Last Update: 31 March 2024
The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.56% compound annual return, with a 12.39% standard deviation, in the last 30 Years.
The Technology Portfolio obtained a 14.30% compound annual return, with a 23.97% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 80/20 Momentum Portfolio | Technology Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 80% | 100% |
| Fixed Income | 20% | 0% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +11.56% | +14.30% |
| Std Dev | 12.39% | 23.97% | |
| Max Drawdown | -43.61% | -81.08% | |
| All time Stats (Since Jan 1982) |
Return | +12.58% | +14.20% |
| Std Dev | 12.57% | 23.22% | |
| Max Drawdown | -43.61% | -81.08% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 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 | +2.55 | +28.59 | +28.68 | +9.90 | +11.09 | +11.56 | +12.58 |
| Technology Portfolio | +1.27 | +24.41 | +39.27 | +20.61 | +18.58 | +14.30 | +14.20 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since April 1994,
now would be worth 26.61$, with a total return of 2560.87%
(11.56% annualized).
Technology Portfolio: an investment of 1$, since April 1994, now would be worth 55.17$, with a total return of 5417.17% (14.30% annualized).
Technology Portfolio: an investment of 1$, since April 1994, now would be worth 55.17$, with a total return of 5417.17% (14.30% annualized).
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1982,
now would be worth 149.42$, with a total return of 14842.06%
(12.58% annualized).
Technology Portfolio: an investment of 1$, since January 1982, now would be worth 273.27$, with a total return of 27226.72% (14.20% annualized).
Technology Portfolio: an investment of 1$, since January 1982, now would be worth 273.27$, with a total return of 27226.72% (14.20% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
Technology Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -81.08% | Apr 2000 | Sep 2002 (30) | Oct 2014 (175) | 56.07 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -32.58% | Jan 2022 | Dec 2022 (12) | Dec 2023 (24) | 19.19 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -17.20% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 8.68 | |||||
| -16.96% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 8.13 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -13.51% | Feb 1997 | Mar 1997 (2) | May 1997 (4) | 7.32 | |||||
| -12.90% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 7.13 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -10.50% | Aug 1997 | Dec 1997 (5) | Feb 1998 (7) | 5.23 | |||||
| -9.82% | Dec 2015 | Feb 2016 (3) | Jul 2016 (8) | 5.36 | |||||
| -9.49% | Feb 1999 | Feb 1999 (1) | Apr 1999 (3) | 4.77 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -8.88% | Aug 2015 | Sep 2015 (2) | Oct 2015 (3) | 5.60 | |||||
| -8.65% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 5.20 | |||||
| -8.23% | May 2019 | May 2019 (1) | Jul 2019 (3) | 4.16 | |||||
| -8.14% | Jun 1996 | Jul 1996 (2) | Sep 1996 (4) | 4.20 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
