Last Update: 31 March 2024
The Stocks/Bonds 40/60 Portfolio obtained a 7.18% compound annual return, with a 6.96% standard deviation, in the last 30 Years.
The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 40/60 Portfolio | Dynamic 40/60 Income Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 40% |
| Fixed Income | 60% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.18% | +7.11% |
| Std Dev | 6.96% | 8.10% | |
| Max Drawdown | -19.17% | -29.84% | |
| All time Stats (Since Jan 1992) |
Return | +7.13% | +7.38% |
| Std Dev | 6.83% | 7.89% | |
| Max Drawdown | -19.17% | -29.84% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1992
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Portfolio | +1.71 | +12.72 | +12.29 | +6.01 | +5.91 | +7.18 | +7.13 |
| Dynamic 40/60 Income Portfolio | +1.42 | +11.29 | +12.01 | +4.34 | +4.62 | +7.11 | +7.38 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 40/60 Portfolio: an investment of 1$, since April 1994,
now would be worth 8.00$, with a total return of 699.72%
(7.18% annualized).
Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).
Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).
Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1992,
now would be worth 9.20$, with a total return of 820.44%
(7.13% annualized).
Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).
Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 40/60 Portfolio
|
Dynamic 40/60 Income Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -29.84% | Nov 2007 | Feb 2009 (16) | Dec 2009 (26) | 13.01 | |||||
| -19.17% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 8.87 | |||||
| -18.63% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.80 | |||||
| -17.33% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.24 | |||||
| -12.42% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.88 | |||||
| -9.38% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.16 | |||||
| -8.59% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 4.25 | |||||
| -8.09% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.88 | |||||
| -7.19% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 2.89 | |||||
| -6.73% | May 2002 | Jul 2002 (3) | Jan 2003 (9) | 3.81 | |||||
| -6.25% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 2.81 | |||||
| -5.36% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.59 | |||||
| -5.09% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 2.70 | |||||
| -4.76% | Jun 2011 | Sep 2011 (4) | Dec 2011 (7) | 1.98 | |||||
| -4.13% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.13 | |||||
| -4.06% | Jun 2015 | Sep 2015 (4) | Apr 2016 (11) | 2.27 | |||||
| -3.96% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 2.10 | |||||
| -3.79% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 1.92 | |||||
| -3.72% | May 2010 | May 2010 (1) | Jul 2010 (3) | 2.62 | |||||
| -3.69% | Apr 2000 | May 2000 (2) | Jul 2000 (4) | 1.88 | |||||
Drawdown comparison chart since January 1992.
Swipe left to see all data
|
Stocks/Bonds 40/60 Portfolio
|
Dynamic 40/60 Income Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -29.84% | Nov 2007 | Feb 2009 (16) | Dec 2009 (26) | 13.01 | |||||
| -19.17% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 8.87 | |||||
| -18.63% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.80 | |||||
| -17.33% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.24 | |||||
| -12.42% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.88 | |||||
| -9.38% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.16 | |||||
| -8.59% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 4.25 | |||||
| -8.09% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.88 | |||||
| -7.19% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 2.89 | |||||
| -6.73% | May 2002 | Jul 2002 (3) | Jan 2003 (9) | 3.81 | |||||
| -6.25% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 2.81 | |||||
| -5.98% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.72 | |||||
| -5.36% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.59 | |||||
| -5.36% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 3.57 | |||||
| -5.09% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 2.70 | |||||
| -4.76% | Jun 2011 | Sep 2011 (4) | Dec 2011 (7) | 1.98 | |||||
| -4.13% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.13 | |||||
| -4.06% | Jun 2015 | Sep 2015 (4) | Apr 2016 (11) | 2.27 | |||||
| -3.96% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 2.10 | |||||
| -3.79% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 1.92 | |||||
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 |
+3.41%
|
0.00% |
+3.47%
|
0.00% |
| 2023 |
+13.66%
|
-6.58% |
+11.97%
|
-4.99% |
| 2022 |
-15.67%
|
-18.63% |
-14.37%
|
-17.33% |
| 2021 |
+9.15%
|
-2.56% |
+6.72%
|
-1.83% |
| 2020 |
+13.04%
|
-8.09% |
+8.28%
|
-12.42% |
| 2019 |
+17.57%
|
-1.77% |
+15.91%
|
-1.51% |
| 2018 |
-2.15%
|
-5.36% |
-3.18%
|
-5.09% |
| 2017 |
+10.63%
|
-0.00% |
+9.18%
|
0.00% |
| 2016 |
+6.64%
|
-1.57% |
+7.53%
|
-1.95% |
| 2015 |
+0.48%
|
-3.41% |
+0.21%
|
-4.06% |
| 2014 |
+8.51%
|
-1.20% |
+7.01%
|
-1.44% |
| 2013 |
+12.12%
|
-1.84% |
+6.13%
|
-3.06% |
| 2012 |
+8.47%
|
-2.11% |
+12.70%
|
-2.72% |
| 2011 |
+5.14%
|
-4.76% |
+2.96%
|
-7.19% |
| 2010 |
+10.69%
|
-3.96% |
+11.25%
|
-3.72% |
| 2009 |
+13.74%
|
-8.68% |
+22.37%
|
-15.04% |
| 2008 |
-10.67%
|
-14.39% |
-14.80%
|
-23.51% |
| 2007 |
+6.30%
|
-1.93% |
+0.88%
|
-3.23% |
| 2006 |
+8.84%
|
-1.40% |
+9.18%
|
-1.29% |
| 2005 |
+3.96%
|
-1.77% |
+5.23%
|
-1.76% |
| 2004 |
+7.66%
|
-2.46% |
+8.41%
|
-3.31% |
| 2003 |
+14.68%
|
-1.08% |
+21.64%
|
-1.30% |
| 2002 |
-3.23%
|
-6.97% |
+1.03%
|
-6.73% |
| 2001 |
+0.67%
|
-5.62% |
+8.71%
|
-3.24% |
| 2000 |
+2.61%
|
-4.51% |
+3.43%
|
-4.13% |
| 1999 |
+9.07%
|
-2.57% |
+11.02%
|
-2.15% |
| 1998 |
+14.45%
|
-6.25% |
+6.04%
|
-9.38% |
| 1997 |
+18.06%
|
-2.41% |
+16.36%
|
-2.49% |
| 1996 |
+10.53%
|
-2.15% |
+16.81%
|
-1.12% |
| 1995 |
+25.22%
|
0.00% |
+23.17%
|
0.00% |
| 1994 |
-1.66%
|
-5.98% |
-3.19%
|
-5.36% |
| 1993 |
+10.06%
|
-1.23% |
+14.73%
|
-0.57% |
| 1992 |
+7.93%
|
-1.27% |
+12.95%
|
-0.70% |
