Frank Armstrong Ideal Index vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 31 May 2023

The Frank Armstrong Ideal Index Portfolio obtained a 6.58% compound annual return, with a 10.60% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.28% compound annual return, with a 9.43% standard deviation, in the last 30 Years.

Summary

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Frank Armstrong Ideal Index Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Risk High High
Asset Allocation Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
30 Years Stats Return +6.58% +9.28%
Std Dev 10.60% 9.43%
Max Drawdown -40.11% -32.52%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1982

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Frank Armstrong Ideal Index Portfolio -2.17 -0.94 -2.80 +3.70 +5.25 +6.58 +8.86
Stocks/Bonds 60/40 Momentum Portfolio -3.31 -5.57 -4.10 +3.87 +7.58 +9.28 +10.91
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since June 1993, now would be worth 6770.66$, with a total return of 577.07% (6.58% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 14339.34$, with a total return of 1333.93% (9.28% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since January 1982, now would be worth 33616.87$, with a total return of 3261.69% (8.86% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 72812.54$, with a total return of 7181.25% (10.91% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Frank Armstrong Ideal Index Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.11% Nov 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-21.14% Sep 2000 Sep 2002
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.33% Feb 2001 Sep 2002
-15.51% May 2011 Sep 2011
-12.21% May 1998 Aug 1998
-10.73% Feb 2020 Mar 2020
-9.48% Sep 2018 Dec 2018
-9.29% Oct 2018 Dec 2018
-8.72% Jun 2015 Feb 2016
-7.14% May 2011 Sep 2011
-6.78% Aug 1998 Aug 1998
-6.35% Feb 1994 Jun 1994
-5.59% Sep 2000 Nov 2000
-5.20% Sep 2020 Oct 2020
-4.61% Aug 2015 Sep 2015
-4.41% Nov 1993 Nov 1993

Drawdown comparison chart since January 1982.

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Frank Armstrong Ideal Index Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.11% Nov 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-21.14% Sep 2000 Sep 2002
-20.08% Sep 1987 Nov 1987
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.33% Feb 2001 Sep 2002
-15.51% May 2011 Sep 2011
-14.90% Sep 1987 Nov 1987
-14.74% Jan 1990 Sep 1990
-12.21% May 1998 Aug 1998
-10.73% Feb 2020 Mar 2020
-9.48% Sep 2018 Dec 2018
-9.29% Oct 2018 Dec 2018
-8.72% Jun 2015 Feb 2016
-7.66% Aug 1990 Sep 1990
-7.54% Dec 1983 May 1984
-7.14% May 2011 Sep 2011
-6.90% Jan 1982 Jul 1982

Yearly Returns

Yearly return comparison. Common historical serie start from January 1982.

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Year Frank Armstrong Ideal Index Portfolio Stocks/Bonds 60/40 Momentum Portfolio
2023
 +1.79% -2.99%
2022
 -11.91% -16.20%
2021
 +13.98% +7.27%
2020
 +6.95% +20.99%
2019
 +17.96% +19.89%
2018
 -6.68% -1.04%
2017
 +13.88% +23.93%
2016
 +9.05% +4.01%
2015
 -1.66% +5.58%
2014
 +4.16% +11.10%
2013
 +16.03% +19.91%
2012
 +12.36% +10.22%
2011
 -2.98% +6.73%
2010
 +13.00% +13.29%
2009
 +21.58% +11.92%
2008
 -24.86% -21.83%
2007
 +5.91% +13.35%
2006
 +17.74% +8.04%
2005
 +8.40% +12.44%
2004
 +14.62% +11.72%
2003
 +26.78% +17.18%
2002
 -7.53% -4.07%
2001
 -3.80% -7.04%
2000
 +2.04% -1.21%
1999
 +13.53% +23.95%
1998
 +8.85% +32.69%
1997
 +12.22% +25.89%
1996
 +11.54% +19.33%
1995
 +16.29% +32.67%
1994
 +1.99% -1.72%
1993
 +17.70% +11.81%
1992
 +3.75% +5.45%
1991
 +20.38% +28.24%
1990
 -9.45% +4.36%
1989
 +15.59% +31.11%
1988
 +17.45% +7.18%
1987
 +10.19% +2.02%
1986
 +28.89% +19.66%
1985
 +31.78% +28.33%
1984
 +7.88% +5.51%
1983
 +21.11% +12.26%
1982
 +16.37% +30.72%