Technology Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -81.08% | Apr 2000 | Sep 2002 (30) | Oct 2014 (175) | 56.07 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -34.57% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 17.23 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -32.58% | Jan 2022 | Dec 2022 (12) | Dec 2023 (24) | 19.19 | |||||
| -27.93% | Jul 1983 | Jul 1984 (13) | Nov 1985 (29) | 16.11 | |||||
| -27.64% | Jul 1990 | Oct 1990 (4) | Feb 1991 (8) | 16.50 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -25.63% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 15.38 | |||||
| -17.20% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 8.68 | |||||
| -16.96% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 8.13 | |||||
| -15.73% | Jun 1986 | Sep 1986 (4) | Jan 1987 (8) | 9.55 | |||||
| -14.55% | Jan 1982 | Jul 1982 (7) | Oct 1982 (10) | 8.38 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -13.51% | Feb 1997 | Mar 1997 (2) | May 1997 (4) | 7.32 | |||||
| -13.48% | Mar 1992 | Aug 1992 (6) | Nov 1992 (9) | 8.98 | |||||
| -12.97% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 6.32 | |||||
| -12.90% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 7.13 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -10.80% | Oct 1989 | Jan 1990 (4) | May 1990 (8) | 5.82 | |||||
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 |
+15.48%
|
0.00% |
+8.56%
|
0.00% |
| 2023 |
+8.41%
|
-5.88% |
+54.85%
|
-8.42% |
| 2022 |
-17.23%
|
-24.45% |
-32.58%
|
-32.58% |
| 2021 |
+10.32%
|
-3.67% |
+27.42%
|
-5.68% |
| 2020 |
+25.42%
|
-14.33% |
+48.40%
|
-12.90% |
| 2019 |
+23.57%
|
-1.46% |
+38.96%
|
-8.23% |
| 2018 |
-1.35%
|
-12.46% |
-0.12%
|
-16.96% |
| 2017 |
+30.71%
|
0.00% |
+32.66%
|
-2.32% |
| 2016 |
+4.51%
|
-3.62% |
+7.10%
|
-8.37% |
| 2015 |
+7.25%
|
-6.22% |
+9.45%
|
-8.88% |
| 2014 |
+12.86%
|
-3.39% |
+19.18%
|
-3.04% |
| 2013 |
+27.24%
|
-2.48% |
+36.63%
|
-2.39% |
| 2012 |
+12.58%
|
-5.19% |
+18.12%
|
-8.13% |
| 2011 |
+6.33%
|
-10.88% |
+3.47%
|
-10.79% |
| 2010 |
+15.66%
|
-9.31% |
+20.14%
|
-12.93% |
| 2009 |
+14.68%
|
-16.18% |
+54.68%
|
-7.43% |
| 2008 |
-31.40%
|
-32.66% |
-41.73%
|
-43.03% |
| 2007 |
+15.50%
|
-1.97% |
+19.02%
|
-6.83% |
| 2006 |
+9.30%
|
-2.94% |
+7.14%
|
-11.54% |
| 2005 |
+15.79%
|
-1.04% |
+1.57%
|
-12.37% |
| 2004 |
+14.21%
|
-2.13% |
+10.54%
|
-9.86% |
| 2003 |
+21.59%
|
-3.04% |
+49.67%
|
-2.90% |
| 2002 |
-8.17%
|
-17.08% |
-37.37%
|
-46.75% |
| 2001 |
-12.19%
|
-20.18% |
-33.34%
|
-54.93% |
| 2000 |
-5.41%
|
-9.70% |
-36.11%
|
-46.69% |
| 1999 |
+32.18%
|
-1.61% |
+101.95%
|
-9.49% |
| 1998 |
+40.72%
|
-9.24% |
+85.30%
|
-17.20% |
| 1997 |
+31.37%
|
-4.22% |
+20.63%
|
-13.51% |
| 1996 |
+24.58%
|
-3.09% |
+42.54%
|
-8.14% |
| 1995 |
+37.49%
|
0.00% |
+42.54%
|
-3.77% |
| 1994 |
-1.40%
|
-6.80% |
+1.50%
|
-12.97% |
| 1993 |
+12.52%
|
-1.57% |
+10.58%
|
-8.26% |
| 1992 |
+4.88%
|
-2.94% |
+8.86%
|
-13.48% |
| 1991 |
+32.57%
|
-3.31% |
+64.99%
|
-8.89% |
| 1990 |
+2.93%
|
-10.02% |
-10.41%
|
-27.64% |
| 1989 |
+36.94%
|
-1.39% |
+26.17%
|
-4.64% |
| 1988 |
+7.13%
|
-4.35% |
+13.54%
|
-10.50% |
| 1987 |
+2.18%
|
-25.63% |
+10.50%
|
-34.57% |
| 1986 |
+21.18%
|
-6.69% |
+6.89%
|
-15.73% |
| 1985 |
+30.36%
|
-2.61% |
+35.61%
|
-6.97% |
| 1984 |
+2.34%
|
-8.41% |
-11.31%
|
-17.55% |
| 1983 |
+14.60%
|
-3.36% |
+19.87%
|
-13.85% |
| 1982 |
+30.58%
|
-3.58% |
+18.67%
|
-14.55% |
