Paul Boyer vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Period: January 1982 - August 2024 (~43 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Paul Boyer Portfolio
1.00$
Initial Capital
September 1994
6.38$
Final Capital
August 2024
6.37%
Yearly Return
7.49
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Stocks/Bonds 40/60 Momentum Portfolio
1.00$
Initial Capital
September 1994
10.89$
Final Capital
August 2024
8.28%
Yearly Return
7.05
Std Deviation
-21.11%
Max Drawdown
34 months
Recovery Period
Paul Boyer Portfolio
1.00$
Initial Capital
January 1982
24.61$
Final Capital
August 2024
7.80%
Yearly Return
7.71
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Stocks/Bonds 40/60 Momentum Portfolio
1.00$
Initial Capital
January 1982
53.63$
Final Capital
August 2024
9.78%
Yearly Return
7.45
Std Deviation
-21.11%
Max Drawdown
34 months
Recovery Period

The Paul Boyer Portfolio obtained a 6.37% compound annual return, with a 7.49% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.28% compound annual return, with a 7.05% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1982 - 31 August 2024 (~43 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
Paul Boyer Portfolio
Paul Boyer 		8.13 1.20 9.83 13.31 3.33 3.72 6.37 7.80
Stocks/Bonds 40/60 Momentum 12.36 2.30 6.46 18.25 4.72 6.31 8.28 9.78
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Paul Boyer Portfolio: an investment of 1$, since September 1994, now would be worth 6.38$, with a total return of 538.44% (6.37% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since September 1994, now would be worth 10.89$, with a total return of 988.68% (8.28% annualized).


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Paul Boyer Portfolio: an investment of 1$, since January 1982, now would be worth 24.61$, with a total return of 2361.32% (7.80% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 53.63$, with a total return of 5262.92% (9.78% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1982 - 31 August 2024 (~43 years)
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 13.31 18.25
Infl. Adjusted Return (%) 10.66 15.47
DRAWDOWN
Deepest Drawdown Depth (%) -4.74 -4.93
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.74 -4.93
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 9.57 10.08
Sharpe Ratio 0.83 1.28
Sortino Ratio 1.15 1.65
Ulcer Index 1.95 1.97
Ratio: Return / Standard Deviation 1.39 1.81
Ratio: Return / Deepest Drawdown 2.81 3.70
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 3.33 4.72
Infl. Adjusted Return (%) -0.78 0.56
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -21.11
Start to Recovery (months) 39 34*
Longest Drawdown Depth (%) -18.04 -21.11
Start to Recovery (months) 39 34*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.87 10.05
Sharpe Ratio 0.14 0.26
Sortino Ratio 0.20 0.35
Ulcer Index 7.42 10.18
Ratio: Return / Standard Deviation 0.38 0.47
Ratio: Return / Deepest Drawdown 0.18 0.22
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 3.72 6.31
Infl. Adjusted Return (%) 0.88 3.40
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -21.11
Start to Recovery (months) 39 34*
Longest Drawdown Depth (%) -18.04 -21.11
Start to Recovery (months) 39 34*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.77 8.02
Sharpe Ratio 0.29 0.61
Sortino Ratio 0.43 0.80
Ulcer Index 5.87 7.31
Ratio: Return / Standard Deviation 0.48 0.79
Ratio: Return / Deepest Drawdown 0.21 0.30
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 6.37 8.28
Infl. Adjusted Return (%) 3.77 5.63
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -21.11
Start to Recovery (months) 39 34*
Longest Drawdown Depth (%) -18.04 -21.11
Start to Recovery (months) 39 34*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.49 7.05
Sharpe Ratio 0.55 0.85
Sortino Ratio 0.77 1.12
Ulcer Index 4.00 5.26
Ratio: Return / Standard Deviation 0.85 1.18
Ratio: Return / Deepest Drawdown 0.35 0.39
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 7.80 9.78
Infl. Adjusted Return (%) 4.80 6.73
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -21.11
Start to Recovery (months) 39 34*
Longest Drawdown Depth (%) -18.04 -21.11
Start to Recovery (months) 39 34*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.71 7.45
Sharpe Ratio 0.55 0.83
Sortino Ratio 0.78 1.12
Ulcer Index 3.67 4.69
Ratio: Return / Standard Deviation 1.01 1.31
Ratio: Return / Deepest Drawdown 0.43 0.46
Metrics calculated over the period 1 January 1982 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1982 - 31 August 2024 (~43 years)

