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

Last Update: 29 February 2024

The Stocks/Bonds 60/40 with Bitcoin Portfolio obtained a 11.08% compound annual return, with a 11.18% standard deviation, in the last 10 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 8.28% compound annual return, with a 10.33% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 60/40 with Bitcoin Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk High High
Asset Allocation Stocks 59% 60%
Fixed Income 39% 40%
Commodities 2% 0%
10 Years Stats Return +11.08% +8.28%
Std Dev 11.18% 10.33%
Max Drawdown -21.45% -24.21%
All time Stats
(Since Jan 2009)
Return +19.65% +9.75%
Std Dev 33.94% 10.02%
Max Drawdown -42.67% -24.21%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 2009

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1M 6M 1Y 5Y 10Y MAX
Stocks/Bonds 60/40 with Bitcoin Portfolio +3.46 +11.70 +21.22 +10.63 +11.08 +19.65
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.75
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since March 2014, now would be worth 2.86$, with a total return of 186.04% (11.08% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 2.22$, with a total return of 121.65% (8.28% annualized).

Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since January 2009, now would be worth 15.19$, with a total return of 1418.90% (19.65% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 2009, now would be worth 4.10$, with a total return of 309.77% (9.75% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Stocks/Bonds 60/40 with Bitcoin Portfolio
Stocks/Bonds 60/40 Momentum 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 (28) 16.52
-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
-2.40% Mar 2014 Apr 2014 (2) May 2014 (3) 1.61
-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

Drawdown comparison chart since January 2009.

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Stocks/Bonds 60/40 with Bitcoin Portfolio
Stocks/Bonds 60/40 Momentum 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 (28) 16.52
-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.
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Year Return Drawdown Return Drawdown
2024
+4.08%
0.00%
+9.07%
0.00%
2023
+20.55%
-6.70%
+7.66%
-5.48%
2022
-17.90%
-21.45%
-16.20%
-21.97%
2021
+15.60%
-3.35%
+7.27%
-2.88%
2020
+21.52%
-12.82%
+20.99%
-10.73%
2019
+23.43%
-1.79%
+19.89%
-0.92%
2018
-4.56%
-8.81%
-1.04%
-9.29%
2017
+39.33%
-0.27%
+23.93%
0.00%
2016
+11.03%
-3.13%
+4.01%
-3.57%
2015
+1.17%
-5.38%
+5.58%
-4.61%
2014
+8.50%
-1.81%
+11.10%
-2.40%
2013
+142.67%
-21.78%
+19.91%
-2.13%
2012
+14.56%
-3.39%
+10.22%
-3.51%
2011
+33.12%
-42.67%
+6.73%
-7.14%
2010
+19.66%
-7.03%
+13.29%
-6.43%
2009
+18.47%
-11.49%
+11.92%
-12.79%