Last Update: 31 May 2023
The Stocks/Bonds 60/40 Portfolio obtained a 7.93% compound annual return, with a 9.46% standard deviation, in the last 30 Years.
The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.28% compound annual return, with a 9.43% standard deviation, in the last 30 Years.
Summary
Stocks/Bonds 60/40 Portfolio | Stocks/Bonds 60/40 Momentum Portfolio | ||
---|---|---|---|
Risk | High | High | |
Asset Allocation | Stocks | 60% | 60% |
Fixed Income | 40% | 40% | |
Commodities | 0% | 0% | |
30 Years Stats | Return | +7.93% | +9.28% |
Std Dev | 9.46% | 9.43% | |
Max Drawdown | -30.55% | -32.52% |
Last Update: 31 May 2023
Historical Returns as of May 31, 2023
Comparison period starts from January 1982
1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
---|---|---|---|---|---|---|---|
Stocks/Bonds 60/40 Portfolio | -0.19 | +2.20 | +0.36 | +6.52 | +7.55 | +7.93 | +9.63 |
Stocks/Bonds 60/40 Momentum Portfolio | -3.31 | -5.57 | -4.10 | +3.87 | +7.58 | +9.28 | +10.91 |
Capital Growth as of May 31, 2023
Stocks/Bonds 60/40 Portfolio: an investment of 1000$, since June 1993, now would be worth 9869.65$, with a total return of 886.96% (7.93% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 14339.34$, with a total return of 1333.93% (9.28% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1000$, since January 1982, now would be worth 45020.88$, with a total return of 4402.09% (9.63% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 72812.54$, with a total return of 7181.25% (10.91% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
Stocks/Bonds 60/40 Portfolio |
Stocks/Bonds 60/40 Momentum Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-32.52% | Nov 2007 | Feb 2009 | |||
-30.55% | Nov 2007 | Feb 2009 | |||
-24.21% | Nov 2021 | Sep 2022 | |||
-21.56% | Sep 2000 | Sep 2002 | |||
-21.14% | Sep 2000 | Sep 2002 | |||
-20.69% | Jan 2022 | Sep 2022 | |||
-12.29% | Feb 2020 | Mar 2020 | |||
-10.73% | Feb 2020 | Mar 2020 | |||
-10.18% | Jul 1998 | Aug 1998 | |||
-9.29% | Oct 2018 | Dec 2018 | |||
-9.00% | May 2011 | Sep 2011 | |||
-8.38% | Sep 2018 | Dec 2018 | |||
-7.14% | May 2011 | Sep 2011 | |||
-6.78% | Aug 1998 | Aug 1998 | |||
-6.47% | Feb 1994 | Jun 1994 | |||
-6.35% | Feb 1994 | Jun 1994 | |||
-5.35% | Apr 2000 | May 2000 | |||
-5.24% | Jun 2015 | Sep 2015 | |||
-5.20% | Sep 2020 | Oct 2020 | |||
-4.61% | Aug 2015 | Sep 2015 |
Drawdown comparison chart since January 1982.
Stocks/Bonds 60/40 Portfolio |
Stocks/Bonds 60/40 Momentum Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-32.52% | Nov 2007 | Feb 2009 | |||
-30.55% | Nov 2007 | Feb 2009 | |||
-24.21% | Nov 2021 | Sep 2022 | |||
-21.56% | Sep 2000 | Sep 2002 | |||
-21.14% | Sep 2000 | Sep 2002 | |||
-20.69% | Jan 2022 | Sep 2022 | |||
-20.08% | Sep 1987 | Nov 1987 | |||
-19.17% | Sep 1987 | Nov 1987 | |||
-12.29% | Feb 2020 | Mar 2020 | |||
-10.73% | Feb 2020 | Mar 2020 | |||
-10.18% | Jul 1998 | Aug 1998 | |||
-9.29% | Oct 2018 | Dec 2018 | |||
-9.00% | May 2011 | Sep 2011 | |||
-8.52% | Jul 1990 | Oct 1990 | |||
-8.38% | Sep 2018 | Dec 2018 | |||
-7.66% | Aug 1990 | Sep 1990 | |||
-7.54% | Dec 1983 | May 1984 | |||
-7.14% | May 2011 | Sep 2011 | |||
-7.13% | Dec 1983 | May 1984 | |||
-6.78% | Aug 1998 | Aug 1998 |
Yearly Returns
Yearly return comparison. Common historical serie start from January 1982.
Year | Stocks/Bonds 60/40 Portfolio | Stocks/Bonds 60/40 Momentum Portfolio |
---|---|---|
2023 |
+6.24% | -2.99% |
2022 |
-16.95% | -16.20% |
2021 |
+14.66% | +7.27% |
2020 |
+15.70% | +20.99% |
2019 |
+21.94% | +19.89% |
2018 |
-3.17% | -1.04% |
2017 |
+14.15% | +23.93% |
2016 |
+8.71% | +4.01% |
2015 |
+0.44% | +5.58% |
2014 |
+9.85% | +11.10% |
2013 |
+19.23% | +19.91% |
2012 |
+11.13% | +10.22% |
2011 |
+3.75% | +6.73% |
2010 |
+12.93% | +13.29% |
2009 |
+18.79% | +11.92% |
2008 |
-19.44% | -21.83% |
2007 |
+5.99% | +13.35% |
2006 |
+11.12% | +8.04% |
2005 |
+4.74% | +12.44% |
2004 |
+9.37% | +11.72% |
2003 |
+20.04% | +17.18% |
2002 |
-8.98% | -4.07% |
2001 |
-3.21% | -7.04% |
2000 |
-1.79% | -1.21% |
1999 |
+13.98% | +23.95% |
1998 |
+17.39% | +32.69% |
1997 |
+22.37% | +25.89% |
1996 |
+14.01% | +19.33% |
1995 |
+28.74% | +32.67% |
1994 |
-1.16% | -1.72% |
1993 |
+10.25% | +11.81% |
1992 |
+8.32% | +5.45% |
1991 |
+25.53% | +28.24% |
1990 |
-0.19% | +4.36% |
1989 |
+22.33% | +31.11% |
1988 |
+13.33% | +7.18% |
1987 |
+2.18% | +2.02% |
1986 |
+14.79% | +19.66% |
1985 |
+27.66% | +28.33% |
1984 |
+7.32% | +5.51% |
1983 |
+15.69% | +12.26% |
1982 |
+24.75% | +30.72% |