Last Update: 30 June 2024
The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.69% compound annual return, with a 12.46% standard deviation, in the last 30 Years.
The US Stocks Quality Portfolio obtained a 12.10% compound annual return, with a 15.11% standard deviation, in the last 30 Years.
Summary
Swipe left to see all data
| Stocks/Bonds 80/20 Momentum Portfolio | US Stocks Quality Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 80% | 100% |
| Fixed Income | 20% | 0% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +11.69% | +12.10% |
| Std Dev | 12.46% | 15.11% | |
| Max Drawdown | -43.61% | -46.25% | |
| All time Stats (Since Jan 1982) |
Return | +12.59% | +13.11% |
| Std Dev | 12.59% | 15.14% | |
| Max Drawdown | -43.61% | -46.25% | |
| Last Update: 30 June 2024 | |||
Historical Returns as of Jun 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 | +3.91 | +19.44 | +29.08 | +9.45 | +10.98 | +11.69 | +12.59 |
| US Stocks Quality Portfolio | +3.24 | +16.56 | +28.12 | +14.94 | +13.18 | +12.10 | +13.11 |
| Return over 1 year are annualized. |
Capital Growth as of Jun 30, 2024
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since July 1994,
now would be worth 27.58$, with a total return of 2657.79%
(11.69% annualized).
US Stocks Quality Portfolio: an investment of 1$, since July 1994, now would be worth 30.75$, with a total return of 2974.62% (12.10% annualized).
US Stocks Quality Portfolio: an investment of 1$, since July 1994, now would be worth 30.75$, with a total return of 2974.62% (12.10% annualized).
Loading data
Please wait
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1982,
now would be worth 154.54$, with a total return of 15353.98%
(12.59% annualized).
US Stocks Quality Portfolio: an investment of 1$, since January 1982, now would be worth 187.73$, with a total return of 18672.72% (13.11% annualized).
US Stocks Quality Portfolio: an investment of 1$, since January 1982, now would be worth 187.73$, with a total return of 18672.72% (13.11% annualized).
Loading data
Please wait
Drawdowns
Drawdown comparison chart since July 1994.
Loading data
Please wait
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
US Stocks Quality Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -46.25% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 22.18 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -43.01% | Sep 2000 | Sep 2002 (25) | Jan 2007 (77) | 22.99 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -27.78% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 13.93 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | Jun 2024 (32) | 17.37 | |||||
| -19.34% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 8.52 | |||||
| -14.61% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 6.95 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -13.90% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 5.71 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -12.07% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 6.02 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -7.19% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 3.24 | |||||
| -6.64% | Aug 2015 | Sep 2015 (2) | Oct 2015 (3) | 4.28 | |||||
| -6.58% | May 2019 | May 2019 (1) | Jun 2019 (2) | 3.80 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
| -6.45% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 3.73 | |||||
| -6.25% | Dec 2015 | Jan 2016 (2) | Mar 2016 (4) | 3.86 | |||||
| -6.22% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 3.19 | |||||
Drawdown comparison chart since January 1982.
