As of May 2026, in the previous 30 Years, the Frank Armstrong Ideal Index Portfolio obtained a 7.08% compound annual return, with a 10.82% standard deviation. It suffered a maximum drawdown of -40.11% that required 40 months to be recovered.

As of May 2026, in the previous 30 Years, the Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.22% compound annual return, with a 7.26% standard deviation. It suffered a maximum drawdown of -21.11% that required 35 months to be recovered.

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Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Table of contents

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Frank Armstrong
Frank Armstrong Ideal Index Portfolio
Weight
(%)		 Ticker Name
31.00
VEU
Vanguard FTSE All-World ex-US
9.25
IJS
iShares S&P Small-Cap 600 Value
9.25
VTV
Vanguard Value
8.00
VNQ
Vanguard Real Estate
6.25
IJT
iShares S&P Small-Cap 600 Growth
6.25
VV
Vanguard Large-Cap
30.00
SHY
iShares 1-3 Year Treasury Bond
Stocks/Bonds 40/60 Momentum Portfolio
Weight
(%)		 Ticker Name
40.00
MTUM
iShares Edge MSCI USA Momentum Fctr
60.00
BND
Vanguard Total Bond Market

Portfolio Returns as of May 31, 2026

Return Comparison
Capital Growth
Inflation Adj:
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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~44Y)
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_frank_armstrong.webp Ideal Index
Frank Armstrong 		9.50 1.92 10.48 21.43 6.61 8.09 7.08 9.22
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_us_author.webp Stocks/Bonds 40/60 Momentum
-- Market Benchmark 		10.80 4.98 10.75 17.82 6.04 7.92 8.22 9.97
Returns over 1 year are annualized.

Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
1Y
5Y
10Y
30Y
MAX
Period: ()
Swipe left to see all data
Ideal Index Stocks/Bonds 40/60 Momentum
Author Frank Armstrong
ASSET ALLOCATION
Stocks 70% 40%
Fixed Income 30% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 21.43 17.82
Infl. Adjusted (%) 16.56 13.09
DRAWDOWN
Deepest Drawdown Depth (%) -4.63 -3.05
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.03 -0.43
Start to Recovery (months) 2 4
Longest Negative Period (months) 2 6
RISK INDICATORS
Standard Deviation (%) 8.45 8.99
Sharpe Ratio 2.08 1.55
Sortino Ratio 2.63 2.53
Ulcer Index 1.28 0.86
Ratio: Return / Standard Deviation 2.54 1.98
Ratio: Return / Deepest Drawdown 4.63 5.84
Metrics calculated over the period 1 June 2025 - 31 May 2026
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Ideal Index Stocks/Bonds 40/60 Momentum
Author Frank Armstrong
ASSET ALLOCATION
Stocks 70% 40%
Fixed Income 30% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.61 6.04
Infl. Adjusted (%) 2.05 1.51
DRAWDOWN
Deepest Drawdown Depth (%) -18.25 -21.11
Start to Recovery (months) 27 35
Longest Drawdown Depth (%) -18.25 -21.11
Start to Recovery (months) 27 35
Longest Negative Period (months) 31 35
RISK INDICATORS
Standard Deviation (%) 10.81 10.02
Sharpe Ratio 0.30 0.26
Sortino Ratio 0.41 0.36
Ulcer Index 6.01 10.13
Ratio: Return / Standard Deviation 0.61 0.60
Ratio: Return / Deepest Drawdown 0.36 0.29
Metrics calculated over the period 1 June 2021 - 31 May 2026
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Ideal Index Stocks/Bonds 40/60 Momentum
Author Frank Armstrong
ASSET ALLOCATION
Stocks 70% 40%
Fixed Income 30% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.09 7.92
Infl. Adjusted (%) 4.55 4.39
DRAWDOWN
Deepest Drawdown Depth (%) -18.25 -21.11
Start to Recovery (months) 27 35
Longest Drawdown Depth (%) -18.25 -21.11
Start to Recovery (months) 27 35
Longest Negative Period (months) 35 46
RISK INDICATORS
Standard Deviation (%) 10.53 8.66
Sharpe Ratio 0.56 0.66
Sortino Ratio 0.73 0.89
Ulcer Index 5.13 7.31
Ratio: Return / Standard Deviation 0.77 0.91
Ratio: Return / Deepest Drawdown 0.44 0.38
Metrics calculated over the period 1 June 2016 - 31 May 2026
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Ideal Index Stocks/Bonds 40/60 Momentum
Author Frank Armstrong
ASSET ALLOCATION
Stocks 70% 40%
Fixed Income 30% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.08 8.22
Infl. Adjusted (%) 4.41 5.51
DRAWDOWN
Deepest Drawdown Depth (%) -40.11 -21.11
Start to Recovery (months) 40 35
Longest Drawdown Depth (%) -40.11 -21.11
Start to Recovery (months) 40 35
Longest Negative Period (months) 62 46
RISK INDICATORS
Standard Deviation (%) 10.82 7.26
Sharpe Ratio 0.45 0.83
Sortino Ratio 0.59 1.10
Ulcer Index 7.57 5.26
Ratio: Return / Standard Deviation 0.65 1.13
Ratio: Return / Deepest Drawdown 0.18 0.39
Metrics calculated over the period 1 June 1996 - 31 May 2026
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Ideal Index Stocks/Bonds 40/60 Momentum
Author Frank Armstrong
ASSET ALLOCATION
Stocks 70% 40%
Fixed Income 30% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.22 9.97
Infl. Adjusted (%) 6.15 6.88
DRAWDOWN
Deepest Drawdown Depth (%) -40.11 -21.11
Start to Recovery (months) 40 35
Longest Drawdown Depth (%) -40.11 -21.11
Start to Recovery (months) 40 35
Longest Negative Period (months) 62 46
RISK INDICATORS
Standard Deviation (%) 10.49 7.51
Sharpe Ratio 0.53 0.85
Sortino Ratio 0.70 1.14
Ulcer Index 6.53 4.61
Ratio: Return / Standard Deviation 0.88 1.33
Ratio: Return / Deepest Drawdown 0.23 0.47
Metrics calculated over the period 1 January 1982 - 31 May 2026
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Inflation Adj:

