Dynamic 40/60 Income vs Stocks/Bonds 40/60 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 Stocks/Bonds 40/60 Portfolio obtained a 7.18% compound annual return, with a 6.96% standard deviation, in the last 30 Years.

Summary

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Dynamic 40/60 Income Portfolio Stocks/Bonds 40/60 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
30 Years Stats Return +7.11% +7.18%
Std Dev 8.10% 6.96%
Max Drawdown -29.84% -19.17%
All time Stats
(Since Jan 1992)
Return +7.38% +7.13%
Std Dev 7.89% 6.83%
Max Drawdown -29.84% -19.17%
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
Stocks/Bonds 40/60 Portfolio +1.71 +12.72 +12.29 +6.01 +5.91 +7.18 +7.13
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).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 8.00$, with a total return of 699.72% (7.18% 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).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1992, now would be worth 9.20$, with a total return of 820.44% (7.13% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 40/60 Income Portfolio
Stocks/Bonds 40/60 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
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (27) 10.80
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10
-3.79% Apr 2000 May 2000 (2) Aug 2000 (5) 1.92
-3.72% May 2010 May 2010 (1) Jul 2010 (3) 2.62
-3.69% Apr 2000 May 2000 (2) Jul 2000 (4) 1.88

Drawdown comparison chart since January 1992.

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Dynamic 40/60 Income Portfolio
Stocks/Bonds 40/60 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
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (27) 10.80
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-5.98% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.72
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10
-3.79% Apr 2000 May 2000 (2) Aug 2000 (5) 1.92

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%
+3.41%
0.00%
2023
+11.97%
-4.99%
+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%