Stocks/Bonds 80/20 Momentum vs US Stocks Quality Portfolio Comparison

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 US Stocks Quality Portfolio obtained a 12.01% compound annual return, with a 15.06% 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 +11.56% +12.01%
Std Dev 12.39% 15.06%
Max Drawdown -43.61% -46.25%
All time Stats
(Since Jan 1982)
Return +12.58% +13.08%
Std Dev 12.57% 15.14%
Max Drawdown -43.61% -46.25%
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
US Stocks Quality Portfolio +2.77 +25.46 +34.18 +14.88 +13.13 +12.01 +13.08
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).

US Stocks Quality Portfolio: an investment of 1$, since April 1994, now would be worth 30.06$, with a total return of 2905.58% (12.01% 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).

US Stocks Quality Portfolio: an investment of 1$, since January 1982, now would be worth 180.33$, with a total return of 17932.54% (13.08% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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) In progress (29) 18.19
-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.

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) In progress (29) 18.19
-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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+15.48%
0.00%
+11.95%
0.00%
2023
+8.41%
-5.88%
+30.89%
-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%