All Country World 80/20 vs US Stocks Value 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 US Stocks Value Portfolio obtained a 9.50% compound annual return, with a 15.19% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio US Stocks Value Portfolio
Risk Very High Very High
Asset Allocation Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
30 Years Stats Return +6.32% +9.50%
Std Dev 12.69% 15.19%
Max Drawdown -47.32% -55.41%

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
US Stocks Value Portfolio -2.04 +0.34 +2.38 +9.02 +9.61 +9.50 +10.83
(*) 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).

US Stocks Value Portfolio: an investment of 1000$, since June 1993, now would be worth 15216.37$, with a total return of 1421.64% (9.50% 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).

US Stocks Value Portfolio: an investment of 1000$, since January 1985, now would be worth 51867.91$, with a total return of 5086.79% (10.83% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-55.41% Jun 2007 Feb 2009
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-32.49% Sep 2000 Sep 2002
-26.06% Jan 2020 Mar 2020
-23.52% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-17.60% Jul 1998 Aug 1998
-16.63% Jan 2022 Sep 2022
-12.56% Feb 2018 Dec 2018
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.70% Jun 2015 Jan 2016
-8.88% Jul 1999 Sep 1999
-7.76% May 2019 May 2019
-6.99% Feb 1994 Mar 1994
-6.57% Aug 1997 Oct 1997
-5.88% Feb 1994 Mar 1994
-5.25% Aug 1997 Aug 1997

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-55.41% Jun 2007 Feb 2009
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-32.49% Sep 2000 Sep 2002
-30.17% Sep 1987 Nov 1987
-26.06% Jan 2020 Mar 2020
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-17.97% Jan 2020 Mar 2020
-17.60% Jul 1998 Aug 1998
-16.63% Jan 2022 Sep 2022
-16.02% Jun 1990 Oct 1990
-12.56% Feb 2018 Dec 2018
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.70% Jun 2015 Jan 2016
-8.88% Jul 1999 Sep 1999
-8.41% Sep 1986 Sep 1986

Yearly Returns

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

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Year All Country World 80/20 Portfolio US Stocks Value Portfolio
2023
 +6.47% +4.41%
2022
 -17.17% -5.39%
2021
 +14.21% +25.21%
2020
 +14.55% +1.55%
2019
 +23.35% +31.48%
2018
 -7.79% -9.18%
2017
 +20.43% +15.08%
2016
 +7.66% +18.48%
2015
 -1.32% -4.32%
2014
 +4.31% +12.75%
2013
 +17.86% +32.19%
2012
 +15.19% +17.36%
2011
 -4.38% -0.29%
2010
 +12.00% +15.81%
2009
 +28.02% +19.61%
2008
 -34.37% -36.01%
2007
 +8.92% -1.38%
2006
 +15.95% +21.90%
2005
 +8.00% +6.59%
2004
 +11.86% +16.71%
2003
 +26.95% +31.72%
2002
 -14.55% -16.07%
2001
 -11.36% -4.82%
2000
 -9.84% +3.67%
1999
 +20.74% +8.54%
1998
 +17.65% +17.96%
1997
 +11.46% +32.64%
1996
 +10.54% +23.15%
1995
 +17.60% +39.35%
1994
 +1.26% +0.35%
1993
 +20.51% +10.42%
1992
 -3.52% +8.69%
1991
 +17.30% +29.07%
1990
 -13.44% -6.16%
1989
 +14.69% +28.73%
1988
 +18.54% +19.63%
1987
 +13.56% +3.51%
1986
 +37.13% +17.17%
1985
 +37.92% +32.40%