Dynamic 40/60 Income vs Davide Pisicchio PISI Portfolio Comparison

Period: January 1992 - August 2024 (~33 years)
Consolidated Returns as of 31 August 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 August 2024.
Reset settings
Close
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
September 1994
8.16$
Final Capital
August 2024
7.25%
Yearly Return
8.12
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Davide Pisicchio PISI Portfolio
1.00$
Initial Capital
September 1994
8.38$
Final Capital
August 2024
7.34%
Yearly Return
6.49
Std Deviation
-18.36%
Max Drawdown
31 months
Recovery Period
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1992
10.40$
Final Capital
August 2024
7.43%
Yearly Return
7.87
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Davide Pisicchio PISI Portfolio
1.00$
Initial Capital
January 1992
9.82$
Final Capital
August 2024
7.24%
Yearly Return
6.42
Std Deviation
-18.36%
Max Drawdown
31 months
Recovery Period

The Dynamic 40/60 Income Portfolio obtained a 7.25% compound annual return, with a 8.12% standard deviation, in the last 30 Years.

The Davide Pisicchio PISI Portfolio obtained a 7.34% compound annual return, with a 6.49% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1992 - 31 August 2024 (~33 years)
Swipe left to see all data
Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
Dynamic 40/60 Income 8.35 1.89 6.20 13.84 4.49 4.68 7.25 7.43
PISI Portfolio
Davide Pisicchio 		9.24 1.73 8.58 14.60 5.06 5.33 7.34 7.24
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since September 1994, now would be worth 8.16$, with a total return of 715.86% (7.25% annualized).

Davide Pisicchio PISI Portfolio: an investment of 1$, since September 1994, now would be worth 8.38$, with a total return of 737.73% (7.34% annualized).


Loading data
Please wait
Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.40$, with a total return of 940.29% (7.43% annualized).

Davide Pisicchio PISI Portfolio: an investment of 1$, since January 1992, now would be worth 9.82$, with a total return of 882.20% (7.24% annualized).


Loading data
Please wait

Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1992 - 31 August 2024 (~33 years)
Swipe left to see all data
Dynamic 40/60 Income PISI Portfolio
Author Davide Pisicchio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 13.84 14.60
Infl. Adjusted Return (%) 11.18 11.92
DRAWDOWN
Deepest Drawdown Depth (%) -4.16 -5.14
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.16 -5.14
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 3
RISK INDICATORS
Standard Deviation (%) 8.13 9.54
Sharpe Ratio 1.05 0.97
Sortino Ratio 1.46 1.31
Ulcer Index 1.49 1.96
Ratio: Return / Standard Deviation 1.70 1.53
Ratio: Return / Deepest Drawdown 3.33 2.84
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income PISI Portfolio
Author Davide Pisicchio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.49 5.06
Infl. Adjusted Return (%) 0.34 0.89
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.36
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.33 -18.36
Start to Recovery (months) 30 31
Longest Negative Period (months) 38 41
RISK INDICATORS
Standard Deviation (%) 10.09 9.06
Sharpe Ratio 0.23 0.32
Sortino Ratio 0.31 0.44
Ulcer Index 7.24 7.36
Ratio: Return / Standard Deviation 0.45 0.56
Ratio: Return / Deepest Drawdown 0.26 0.28
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income PISI Portfolio
Author Davide Pisicchio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.68 5.33
Infl. Adjusted Return (%) 1.81 2.45
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.36
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.33 -18.36
Start to Recovery (months) 30 31
Longest Negative Period (months) 38 41
RISK INDICATORS
Standard Deviation (%) 7.87 7.23
Sharpe Ratio 0.41 0.54
Sortino Ratio 0.55 0.74
Ulcer Index 5.24 5.34
Ratio: Return / Standard Deviation 0.60 0.74
Ratio: Return / Deepest Drawdown 0.27 0.29
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income PISI Portfolio
Author Davide Pisicchio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.25 7.34
Infl. Adjusted Return (%) 4.62 4.71
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -18.36
Start to Recovery (months) 26 31
Longest Drawdown Depth (%) -17.33 -18.36
Start to Recovery (months) 30 31
Longest Negative Period (months) 69 41
RISK INDICATORS
Standard Deviation (%) 8.12 6.49
Sharpe Ratio 0.61 0.78
Sortino Ratio 0.80 1.06
Ulcer Index 4.85 3.47
Ratio: Return / Standard Deviation 0.89 1.13
Ratio: Return / Deepest Drawdown 0.24 0.40
Metrics calculated over the period 1 September 1994 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income PISI Portfolio
Author Davide Pisicchio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.43 7.24
Infl. Adjusted Return (%) 4.77 4.59
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -18.36
Start to Recovery (months) 26 31
Longest Drawdown Depth (%) -17.33 -18.36
Start to Recovery (months) 30 31
Longest Negative Period (months) 69 41
RISK INDICATORS
Standard Deviation (%) 7.87 6.42
Sharpe Ratio 0.64 0.76
Sortino Ratio 0.84 1.03
Ulcer Index 4.70 3.46
Ratio: Return / Standard Deviation 0.94 1.13
Ratio: Return / Deepest Drawdown 0.25 0.39
Metrics calculated over the period 1 January 1992 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1992 - 31 August 2024 (~33 years)

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income PISI Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-18.36 31 Jan 2022
Jul 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-11.84 18 Mar 2008
Aug 2009
-9.38 8 May 1998
Dec 1998
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-5.09 5 Oct 2018
Feb 2019
-4.45 6 May 2013
Oct 2013
-4.39 9 Aug 2016
Apr 2017
-4.30 3 Jul 1998
Sep 1998
-4.13 5 Sep 2000
Jan 2001
-4.06 11 Jun 2015
Apr 2016
-4.06 7 Apr 2004
Oct 2004

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income PISI Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-18.36 31 Jan 2022
Jul 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-11.84 18 Mar 2008
Aug 2009
-9.38 8 May 1998
Dec 1998
-7.19 8 Jun 2011
Jan 2012
-6.99 14 Feb 1994
Mar 1995
-6.73 9 May 2002
Jan 2003
-5.36 15 Feb 1994
Apr 1995
-5.09 5 Oct 2018
Feb 2019
-4.45 6 May 2013
Oct 2013
-4.39 9 Aug 2016
Apr 2017
-4.30 3 Jul 1998
Sep 1998
-4.13 5 Sep 2000
Jan 2001

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 - 31 August 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 PISI Portfolio
Year Return Drawdown Return Drawdown
2024
 8.35% -2.45% 9.24% -2.89%
2023
 11.97% -5.00% 11.85% -6.31%
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%