Dynamic 40/60 Income vs Fulvio Marchese In Saecula Saeculorum Portfolio Comparison

Period: January 1992 - September 2024 (~33 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond September 2024.
Reset settings
Close
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
October 1994
8.39$
Final Capital
September 2024
7.35%
Yearly Return
8.12
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
October 1994
10.53$
Final Capital
September 2024
8.16%
Yearly Return
7.83
Std Deviation
-20.39%
Max Drawdown
25 months
Recovery Period
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1992
10.62$
Final Capital
September 2024
7.48%
Yearly Return
7.86
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
January 1992
12.33$
Final Capital
September 2024
7.97%
Yearly Return
7.65
Std Deviation
-20.39%
Max Drawdown
25 months
Recovery Period

The Dynamic 40/60 Income Portfolio obtained a 7.35% compound annual return, with a 8.12% standard deviation, in the last 30 Years.

The Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 8.16% compound annual return, with a 7.83% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1992 - 30 September 2024 (~33 years)
Swipe left to see all data
Return (%) as of Sep 30, 2024
YTD
(9M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
Dynamic 40/60 Income 10.58 2.05 6.79 18.95 4.84 5.05 7.35 7.48
In Saecula Saeculorum
Fulvio Marchese
13.98 2.12 8.68 25.16 8.34 7.55 8.16 7.97
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since October 1994, now would be worth 8.39$, with a total return of 739.29% (7.35% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since October 1994, now would be worth 10.53$, with a total return of 953.26% (8.16% annualized).


Loading data
Please wait
Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.62$, with a total return of 961.65% (7.48% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1992, now would be worth 12.33$, with a total return of 1132.65% (7.97% annualized).


Loading data
Please wait

Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1992 - 30 September 2024 (~33 years)
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Author Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 18.95 25.16
Infl. Adjusted Return (%) 16.37 22.44
DRAWDOWN
Deepest Drawdown Depth (%) -2.45 -2.83
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.87 -1.23
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 7.32 8.11
Sharpe Ratio 1.86 2.44
Sortino Ratio 2.58 3.35
Ulcer Index 0.85 0.86
Ratio: Return / Standard Deviation 2.59 3.10
Ratio: Return / Deepest Drawdown 7.75 8.88
Metrics calculated over the period 1 October 2023 - 30 September 2024
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Author Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.84 8.34
Infl. Adjusted Return (%) 0.67 4.03
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.89
Start to Recovery (months) 30 26
Longest Drawdown Depth (%) -17.33 -18.89
Start to Recovery (months) 30 26
Longest Negative Period (months) 38 34
RISK INDICATORS
Standard Deviation (%) 10.11 10.59
Sharpe Ratio 0.26 0.58
Sortino Ratio 0.34 0.77
Ulcer Index 7.24 6.91
Ratio: Return / Standard Deviation 0.48 0.79
Ratio: Return / Deepest Drawdown 0.28 0.44
Metrics calculated over the period 1 October 2019 - 30 September 2024
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Author Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 5.05 7.55
Infl. Adjusted Return (%) 2.15 4.58
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.89
Start to Recovery (months) 30 26
Longest Drawdown Depth (%) -17.33 -18.89
Start to Recovery (months) 30 26
Longest Negative Period (months) 38 34
RISK INDICATORS
Standard Deviation (%) 7.86 8.51
Sharpe Ratio 0.45 0.71
Sortino Ratio 0.60 0.96
Ulcer Index 5.24 5.06
Ratio: Return / Standard Deviation 0.64 0.89
Ratio: Return / Deepest Drawdown 0.29 0.40
Metrics calculated over the period 1 October 2014 - 30 September 2024
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Author Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.35 8.16
Infl. Adjusted Return (%) 4.72 5.52
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -20.39
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -10.13
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 43
RISK INDICATORS
Standard Deviation (%) 8.12 7.83
Sharpe Ratio 0.62 0.75
Sortino Ratio 0.81 0.99
Ulcer Index 4.85 4.44
Ratio: Return / Standard Deviation 0.90 1.04
Ratio: Return / Deepest Drawdown 0.25 0.40
Metrics calculated over the period 1 October 1994 - 30 September 2024
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Author Fulvio Marchese
ASSET ALLOCATION
Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.48 7.97
Infl. Adjusted Return (%) 4.82 5.30
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -20.39
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -10.13
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 43
RISK INDICATORS
Standard Deviation (%) 7.86 7.65
Sharpe Ratio 0.65 0.73
Sortino Ratio 0.85 0.97
Ulcer Index 4.70 4.31
Ratio: Return / Standard Deviation 0.95 1.04
Ratio: Return / Deepest Drawdown 0.25 0.39
Metrics calculated over the period 1 January 1992 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1992 - 30 September 2024 (~33 years)

