All Country World 80/20 vs US Stocks 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 Portfolio obtained a 9.70% compound annual return, with a 15.36% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio US Stocks Portfolio
Risk Very High Very High
Asset Allocation Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
30 Years Stats Return +6.32% +9.70%
Std Dev 12.69% 15.36%
Max Drawdown -47.32% -50.84%

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 Portfolio +0.43 +2.44 +2.13 +9.99 +11.40 +9.70 +10.87
(*) 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 Portfolio: an investment of 1000$, since June 1993, now would be worth 16068.33$, with a total return of 1506.83% (9.70% 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 Portfolio: an investment of 1000$, since January 1985, now would be worth 52674.35$, with a total return of 5167.44% (10.87% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
US Stocks Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-50.84% Nov 2007 Feb 2009
-47.32% Nov 2007 Feb 2009
-43.94% Sep 2000 Sep 2002
-36.69% Apr 2000 Sep 2002
-24.81% Jan 2022 Sep 2022
-23.52% Jan 2022 Sep 2022
-20.84% Jan 2020 Mar 2020
-17.97% Jan 2020 Mar 2020
-17.57% Jul 1998 Aug 1998
-14.20% Oct 2018 Dec 2018
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-8.84% Jun 2015 Sep 2015
-8.44% Apr 2000 May 2000
-7.43% Feb 1994 Jun 1994
-6.82% Apr 2012 May 2012
-6.57% Aug 1997 Oct 1997
-6.45% May 2019 May 2019
-6.42% Jul 1999 Sep 1999

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
US Stocks Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-50.84% Nov 2007 Feb 2009
-47.32% Nov 2007 Feb 2009
-43.94% Sep 2000 Sep 2002
-36.69% Apr 2000 Sep 2002
-29.34% Sep 1987 Nov 1987
-24.81% Jan 2022 Sep 2022
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-20.84% Jan 2020 Mar 2020
-19.99% Jan 1990 Sep 1990
-17.97% Jan 2020 Mar 2020
-17.57% Jul 1998 Aug 1998
-16.20% Jun 1990 Oct 1990
-14.20% Oct 2018 Dec 2018
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-8.84% Jun 2015 Sep 2015
-8.44% Apr 2000 May 2000
-7.92% 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 Portfolio
2023
 +6.47% +8.80%
2022
 -17.17% -19.51%
2021
 +14.21% +25.67%
2020
 +14.55% +21.03%
2019
 +23.35% +30.67%
2018
 -7.79% -5.21%
2017
 +20.43% +21.21%
2016
 +7.66% +12.83%
2015
 -1.32% +0.36%
2014
 +4.31% +12.54%
2013
 +17.86% +33.45%
2012
 +15.19% +16.45%
2011
 -4.38% +0.97%
2010
 +12.00% +17.42%
2009
 +28.02% +28.89%
2008
 -34.37% -36.98%
2007
 +8.92% +5.37%
2006
 +15.95% +15.69%
2005
 +8.00% +6.31%
2004
 +11.86% +12.79%
2003
 +26.95% +30.75%
2002
 -14.55% -20.47%
2001
 -11.36% -10.97%
2000
 -9.84% -10.57%
1999
 +20.74% +23.81%
1998
 +17.65% +23.26%
1997
 +11.46% +30.99%
1996
 +10.54% +20.96%
1995
 +17.60% +35.79%
1994
 +1.26% -0.17%
1993
 +20.51% +10.62%
1992
 -3.52% +9.11%
1991
 +17.30% +32.39%
1990
 -13.44% -6.08%
1989
 +14.69% +28.12%
1988
 +18.54% +17.32%
1987
 +13.56% +2.61%
1986
 +37.13% +14.57%
1985
 +37.92% +31.27%