Rob Arnott vs High Yield Bonds Income Portfolio Comparison

Last Update: 29 February 2024

The Rob Arnott Portfolio obtained a 6.50% compound annual return, with a 7.22% standard deviation, in the last 30 Years.

The High Yield Bonds Income Portfolio obtained a 6.50% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

Summary

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Rob Arnott Portfolio High Yield Bonds Income Portfolio
Portfolio Risk Medium Low
Asset Allocation Stocks 30% 0%
Fixed Income 60% 100%
Commodities 10% 0%
30 Years Stats Return +6.50% +6.50%
Std Dev 7.22% 8.82%
Max Drawdown -24.27% -23.97%
All time Stats
(Since Jan 1985)
Return +8.17% +7.73%
Std Dev 7.17% 8.21%
Max Drawdown -24.27% -23.97%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Rob Arnott Portfolio +0.06 +3.82 +6.79 +4.16 +3.85 +6.50 +8.17
High Yield Bonds Income Portfolio -0.33 +5.35 +8.92 +1.94 +2.90 +6.50 +7.73
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Rob Arnott Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.71% (6.50% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.58% (6.50% annualized).

Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 21.69$, with a total return of 2068.86% (8.17% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.46$, with a total return of 1745.99% (7.73% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Rob Arnott Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-17.86% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.42% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.76
-5.26% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.05
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74
-4.40% Aug 2011 Sep 2011 (2) Oct 2011 (3) 2.28
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15

Drawdown comparison chart since January 1985.

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Rob Arnott Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-17.86% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16
-7.41% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-7.37% Feb 1994 Nov 1994 (10) May 1995 (16) 4.71
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-6.11% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.26
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.21% Sep 1987 Nov 1987 (3) Jan 1988 (5) 3.32
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74

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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Year Return Drawdown Return Drawdown
2024
-0.70%
-0.76%
-0.74%
-0.74%
2023
+9.08%
-7.06%
+11.21%
-5.58%
2022
-14.81%
-17.86%
-16.88%
-21.38%
2021
+11.04%
-1.71%
+0.88%
-3.16%
2020
+7.98%
-8.72%
+7.08%
-11.99%
2019
+16.67%
-0.49%
+16.98%
-0.39%
2018
-4.12%
-4.84%
-4.53%
-4.53%
2017
+9.02%
-0.37%
+8.78%
-0.17%
2016
+7.14%
-3.86%
+12.01%
-3.93%
2015
-3.26%
-5.73%
-3.94%
-6.90%
2014
+7.59%
-2.79%
+6.28%
-2.37%
2013
+1.41%
-5.66%
-0.40%
-6.71%
2012
+10.55%
-2.17%
+12.61%
-1.87%
2011
+7.73%
-3.51%
+9.07%
-4.40%
2010
+11.89%
-2.99%
+11.52%
-3.24%
2009
+14.59%
-11.26%
+23.52%
-10.62%
2008
-11.48%
-21.15%
-10.54%
-23.59%
2007
+7.64%
-1.84%
+3.36%
-3.84%
2006
+8.97%
-1.26%
+7.28%
-2.69%
2005
+7.74%
-2.50%
+5.61%
-2.30%
2004
+11.93%
-4.70%
+9.55%
-4.56%
2003
+17.00%
-2.42%
+18.30%
-3.91%
2002
+8.16%
-0.99%
+7.38%
-6.70%
2001
+0.06%
-2.47%
+10.89%
-3.49%
2000
+12.87%
-0.83%
+6.15%
-3.14%
1999
+7.22%
-2.71%
+6.34%
-3.60%
1998
+6.53%
-4.10%
+2.17%
-8.48%
1997
+7.20%
-2.36%
+13.61%
-2.54%
1996
+11.02%
-0.75%
+14.28%
-2.87%
1995
+21.23%
0.00%
+22.64%
-0.20%
1994
-2.84%
-7.37%
-4.27%
-7.41%
1993
+13.77%
-2.73%
+18.58%
-0.44%
1992
+6.56%
-2.87%
+12.00%
-2.11%
1991
+18.67%
-1.99%
+25.88%
0.00%
1990
+2.80%
-6.11%
-0.59%
-7.89%
1989
+17.53%
-1.16%
+8.29%
-0.68%
1988
+13.48%
-1.21%
+11.12%
-1.52%
1987
+6.41%
-5.21%
+0.07%
-7.63%
1986
+21.76%
-3.06%
+15.01%
-0.64%
1985
+27.17%
-1.73%
+21.64%
-1.39%