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-29.84 26 Nov 2007
Dec 2009
-20.39 25 Nov 2007
Nov 2009
-18.89 26 Jan 2022
Feb 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.13 33 Sep 2000
May 2003
-9.38 8 May 1998
Dec 1998
-8.50 4 Feb 2020
May 2020
-7.93 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-5.64 6 Sep 2018
Feb 2019
-5.09 5 Oct 2018
Feb 2019
-4.77 5 Jun 2011
Oct 2011
-4.59 13 Mar 2015
Mar 2016

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-29.84 26 Nov 2007
Dec 2009
-20.39 25 Nov 2007
Nov 2009
-18.89 26 Jan 2022
Feb 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.13 33 Sep 2000
May 2003
-9.38 8 May 1998
Dec 1998
-8.50 4 Feb 2020
May 2020
-7.93 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-5.96 13 Feb 1994
Feb 1995
-5.64 6 Sep 2018
Feb 2019
-5.36 15 Feb 1994
Apr 1995
-5.09 5 Oct 2018
Feb 2019

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1992 - 30 September 2024 (~33 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
Dynamic 40/60 Income In Saecula Saeculorum
Year Return Drawdown Return Drawdown
2024
10.58% -2.45% 13.98% -2.83%
2023
11.97% -5.00% 15.53% -6.33%
2022
-14.37% -17.33% -14.97% -18.89%
2021
6.72% -1.83% 10.12% -3.03%
2020
8.28% -12.42% 15.89% -8.50%
2019
15.91% -1.51% 20.14% -2.10%
2018
-3.18% -5.09% -2.76% -5.64%
2017
9.18% 0.00% 12.42% -0.04%
2016
7.53% -1.95% 7.79% -2.43%
2015
0.21% -4.06% -0.75% -4.59%
2014
7.01% -1.44% 8.52% -2.04%
2013
6.13% -3.06% 10.73% -2.94%
2012
12.70% -2.72% 10.41% -2.92%
2011
2.96% -7.19% 6.12% -4.77%
2010
11.25% -3.72% 14.27% -4.00%
2009
22.37% -15.04% 15.39% -9.28%
2008
-14.80% -23.51% -11.54% -16.70%
2007
0.88% -3.23% 8.83% -2.17%
2006
9.18% -1.29% 10.84% -2.11%
2005
5.23% -1.76% 5.47% -1.69%
2004
8.41% -3.31% 7.97% -3.39%
2003
21.64% -1.30% 18.47% -1.50%
2002
1.03% -6.73% -1.22% -5.96%
2001
8.71% -3.24% -1.59% -6.44%
2000
3.43% -4.13% 0.64% -5.96%
1999
11.02% -2.15% 9.19% -2.99%
1998
6.04% -9.38% 15.29% -7.93%
1997
16.36% -2.49% 16.19% -2.95%
1996
16.81% -1.12% 9.83% -2.50%
1995
23.17% 0.00% 25.73% 0.00%
1994
-3.19% -5.36% -2.41% -5.96%
1993
14.73% -0.57% 11.66% -1.36%
1992
12.95% -0.70% 6.70% -2.12%