Marvin Appel One-Decision vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Marvin Appel One-Decision Portfolio obtained a 6.99% compound annual return, with a 8.42% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Marvin Appel One-Decision Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
30 Years Stats Return +6.99% +8.06%
Std Dev 8.42% 7.02%
Max Drawdown -31.96% -21.11%
All time Stats
(Since Jan 1982)
Return +8.71% +9.74%
Std Dev 8.14% 7.44%
Max Drawdown -31.96% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Marvin Appel One-Decision Portfolio +1.43 +6.03 +9.54 +5.81 +5.66 +6.99 +8.71
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Marvin Appel One-Decision Portfolio: an investment of 1$, since March 1994, now would be worth 7.59$, with a total return of 658.76% (6.99% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Marvin Appel One-Decision Portfolio: an investment of 1$, since January 1982, now would be worth 33.85$, with a total return of 3285.03% (8.71% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Marvin Appel One-Decision Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.96% Jun 2007 Feb 2009 (21) Oct 2010 (41) 13.28
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-8.52% Jun 2011 Sep 2011 (4) Jan 2012 (8) 3.61
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.13% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.91
-7.23% Apr 2002 Sep 2002 (6) May 2003 (14) 4.72
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.99% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.10
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-4.76% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.77
-4.65% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.49
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.90% Mar 1994 Nov 1994 (9) Feb 1995 (12) 2.27
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.70% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.47
-3.62% Jun 2011 Sep 2011 (4) Oct 2011 (5) 1.65
-3.61% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.91

Drawdown comparison chart since January 1982.

Swipe left to see all data
Marvin Appel One-Decision Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.96% Jun 2007 Feb 2009 (21) Oct 2010 (41) 13.28
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-12.38% Sep 1987 Nov 1987 (3) Sep 1988 (13) 5.77
-8.52% Jun 2011 Sep 2011 (4) Jan 2012 (8) 3.61
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.13% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.91
-7.50% Jul 1990 Oct 1990 (4) Jan 1991 (7) 4.35
-7.23% Apr 2002 Sep 2002 (6) May 2003 (14) 4.72
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.99% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.10
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-5.02% Feb 1994 Nov 1994 (10) Mar 1995 (14) 3.05
-4.76% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.77

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+0.21%
-1.20%
+5.54%
0.00%
2023
+12.43%
-7.22%
+6.91%
-5.18%
2022
-13.18%
-16.74%
-15.17%
-19.48%
2021
+16.51%
-2.73%
+4.23%
-2.38%
2020
+5.32%
-13.04%
+16.57%
-7.10%
2019
+18.51%
-2.02%
+16.20%
-0.81%
2018
-3.64%
-6.99%
-0.73%
-5.89%
2017
+8.07%
-0.59%
+17.14%
0.00%
2016
+8.52%
-3.21%
+3.51%
-3.61%
2015
-0.25%
-4.76%
+3.91%
-2.95%
2014
+11.14%
-2.54%
+9.34%
-1.49%
2013
+10.43%
-2.72%
+12.57%
-1.74%
2012
+10.65%
-2.81%
+7.87%
-2.05%
2011
+3.87%
-8.52%
+7.13%
-3.62%
2010
+13.01%
-6.14%
+10.93%
-3.48%
2009
+15.30%
-14.35%
+9.16%
-9.41%
2008
-16.74%
-22.59%
-12.27%
-15.80%
2007
-0.68%
-5.17%
+11.21%
-0.82%
2006
+14.45%
-1.98%
+6.78%
-1.50%
2005
+5.08%
-2.36%
+9.09%
-0.93%
2004
+12.05%
-4.65%
+9.22%
-2.12%
2003
+18.87%
-1.57%
+12.78%
-1.27%
2002
-2.42%
-7.23%
+0.04%
-5.36%
2001
+4.32%
-3.58%
-1.88%
-6.89%
2000
+9.42%
-2.13%
+2.99%
-3.33%
1999
+4.70%
-3.16%
+15.71%
-1.69%
1998
+5.32%
-8.13%
+24.65%
-4.13%
1997
+17.36%
-1.24%
+20.41%
-2.69%
1996
+15.52%
-1.31%
+14.08%
-1.52%
1995
+19.02%
-0.66%
+27.84%
0.00%
1994
-1.28%
-5.02%
-2.03%
-5.91%
1993
+11.41%
-1.82%
+11.10%
-0.87%
1992
+9.68%
-0.89%
+6.01%
-2.11%
1991
+23.01%
-1.99%
+23.91%
-1.79%
1990
-1.89%
-7.50%
+5.79%
-5.29%
1989
+15.28%
-0.97%
+25.29%
-1.01%
1988
+12.57%
-1.14%
+7.24%
-2.95%
1987
+2.00%
-12.38%
+1.86%
-13.77%
1986
+13.98%
-2.95%
+18.14%
-4.37%
1985
+20.92%
-1.32%
+26.30%
-0.74%
1984
+12.26%
-2.55%
+8.68%
-6.28%
1983
+19.12%
-1.46%
+9.91%
-2.81%
1982
+23.18%
-1.47%
+30.86%
-1.48%