Last Update: 31 March 2024
The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.
The Stocks/Bonds 20/80 Portfolio obtained a 5.80% compound annual return, with a 4.88% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 20/80 Momentum Portfolio | Stocks/Bonds 20/80 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Low | |
| Asset Allocation | Stocks | 20% | 20% |
| Fixed Income | 80% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +6.34% | +5.80% |
| Std Dev | 4.92% | 4.88% | |
| Max Drawdown | -17.91% | -16.57% | |
| All time Stats (Since Jan 1982) |
Return | +8.17% | +7.68% |
| Std Dev | 5.49% | 5.44% | |
| Max Drawdown | -17.91% | -16.57% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +6.34 | +8.17 |
| Stocks/Bonds 20/80 Portfolio | +1.28 | +9.30 | +6.92 | +3.19 | +3.72 | +5.80 | +7.68 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994,
now would be worth 6.33$, with a total return of 532.97%
(6.34% annualized).
Stocks/Bonds 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.43$, with a total return of 442.69% (5.80% annualized).
Stocks/Bonds 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.43$, with a total return of 442.69% (5.80% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982,
now would be worth 27.58$, with a total return of 2657.97%
(8.17% annualized).
Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1982, now would be worth 22.78$, with a total return of 2178.10% (7.68% annualized).
Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1982, now would be worth 22.78$, with a total return of 2178.10% (7.68% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 20/80 Momentum Portfolio
|
Stocks/Bonds 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -16.57% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.59 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.42% | May 2008 | Oct 2008 (6) | Jul 2009 (15) | 4.07 | |||||
| -3.92% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.96 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
| -2.67% | Sep 2018 | Oct 2018 (2) | Jan 2019 (5) | 1.60 | |||||
| -2.58% | Apr 2004 | May 2004 (2) | Sep 2004 (6) | 1.65 | |||||
| -2.56% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.44 | |||||
| -2.48% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.41 | |||||
| -2.40% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.09 | |||||
| -2.37% | Apr 2004 | Apr 2004 (1) | Aug 2004 (5) | 1.53 | |||||
| -2.29% | Jul 2003 | Jul 2003 (1) | Sep 2003 (3) | 1.35 | |||||
| -2.26% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.22 | |||||
| -2.23% | Apr 2000 | May 2000 (2) | Jun 2000 (3) | 1.33 | |||||
| -2.20% | Sep 1994 | Nov 1994 (3) | Jan 1995 (5) | 1.37 | |||||
| -2.17% | Feb 1999 | Feb 1999 (1) | Apr 1999 (3) | 1.18 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Stocks/Bonds 20/80 Momentum Portfolio
|
Stocks/Bonds 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -16.57% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.59 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.42% | May 2008 | Oct 2008 (6) | Jul 2009 (15) | 4.07 | |||||
| -6.53% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.65 | |||||
| -6.14% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.45 | |||||
| -5.50% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.71 | |||||
| -5.47% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 2.67 | |||||
| -5.46% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.79 | |||||
| -5.25% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 2.52 | |||||
| -3.92% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.96 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.28% | May 1983 | Jul 1983 (3) | Nov 1983 (7) | 1.66 | |||||
| -3.15% | Sep 1986 | Sep 1986 (1) | Nov 1986 (3) | 1.63 | |||||
| -3.14% | Sep 1986 | Sep 1986 (1) | Nov 1986 (3) | 1.66 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -3.09% | Aug 1990 | Sep 1990 (2) | Nov 1990 (4) | 2.07 | |||||
| -2.99% | Apr 1987 | May 1987 (2) | Jul 1987 (4) | 1.88 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.35%
|
0.00% |
+1.36%
|
-0.02% |
| 2023 |
+6.16%
|
-5.43% |
+9.54%
|
-5.62% |
| 2022 |
-14.14%
|
-17.00% |
-14.39%
|
-16.57% |
| 2021 |
+1.18%
|
-2.95% |
+3.64%
|
-1.82% |
| 2020 |
+12.14%
|
-3.46% |
+10.38%
|
-3.92% |
| 2019 |
+12.52%
|
-0.69% |
+13.20%
|
-0.07% |
| 2018 |
-0.42%
|
-3.12% |
-1.13%
|
-2.67% |
| 2017 |
+10.35%
|
0.00% |
+7.10%
|
-0.02% |
| 2016 |
+3.02%
|
-3.64% |
+4.58%
|
-2.40% |
| 2015 |
+2.23%
|
-1.48% |
+0.52%
|
-1.90% |
| 2014 |
+7.58%
|
-0.83% |
+7.16%
|
-0.89% |
| 2013 |
+5.23%
|
-2.48% |
+5.01%
|
-2.56% |
| 2012 |
+5.51%
|
-0.69% |
+5.82%
|
-0.62% |
| 2011 |
+7.52%
|
-0.70% |
+6.53%
|
-0.88% |
| 2010 |
+8.56%
|
-0.70% |
+8.44%
|
-0.76% |
| 2009 |
+6.40%
|
-6.03% |
+8.69%
|
-5.67% |
| 2008 |
-2.70%
|
-9.00% |
-1.91%
|
-8.42% |
| 2007 |
+9.07%
|
-0.41% |
+6.61%
|
-0.76% |
| 2006 |
+5.53%
|
-1.33% |
+6.55%
|
-1.09% |
| 2005 |
+5.74%
|
-1.35% |
+3.18%
|
-1.84% |
| 2004 |
+6.73%
|
-2.37% |
+5.95%
|
-2.58% |
| 2003 |
+8.38%
|
-2.29% |
+9.33%
|
-2.13% |
| 2002 |
+4.15%
|
-1.79% |
+2.51%
|
-2.13% |
| 2001 |
+3.27%
|
-2.01% |
+4.55%
|
-1.99% |
| 2000 |
+7.19%
|
-1.52% |
+7.00%
|
-2.23% |
| 1999 |
+7.48%
|
-1.73% |
+4.16%
|
-2.17% |
| 1998 |
+16.62%
|
-1.24% |
+11.52%
|
-2.15% |
| 1997 |
+14.93%
|
-1.81% |
+13.75%
|
-1.70% |
| 1996 |
+8.83%
|
-1.37% |
+7.06%
|
-1.44% |
| 1995 |
+23.01%
|
0.00% |
+21.70%
|
0.00% |
| 1994 |
-2.34%
|
-5.46% |
-2.16%
|
-5.50% |
| 1993 |
+10.39%
|
-0.92% |
+9.87%
|
-1.10% |
| 1992 |
+6.58%
|
-1.69% |
+7.53%
|
-1.25% |
| 1991 |
+19.58%
|
-0.95% |
+18.68%
|
-1.05% |
| 1990 |
+7.22%
|
-2.90% |
+5.70%
|
-3.09% |
| 1989 |
+19.47%
|
-0.82% |
+16.54%
|
-0.87% |
| 1988 |
+7.30%
|
-2.80% |
+9.35%
|
-2.17% |
| 1987 |
+1.70%
|
-6.53% |
+1.75%
|
-6.14% |
| 1986 |
+16.62%
|
-3.15% |
+15.00%
|
-3.14% |
| 1985 |
+24.27%
|
-1.28% |
+24.05%
|
-1.20% |
| 1984 |
+11.85%
|
-5.47% |
+12.45%
|
-5.25% |
| 1983 |
+7.57%
|
-3.28% |
+8.71%
|
-2.55% |
| 1982 |
+31.00%
|
-1.71% |
+29.01%
|
-2.01% |
