All Country World Stocks vs Dynamic 40/60 Income Portfolio Comparison

Last Update: 31 March 2024

The All Country World Stocks Portfolio obtained a 6.72% compound annual return, with a 15.61% standard deviation, in the last 30 Years.

The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

Summary

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All Country World Stocks Portfolio Dynamic 40/60 Income Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 40%
Fixed Income 0% 60%
Commodities 0% 0%
30 Years Stats Return +6.72% +7.11%
Std Dev 15.61% 8.10%
Max Drawdown -57.06% -29.84%
All time Stats
(Since Jan 1992)		 Return +6.67% +7.38%
Std Dev 15.34% 7.89%
Max Drawdown -57.06% -29.84%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Stocks Portfolio +3.19 +19.99 +22.75 +10.95 +8.76 +6.72 +6.67
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

All Country World Stocks Portfolio: an investment of 1$, since April 1994, now would be worth 7.05$, with a total return of 604.58% (6.72% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

All Country World Stocks Portfolio: an investment of 1$, since January 1992, now would be worth 8.02$, with a total return of 701.64% (6.67% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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All Country World Stocks Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-5.50% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.81
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.91% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.86
-4.73% Sep 2014 Jan 2015 (5) Feb 2015 (6) 2.70
-4.44% Jan 2014 Jan 2014 (1) Feb 2014 (2) 2.57

Drawdown comparison chart since January 1992.

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All Country World Stocks Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.71% Jan 1992 Oct 1992 (10) Mar 1993 (15) 5.82
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-6.20% Feb 1994 Mar 1994 (2) Aug 1994 (7) 3.32
-5.50% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.81
-5.37% Nov 1993 Nov 1993 (1) Jan 1994 (3) 2.69
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57

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
+7.82%
 0.00%
+3.47%
 0.00%
2023
+22.02%
 -9.69%
+11.97%
 -4.99%
2022
-18.01%
 -25.52%
-14.37%
 -17.33%
2021
+18.27%
 -4.10%
+6.72%
 -1.83%
2020
+16.61%
 -22.15%
+8.28%
 -12.42%
2019
+26.82%
 -5.97%
+15.91%
 -1.51%
2018
-9.76%
 -14.45%
-3.18%
 -5.09%
2017
+24.49%
 0.00%
+9.18%
 0.00%
2016
+8.51%
 -6.91%
+7.53%
 -1.95%
2015
-1.86%
 -11.65%
+0.21%
 -4.06%
2014
+3.67%
 -4.44%
+7.01%
 -1.44%
2013
+22.95%
 -3.20%
+6.13%
 -3.06%
2012
+17.12%
 -10.01%
+12.70%
 -2.72%
2011
-7.50%
 -21.87%
+2.96%
 -7.19%
2010
+13.08%
 -12.80%
+11.25%
 -3.72%
2009
+32.65%
 -19.35%
+22.37%
 -15.04%
2008
-43.54%
 -45.43%
-14.80%
 -23.51%
2007
+9.64%
 -5.70%
+0.88%
 -3.23%
2006
+18.78%
 -4.43%
+9.18%
 -1.29%
2005
+8.83%
 -4.80%
+5.23%
 -1.76%
2004
+13.30%
 -4.26%
+8.41%
 -3.31%
2003
+31.62%
 -5.55%
+21.64%
 -1.30%
2002
-20.51%
 -26.35%
+1.03%
 -6.73%
2001
-17.26%
 -26.01%
+8.71%
 -3.24%
2000
-15.08%
 -17.07%
+3.43%
 -4.13%
1999
+25.00%
 -3.66%
+11.02%
 -2.15%
1998
+19.93%
 -14.59%
+6.04%
 -9.38%
1997
+12.93%
 -8.28%
+16.36%
 -2.49%
1996
+10.93%
 -3.91%
+16.81%
 -1.12%
1995
+16.90%
 -2.36%
+23.17%
 0.00%
1994
+2.85%
 -6.20%
-3.19%
 -5.36%
1993
+22.12%
 -5.37%
+14.73%
 -0.57%
1992
-6.70%
 -8.71%
+12.95%
 -0.70%