Stocks/Bonds 40/60 Momentum vs Stocks/Bonds 40/60 with Bitcoin Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 6.03% compound annual return, with a 7.88% standard deviation, in the last 10 Years.

The Stocks/Bonds 40/60 with Bitcoin Portfolio obtained a 9.01% compound annual return, with a 8.96% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 40/60 Momentum Portfolio Stocks/Bonds 40/60 with Bitcoin Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 39%
Fixed Income 60% 59%
Commodities 0% 2%
10 Years Stats Return +6.03% +9.01%
Std Dev 7.88% 8.96%
Max Drawdown -21.11% -19.39%
All time Stats
(Since Jan 2009)
Return +7.30% +17.36%
Std Dev 7.43% 34.21%
Max Drawdown -21.11% -41.83%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 2009

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1M 6M 1Y 5Y 10Y MAX
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +7.30
Stocks/Bonds 40/60 with Bitcoin Portfolio +2.13 +9.47 +16.18 +8.00 +9.01 +17.36
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.80$, with a total return of 79.56% (6.03% annualized).

Stocks/Bonds 40/60 with Bitcoin Portfolio: an investment of 1$, since March 2014, now would be worth 2.37$, with a total return of 136.86% (9.01% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 2009, now would be worth 2.91$, with a total return of 191.07% (7.30% annualized).

Stocks/Bonds 40/60 with Bitcoin Portfolio: an investment of 1$, since January 2009, now would be worth 11.33$, with a total return of 1033.08% (17.36% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Stocks/Bonds 40/60 Momentum Portfolio
Stocks/Bonds 40/60 with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-19.39% Nov 2021 Sep 2022 (11) In progress (28) 10.86
-8.64% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.78% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.83
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.61% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.91
-3.50% Aug 2015 Sep 2015 (2) Nov 2015 (4) 2.04
-2.95% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.84
-2.95% Aug 2015 Sep 2015 (2) Mar 2016 (8) 1.42
-2.68% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.55% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.34
-2.38% Feb 2021 Mar 2021 (2) Apr 2021 (3) 1.32
-2.36% Dec 2015 Jan 2016 (2) Mar 2016 (4) 1.30
-2.07% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.20
-1.94% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.28
-1.50% Sep 2014 Sep 2014 (1) Nov 2014 (3) 0.75
-1.49% Mar 2014 Mar 2014 (1) May 2014 (3) 1.02
-1.16% Jun 2015 Jun 2015 (1) Jul 2015 (2) 0.67

Drawdown comparison chart since January 2009.

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Stocks/Bonds 40/60 Momentum Portfolio
Stocks/Bonds 40/60 with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.83% Jul 2011 Nov 2011 (5) Oct 2013 (28) 26.75
-22.55% Dec 2013 Jan 2014 (2) Jul 2017 (44) 15.16
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-19.39% Nov 2021 Sep 2022 (11) In progress (28) 10.86
-9.41% Jan 2009 Feb 2009 (2) Jul 2009 (7) 4.48
-8.64% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-8.48% Jan 2009 Feb 2009 (2) May 2009 (5) 4.46
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.78% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.83
-3.85% May 2010 Jun 2010 (2) Sep 2010 (5) 2.04
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.62% Jun 2011 Sep 2011 (4) Oct 2011 (5) 1.65
-3.61% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.91
-3.48% May 2010 Jun 2010 (2) Sep 2010 (5) 1.81
-2.95% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.84
-2.95% Aug 2015 Sep 2015 (2) Mar 2016 (8) 1.42
-2.68% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.55% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.34
-2.38% Feb 2021 Mar 2021 (2) Apr 2021 (3) 1.32

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
+5.54%
0.00%
+2.48%
0.00%
2023
+6.91%
-5.18%
+16.42%
-5.79%
2022
-15.17%
-19.48%
-16.62%
-19.39%
2021
+4.23%
-2.38%
+10.09%
-2.68%
2020
+16.57%
-7.10%
+18.86%
-8.64%
2019
+16.20%
-0.81%
+19.07%
-0.26%
2018
-0.73%
-5.89%
-3.54%
-5.78%
2017
+17.14%
0.00%
+35.81%
-0.29%
2016
+3.51%
-3.61%
+8.97%
-1.74%
2015
+3.91%
-2.95%
+1.21%
-3.50%
2014
+9.34%
-1.49%
+7.16%
-1.50%
2013
+12.57%
-1.74%
+135.55%
-22.50%
2012
+7.87%
-2.05%
+11.90%
-1.96%
2011
+7.13%
-3.62%
+34.51%
-41.83%
2010
+10.93%
-3.48%
+17.41%
-3.85%
2009
+9.16%
-9.41%
+13.41%
-8.48%