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
Annualized Rolling Returns Chart

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

Time to Target Comparison
Time to reach your Target Capital

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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Ideal Index Stocks/Bonds 40/60 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 9.50 -4.63 10.80 -3.05
2025
 15.25 -1.52 13.11 -2.93
2024
 7.60 -3.51 13.98 -3.77
2023
 12.04 -8.07 6.90 -5.19
2022
 -11.91 -18.25 -15.17 -19.48
2021
 13.98 -2.66 4.23 -2.38
2020
 6.95 -17.16 16.57 -7.10
2019
 17.96 -4.04 16.20 -0.81
2018
 -6.68 -9.48 -0.73 -5.89
2017
 13.88 -0.15 17.14 0.00
2016
 9.05 -4.06 3.51 -3.61
2015
 -1.66 -7.44 3.91 -2.95
2014
 4.16 -3.12 9.34 -1.49
2013
 16.03 -2.21 12.57 -1.74
2012
 12.36 -6.57 7.87 -2.05
2011
 -2.98 -15.51 7.13 -3.62
2010
 13.00 -8.67 10.93 -3.48
2009
 21.58 -16.28 9.16 -9.41
2008
 -24.86 -27.96 -12.27 -15.80
2007
 5.91 -4.80 11.21 -0.82
2006
 17.74 -2.78 6.78 -1.50
2005
 8.40 -2.89 9.09 -0.93
2004
 14.62 -3.40 9.22 -2.12
2003
 26.78 -3.93 12.78 -1.27
2002
 -7.53 -13.72 0.04 -5.36
2001
 -3.80 -11.76 -1.88 -6.89
2000
 2.04 -5.59 2.99 -3.33
1999
 13.53 -2.81 15.71 -1.69
1998
 8.85 -12.21 24.65 -4.13
1997
 12.22 -4.02 20.41 -2.69
1996
 11.54 -3.03 14.08 -1.52
1995
 16.29 -1.64 27.84 0.00
1994
 1.99 -4.20 -2.03 -5.91
1993
 17.70 -4.41 11.10 -0.87
1992
 3.75 -3.20 6.01 -2.11
1991
 20.38 -3.65 23.91 -1.79
1990
 -9.45 -14.74 5.79 -5.29
1989
 15.59 -2.18 25.29 -1.01
1988
 17.45 -2.71 7.24 -2.95
1987
 10.19 -14.90 1.86 -13.77
1986
 28.89 -3.91 18.14 -4.37
1985
 31.78 -1.78 26.30 -0.74
1984
 7.88 -4.89 8.68 -6.28
1983
 21.11 -2.00 9.91 -2.81
1982
 16.37 -6.90 30.86 -1.48
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Master ETF Investing & maximize profits with Lazy Portfolios & Passive Strategies.
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