Dynamic 60/40 Income vs Jane Bryant Quinn Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

The Jane Bryant Quinn Portfolio obtained a 7.79% compound annual return, with a 10.79% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Jane Bryant Quinn Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
30 Years Stats Return +6.98% +7.79%
Std Dev 9.36% 10.79%
Max Drawdown -41.44% -39.55%
All time Stats
(Since Jan 1992)
Return +7.40% +7.96%
Std Dev 9.11% 10.55%
Max Drawdown -41.44% -39.55%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Jane Bryant Quinn Portfolio +2.50 +8.49 +15.36 +7.83 +6.97 +7.79 +7.96
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Jane Bryant Quinn Portfolio: an investment of 1$, since March 1994, now would be worth 9.49$, with a total return of 849.11% (7.79% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Jane Bryant Quinn Portfolio: an investment of 1$, since January 1992, now would be worth 11.74$, with a total return of 1074.17% (7.96% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income Portfolio
Jane Bryant Quinn Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-39.55% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.92
-22.74% Jan 2022 Sep 2022 (9) In progress (26) 12.20
-19.90% Sep 2000 Sep 2002 (25) Nov 2003 (39) 11.09
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.08% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.15
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-12.25% May 2011 Sep 2011 (5) Feb 2012 (10) 5.28
-10.67% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.60
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.19% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.28
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.67% Jun 2015 Feb 2016 (9) Jun 2016 (13) 3.55
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.01% Apr 2012 May 2012 (2) Aug 2012 (5) 2.18
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.39% Sep 1994 Nov 1994 (3) Mar 1995 (7) 2.23
-4.32% Apr 2000 May 2000 (2) Aug 2000 (5) 2.18

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
Jane Bryant Quinn Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-39.55% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.92
-22.74% Jan 2022 Sep 2022 (9) In progress (26) 12.20
-19.90% Sep 2000 Sep 2002 (25) Nov 2003 (39) 11.09
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.08% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.15
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-12.25% May 2011 Sep 2011 (5) Feb 2012 (10) 5.28
-10.67% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.60
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.19% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.28
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.67% Jun 2015 Feb 2016 (9) Jun 2016 (13) 3.55
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.55% Feb 1994 Nov 1994 (10) Mar 1995 (14) 3.59
-5.01% Apr 2012 May 2012 (2) Aug 2012 (5) 2.18
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.32% Apr 2000 May 2000 (2) Aug 2000 (5) 2.18

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
+1.48%
-0.14%
+2.22%
-0.28%
2023
+12.28%
-6.45%
+16.60%
-8.52%
2022
-15.89%
-18.21%
-17.43%
-22.74%
2021
+15.27%
-2.58%
+16.85%
-3.45%
2020
+6.26%
-14.24%
+12.52%
-15.08%
2019
+18.59%
-1.55%
+22.28%
-3.25%
2018
-3.28%
-6.80%
-5.80%
-9.19%
2017
+8.11%
-0.39%
+15.26%
0.00%
2016
+7.39%
-2.92%
+7.50%
-3.67%
2015
+0.49%
-4.42%
+0.25%
-6.54%
2014
+11.87%
-2.32%
+8.38%
-2.69%
2013
+8.15%
-3.78%
+16.71%
-2.95%
2012
+12.84%
-3.09%
+13.33%
-5.01%
2011
+3.16%
-10.41%
+1.70%
-12.25%
2010
+14.75%
-5.96%
+13.33%
-8.39%
2009
+25.31%
-19.50%
+21.68%
-15.83%
2008
-21.78%
-30.14%
-25.24%
-29.22%
2007
-3.54%
-7.01%
+5.31%
-3.93%
2006
+14.28%
-1.89%
+15.94%
-2.30%
2005
+5.27%
-2.10%
+7.17%
-2.11%
2004
+12.11%
-4.29%
+13.92%
-3.99%
2003
+22.26%
0.00%
+25.19%
-2.44%
2002
-0.78%
-6.19%
-7.62%
-12.85%
2001
+5.55%
-3.29%
-5.09%
-12.14%
2000
+5.79%
-3.60%
-0.41%
-7.20%
1999
+4.89%
-3.30%
+16.11%
-2.74%
1998
+5.13%
-7.02%
+13.62%
-10.67%
1997
+16.74%
-0.91%
+17.16%
-3.22%
1996
+16.21%
-0.78%
+13.55%
-2.79%
1995
+20.42%
-0.12%
+22.26%
-0.83%
1994
-3.20%
-6.80%
-0.11%
-5.55%
1993
+14.00%
-1.75%
+15.71%
-3.67%
1992
+13.92%
-0.48%
+4.45%
-3.54%