All Country World Bonds vs Stocks/Bonds 20/80 Portfolio Comparison

Last Update: 29 February 2024

The All Country World Bonds Portfolio obtained a 5.18% compound annual return, with a 4.62% standard deviation, in the last 30 Years.

The Stocks/Bonds 20/80 Portfolio obtained a 5.66% compound annual return, with a 4.92% standard deviation, in the last 30 Years.

Summary

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All Country World Bonds Portfolio Stocks/Bonds 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +5.18% +5.66%
Std Dev 4.62% 4.92%
Max Drawdown -17.60% -16.57%
All time Stats
(Since Jan 1985)
Return +6.64% +7.02%
Std Dev 4.91% 5.21%
Max Drawdown -17.60% -16.57%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Bonds Portfolio -0.76 +3.29 +5.40 +0.47 +1.80 +5.18 +6.64
Stocks/Bonds 20/80 Portfolio -0.02 +4.68 +8.40 +3.30 +3.58 +5.66 +7.02
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World Bonds Portfolio: an investment of 1$, since March 1994, now would be worth 4.55$, with a total return of 355.16% (5.18% annualized).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 5.21$, with a total return of 421.19% (5.66% annualized).

All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.41$, with a total return of 1141.31% (6.64% annualized).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 14.26$, with a total return of 1326.23% (7.02% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World Bonds Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (38) 10.57
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-4.58% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.10
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.69% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.23
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.00% Jan 2009 Feb 2009 (2) Apr 2009 (4) 1.69
-2.69% May 1999 Aug 1999 (4) Nov 1999 (7) 1.71
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.58% Apr 2004 May 2004 (2) Sep 2004 (6) 1.65
-2.56% May 2013 Jun 2013 (2) Oct 2013 (6) 1.44
-2.40% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.09
-2.40% Dec 1996 Mar 1997 (4) May 1997 (6) 1.28
-2.23% Feb 2015 Jun 2015 (5) Feb 2016 (13) 1.09

Drawdown comparison chart since January 1985.

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All Country World Bonds Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (38) 10.57
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-6.85% Feb 1994 Jun 1994 (5) May 1995 (16) 4.92
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-5.71% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.06
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91
-3.22% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.81
-3.14% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.66
-3.09% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.07
-3.02% Apr 2004 May 2004 (2) Aug 2004 (5) 2.02
-3.00% Jan 2009 Feb 2009 (2) Apr 2009 (4) 1.69
-2.99% Apr 1987 May 1987 (2) Jul 1987 (4) 1.88
-2.97% Jan 1990 Apr 1990 (4) May 1990 (5) 1.80
-2.91% Jan 1990 Jan 1990 (1) May 1990 (5) 1.94

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
-1.22%
-1.22%
+0.07%
-0.02%
2023
+7.31%
-4.10%
+9.54%
-5.62%
2022
-13.82%
-15.86%
-14.39%
-16.57%
2021
-2.06%
-3.44%
+3.64%
-1.82%
2020
+6.30%
-3.92%
+10.38%
-3.92%
2019
+9.49%
-0.86%
+13.20%
-0.07%
2018
+0.10%
-1.92%
-1.13%
-2.67%
2017
+4.16%
-0.40%
+7.10%
-0.02%
2016
+4.27%
-3.54%
+4.58%
-2.40%
2015
+0.85%
-2.23%
+0.52%
-1.90%
2014
+6.88%
-0.66%
+7.16%
-0.89%
2013
-2.50%
-5.16%
+5.01%
-2.56%
2012
+7.45%
-0.22%
+5.82%
-0.62%
2011
+8.12%
-0.42%
+6.53%
-0.88%
2010
+7.71%
-2.17%
+8.44%
-0.76%
2009
+9.48%
-3.00%
+8.69%
-5.67%
2008
+2.29%
-8.82%
-1.91%
-8.42%
2007
+6.05%
-1.42%
+6.61%
-0.76%
2006
+4.63%
-1.46%
+6.55%
-1.09%
2005
+4.71%
-1.32%
+3.18%
-1.84%
2004
+6.09%
-3.02%
+5.95%
-2.58%
2003
+8.25%
-3.22%
+9.33%
-2.13%
2002
+9.30%
-1.07%
+2.51%
-2.13%
2001
+12.23%
-0.35%
+4.55%
-1.99%
2000
+11.10%
-0.72%
+7.00%
-2.23%
1999
+3.71%
-2.69%
+4.16%
-2.17%
1998
+8.51%
-2.13%
+11.52%
-2.15%
1997
+5.56%
-2.07%
+13.75%
-1.70%
1996
+8.94%
-2.00%
+7.06%
-1.44%
1995
+20.40%
-0.22%
+21.70%
0.00%
1994
-5.13%
-6.85%
-2.16%
-5.50%
1993
+14.09%
-0.38%
+9.87%
-1.10%
1992
+9.20%
-1.73%
+7.53%
-1.25%
1991
+18.81%
-0.40%
+18.68%
-1.05%
1990
+7.31%
-2.97%
+5.70%
-3.09%
1989
+12.84%
-1.53%
+16.54%
-0.87%
1988
+7.90%
-2.11%
+9.35%
-2.17%
1987
+1.20%
-5.71%
+1.75%
-6.14%
1986
+15.08%
-2.62%
+15.00%
-3.14%
1985
+22.99%
-2.83%
+24.05%
-1.20%