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 Portfolio obtained a 10.66% compound annual return, with a 15.56% standard deviation, in the last 30 Years.
Summary
Swipe left to see all data
| Stocks/Bonds 80/20 Momentum Portfolio | US Stocks 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% | +10.66% |
| Std Dev | 12.46% | 15.56% | |
| Max Drawdown | -43.61% | -50.84% | |
| All time Stats (Since Jan 1982) |
Return | +12.59% | +11.56% |
| Std Dev | 12.59% | 15.44% | |
| Max Drawdown | -43.61% | -50.84% | |
| 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 Portfolio | +3.08 | +13.57 | +23.27 | +14.05 | +12.10 | +10.66 | +11.56 |
| 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 Portfolio: an investment of 1$, since July 1994, now would be worth 20.86$, with a total return of 1986.09% (10.66% annualized).
US Stocks Portfolio: an investment of 1$, since July 1994, now would be worth 20.86$, with a total return of 1986.09% (10.66% 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 Portfolio: an investment of 1$, since January 1982, now would be worth 104.67$, with a total return of 10367.32% (11.56% annualized).
US Stocks Portfolio: an investment of 1$, since January 1982, now would be worth 104.67$, with a total return of 10367.32% (11.56% 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 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -50.84% | Nov 2007 | Feb 2009 (16) | Mar 2012 (53) | 23.06 | |||||
| -43.94% | Sep 2000 | Sep 2002 (25) | Mar 2006 (67) | 23.71 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | Jun 2024 (32) | 17.37 | |||||
| -24.81% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 13.15 | |||||
| -20.84% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 9.03 | |||||
| -17.57% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 9.03 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -14.20% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 6.63 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -8.84% | Jun 2015 | Sep 2015 (4) | May 2016 (12) | 4.72 | |||||
| -8.44% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 5.11 | |||||
| -6.82% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 3.19 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
| -6.45% | May 2019 | May 2019 (1) | Jun 2019 (2) | 3.72 | |||||
| -6.42% | Jul 1999 | Sep 1999 (3) | Nov 1999 (5) | 3.38 | |||||
| -6.22% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 3.19 | |||||
| -6.17% | Jun 1996 | Jul 1996 (2) | Sep 1996 (4) | 3.14 | |||||
Drawdown comparison chart since January 1982.
Loading data
Please wait
Swipe left to see all data
|
Stocks/Bonds 80/20 Momentum Portfolio
|
US Stocks Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -50.84% | Nov 2007 | Feb 2009 (16) | Mar 2012 (53) | 23.06 | |||||
| -43.94% | Sep 2000 | Sep 2002 (25) | Mar 2006 (67) | 23.71 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -29.34% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 14.96 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | Jun 2024 (32) | 17.37 | |||||
| -25.63% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 15.38 | |||||
| -24.81% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 13.15 | |||||
| -20.84% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 9.03 | |||||
| -17.57% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 9.03 | |||||
| -16.20% | Jun 1990 | Oct 1990 (5) | Feb 1991 (9) | 8.96 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -14.20% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 6.63 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -11.21% | Jan 1982 | Jul 1982 (7) | Sep 1982 (9) | 6.52 | |||||
| -10.97% | Jul 1983 | May 1984 (11) | Jan 1985 (19) | 5.04 | |||||
| -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 | |||||
| -8.84% | Jun 2015 | Sep 2015 (4) | May 2016 (12) | 4.72 | |||||
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% |
+13.57%
|
-4.34% |
| 2023 |
+8.40%
|
-5.89% |
+26.05%
|
-9.11% |
| 2022 |
-17.23%
|
-24.45% |
-19.51%
|
-24.81% |
| 2021 |
+10.32%
|
-3.67% |
+25.67%
|
-4.46% |
| 2020 |
+25.42%
|
-14.33% |
+21.03%
|
-20.84% |
| 2019 |
+23.57%
|
-1.46% |
+30.67%
|
-6.45% |
| 2018 |
-1.35%
|
-12.46% |
-5.21%
|
-14.20% |
| 2017 |
+30.71%
|
0.00% |
+21.21%
|
0.00% |
| 2016 |
+4.51%
|
-3.62% |
+12.83%
|
-5.73% |
| 2015 |
+7.25%
|
-6.22% |
+0.36%
|
-8.84% |
| 2014 |
+12.86%
|
-3.39% |
+12.54%
|
-3.17% |
| 2013 |
+27.24%
|
-2.48% |
+33.45%
|
-3.03% |
| 2012 |
+12.58%
|
-5.19% |
+16.45%
|
-6.82% |
| 2011 |
+6.33%
|
-10.88% |
+0.97%
|
-17.58% |
| 2010 |
+15.66%
|
-9.31% |
+17.42%
|
-13.26% |
| 2009 |
+14.68%
|
-16.18% |
+28.89%
|
-17.72% |
| 2008 |
-31.40%
|
-32.66% |
-36.98%
|
-38.08% |
| 2007 |
+15.50%
|
-1.97% |
+5.37%
|
-5.23% |
| 2006 |
+9.30%
|
-2.94% |
+15.69%
|
-3.22% |
| 2005 |
+15.79%
|
-1.04% |
+6.31%
|
-4.48% |
| 2004 |
+14.21%
|
-2.13% |
+12.79%
|
-3.56% |
| 2003 |
+21.59%
|
-3.04% |
+30.75%
|
-4.27% |
| 2002 |
-8.17%
|
-17.08% |
-20.47%
|
-27.18% |
| 2001 |
-12.19%
|
-20.18% |
-10.97%
|
-23.65% |
| 2000 |
-5.41%
|
-9.70% |
-10.57%
|
-15.87% |
| 1999 |
+32.18%
|
-1.61% |
+23.81%
|
-6.42% |
| 1998 |
+40.72%
|
-9.24% |
+23.26%
|
-17.57% |
| 1997 |
+31.37%
|
-4.22% |
+30.99%
|
-4.56% |
| 1996 |
+24.58%
|
-3.09% |
+20.96%
|
-6.17% |
| 1995 |
+37.49%
|
0.00% |
+35.79%
|
-1.17% |
| 1994 |
-1.40%
|
-6.80% |
-0.17%
|
-7.43% |
| 1993 |
+12.52%
|
-1.57% |
+10.62%
|
-2.77% |
| 1992 |
+4.88%
|
-2.94% |
+9.11%
|
-2.40% |
| 1991 |
+32.57%
|
-3.31% |
+32.39%
|
-4.47% |
| 1990 |
+2.93%
|
-10.02% |
-6.08%
|
-16.20% |
| 1989 |
+36.94%
|
-1.39% |
+28.12%
|
-3.05% |
| 1988 |
+7.13%
|
-4.35% |
+17.32%
|
-3.42% |
| 1987 |
+2.18%
|
-25.63% |
+2.61%
|
-29.34% |
| 1986 |
+21.18%
|
-6.69% |
+14.57%
|
-7.92% |
| 1985 |
+30.36%
|
-2.61% |
+31.27%
|
-4.77% |
| 1984 |
+2.34%
|
-8.41% |
+2.19%
|
-9.02% |
| 1983 |
+14.60%
|
-3.36% |
+22.66%
|
-4.00% |
| 1982 |
+30.58%
|
-3.58% |
+20.50%
|
-11.21% |
