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 Value Portfolio obtained a 10.28% compound annual return, with a 15.35% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 80/20 Momentum Portfolio | US Stocks Value 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% | +10.28% |
| Std Dev | 12.39% | 15.35% | |
| Max Drawdown | -43.61% | -55.41% | |
| All time Stats (Since Jan 1982) |
Return | +12.58% | +11.69% |
| Std Dev | 12.57% | 15.37% | |
| Max Drawdown | -43.61% | -55.41% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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| 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 Value Portfolio | +4.69 | +22.40 | +24.99 | +13.06 | +10.43 | +10.28 | +11.69 |
| 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 Value Portfolio: an investment of 1$, since April 1994, now would be worth 18.84$, with a total return of 1784.17% (10.28% annualized).
US Stocks Value Portfolio: an investment of 1$, since April 1994, now would be worth 18.84$, with a total return of 1784.17% (10.28% 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 Value Portfolio: an investment of 1$, since January 1982, now would be worth 106.91$, with a total return of 10591.31% (11.69% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1982, now would be worth 106.91$, with a total return of 10591.31% (11.69% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
US Stocks Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -55.41% | Jun 2007 | Feb 2009 (21) | Jan 2013 (68) | 25.46 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -10.70% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.85 | |||||
| -9.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.98 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -8.88% | Jul 1999 | Sep 1999 (3) | Dec 1999 (6) | 4.59 | |||||
| -7.76% | May 2019 | May 2019 (1) | Jul 2019 (3) | 3.88 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
| -6.22% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 3.19 | |||||
| -5.25% | Aug 1997 | Aug 1997 (1) | Nov 1997 (4) | 2.78 | |||||
| -5.19% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.34 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
US Stocks Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -55.41% | Jun 2007 | Feb 2009 (21) | Jan 2013 (68) | 25.46 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -30.17% | Sep 1987 | Nov 1987 (3) | Apr 1989 (20) | 15.87 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -25.63% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 15.38 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -16.02% | Jun 1990 | Oct 1990 (5) | Feb 1991 (9) | 9.06 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -10.70% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.85 | |||||
| -10.02% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 6.20 | |||||
| -9.41% | Jul 1983 | May 1984 (11) | Oct 1984 (16) | 4.29 | |||||
| -9.40% | Jan 1982 | Jul 1982 (7) | Aug 1982 (8) | 5.60 | |||||
| -9.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.98 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
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% |
+7.77%
|
0.00% |
| 2023 |
+8.41%
|
-5.88% |
+21.75%
|
-9.27% |
| 2022 |
-17.23%
|
-24.45% |
-5.39%
|
-16.63% |
| 2021 |
+10.32%
|
-3.67% |
+25.21%
|
-3.32% |
| 2020 |
+25.42%
|
-14.33% |
+1.55%
|
-26.06% |
| 2019 |
+23.57%
|
-1.46% |
+31.48%
|
-7.76% |
| 2018 |
-1.35%
|
-12.46% |
-9.18%
|
-12.56% |
| 2017 |
+30.71%
|
0.00% |
+15.08%
|
-1.63% |
| 2016 |
+4.51%
|
-3.62% |
+18.48%
|
-5.38% |
| 2015 |
+7.25%
|
-6.22% |
-4.32%
|
-10.50% |
| 2014 |
+12.86%
|
-3.39% |
+12.75%
|
-3.59% |
| 2013 |
+27.24%
|
-2.48% |
+32.19%
|
-3.90% |
| 2012 |
+12.58%
|
-5.19% |
+17.36%
|
-6.74% |
| 2011 |
+6.33%
|
-10.88% |
-0.29%
|
-19.14% |
| 2010 |
+15.66%
|
-9.31% |
+15.81%
|
-13.77% |
| 2009 |
+14.68%
|
-16.18% |
+19.61%
|
-23.38% |
| 2008 |
-31.40%
|
-32.66% |
-36.01%
|
-37.37% |
| 2007 |
+15.50%
|
-1.97% |
-1.38%
|
-9.05% |
| 2006 |
+9.30%
|
-2.94% |
+21.90%
|
-2.74% |
| 2005 |
+15.79%
|
-1.04% |
+6.59%
|
-3.67% |
| 2004 |
+14.21%
|
-2.13% |
+16.71%
|
-3.14% |
| 2003 |
+21.59%
|
-3.04% |
+31.72%
|
-5.06% |
| 2002 |
-8.17%
|
-17.08% |
-16.07%
|
-25.33% |
| 2001 |
-12.19%
|
-20.18% |
-4.82%
|
-13.49% |
| 2000 |
-5.41%
|
-9.70% |
+3.67%
|
-8.97% |
| 1999 |
+32.18%
|
-1.61% |
+8.54%
|
-8.88% |
| 1998 |
+40.72%
|
-9.24% |
+17.96%
|
-17.60% |
| 1997 |
+31.37%
|
-4.22% |
+32.64%
|
-5.25% |
| 1996 |
+24.58%
|
-3.09% |
+23.15%
|
-4.43% |
| 1995 |
+37.49%
|
0.00% |
+39.35%
|
-0.21% |
| 1994 |
-1.40%
|
-6.80% |
+0.35%
|
-6.99% |
| 1993 |
+12.52%
|
-1.57% |
+10.42%
|
-2.38% |
| 1992 |
+4.88%
|
-2.94% |
+8.69%
|
-2.26% |
| 1991 |
+32.57%
|
-3.31% |
+29.07%
|
-4.66% |
| 1990 |
+2.93%
|
-10.02% |
-6.16%
|
-16.02% |
| 1989 |
+36.94%
|
-1.39% |
+28.73%
|
-3.12% |
| 1988 |
+7.13%
|
-4.35% |
+19.63%
|
-3.20% |
| 1987 |
+2.18%
|
-25.63% |
+3.51%
|
-30.17% |
| 1986 |
+21.18%
|
-6.69% |
+17.17%
|
-8.41% |
| 1985 |
+30.36%
|
-2.61% |
+32.40%
|
-3.74% |
| 1984 |
+2.34%
|
-8.41% |
+8.57%
|
-5.86% |
| 1983 |
+14.60%
|
-3.36% |
+24.55%
|
-2.99% |
| 1982 |
+30.58%
|
-3.58% |
+21.31%
|
-9.40% |
