Last Update: 31 March 2024
The Stocks/Bonds 60/40 Momentum Portfolio obtained a 8.75% compound annual return, with a 10.30% standard deviation, in the last 10 Years.
The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.97% compound annual return, with a 10.39% standard deviation, in the last 10 Years.
Summary
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| Stocks/Bonds 60/40 Momentum Portfolio | Stocks/Bonds 60/40 ESG Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 60% | 60% |
| Fixed Income | 40% | 40% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +8.75% | +6.97% |
| Std Dev | 10.30% | 10.39% | |
| Max Drawdown | -24.21% | -22.44% | |
| All time Stats (Since Sep 2005) |
Return | +7.97% | +7.49% |
| Std Dev | 9.92% | 10.87% | |
| Max Drawdown | -32.52% | -32.78% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from September 2005
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 60/40 Momentum Portfolio | +2.17 | +22.75 | +21.53 | +7.57 | +8.75 | +7.97 |
| Stocks/Bonds 60/40 ESG Portfolio | +2.04 | +17.22 | +19.32 | +9.34 | +6.97 | +7.49 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 2014,
now would be worth 2.31$, with a total return of 131.39%
(8.75% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since April 2014, now would be worth 1.96$, with a total return of 96.19% (6.97% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since April 2014, now would be worth 1.96$, with a total return of 96.19% (6.97% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since September 2005,
now would be worth 4.16$, with a total return of 315.91%
(7.97% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since September 2005, now would be worth 3.83$, with a total return of 282.84% (7.49% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since September 2005, now would be worth 3.83$, with a total return of 282.84% (7.49% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Stocks/Bonds 60/40 Momentum Portfolio
|
Stocks/Bonds 60/40 ESG Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -22.44% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 13.00 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -10.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.82 | |||||
| -10.20% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.48 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.11% | Jun 2015 | Jan 2016 (8) | Jul 2016 (14) | 3.96 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -4.61% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 2.30 | |||||
| -3.85% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.27 | |||||
| -3.74% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.16 | |||||
| -3.57% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.87 | |||||
| -3.32% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.92 | |||||
| -3.18% | Feb 2018 | Apr 2018 (3) | Jul 2018 (6) | 1.83 | |||||
| -3.12% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.70 | |||||
| -2.56% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.48 | |||||
| -2.38% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.37 | |||||
| -2.18% | Feb 2021 | Mar 2021 (2) | Apr 2021 (3) | 1.19 | |||||
| -1.48% | Sep 2016 | Oct 2016 (2) | Nov 2016 (3) | 0.76 | |||||
| -1.18% | Mar 2015 | Apr 2015 (2) | May 2015 (3) | 0.62 | |||||
Drawdown comparison chart since September 2005.
Swipe left to see all data
|
Stocks/Bonds 60/40 Momentum Portfolio
|
Stocks/Bonds 60/40 ESG Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -32.78% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 15.24 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -22.44% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 13.00 | |||||
| -14.77% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 5.93 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -10.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.82 | |||||
| -10.20% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.48 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.11% | Jun 2015 | Jan 2016 (8) | Jul 2016 (14) | 3.96 | |||||
| -7.23% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 4.34 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -4.61% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 2.30 | |||||
| -3.85% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.27 | |||||
| -3.74% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.16 | |||||
| -3.57% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.87 | |||||
| -3.51% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 1.51 | |||||
| -3.32% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.92 | |||||
| -3.18% | Feb 2018 | Apr 2018 (3) | Jul 2018 (6) | 1.83 | |||||
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 |
+11.43%
|
0.00% |
+5.59%
|
0.00% |
| 2023 |
+7.66%
|
-5.48% |
+20.65%
|
-7.66% |
| 2022 |
-16.20%
|
-21.97% |
-19.58%
|
-22.44% |
| 2021 |
+7.27%
|
-2.88% |
+14.84%
|
-3.74% |
| 2020 |
+20.99%
|
-10.73% |
+18.27%
|
-10.57% |
| 2019 |
+19.89%
|
-0.92% |
+23.31%
|
-3.32% |
| 2018 |
-1.04%
|
-9.29% |
-9.29%
|
-10.20% |
| 2017 |
+23.93%
|
0.00% |
+9.32%
|
-0.42% |
| 2016 |
+4.01%
|
-3.57% |
+8.09%
|
-3.49% |
| 2015 |
+5.58%
|
-4.61% |
+1.04%
|
-6.91% |
| 2014 |
+11.10%
|
-2.40% |
+7.55%
|
-3.12% |
| 2013 |
+19.91%
|
-2.13% |
+22.59%
|
-2.36% |
| 2012 |
+10.22%
|
-3.51% |
+13.87%
|
-5.06% |
| 2011 |
+6.73%
|
-7.14% |
-1.55%
|
-14.77% |
| 2010 |
+13.29%
|
-6.43% |
+15.13%
|
-7.23% |
| 2009 |
+11.92%
|
-12.79% |
+30.34%
|
-9.85% |
| 2008 |
-21.83%
|
-24.08% |
-23.95%
|
-28.06% |
| 2007 |
+13.35%
|
-1.41% |
+7.02%
|
-2.09% |
| 2006 |
+8.04%
|
-2.23% |
+12.43%
|
-1.73% |
