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

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

Swipe left to see all data
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

Swipe left to see all data
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
(*) Returns over 1 year are annualized

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.

Swipe left to see all data
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.

Swipe left to see all data
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.

Swipe left to see all data
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%