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

Last Update: 29 February 2024

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.77% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Portfolio obtained a 8.22% compound annual return, with a 9.62% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 60/40 Momentum Portfolio Stocks/Bonds 60/40 Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +9.77% +8.22%
Std Dev 9.60% 9.62%
Max Drawdown -32.52% -30.55%
All time Stats
(Since Jan 1982)
Return +11.21% +9.80%
Std Dev 9.90% 9.86%
Max Drawdown -32.52% -30.55%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.77 +11.21
Stocks/Bonds 60/40 Portfolio +2.65 +9.22 +18.40 +8.67 +7.85 +8.22 +9.80
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 16.39$, with a total return of 1539.44% (9.77% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 10.68$, with a total return of 968.39% (8.22% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 88.14$, with a total return of 8713.62% (11.21% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1982, now would be worth 51.55$, with a total return of 5055.07% (9.80% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Stocks/Bonds 60/40 Momentum Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-5.35% Apr 2000 May 2000 (2) Aug 2000 (5) 2.94
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87
-4.61% Aug 2015 Sep 2015 (2) Mar 2016 (8) 2.30
-4.50% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.85
-3.91% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.56

Drawdown comparison chart since January 1982.

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Stocks/Bonds 60/40 Momentum Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-19.17% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.40
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.52% Jul 1990 Oct 1990 (4) Jan 1991 (7) 5.05
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.54% Dec 1983 May 1984 (6) Aug 1984 (9) 3.90
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-7.13% Dec 1983 May 1984 (6) Aug 1984 (9) 3.63
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54

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
+9.07%
0.00%
+3.27%
0.00%
2023
+7.66%
-5.48%
+17.79%
-7.47%
2022
-16.20%
-21.97%
-16.95%
-20.69%
2021
+7.27%
-2.88%
+14.66%
-3.24%
2020
+20.99%
-10.73%
+15.70%
-12.29%
2019
+19.89%
-0.92%
+21.94%
-3.41%
2018
-1.04%
-9.29%
-3.17%
-8.38%
2017
+23.93%
0.00%
+14.15%
0.00%
2016
+4.01%
-3.57%
+8.71%
-2.95%
2015
+5.58%
-4.61%
+0.44%
-5.24%
2014
+11.10%
-2.40%
+9.85%
-1.50%
2013
+19.91%
-2.13%
+19.23%
-2.27%
2012
+10.22%
-3.51%
+11.13%
-3.54%
2011
+6.73%
-7.14%
+3.75%
-9.00%
2010
+13.29%
-6.43%
+12.93%
-7.13%
2009
+11.92%
-12.79%
+18.79%
-11.70%
2008
-21.83%
-24.08%
-19.44%
-22.19%
2007
+13.35%
-1.41%
+5.99%
-3.07%
2006
+8.04%
-2.23%
+11.12%
-2.03%
2005
+12.44%
-0.99%
+4.74%
-2.34%
2004
+11.72%
-2.06%
+9.37%
-2.68%
2003
+17.18%
-1.95%
+20.04%
-1.99%
2002
-4.07%
-11.25%
-8.98%
-13.74%
2001
-7.04%
-13.57%
-3.21%
-11.68%
2000
-1.21%
-6.50%
-1.79%
-8.27%
1999
+23.95%
-1.65%
+13.98%
-3.76%
1998
+32.69%
-6.78%
+17.39%
-10.18%
1997
+25.89%
-3.48%
+22.37%
-3.12%
1996
+19.33%
-2.32%
+14.01%
-3.33%
1995
+32.67%
0.00%
+28.74%
-0.20%
1994
-1.72%
-6.35%
-1.16%
-6.47%
1993
+11.81%
-0.99%
+10.25%
-1.36%
1992
+5.45%
-2.52%
+8.32%
-1.65%
1991
+28.24%
-2.57%
+25.53%
-2.86%
1990
+4.36%
-7.66%
-0.19%
-8.52%
1989
+31.11%
-1.20%
+22.33%
-1.36%
1988
+7.18%
-3.36%
+13.33%
-2.24%
1987
+2.02%
-20.08%
+2.18%
-19.17%
1986
+19.66%
-5.55%
+14.79%
-5.58%
1985
+28.33%
-1.52%
+27.66%
-2.15%
1984
+5.51%
-7.11%
+7.32%
-6.58%
1983
+12.26%
-3.09%
+15.69%
-2.85%
1982
+30.72%
-2.23%
+24.75%
-4.29%