Gretchen Tai vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 31 May 2023

The Gretchen Tai Portfolio obtained a 7.16% compound annual return, with a 11.59% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 7.77% compound annual return, with a 6.87% standard deviation, in the last 30 Years.

Summary

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Gretchen Tai Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Risk High Medium
Asset Allocation Stocks 70% 40%
Fixed Income 30% 60%
Commodities 0% 0%
30 Years Stats Return +7.16% +7.77%
Std Dev 11.59% 6.87%
Max Drawdown -41.80% -21.11%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1986

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Gretchen Tai Portfolio -1.83 +1.44 -2.06 +4.06 +5.62 +7.16 +8.65
Stocks/Bonds 40/60 Momentum Portfolio -2.58 -3.20 -3.55 +2.91 +5.58 +7.77 +8.66
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Gretchen Tai Portfolio: an investment of 1000$, since June 1993, now would be worth 7972.31$, with a total return of 697.23% (7.16% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 9435.68$, with a total return of 843.57% (7.77% annualized).

Gretchen Tai Portfolio: an investment of 1000$, since January 1986, now would be worth 22301.46$, with a total return of 2130.15% (8.65% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1986, now would be worth 22346.47$, with a total return of 2134.65% (8.66% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gretchen Tai Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-21.11% Nov 2021 Sep 2022
-20.54% Nov 2007 Feb 2009
-16.24% Jan 2020 Mar 2020
-14.25% May 2011 Sep 2011
-12.86% May 1998 Aug 1998
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-8.48% Feb 2001 Sep 2002
-7.10% Feb 2020 Mar 2020
-7.04% Feb 1994 Mar 1994
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-4.43% Aug 1997 Aug 1997
-4.17% May 2013 Jun 2013
-4.15% Nov 1993 Nov 1993
-4.14% Apr 2004 Apr 2004
-4.13% Aug 1998 Aug 1998

Drawdown comparison chart since January 1986.

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Gretchen Tai Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-21.11% Nov 2021 Sep 2022
-20.54% Nov 2007 Feb 2009
-17.50% Sep 1987 Nov 1987
-16.24% Jan 2020 Mar 2020
-16.12% Jan 1990 Sep 1990
-14.25% May 2011 Sep 2011
-13.77% Sep 1987 Nov 1987
-12.86% May 1998 Aug 1998
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-8.48% Feb 2001 Sep 2002
-7.10% Feb 2020 Mar 2020
-7.04% Feb 1994 Mar 1994
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-5.29% Aug 1990 Sep 1990
-4.54% Sep 1986 Oct 1986

Yearly Returns

Yearly return comparison. Common historical serie start from January 1986.

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Year Gretchen Tai Portfolio Stocks/Bonds 40/60 Momentum Portfolio
2023
 +4.75% -1.19%
2022
 -17.30% -15.17%
2021
 +12.15% +4.23%
2020
 +12.24% +16.57%
2019
 +20.82% +16.20%
2018
 -7.59% -0.73%
2017
 +18.32% +17.14%
2016
 +7.93% +3.51%
2015
 -2.21% +3.91%
2014
 +4.44% +9.34%
2013
 +14.58% +12.57%
2012
 +14.85% +7.87%
2011
 -1.45% +7.13%
2010
 +12.51% +10.93%
2009
 +26.58% +9.16%
2008
 -27.67% -12.27%
2007
 +9.39% +11.21%
2006
 +17.39% +6.78%
2005
 +10.26% +9.09%
2004
 +15.60% +9.22%
2003
 +29.40% +12.78%
2002
 -7.43% +0.04%
2001
 -6.29% -1.88%
2000
 -4.67% +2.99%
1999
 +22.01% +15.71%
1998
 +10.02% +24.65%
1997
 +11.39% +20.41%
1996
 +10.62% +14.08%
1995
 +17.98% +27.84%
1994
 -0.51% -2.03%
1993
 +26.87% +11.10%
1992
 +0.50% +6.01%
1991
 +30.31% +23.91%
1990
 -8.54% +5.79%
1989
 +25.15% +25.29%
1988
 +19.39% +7.24%
1987
 +4.96% +1.86%
1986
 +29.74% +18.14%