John Wasik Nano vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 31 May 2023

The John Wasik Nano Portfolio obtained a 7.04% compound annual return, with a 9.55% 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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John Wasik Nano Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +7.04% +9.28%
Std Dev 9.55% 9.43%
Max Drawdown -36.66% -32.52%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
John Wasik Nano Portfolio -2.08 +0.73 -3.70 +4.41 +5.15 +7.04 +8.64
Stocks/Bonds 60/40 Momentum Portfolio -3.31 -5.57 -4.10 +3.87 +7.58 +9.28 +10.54
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

John Wasik Nano Portfolio: an investment of 1000$, since June 1993, now would be worth 7703.88$, with a total return of 670.39% (7.04% 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).

John Wasik Nano Portfolio: an investment of 1000$, since January 1985, now would be worth 24158.54$, with a total return of 2315.85% (8.64% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since January 1985, now would be worth 47028.53$, with a total return of 4602.85% (10.54% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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John Wasik Nano Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-36.66% Nov 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-22.12% Jan 2022 Sep 2022
-21.14% Sep 2000 Sep 2002
-13.34% Feb 2020 Mar 2020
-10.73% Feb 2020 Mar 2020
-9.69% May 2011 Sep 2011
-9.29% Oct 2018 Dec 2018
-8.33% Jul 1998 Aug 1998
-7.38% Feb 1994 Nov 1994
-7.24% Jun 2002 Oct 2002
-7.18% Sep 2018 Dec 2018
-7.14% May 2011 Sep 2011
-6.78% Aug 1998 Aug 1998
-6.35% Feb 1994 Jun 1994
-6.01% Feb 2001 Sep 2001
-5.73% Mar 2015 Sep 2015
-5.67% Apr 2004 Apr 2004
-5.20% Sep 2020 Oct 2020

Drawdown comparison chart since January 1985.

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John Wasik Nano Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-36.66% Nov 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-22.12% Jan 2022 Sep 2022
-21.14% Sep 2000 Sep 2002
-20.08% Sep 1987 Nov 1987
-13.34% Feb 2020 Mar 2020
-11.90% Sep 1987 Nov 1987
-11.67% Jan 1990 Sep 1990
-10.73% Feb 2020 Mar 2020
-9.69% May 2011 Sep 2011
-9.29% Oct 2018 Dec 2018
-8.33% Jul 1998 Aug 1998
-7.66% Aug 1990 Sep 1990
-7.38% Feb 1994 Nov 1994
-7.24% Jun 2002 Oct 2002
-7.18% Sep 2018 Dec 2018
-7.14% May 2011 Sep 2011
-6.78% Aug 1998 Aug 1998
-6.35% Feb 1994 Jun 1994

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year John Wasik Nano Portfolio Stocks/Bonds 60/40 Momentum Portfolio
2023
 +3.73% -2.99%
2022
 -17.26% -16.20%
2021
 +16.29% +7.27%
2020
 +8.50% +20.99%
2019
 +19.75% +19.89%
2018
 -5.32% -1.04%
2017
 +11.54% +23.93%
2016
 +6.00% +4.01%
2015
 +0.12% +5.58%
2014
 +9.22% +11.10%
2013
 +9.31% +19.91%
2012
 +12.49% +10.22%
2011
 +3.71% +6.73%
2010
 +13.25% +13.29%
2009
 +19.70% +11.92%
2008
 -21.62% -21.83%
2007
 +3.53% +13.35%
2006
 +16.27% +8.04%
2005
 +7.29% +12.44%
2004
 +15.00% +11.72%
2003
 +23.73% +17.18%
2002
 -1.46% -4.07%
2001
 -0.90% -7.04%
2000
 +6.11% -1.21%
1999
 +10.50% +23.95%
1998
 +8.26% +32.69%
1997
 +14.11% +25.89%
1996
 +12.88% +19.33%
1995
 +18.62% +32.67%
1994
 -1.54% -1.72%
1993
 +17.13% +11.81%
1992
 +4.96% +5.45%
1991
 +22.28% +28.24%
1990
 -5.87% +4.36%
1989
 +15.85% +31.11%
1988
 +14.06% +7.18%
1987
 +6.15% +2.02%
1986
 +26.12% +19.66%
1985
 +30.93% +28.33%