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 with Bitcoin Portfolio obtained a 11.36% compound annual return, with a 11.18% standard deviation, in the last 10 Years.
Summary
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| Stocks/Bonds 60/40 Momentum Portfolio | Stocks/Bonds 60/40 with Bitcoin Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 60% | 59% |
| Fixed Income | 40% | 39% | |
| Commodities | 0% | 2% | |
| 10 Years Stats | Return | +8.75% | +11.36% |
| Std Dev | 10.30% | 11.18% | |
| Max Drawdown | -24.21% | -21.45% | |
| All time Stats (Since Jan 2009) |
Return | +9.84% | +19.72% |
| Std Dev | 10.00% | 33.84% | |
| Max Drawdown | -24.21% | -42.67% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 2009
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 60/40 Momentum Portfolio | +2.17 | +22.75 | +21.53 | +7.57 | +8.75 | +9.84 |
| Stocks/Bonds 60/40 with Bitcoin Portfolio | +2.47 | +18.93 | +20.30 | +10.79 | +11.36 | +19.72 |
| 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 with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.93$, with a total return of 193.16% (11.36% annualized).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.93$, with a total return of 193.16% (11.36% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 2009,
now would be worth 4.19$, with a total return of 318.64%
(9.84% annualized).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since January 2009, now would be worth 15.56$, with a total return of 1456.41% (19.72% annualized).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since January 2009, now would be worth 15.56$, with a total return of 1456.41% (19.72% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Stocks/Bonds 60/40 Momentum Portfolio
|
Stocks/Bonds 60/40 with Bitcoin 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 | |||||
| -21.45% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.74 | |||||
| -12.82% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.49 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.81% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.93 | |||||
| -5.38% | Aug 2015 | Sep 2015 (2) | Nov 2015 (4) | 3.04 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -4.61% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 2.30 | |||||
| -4.11% | Dec 2015 | Jan 2016 (2) | Mar 2016 (4) | 2.46 | |||||
| -4.00% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.53 | |||||
| -3.57% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.87 | |||||
| -3.35% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.93 | |||||
| -3.18% | Feb 2018 | Apr 2018 (3) | Jul 2018 (6) | 1.83 | |||||
| -2.88% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.86 | |||||
| -2.56% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.48 | |||||
| -2.18% | Feb 2021 | Mar 2021 (2) | Apr 2021 (3) | 1.19 | |||||
| -1.81% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 1.04 | |||||
| -1.79% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.03 | |||||
| -1.39% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 0.80 | |||||
Drawdown comparison chart since January 2009.
Swipe left to see all data
|
Stocks/Bonds 60/40 Momentum Portfolio
|
Stocks/Bonds 60/40 with Bitcoin Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -42.67% | Jul 2011 | Nov 2011 (5) | Oct 2013 (28) | 26.48 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -22.56% | Dec 2013 | Jan 2014 (2) | Apr 2017 (41) | 14.30 | |||||
| -21.45% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.74 | |||||
| -12.82% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.49 | |||||
| -12.79% | Jan 2009 | Feb 2009 (2) | Jul 2009 (7) | 6.04 | |||||
| -11.49% | Jan 2009 | Feb 2009 (2) | May 2009 (5) | 5.97 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.81% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.93 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -7.03% | May 2010 | Jun 2010 (2) | Oct 2010 (6) | 3.83 | |||||
| -6.43% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.69 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -4.61% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 2.30 | |||||
| -4.00% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.53 | |||||
| -3.57% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.87 | |||||
| -3.51% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 1.51 | |||||
| -3.35% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.93 | |||||
| -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% |
+6.65%
|
0.00% |
| 2023 |
+7.66%
|
-5.48% |
+20.55%
|
-6.70% |
| 2022 |
-16.20%
|
-21.97% |
-17.90%
|
-21.45% |
| 2021 |
+7.27%
|
-2.88% |
+15.60%
|
-3.35% |
| 2020 |
+20.99%
|
-10.73% |
+21.52%
|
-12.82% |
| 2019 |
+19.89%
|
-0.92% |
+23.43%
|
-1.79% |
| 2018 |
-1.04%
|
-9.29% |
-4.56%
|
-8.81% |
| 2017 |
+23.93%
|
0.00% |
+39.33%
|
-0.27% |
| 2016 |
+4.01%
|
-3.57% |
+11.03%
|
-3.13% |
| 2015 |
+5.58%
|
-4.61% |
+1.17%
|
-5.38% |
| 2014 |
+11.10%
|
-2.40% |
+8.50%
|
-1.81% |
| 2013 |
+19.91%
|
-2.13% |
+142.67%
|
-21.78% |
| 2012 |
+10.22%
|
-3.51% |
+14.56%
|
-3.39% |
| 2011 |
+6.73%
|
-7.14% |
+33.12%
|
-42.67% |
| 2010 |
+13.29%
|
-6.43% |
+19.66%
|
-7.03% |
| 2009 |
+11.92%
|
-12.79% |
+18.47%
|
-11.49% |
