Dynamic 40/60 Income vs Davide Pisicchio PISI Portfolio Comparison

Last Update: 31 March 2024

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

The Davide Pisicchio PISI Portfolio obtained a 7.20% compound annual return, with a 6.45% standard deviation, in the last 30 Years.

Summary

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Dynamic 40/60 Income Portfolio Davide Pisicchio PISI Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 30%
Fixed Income 60% 60%
Commodities 0% 10%
30 Years Stats Return +7.11% +7.20%
Std Dev 8.10% 6.45%
Max Drawdown -29.84% -18.36%
All time Stats
(Since Jan 1992)
Return +7.38% +7.14%
Std Dev 7.89% 6.40%
Max Drawdown -29.84% -18.36%
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
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Davide Pisicchio PISI Portfolio +2.28 +12.31 +9.21 +5.34 +5.18 +7.20 +7.14
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

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).

Davide Pisicchio PISI Portfolio: an investment of 1$, since April 1994, now would be worth 8.05$, with a total return of 704.56% (7.20% 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).

Davide Pisicchio PISI Portfolio: an investment of 1$, since January 1992, now would be worth 9.25$, with a total return of 825.17% (7.14% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 40/60 Income Portfolio
Davide Pisicchio PISI Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.84% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.28
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.45% May 2013 Jun 2013 (2) Oct 2013 (6) 2.44
-4.39% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.26
-4.30% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.20
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-4.06% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.54
-3.72% May 2010 May 2010 (1) Jul 2010 (3) 2.62
-3.71% Feb 1999 Aug 1999 (7) Nov 1999 (10) 2.35
-3.69% Apr 2000 May 2000 (2) Jul 2000 (4) 1.88
-3.41% Feb 2001 Mar 2001 (2) Oct 2001 (9) 1.85
-3.34% Apr 2000 May 2000 (2) Aug 2000 (5) 1.67

Drawdown comparison chart since January 1992.

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Dynamic 40/60 Income Portfolio
Davide Pisicchio PISI Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.84% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.28
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.99% Feb 1994 Jun 1994 (5) Mar 1995 (14) 4.83
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.45% May 2013 Jun 2013 (2) Oct 2013 (6) 2.44
-4.39% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.26
-4.30% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.20
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-4.06% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.54
-3.72% May 2010 May 2010 (1) Jul 2010 (3) 2.62
-3.71% Feb 1999 Aug 1999 (7) Nov 1999 (10) 2.35
-3.69% Apr 2000 May 2000 (2) Jul 2000 (4) 1.88

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
+3.47%
0.00%
+2.89%
0.00%
2023
+11.97%
-4.99%
+11.85%
-6.30%
2022
-14.37%
-17.33%
-15.32%
-18.36%
2021
+6.72%
-1.83%
+5.44%
-2.73%
2020
+8.28%
-12.42%
+14.89%
-3.27%
2019
+15.91%
-1.51%
+16.74%
-0.45%
2018
-3.18%
-5.09%
-1.64%
-3.17%
2017
+9.18%
0.00%
+9.63%
-0.31%
2016
+7.53%
-1.95%
+5.77%
-4.39%
2015
+0.21%
-4.06%
-0.33%
-3.27%
2014
+7.01%
-1.44%
+8.90%
-1.94%
2013
+6.13%
-3.06%
+3.96%
-4.45%
2012
+12.70%
-2.72%
+8.48%
-1.19%
2011
+2.96%
-7.19%
+10.04%
-2.16%
2010
+11.25%
-3.72%
+13.77%
-0.81%
2009
+22.37%
-15.04%
+8.62%
-7.60%
2008
-14.80%
-23.51%
-1.41%
-11.84%
2007
+0.88%
-3.23%
+10.22%
-1.06%
2006
+9.18%
-1.29%
+8.64%
-1.66%
2005
+5.23%
-1.76%
+5.11%
-1.64%
2004
+8.41%
-3.31%
+6.93%
-4.06%
2003
+21.64%
-1.30%
+14.77%
-2.33%
2002
+1.03%
-6.73%
+5.17%
-2.10%
2001
+8.71%
-3.24%
+0.43%
-3.41%
2000
+3.43%
-4.13%
+5.99%
-3.34%
1999
+11.02%
-2.15%
+3.16%
-3.71%
1998
+6.04%
-9.38%
+15.05%
-4.30%
1997
+16.36%
-2.49%
+14.04%
-2.79%
1996
+16.81%
-1.12%
+6.11%
-3.11%
1995
+23.17%
0.00%
+25.75%
0.00%
1994
-3.19%
-5.36%
-4.28%
-6.99%
1993
+14.73%
-0.57%
+12.70%
-1.83%
1992
+12.95%
-0.70%
+6.47%
-2.97%