Last Update: 31 March 2024
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
The Credit Suisse Global Market Portfolio obtained a 7.10% compound annual return, with a 8.25% standard deviation, in the last 30 Years.
Summary
Swipe left to see all data
| Stocks/Bonds 40/60 Momentum Portfolio | Credit Suisse Global Market Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 45% |
| Fixed Income | 60% | 55% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.24% | +7.10% |
| Std Dev | 6.99% | 8.25% | |
| Max Drawdown | -21.11% | -25.90% | |
| All time Stats (Since Jan 1985) |
Return | +9.30% | +8.86% |
| Std Dev | 7.33% | 8.60% | |
| Max Drawdown | -21.11% | -25.90% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.30 |
| Credit Suisse Global Market Portfolio | +2.03 | +12.66 | +8.88 | +4.25 | +5.01 | +7.10 | +8.86 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994,
now would be worth 10.75$, with a total return of 975.36%
(8.24% annualized).
Credit Suisse Global Market Portfolio: an investment of 1$, since April 1994, now would be worth 7.82$, with a total return of 682.33% (7.10% annualized).
Credit Suisse Global Market Portfolio: an investment of 1$, since April 1994, now would be worth 7.82$, with a total return of 682.33% (7.10% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985,
now would be worth 32.79$, with a total return of 3179.46%
(9.30% annualized).
Credit Suisse Global Market Portfolio: an investment of 1$, since January 1985, now would be worth 28.05$, with a total return of 2704.53% (8.86% annualized).
Credit Suisse Global Market Portfolio: an investment of 1$, since January 1985, now would be worth 28.05$, with a total return of 2704.53% (8.86% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 40/60 Momentum Portfolio
|
Credit Suisse Global Market Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -25.90% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 11.61 | |||||
| -23.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 14.30 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -8.34% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.77 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.28% | Feb 2001 | Sep 2001 (8) | Apr 2003 (27) | 3.57 | |||||
| -6.05% | Mar 2015 | Sep 2015 (7) | May 2016 (15) | 3.35 | |||||
| -6.00% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 3.08 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.62% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 2.67 | |||||
| -5.32% | May 2013 | Aug 2013 (4) | Nov 2013 (7) | 3.21 | |||||
| -4.41% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.12 | |||||
| -4.15% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 2.55 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -3.97% | Aug 1997 | Aug 1997 (1) | Jan 1998 (6) | 1.83 | |||||
| -3.80% | Jun 2011 | Sep 2011 (4) | Oct 2011 (5) | 1.81 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
| -3.62% | Jun 2011 | Sep 2011 (4) | Oct 2011 (5) | 1.65 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Stocks/Bonds 40/60 Momentum Portfolio
|
Credit Suisse Global Market Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -25.90% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 11.61 | |||||
| -23.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 14.30 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -11.04% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 5.43 | |||||
| -9.84% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 5.37 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -8.34% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.77 | |||||
| -7.84% | Jan 1990 | Apr 1990 (4) | Jul 1990 (7) | 4.17 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.85% | Feb 1994 | Nov 1994 (10) | May 1995 (16) | 4.92 | |||||
| -6.28% | Feb 2001 | Sep 2001 (8) | Apr 2003 (27) | 3.57 | |||||
| -6.05% | Mar 2015 | Sep 2015 (7) | May 2016 (15) | 3.35 | |||||
| -6.00% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 3.08 | |||||
| -5.91% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.62% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 2.67 | |||||
| -5.32% | May 2013 | Aug 2013 (4) | Nov 2013 (7) | 3.21 | |||||
| -5.29% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 3.29 | |||||
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 |
+7.39%
|
0.00% |
+2.06%
|
-0.93% |
| 2023 |
+6.91%
|
-5.18% |
+12.57%
|
-8.81% |
| 2022 |
-15.17%
|
-19.48% |
-19.25%
|
-23.10% |
| 2021 |
+4.23%
|
-2.38% |
+7.49%
|
-2.99% |
| 2020 |
+16.57%
|
-7.10% |
+12.06%
|
-8.34% |
| 2019 |
+16.20%
|
-0.81% |
+19.24%
|
-1.07% |
| 2018 |
-0.73%
|
-5.89% |
-4.76%
|
-6.00% |
| 2017 |
+17.14%
|
0.00% |
+13.93%
|
0.00% |
| 2016 |
+3.51%
|
-3.61% |
+6.49%
|
-4.41% |
| 2015 |
+3.91%
|
-2.95% |
-1.54%
|
-6.05% |
| 2014 |
+9.34%
|
-1.49% |
+10.70%
|
-2.47% |
| 2013 |
+12.57%
|
-1.74% |
+5.77%
|
-5.32% |
| 2012 |
+7.87%
|
-2.05% |
+12.25%
|
-2.32% |
| 2011 |
+7.13%
|
-3.62% |
+6.64%
|
-3.80% |
| 2010 |
+10.93%
|
-3.48% |
+11.92%
|
-3.33% |
| 2009 |
+9.16%
|
-9.41% |
+17.08%
|
-12.90% |
| 2008 |
-12.27%
|
-15.80% |
-12.93%
|
-20.63% |
| 2007 |
+11.21%
|
-0.82% |
+7.60%
|
-2.29% |
| 2006 |
+6.78%
|
-1.50% |
+12.00%
|
-2.16% |
| 2005 |
+9.09%
|
-0.93% |
+7.92%
|
-2.32% |
| 2004 |
+9.22%
|
-2.12% |
+11.74%
|
-4.15% |
| 2003 |
+12.78%
|
-1.27% |
+19.38%
|
-1.62% |
| 2002 |
+0.04%
|
-5.36% |
-0.18%
|
-5.20% |
| 2001 |
-1.88%
|
-6.89% |
-0.30%
|
-6.28% |
| 2000 |
+2.99%
|
-3.33% |
+2.79%
|
-3.32% |
| 1999 |
+15.71%
|
-1.69% |
+9.76%
|
-2.51% |
| 1998 |
+24.65%
|
-4.13% |
+13.06%
|
-5.62% |
| 1997 |
+20.41%
|
-2.69% |
+10.21%
|
-3.97% |
| 1996 |
+14.08%
|
-1.52% |
+8.88%
|
-1.37% |
| 1995 |
+27.84%
|
0.00% |
+21.92%
|
0.00% |
| 1994 |
-2.03%
|
-5.91% |
-3.16%
|
-6.85% |
| 1993 |
+11.10%
|
-0.87% |
+20.70%
|
-2.78% |
| 1992 |
+6.01%
|
-2.11% |
+4.18%
|
-4.17% |
| 1991 |
+23.91%
|
-1.79% |
+25.49%
|
-2.87% |
| 1990 |
+5.79%
|
-5.29% |
-1.53%
|
-9.84% |
| 1989 |
+25.29%
|
-1.01% |
+21.42%
|
-0.61% |
| 1988 |
+7.24%
|
-2.95% |
+14.53%
|
-2.19% |
| 1987 |
+1.86%
|
-13.77% |
+3.66%
|
-11.04% |
| 1986 |
+18.14%
|
-4.37% |
+25.89%
|
-4.02% |
| 1985 |
+26.30%
|
-0.74% |
+31.49%
|
-1.25% |
