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

Last Update: 31 March 2024

The Stocks/Bonds 80/20 Portfolio obtained a 9.53% compound annual return, with a 12.48% standard deviation, in the last 30 Years.

The US Stocks Momentum Portfolio obtained a 12.95% compound annual return, with a 15.35% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 80/20 Portfolio US Stocks Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
30 Years Stats Return +9.53% +12.95%
Std Dev 12.48% 15.35%
Max Drawdown -41.09% -53.85%
All time Stats
(Since Jan 1982)		 Return +10.75% +13.78%
Std Dev 12.58% 15.37%
Max Drawdown -41.09% -53.85%
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 Portfolio +2.51 +19.50 +23.26 +11.49 +10.16 +9.53 +10.75
US Stocks Momentum Portfolio +2.91 +34.54 +36.11 +12.19 +13.40 +12.95 +13.78
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since April 1994, now would be worth 15.36$, with a total return of 1435.81% (9.53% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 38.63$, with a total return of 3762.72% (12.95% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since January 1982, now would be worth 74.70$, with a total return of 7370.29% (10.75% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 233.67$, with a total return of 23266.82% (13.78% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 80/20 Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-41.09% Nov 2007 Feb 2009 (16) Jan 2011 (39) 19.37
-33.33% Sep 2000 Sep 2002 (25) Jul 2005 (59) 17.37
-30.16% Nov 2021 Sep 2022 (11) Mar 2024 (29) 20.09
-22.75% Jan 2022 Sep 2022 (9) Jan 2024 (25) 12.23
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-16.53% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.42
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-13.95% Jul 1998 Aug 1998 (2) Nov 1998 (5) 7.01
-13.35% May 2011 Sep 2011 (5) Feb 2012 (10) 5.69
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-11.32% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.24
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-7.05% Jun 2015 Sep 2015 (4) May 2016 (12) 3.70
-6.90% Apr 2000 May 2000 (2) Aug 2000 (5) 4.02
-6.40% Jan 2000 Feb 2000 (2) Mar 2000 (3) 4.05
-5.21% Apr 2012 May 2012 (2) Aug 2012 (5) 2.35
-5.12% Jul 1999 Sep 1999 (3) Nov 1999 (5) 2.75

Drawdown comparison chart since January 1982.

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Stocks/Bonds 80/20 Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-41.09% Nov 2007 Feb 2009 (16) Jan 2011 (39) 19.37
-33.33% Sep 2000 Sep 2002 (25) Jul 2005 (59) 17.37
-30.55% Sep 1987 Nov 1987 (3) Jul 1989 (23) 18.49
-30.16% Nov 2021 Sep 2022 (11) Mar 2024 (29) 20.09
-24.55% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.14
-22.75% Jan 2022 Sep 2022 (9) Jan 2024 (25) 12.23
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-16.53% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.42
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-13.95% Jul 1998 Aug 1998 (2) Nov 1998 (5) 7.01
-13.35% May 2011 Sep 2011 (5) Feb 2012 (10) 5.69
-12.56% Jun 1990 Sep 1990 (4) Jan 1991 (8) 7.07
-12.23% Jun 1990 Oct 1990 (5) Feb 1991 (9) 6.59
-12.00% Jul 1983 Jul 1984 (13) Jan 1985 (19) 5.40
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-11.32% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.24
-9.03% Jul 1983 May 1984 (11) Aug 1984 (14) 4.44
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35

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.
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Year Return Drawdown Return Drawdown
2024
+7.51%
 0.00%
+19.52%
 0.00%
2023
+21.92%
 -8.31%
+9.16%
 -6.59%
2022
-18.23%
 -22.75%
-18.26%
 -26.94%
2021
+20.16%
 -3.88%
+13.37%
 -4.41%
2020
+18.36%
 -16.53%
+29.85%
 -17.90%
2019
+26.30%
 -4.97%
+27.26%
 -2.20%
2018
-4.19%
 -11.32%
-1.66%
 -15.44%
2017
+17.68%
 0.00%
+37.50%
 0.00%
2016
+10.77%
 -4.34%
+5.00%
 -5.03%
2015
+0.40%
 -7.05%
+8.93%
 -7.78%
2014
+11.20%
 -2.23%
+14.61%
 -4.38%
2013
+26.34%
 -2.66%
+34.58%
 -2.81%
2012
+13.79%
 -5.21%
+14.94%
 -6.80%
2011
+2.36%
 -13.35%
+5.93%
 -14.50%
2010
+15.18%
 -10.23%
+18.02%
 -12.13%
2009
+23.84%
 -14.71%
+17.45%
 -19.56%
2008
-28.21%
 -30.13%
-40.96%
 -41.23%
2007
+5.68%
 -4.17%
+17.64%
 -2.82%
2006
+13.41%
 -2.63%
+10.56%
 -3.64%
2005
+5.53%
 -3.41%
+19.14%
 -1.25%
2004
+11.08%
 -2.95%
+16.70%
 -2.66%
2003
+25.40%
 -3.13%
+25.99%
 -4.14%
2002
-14.73%
 -20.47%
-12.28%
 -22.85%
2001
-7.09%
 -17.69%
-17.35%
 -26.75%
2000
-6.18%
 -12.05%
-9.61%
 -13.35%
1999
+18.90%
 -5.12%
+40.42%
 -1.57%
1998
+20.33%
 -13.95%
+48.76%
 -11.51%
1997
+26.68%
 -3.85%
+36.86%
 -4.89%
1996
+17.49%
 -4.78%
+29.83%
 -3.81%
1995
+32.26%
 -0.70%
+42.32%
 -0.02%
1994
-0.67%
 -6.95%
-1.09%
 -7.23%
1993
+10.44%
 -2.06%
+13.22%
 -2.14%
1992
+8.71%
 -2.02%
+4.32%
 -3.35%
1991
+28.96%
 -3.69%
+36.90%
 -4.00%
1990
-3.13%
 -12.23%
+1.49%
 -12.56%
1989
+25.22%
 -2.00%
+42.76%
 -1.57%
1988
+15.32%
 -2.84%
+7.07%
 -5.33%
1987
+2.40%
 -24.55%
+2.34%
 -30.55%
1986
+14.68%
 -6.76%
+22.70%
 -7.79%
1985
+29.47%
 -3.45%
+32.38%
 -3.74%
1984
+4.75%
 -7.80%
-0.83%
 -10.30%
1983
+19.17%
 -3.09%
+16.95%
 -3.61%
1982
+22.62%
 -7.08%
+30.44%
 -4.93%