Loading data
Please wait
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
US Stocks Quality Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -46.25% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 22.18 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -43.01% | Sep 2000 | Sep 2002 (25) | Jan 2007 (77) | 22.99 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -29.94% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 16.21 | |||||
| -27.78% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 13.93 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | Jun 2024 (32) | 17.37 | |||||
| -25.63% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 15.38 | |||||
| -19.34% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 8.52 | |||||
| -14.61% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 6.95 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -13.90% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 5.71 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -12.07% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 6.02 | |||||
| -11.84% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 7.39 | |||||
| -10.30% | Jan 1982 | Jul 1982 (7) | Aug 1982 (8) | 6.08 | |||||
| -10.02% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 6.20 | |||||
| -9.41% | Jul 1983 | May 1984 (11) | Oct 1984 (16) | 4.29 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -7.88% | Jul 1983 | May 1984 (11) | Aug 1984 (14) | 3.95 | |||||
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 |
+19.44%
|
-4.94% |
+16.56%
|
-4.50% |
| 2023 |
+8.40%
|
-5.89% |
+30.88%
|
-6.88% |
| 2022 |
-17.23%
|
-24.45% |
-20.49%
|
-27.78% |
| 2021 |
+10.32%
|
-3.67% |
+26.93%
|
-6.45% |
| 2020 |
+25.42%
|
-14.33% |
+17.03%
|
-19.34% |
| 2019 |
+23.57%
|
-1.46% |
+33.89%
|
-6.58% |
| 2018 |
-1.35%
|
-12.46% |
-5.68%
|
-14.61% |
| 2017 |
+30.71%
|
0.00% |
+22.27%
|
-0.04% |
| 2016 |
+4.51%
|
-3.62% |
+9.21%
|
-4.62% |
| 2015 |
+7.25%
|
-6.22% |
+5.46%
|
-6.64% |
| 2014 |
+12.86%
|
-3.39% |
+11.62%
|
-4.19% |
| 2013 |
+27.24%
|
-2.48% |
+34.11%
|
-2.85% |
| 2012 |
+12.58%
|
-5.19% |
+12.59%
|
-7.19% |
| 2011 |
+6.33%
|
-10.88% |
+7.32%
|
-13.90% |
| 2010 |
+15.66%
|
-9.31% |
+14.04%
|
-12.90% |
| 2009 |
+14.68%
|
-16.18% |
+24.74%
|
-18.35% |
| 2008 |
-31.40%
|
-32.66% |
-31.36%
|
-32.42% |
| 2007 |
+15.50%
|
-1.97% |
+9.91%
|
-4.10% |
| 2006 |
+9.30%
|
-2.94% |
+12.62%
|
-3.30% |
| 2005 |
+15.79%
|
-1.04% |
+5.28%
|
-3.71% |
| 2004 |
+14.21%
|
-2.13% |
+8.51%
|
-3.83% |
| 2003 |
+21.59%
|
-3.04% |
+23.58%
|
-4.72% |
| 2002 |
-8.17%
|
-17.08% |
-21.34%
|
-27.87% |
| 2001 |
-12.19%
|
-20.18% |
-10.47%
|
-22.22% |
| 2000 |
-5.41%
|
-9.70% |
-6.78%
|
-12.22% |
| 1999 |
+32.18%
|
-1.61% |
+26.24%
|
-4.34% |
| 1998 |
+40.72%
|
-9.24% |
+45.30%
|
-12.07% |
| 1997 |
+31.37%
|
-4.22% |
+32.95%
|
-5.23% |
| 1996 |
+24.58%
|
-3.09% |
+30.34%
|
-3.76% |
| 1995 |
+37.49%
|
0.00% |
+39.91%
|
-0.17% |
| 1994 |
-1.40%
|
-6.80% |
+5.81%
|
-6.09% |
| 1993 |
+12.52%
|
-1.57% |
-1.84%
|
-3.85% |
| 1992 |
+4.88%
|
-2.94% |
+2.36%
|
-3.83% |
| 1991 |
+32.57%
|
-3.31% |
+42.31%
|
-3.57% |
| 1990 |
+2.93%
|
-10.02% |
+3.83%
|
-11.84% |
| 1989 |
+36.94%
|
-1.39% |
+36.63%
|
-2.05% |
| 1988 |
+7.13%
|
-4.35% |
+15.66%
|
-3.85% |
| 1987 |
+2.18%
|
-25.63% |
+4.18%
|
-29.94% |
| 1986 |
+21.18%
|
-6.69% |
+24.86%
|
-7.56% |
| 1985 |
+30.36%
|
-2.61% |
+33.09%
|
-3.58% |
| 1984 |
+2.34%
|
-8.41% |
+8.49%
|
-5.91% |
| 1983 |
+14.60%
|
-3.36% |
+16.46%
|
-3.65% |
| 1982 |
+30.58%
|
-3.58% |
+19.76%
|
-10.30% |
