Rob Arnott vs Davide Pisicchio PISI Portfolio Comparison

Last Update: 31 March 2024

The Rob Arnott Portfolio obtained a 6.68% compound annual return, with a 7.19% standard deviation, in the last 30 Years.

The Davide Pisicchio PISI Portfolio obtained a 7.20% compound annual return, with a 6.45% standard deviation, in the last 30 Years.

Summary

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Rob Arnott Portfolio Davide Pisicchio PISI Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 30%
Fixed Income 60% 60%
Commodities 10% 10%
30 Years Stats Return +6.68% +7.20%
Std Dev 7.19% 6.45%
Max Drawdown -24.27% -18.36%
All time Stats
(Since Jan 1985)
Return +8.20% +8.25%
Std Dev 7.17% 6.77%
Max Drawdown -24.27% -18.36%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Rob Arnott Portfolio +1.84 +9.51 +6.14 +4.06 +4.01 +6.68 +8.20
Davide Pisicchio PISI Portfolio +2.28 +12.31 +9.21 +5.34 +5.18 +7.20 +8.25
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Rob Arnott Portfolio: an investment of 1$, since April 1994, now would be worth 6.95$, with a total return of 595.19% (6.68% annualized).

Davide Pisicchio PISI Portfolio: an investment of 1$, since April 1994, now would be worth 8.05$, with a total return of 704.56% (7.20% annualized).

Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 22.09$, with a total return of 2108.85% (8.20% annualized).

Davide Pisicchio PISI Portfolio: an investment of 1$, since January 1985, now would be worth 22.49$, with a total return of 2149.08% (8.25% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Rob Arnott Portfolio
Davide Pisicchio PISI 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
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-11.84% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.28
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74
-4.45% May 2013 Jun 2013 (2) Oct 2013 (6) 2.44
-4.39% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.26
-4.30% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.20
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15
-4.06% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.54
-3.86% Aug 2016 Nov 2016 (4) May 2017 (10) 1.64
-3.71% Feb 1999 Aug 1999 (7) Nov 1999 (10) 2.35
-3.51% Aug 2011 Sep 2011 (2) Oct 2011 (3) 1.80
-3.41% Feb 2001 Mar 2001 (2) Oct 2001 (9) 1.85
-3.34% Apr 2000 May 2000 (2) Aug 2000 (5) 1.67
-3.27% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.68

Drawdown comparison chart since January 1985.

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Rob Arnott Portfolio
Davide Pisicchio PISI 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
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-11.84% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.28
-8.72% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.83
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-7.37% Feb 1994 Nov 1994 (10) May 1995 (16) 4.71
-6.99% Feb 1994 Jun 1994 (5) Mar 1995 (14) 4.83
-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
-5.27% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.72
-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
-4.45% May 2013 Jun 2013 (2) Oct 2013 (6) 2.44
-4.39% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.26
-4.30% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.20
-4.20% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.89
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15

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
+1.13%
-0.76%
+2.89%
0.00%
2023
+9.08%
-7.06%
+11.85%
-6.30%
2022
-14.81%
-17.86%
-15.32%
-18.36%
2021
+11.04%
-1.71%
+5.44%
-2.73%
2020
+7.98%
-8.72%
+14.89%
-3.27%
2019
+16.67%
-0.49%
+16.74%
-0.45%
2018
-4.12%
-4.84%
-1.64%
-3.17%
2017
+9.02%
-0.37%
+9.63%
-0.31%
2016
+7.14%
-3.86%
+5.77%
-4.39%
2015
-3.26%
-5.73%
-0.33%
-3.27%
2014
+7.59%
-2.79%
+8.90%
-1.94%
2013
+1.41%
-5.66%
+3.96%
-4.45%
2012
+10.55%
-2.17%
+8.48%
-1.19%
2011
+7.73%
-3.51%
+10.04%
-2.16%
2010
+11.89%
-2.99%
+13.77%
-0.81%
2009
+14.59%
-11.26%
+8.62%
-7.60%
2008
-11.48%
-21.15%
-1.41%
-11.84%
2007
+7.64%
-1.84%
+10.22%
-1.06%
2006
+8.97%
-1.26%
+8.64%
-1.66%
2005
+7.74%
-2.50%
+5.11%
-1.64%
2004
+11.93%
-4.70%
+6.93%
-4.06%
2003
+17.00%
-2.42%
+14.77%
-2.33%
2002
+8.16%
-0.99%
+5.17%
-2.10%
2001
+0.06%
-2.47%
+0.43%
-3.41%
2000
+12.87%
-0.83%
+5.99%
-3.34%
1999
+7.22%
-2.71%
+3.16%
-3.71%
1998
+6.53%
-4.10%
+15.05%
-4.30%
1997
+7.20%
-2.36%
+14.04%
-2.79%
1996
+11.02%
-0.75%
+6.11%
-3.11%
1995
+21.23%
0.00%
+25.75%
0.00%
1994
-2.84%
-7.37%
-4.28%
-6.99%
1993
+13.77%
-2.73%
+12.70%
-1.83%
1992
+6.56%
-2.87%
+6.47%
-2.97%
1991
+18.67%
-1.99%
+20.24%
-1.61%
1990
+2.80%
-6.11%
+2.41%
-5.27%
1989
+17.53%
-1.16%
+18.47%
-1.50%
1988
+13.48%
-1.21%
+8.03%
-2.27%
1987
+6.41%
-5.21%
+2.16%
-8.72%
1986
+21.76%
-3.06%
+18.59%
-3.19%
1985
+27.17%
-1.73%
+27.30%
-2.04%