 2020
-12.29% Feb 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.18% Jul 1998 Aug 1998
-9.00% May 2011 Sep 2011
-8.52% Jul 1990 Oct 1990
-8.38% Sep 2018 Dec 2018
-6.64% Jan 1992 Mar 1992
-6.57% Aug 1997 Oct 1997

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 60/40 Portfolio
2023
 +6.47% +6.24%
2022
 -17.17% -16.95%
2021
 +14.21% +14.66%
2020
 +14.55% +15.70%
2019
 +23.35% +21.94%
2018
 -7.79% -3.17%
2017
 +20.43% +14.15%
2016
 +7.66% +8.71%
2015
 -1.32% +0.44%
2014
 +4.31% +9.85%
2013
 +17.86% +19.23%
2012
 +15.19% +11.13%
2011
 -4.38% +3.75%
2010
 +12.00% +12.93%
2009
 +28.02% +18.79%
2008
 -34.37% -19.44%
2007
 +8.92% +5.99%
2006
 +15.95% +11.12%
2005
 +8.00% +4.74%
2004
 +11.86% +9.37%
2003
 +26.95% +20.04%
2002
 -14.55% -8.98%
2001
 -11.36% -3.21%
2000
 -9.84% -1.79%
1999
 +20.74% +13.98%
1998
 +17.65% +17.39%
1997
 +11.46% +22.37%
1996
 +10.54% +14.01%
1995
 +17.60% +28.74%
1994
 +1.26% -1.16%
1993
 +20.51% +10.25%
1992
 -3.52% +8.32%
1991
 +17.30% +25.53%
1990
 -13.44% -0.19%
1989
 +14.69% +22.33%
1988
 +18.54% +13.33%
1987
 +13.56% +2.18%
1986
 +37.13% +14.79%
1985
 +37.92% +27.66%