All Country World 80/20 vs Stocks/Bonds 80/20 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 80/20 Portfolio obtained a 8.89% compound annual return, with a 12.33% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Stocks/Bonds 80/20 Portfolio
Risk Very High Very High
Asset Allocation Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
30 Years Stats Return +6.32% +8.89%
Std Dev 12.69% 12.33%
Max Drawdown -47.32% -41.09%

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 80/20 Portfolio +0.12 +2.34 +1.26 +8.29 +9.50 +8.89 +10.08
(*) 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 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 12865.41$, with a total return of 1186.54% (8.89% 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 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 40029.41$, with a total return of 3902.94% (10.08% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Stocks/Bonds 80/20 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-41.09% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-33.33% Sep 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-22.75% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-16.53% Feb 2020 Mar 2020
-13.95% Jul 1998 Aug 1998
-13.35% May 2011 Sep 2011
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-11.32% Oct 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-7.05% Jun 2015 Sep 2015
-6.95% Feb 1994 Jun 1994
-6.90% Apr 2000 May 2000
-6.57% Aug 1997 Oct 1997
-5.88% Feb 1994 Mar 1994
-5.21% Apr 2012 May 2012

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Stocks/Bonds 80/20 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-41.09% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-33.33% Sep 2000 Sep 2002
-24.55% Sep 1987 Nov 1987
-23.52% Jan 2022 Sep 2022
-22.75% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-17.97% Jan 2020 Mar 2020
-16.53% Feb 2020 Mar 2020
-13.95% Jul 1998 Aug 1998
-13.35% May 2011 Sep 2011
-12.27% May 1998 Aug 1998
-12.23% Jun 1990 Oct 1990
-11.51% Feb 2018 Dec 2018
-11.32% Oct 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-7.05% Jun 2015 Sep 2015
-6.95% Feb 1994 Jun 1994

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 80/20 Portfolio
2023
 +6.47% +7.52%
2022
 -17.17% -18.23%
2021
 +14.21% +20.16%
2020
 +14.55% +18.36%
2019
 +23.35% +26.30%
2018
 -7.79% -4.19%
2017
 +20.43% +17.68%
2016
 +7.66% +10.77%
2015
 -1.32% +0.40%
2014
 +4.31% +11.20%
2013
 +17.86% +26.34%
2012
 +15.19% +13.79%
2011
 -4.38% +2.36%
2010
 +12.00% +15.18%
2009
 +28.02% +23.84%
2008
 -34.37% -28.21%
2007
 +8.92% +5.68%
2006
 +15.95% +13.41%
2005
 +8.00% +5.53%
2004
 +11.86% +11.08%
2003
 +26.95% +25.40%
2002
 -14.55% -14.73%
2001
 -11.36% -7.09%
2000
 -9.84% -6.18%
1999
 +20.74% +18.90%
1998
 +17.65% +20.33%
1997
 +11.46% +26.68%
1996
 +10.54% +17.49%
1995
 +17.60% +32.26%
1994
 +1.26% -0.67%
1993
 +20.51% +10.44%
1992
 -3.52% +8.71%
1991
 +17.30% +28.96%
1990
 -13.44% -3.13%
1989
 +14.69% +25.22%
1988
 +18.54% +15.32%
1987
 +13.56% +2.40%
1986
 +37.13% +14.68%
1985
 +37.92% +29.47%