The Lazy Team Dynamic 40/60 Income vs Stocks/Bonds 40/60 Portfolio Comparison

Period: January 1992 - November 2024 (~33 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
December 1994
8.59$
Final Capital
November 2024
7.43%
Yearly Return
8.13
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
December 1994
8.69$
Final Capital
November 2024
7.47%
Yearly Return
7.01
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1992
10.74$
Final Capital
November 2024
7.48%
Yearly Return
7.85
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
January 1992
10.05$
Final Capital
November 2024
7.26%
Yearly Return
6.85
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period

The The Lazy Team Dynamic 40/60 Income Portfolio obtained a 7.43% compound annual return, with a 8.13% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Portfolio obtained a 7.47% compound annual return, with a 7.01% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1992 - 30 November 2024 (~33 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
Dynamic 40/60 Income
The Lazy Team 		11.86 2.37 7.95 15.75 4.80 4.97 7.43 7.48
Stocks/Bonds 40/60 12.95 3.54 9.44 17.83 6.21 6.18 7.47 7.26
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since December 1994, now would be worth 8.59$, with a total return of 758.91% (7.43% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since December 1994, now would be worth 8.69$, with a total return of 769.05% (7.47% annualized).


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The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.74$, with a total return of 973.98% (7.48% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1992, now would be worth 10.05$, with a total return of 905.31% (7.26% annualized).


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Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1992 - 30 November 2024 (~33 years)
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.75 17.83
Infl. Adjusted Return (%) 13.03 15.05
DRAWDOWN
Deepest Drawdown Depth (%) -2.45 -3.23
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -2.45 -3.23
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 3
RISK INDICATORS
Standard Deviation (%) 5.39 7.00
Sharpe Ratio 1.95 1.80
Sortino Ratio 2.38 2.22
Ulcer Index 0.74 1.02
Ratio: Return / Standard Deviation 2.92 2.55
Ratio: Return / Deepest Drawdown 6.44 5.52
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.80 6.21
Infl. Adjusted Return (%) 0.66 2.01
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 38
RISK INDICATORS
Standard Deviation (%) 10.17 10.11
Sharpe Ratio 0.25 0.39
Sortino Ratio 0.32 0.52
Ulcer Index 7.24 7.44
Ratio: Return / Standard Deviation 0.47 0.61
Ratio: Return / Deepest Drawdown 0.28 0.33
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.97 6.18
Infl. Adjusted Return (%) 2.01 3.19
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 38
RISK INDICATORS
Standard Deviation (%) 7.89 7.96
Sharpe Ratio 0.43 0.58
Sortino Ratio 0.57 0.78
Ulcer Index 5.24 5.38
Ratio: Return / Standard Deviation 0.63 0.78
Ratio: Return / Deepest Drawdown 0.29 0.33
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.43 7.47
Infl. Adjusted Return (%) 4.80 4.84
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -19.17
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -8.59
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 8.13 7.01
Sharpe Ratio 0.63 0.74
Sortino Ratio 0.82 0.97
Ulcer Index 4.85 4.20
Ratio: Return / Standard Deviation 0.91 1.07
Ratio: Return / Deepest Drawdown 0.25 0.39
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Dynamic 40/60 Income Stocks/Bonds 40/60
Author The Lazy Team
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.48 7.26
Infl. Adjusted Return (%) 4.82 4.61
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -19.17
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -8.59
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 7.85 6.85
Sharpe Ratio 0.65 0.71
Sortino Ratio 0.84 0.94
Ulcer Index 4.68 4.08
Ratio: Return / Standard Deviation 0.95 1.06
Ratio: Return / Deepest Drawdown 0.25 0.38
Metrics calculated over the period 1 January 1992 - 30 November 2024

Drawdowns

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

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Dynamic 40/60 Income Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.25 5 Jul 1998
Nov 1998
-5.36 7 Sep 2018
Mar 2019
-5.09 5 Oct 2018
Feb 2019
-4.76 7 Jun 2011
Dec 2011
-4.13 5 Sep 2000
Jan 2001

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Dynamic 40/60 Income Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.25 5 Jul 1998
Nov 1998
-5.98 13 Feb 1994
Feb 1995
-5.36 7 Sep 2018
Mar 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 November 2024 (~33 years)


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

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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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Dynamic 40/60 Income Stocks/Bonds 40/60
Year Return Drawdown Return Drawdown
2024
 11.86% -2.45% 12.95% -3.23%
2023
 11.97% -5.00% 13.66% -6.58%
2022
 -14.37% -17.33% -15.67% -18.63%
2021
 6.72% -1.83% 9.15% -2.56%
2020
 8.28% -12.42% 13.04% -8.09%
2019
 15.91% -1.51% 17.57% -1.77%
2018
 -3.18% -5.09% -2.15% -5.36%
2017
 9.18% 0.00% 10.63% 0.00%
2016
 7.53% -1.95% 6.64% -1.57%
2015
 0.21% -4.06% 0.48% -3.41%
2014
 7.01% -1.44% 8.51% -1.20%
2013
 6.13% -3.06% 12.12% -1.84%
2012
 12.70% -2.72% 8.47% -2.11%
2011
 2.96% -7.19% 5.14% -4.76%
2010
 11.25% -3.72% 10.69% -3.96%
2009
 22.37% -15.04% 13.74% -8.68%
2008
 -14.80% -23.51% -10.67% -14.39%
2007
 0.88% -3.23% 6.30% -1.93%
2006
 9.18% -1.29% 8.84% -1.40%
2005
 5.23% -1.76% 3.96% -1.77%
2004
 8.41% -3.31% 7.66% -2.46%
2003
 21.64% -1.30% 14.68% -1.08%
2002
 1.03% -6.73% -3.23% -6.97%
2001
 8.71% -3.24% 0.67% -5.62%
2000
 3.43% -4.13% 2.61% -4.51%
1999
 11.02% -2.15% 9.07% -2.57%
1998
 6.04% -9.38% 14.45% -6.25%
1997
 16.36% -2.49% 18.06% -2.41%
1996
 16.81% -1.12% 10.53% -2.15%
1995
 23.17% 0.00% 25.22% 0.00%
1994
 -3.19% -5.36% -1.66% -5.98%
1993
 14.73% -0.57% 10.06% -1.23%
1992
 12.95% -0.70% 7.93% -1.27%