European Stocks vs Stocks/Bonds 80/20 Momentum Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% standard deviation, in the last 30 Years.

The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.32% compound annual return, with a 12.42% standard deviation, in the last 30 Years.

Summary

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European Stocks Portfolio Stocks/Bonds 80/20 Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
30 Years Stats Return +6.89% +11.32%
Std Dev 17.88% 12.42%
Max Drawdown -59.77% -43.61%
All time Stats
(Since Jan 1982)
Return +9.71% +12.54%
Std Dev 17.71% 12.58%
Max Drawdown -59.77% -43.61%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +9.71
Stocks/Bonds 80/20 Momentum Portfolio +7.82 +19.94 +26.62 +9.80 +10.50 +11.32 +12.54
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 24.93$, with a total return of 2393.10% (11.32% annualized).

European Stocks Portfolio: an investment of 1$, since January 1982, now would be worth 49.87$, with a total return of 4886.82% (9.71% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 145.71$, with a total return of 14470.67% (12.54% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-9.24% Aug 1998 Aug 1998 (1) Oct 1998 (3) 4.97
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-6.55% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.63
-6.22% Aug 2015 Sep 2015 (2) Mar 2016 (8) 3.19
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.19% Apr 2012 May 2012 (2) Aug 2012 (5) 2.34
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96
-4.95% Oct 1997 Oct 1997 (1) Jan 1998 (4) 2.75

Drawdown comparison chart since January 1982.

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European Stocks Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-25.63% Sep 1987 Nov 1987 (3) May 1989 (21) 15.38
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.58% Jan 1982 Jul 1982 (7) Nov 1982 (11) 10.50
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-10.12% Dec 1983 Jul 1984 (8) Jan 1985 (14) 4.77
-10.02% Aug 1990 Sep 1990 (2) Jan 1991 (6) 6.20
-9.41% Jul 1983 May 1984 (11) Oct 1984 (16) 4.29

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
+1.15%
-1.23%
+12.61%
0.00%
2023
+20.21%
-11.19%
+8.41%
-5.88%
2022
-16.00%
-30.58%
-17.23%
-24.45%
2021
+16.88%
-5.48%
+10.32%
-3.67%
2020
+6.11%
-25.65%
+25.42%
-14.33%
2019
+24.86%
-5.67%
+23.57%
-1.46%
2018
-14.91%
-19.44%
-1.35%
-12.46%
2017
+26.99%
-0.51%
+30.71%
0.00%
2016
-0.37%
-8.60%
+4.51%
-3.62%
2015
-1.94%
-11.47%
+7.25%
-6.22%
2014
-7.10%
-11.75%
+12.86%
-3.39%
2013
+24.38%
-4.42%
+27.24%
-2.48%
2012
+21.57%
-14.17%
+12.58%
-5.19%
2011
-11.64%
-27.74%
+6.33%
-10.88%
2010
+6.05%
-17.10%
+15.66%
-9.31%
2009
+31.33%
-22.78%
+14.68%
-16.18%
2008
-44.71%
-48.36%
-31.40%
-32.66%
2007
+13.24%
-5.77%
+15.50%
-1.97%
2006
+33.06%
-2.93%
+9.30%
-2.94%
2005
+9.26%
-4.49%
+15.79%
-1.04%
2004
+20.86%
-3.93%
+14.21%
-2.13%
2003
+38.70%
-9.25%
+21.59%
-3.04%
2002
-17.95%
-25.96%
-8.17%
-17.08%
2001
-20.30%
-27.21%
-12.19%
-20.18%
2000
-8.21%
-14.23%
-5.41%
-9.70%
1999
+16.66%
-4.90%
+32.18%
-1.61%
1998
+28.86%
-16.03%
+40.72%
-9.24%
1997
+24.23%
-5.68%
+31.37%
-4.22%
1996
+21.25%
-1.20%
+24.58%
-3.09%
1995
+22.28%
-3.97%
+37.49%
0.00%
1994
+1.88%
-7.00%
-1.40%
-6.80%
1993
+29.13%
-2.19%
+12.52%
-1.57%
1992
-3.32%
-12.85%
+4.88%
-2.94%
1991
+12.40%
-12.16%
+32.57%
-3.31%
1990
-3.87%
-20.21%
+2.93%
-10.02%
1989
+28.18%
-6.85%
+36.94%
-1.39%
1988
+13.69%
-6.81%
+7.13%
-4.35%
1987
+7.05%
-23.15%
+2.18%
-25.63%
1986
+40.96%
-8.83%
+21.18%
-6.69%
1985
+78.72%
0.00%
+30.36%
-2.61%
1984
+0.52%
-9.51%
+2.34%
-8.41%
1983
+20.82%
-3.29%
+14.60%
-3.36%
1982
+3.86%
-19.58%
+30.58%
-3.58%