Last Update: 30 April 2024
The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.35% compound annual return, with a 12.44% standard deviation, in the last 30 Years.
The Frank Armstrong Ideal Index Portfolio obtained a 6.74% compound annual return, with a 10.69% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 80/20 Momentum Portfolio | Frank Armstrong Ideal Index Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 80% | 70% |
| Fixed Income | 20% | 30% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +11.35% | +6.74% |
| Std Dev | 12.44% | 10.69% | |
| Max Drawdown | -43.61% | -40.11% | |
| All time Stats (Since Jan 1982) |
Return | +12.42% | +8.91% |
| Std Dev | 12.59% | 10.59% | |
| Max Drawdown | -43.61% | -40.11% | |
| Last Update: 30 April 2024 | |||
Historical Returns as of Apr 30, 2024
Comparison period starts from January 1982
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 80/20 Momentum Portfolio | -4.94 | +24.23 | +19.91 | +8.40 | +10.60 | +11.35 | +12.42 |
| Frank Armstrong Ideal Index Portfolio | -3.05 | +12.03 | +7.77 | +5.07 | +5.16 | +6.74 | +8.91 |
| Return over 1 year are annualized. |
Capital Growth as of Apr 30, 2024
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since May 1994,
now would be worth 25.14$, with a total return of 2413.61%
(11.35% annualized).
Frank Armstrong Ideal Index Portfolio: an investment of 1$, since May 1994, now would be worth 7.07$, with a total return of 607.32% (6.74% annualized).
Frank Armstrong Ideal Index Portfolio: an investment of 1$, since May 1994, now would be worth 7.07$, with a total return of 607.32% (6.74% annualized).
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1982,
now would be worth 142.04$, with a total return of 14104.01%
(12.42% annualized).
Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1982, now would be worth 37.03$, with a total return of 3603.01% (8.91% annualized).
Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1982, now would be worth 37.03$, with a total return of 3603.01% (8.91% annualized).
Drawdowns
Drawdown comparison chart since May 1994.
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
Frank Armstrong Ideal Index Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -40.11% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 17.98 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (30) | 17.92 | |||||
| -18.25% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.72 | |||||
| -17.16% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 7.90 | |||||
| -16.33% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 8.83 | |||||
| -15.51% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 6.02 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -12.21% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 5.81 | |||||
| -9.48% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.31 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -8.72% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.53 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
| -6.22% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 3.19 | |||||
| -5.59% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.62 | |||||
| -5.19% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.34 | |||||
| -4.92% | Jan 2000 | Feb 2000 (2) | Mar 2000 (3) | 3.18 | |||||
| -4.22% | Aug 1997 | Aug 1997 (1) | Nov 1997 (4) | 2.02 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
Frank Armstrong Ideal Index Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -40.11% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 17.98 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (30) | 17.92 | |||||
| -25.63% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 15.38 | |||||
| -18.25% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.72 | |||||
| -17.16% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 7.90 | |||||
| -16.33% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 8.83 | |||||
| -15.51% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 6.02 | |||||
| -14.90% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 6.97 | |||||
| -14.74% | Jan 1990 | Sep 1990 (9) | Mar 1991 (15) | 7.43 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -12.21% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 5.81 | |||||
| -10.02% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 6.20 | |||||
| -9.48% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.31 | |||||
| -9.41% | Jul 1983 | May 1984 (11) | Oct 1984 (16) | 4.29 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -8.72% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.53 | |||||
| -6.90% | Jan 1982 | Jul 1982 (7) | Aug 1982 (8) | 4.32 | |||||
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 |
+9.77%
|
-4.94% |
+0.07%
|
-3.05% |
| 2023 |
+8.41%
|
-5.88% |
+12.04%
|
-8.06% |
| 2022 |
-17.23%
|
-24.45% |
-11.91%
|
-18.25% |
| 2021 |
+10.32%
|
-3.67% |
+13.98%
|
-2.66% |
| 2020 |
+25.42%
|
-14.33% |
+6.95%
|
-17.16% |
| 2019 |
+23.57%
|
-1.46% |
+17.96%
|
-4.04% |
| 2018 |
-1.35%
|
-12.46% |
-6.68%
|
-9.48% |
| 2017 |
+30.71%
|
0.00% |
+13.88%
|
-0.15% |
| 2016 |
+4.51%
|
-3.62% |
+9.05%
|
-4.06% |
| 2015 |
+7.25%
|
-6.22% |
-1.66%
|
-7.44% |
| 2014 |
+12.86%
|
-3.39% |
+4.16%
|
-3.12% |
| 2013 |
+27.24%
|
-2.48% |
+16.03%
|
-2.21% |
| 2012 |
+12.58%
|
-5.19% |
+12.36%
|
-6.57% |
| 2011 |
+6.33%
|
-10.88% |
-2.98%
|
-15.51% |
| 2010 |
+15.66%
|
-9.31% |
+13.00%
|
-8.67% |
| 2009 |
+14.68%
|
-16.18% |
+21.58%
|
-16.28% |
| 2008 |
-31.40%
|
-32.66% |
-24.86%
|
-27.96% |
| 2007 |
+15.50%
|
-1.97% |
+5.91%
|
-4.80% |
| 2006 |
+9.30%
|
-2.94% |
+17.74%
|
-2.78% |
| 2005 |
+15.79%
|
-1.04% |
+8.40%
|
-2.89% |
| 2004 |
+14.21%
|
-2.13% |
+14.62%
|
-3.40% |
| 2003 |
+21.59%
|
-3.04% |
+26.78%
|
-3.93% |
| 2002 |
-8.17%
|
-17.08% |
-7.53%
|
-13.72% |
| 2001 |
-12.19%
|
-20.18% |
-3.80%
|
-11.76% |
| 2000 |
-5.41%
|
-9.70% |
+2.04%
|
-5.59% |
| 1999 |
+32.18%
|
-1.61% |
+13.53%
|
-2.81% |
| 1998 |
+40.72%
|
-9.24% |
+8.85%
|
-12.21% |
| 1997 |
+31.37%
|
-4.22% |
+12.22%
|
-4.02% |
| 1996 |
+24.58%
|
-3.09% |
+11.54%
|
-3.03% |
| 1995 |
+37.49%
|
0.00% |
+16.29%
|
-1.64% |
| 1994 |
-1.40%
|
-6.80% |
+1.99%
|
-4.20% |
| 1993 |
+12.52%
|
-1.57% |
+17.70%
|
-4.41% |
| 1992 |
+4.88%
|
-2.94% |
+3.75%
|
-3.20% |
| 1991 |
+32.57%
|
-3.31% |
+20.38%
|
-3.65% |
| 1990 |
+2.93%
|
-10.02% |
-9.45%
|
-14.74% |
| 1989 |
+36.94%
|
-1.39% |
+15.59%
|
-2.18% |
| 1988 |
+7.13%
|
-4.35% |
+17.45%
|
-2.71% |
| 1987 |
+2.18%
|
-25.63% |
+10.19%
|
-14.90% |
| 1986 |
+21.18%
|
-6.69% |
+28.89%
|
-3.91% |
| 1985 |
+30.36%
|
-2.61% |
+31.78%
|
-1.78% |
| 1984 |
+2.34%
|
-8.41% |
+7.88%
|
-4.89% |
| 1983 |
+14.60%
|
-3.36% |
+21.11%
|
-2.00% |
| 1982 |
+30.58%
|
-3.58% |
+16.37%
|
-6.90% |
