All Country World Stocks vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The All Country World Stocks Portfolio obtained a 6.44% compound annual return, with a 15.63% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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All Country World Stocks Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 40%
Fixed Income 0% 60%
Commodities 0% 0%
30 Years Stats Return +6.44% +8.06%
Std Dev 15.63% 7.02%
Max Drawdown -57.06% -21.11%
All time Stats
(Since Jan 1982)
Return +8.81% +9.74%
Std Dev 15.86% 7.44%
Max Drawdown -57.06% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Stocks Portfolio +4.49 +11.33 +22.34 +10.49 +8.47 +6.44 +8.81
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 6.51$, with a total return of 550.93% (6.44% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

All Country World Stocks Portfolio: an investment of 1$, since January 1982, now would be worth 35.17$, with a total return of 3416.59% (8.81% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World Stocks Portfolio
Stocks/Bonds 40/60 Momentum 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
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-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
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.50% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.81
-4.91% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.86
-4.73% Sep 2014 Jan 2015 (5) Feb 2015 (6) 2.70
-4.67% Mar 1994 Mar 1994 (1) Aug 1994 (6) 2.29
-4.44% Jan 2014 Jan 2014 (1) Feb 2014 (2) 2.57
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07

Drawdown comparison chart since January 1982.

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All Country World Stocks Portfolio
Stocks/Bonds 40/60 Momentum 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
-26.12% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.48
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-25.28% Jan 1990 Sep 1990 (9) May 1993 (41) 11.61
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-15.33% Jan 1982 Jul 1982 (7) Oct 1982 (10) 8.24
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-7.53% Dec 1983 May 1984 (6) Aug 1984 (9) 4.12
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-6.20% Feb 1994 Mar 1994 (2) Aug 1994 (7) 3.32

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
+4.49%
0.00%
+5.54%
0.00%
2023
+22.02%
-9.69%
+6.91%
-5.18%
2022
-18.01%
-25.52%
-15.17%
-19.48%
2021
+18.27%
-4.10%
+4.23%
-2.38%
2020
+16.61%
-22.15%
+16.57%
-7.10%
2019
+26.82%
-5.97%
+16.20%
-0.81%
2018
-9.76%
-14.45%
-0.73%
-5.89%
2017
+24.49%
0.00%
+17.14%
0.00%
2016
+8.51%
-6.91%
+3.51%
-3.61%
2015
-1.86%
-11.65%
+3.91%
-2.95%
2014
+3.67%
-4.44%
+9.34%
-1.49%
2013
+22.95%
-3.20%
+12.57%
-1.74%
2012
+17.12%
-10.01%
+7.87%
-2.05%
2011
-7.50%
-21.87%
+7.13%
-3.62%
2010
+13.08%
-12.80%
+10.93%
-3.48%
2009
+32.65%
-19.35%
+9.16%
-9.41%
2008
-43.54%
-45.43%
-12.27%
-15.80%
2007
+9.64%
-5.70%
+11.21%
-0.82%
2006
+18.78%
-4.43%
+6.78%
-1.50%
2005
+8.83%
-4.80%
+9.09%
-0.93%
2004
+13.30%
-4.26%
+9.22%
-2.12%
2003
+31.62%
-5.55%
+12.78%
-1.27%
2002
-20.51%
-26.35%
+0.04%
-5.36%
2001
-17.26%
-26.01%
-1.88%
-6.89%
2000
-15.08%
-17.07%
+2.99%
-3.33%
1999
+25.00%
-3.66%
+15.71%
-1.69%
1998
+19.93%
-14.59%
+24.65%
-4.13%
1997
+12.93%
-8.28%
+20.41%
-2.69%
1996
+10.93%
-3.91%
+14.08%
-1.52%
1995
+16.90%
-2.36%
+27.84%
0.00%
1994
+2.85%
-6.20%
-2.03%
-5.91%
1993
+22.12%
-5.37%
+11.10%
-0.87%
1992
-6.70%
-8.71%
+6.01%
-2.11%
1991
+16.92%
-6.55%
+23.91%
-1.79%
1990
-18.63%
-25.28%
+5.79%
-5.29%
1989
+15.15%
-4.07%
+25.29%
-1.01%
1988
+21.20%
-6.38%
+7.24%
-2.95%
1987
+16.65%
-26.12%
+1.86%
-13.77%
1986
+42.65%
-5.84%
+18.14%
-4.37%
1985
+41.65%
-2.26%
+26.30%
-0.74%
1984
+5.68%
-7.06%
+8.68%
-6.28%
1983
+23.14%
-3.10%
+9.91%
-2.81%
1982
+11.14%
-15.33%
+30.86%
-1.48%