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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-21.11 34* Nov 2021
In progress
-20.54 30 Nov 2007
Apr 2010
-18.04 39 Jun 2021
Aug 2024
-13.66 17 Mar 2008
Jul 2009
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-8.48 28 Feb 2001
May 2003
-7.10 4 Feb 2020
May 2020
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019
-5.89 6 Oct 2018
Mar 2019
-5.64 7 Apr 2004
Oct 2004
-4.97 11 Mar 2000
Jan 2001
-4.44 7 Jun 2002
Dec 2002

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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-21.11 34* Nov 2021
In progress
-20.54 30 Nov 2007
Apr 2010
-18.04 39 Jun 2021
Aug 2024
-13.77 19 Sep 1987
Mar 1989
-13.66 17 Mar 2008
Jul 2009
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-8.48 28 Feb 2001
May 2003
-7.71 16 Mar 1987
Jun 1988
-7.63 8 Jan 1982
Aug 1982
-7.10 4 Feb 2020
May 2020
-6.93 16 Feb 1994
May 1995
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 31 August 2024 (~43 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Year Return Drawdown Return Drawdown
2024
 8.13% -1.89% 12.36% -3.77%
2023
 7.92% -7.34% 6.90% -5.19%
2022
 -13.57% -17.86% -15.17% -19.48%
2021
 0.51% -3.38% 4.23% -2.38%
2020
 15.04% -3.07% 16.57% -7.10%
2019
 13.97% -1.05% 16.20% -0.81%
2018
 -3.50% -6.72% -0.73% -5.89%
2017
 11.87% -0.61% 17.14% 0.00%
2016
 7.19% -6.74% 3.51% -3.61%
2015
 -5.29% -9.15% 3.91% -2.95%
2014
 6.63% -3.72% 9.34% -1.49%
2013
 -5.67% -8.07% 12.57% -1.74%
2012
 6.80% -2.93% 7.87% -2.05%
2011
 8.99% -2.80% 7.13% -3.62%
2010
 15.54% -0.81% 10.93% -3.48%
2009
 12.50% -6.62% 9.16% -9.41%
2008
 1.32% -13.66% -12.27% -15.80%
2007
 16.13% -0.86% 11.21% -0.82%
2006
 12.57% -3.53% 6.78% -1.50%
2005
 11.99% -2.10% 9.09% -0.93%
2004
 9.39% -5.64% 9.22% -2.12%
2003
 17.95% -2.85% 12.78% -1.27%
2002
 9.85% -4.44% 0.04% -5.36%
2001
 3.66% -3.75% -1.88% -6.89%
2000
 2.00% -4.97% 2.99% -3.33%
1999
 9.10% -3.56% 15.71% -1.69%
1998
 2.30% -9.22% 24.65% -4.13%
1997
 0.72% -4.04% 20.41% -2.69%
1996
 3.88% -3.10% 14.08% -1.52%
1995
 14.46% -0.96% 27.84% 0.00%
1994
 -5.01% -6.22% -2.03% -5.91%
1993
 25.08% -1.38% 11.10% -0.87%
1992
 3.02% -1.92% 6.01% -2.11%
1991
 24.71% -1.74% 23.91% -1.79%
1990
 0.64% -5.76% 5.79% -5.29%
1989
 21.34% -0.54% 25.29% -1.01%
1988
 7.47% -2.31% 7.24% -2.95%
1987
 -0.04% -7.71% 1.86% -13.77%
1986
 17.71% -1.63% 18.14% -4.37%
1985
 21.84% -2.32% 26.30% -0.74%
1984
 4.29% -3.80% 8.68% -6.28%
1983
 3.33% -3.72% 9.91% -2.81%
1982
 20.74% -7.63% 30.86% -1.48%