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 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 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 | +9.53% | +10.28% |
| Std Dev | 12.48% | 15.35% | |
| Max Drawdown | -41.09% | -55.41% | |
| All time Stats (Since Jan 1975) |
Return | +11.27% | +12.24% |
| Std Dev | 12.71% | 15.30% | |
| Max Drawdown | -41.09% | -55.41% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1975
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 80/20 Portfolio | +2.51 | +19.50 | +23.26 | +11.49 | +10.16 | +9.53 | +11.27 |
| US Stocks Value Portfolio | +4.69 | +22.40 | +24.99 | +13.06 | +10.43 | +10.28 | +12.24 |
| 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 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 Portfolio: an investment of 1$, since January 1975,
now would be worth 192.02$, with a total return of 19102.14%
(11.27% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1975, now would be worth 295.43$, with a total return of 29442.57% (12.24% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1975, now would be worth 295.43$, with a total return of 29442.57% (12.24% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 80/20 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 | |||||
| -41.09% | Nov 2007 | Feb 2009 (16) | Jan 2011 (39) | 19.37 | |||||
| -33.33% | Sep 2000 | Sep 2002 (25) | Jul 2005 (59) | 17.37 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -22.75% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 12.23 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -16.53% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 7.42 | |||||
| -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% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -11.32% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 5.24 | |||||
| -10.70% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.85 | |||||
| -9.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.98 | |||||
| -8.88% | Jul 1999 | Sep 1999 (3) | Dec 1999 (6) | 4.59 | |||||
| -7.76% | May 2019 | May 2019 (1) | Jul 2019 (3) | 3.88 | |||||
| -7.05% | Jun 2015 | Sep 2015 (4) | May 2016 (12) | 3.70 | |||||
| -6.90% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 4.02 | |||||
| -5.25% | Aug 1997 | Aug 1997 (1) | Nov 1997 (4) | 2.78 | |||||
Drawdown comparison chart since January 1975.
Swipe left to see all data
|
Stocks/Bonds 80/20 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 | |||||
| -41.09% | Nov 2007 | Feb 2009 (16) | Jan 2011 (39) | 19.37 | |||||
| -33.33% | Sep 2000 | Sep 2002 (25) | Jul 2005 (59) | 17.37 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -30.17% | Sep 1987 | Nov 1987 (3) | Apr 1989 (20) | 15.87 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -24.55% | Sep 1987 | Nov 1987 (3) | Apr 1989 (20) | 12.14 | |||||
| -22.75% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 12.23 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -16.53% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 7.42 | |||||
| -16.02% | Jun 1990 | Oct 1990 (5) | Feb 1991 (9) | 9.06 | |||||
| -13.95% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 7.01 | |||||
| -13.50% | Jan 1977 | Feb 1978 (14) | Jul 1978 (19) | 7.20 | |||||
| -13.35% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.69 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -12.23% | Jun 1990 | Oct 1990 (5) | Feb 1991 (9) | 6.59 | |||||
| -11.51% | Dec 1980 | Sep 1981 (10) | Sep 1982 (22) | 6.11 | |||||
| -11.39% | Jul 1975 | Sep 1975 (3) | Jan 1976 (7) | 6.02 | |||||
| -11.32% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 5.24 | |||||
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 |
+7.51%
|
0.00% |
+7.77%
|
0.00% |
| 2023 |
+21.92%
|
-8.31% |
+21.75%
|
-9.27% |
| 2022 |
-18.23%
|
-22.75% |
-5.39%
|
-16.63% |
| 2021 |
+20.16%
|
-3.88% |
+25.21%
|
-3.32% |
| 2020 |
+18.36%
|
-16.53% |
+1.55%
|
-26.06% |
| 2019 |
+26.30%
|
-4.97% |
+31.48%
|
-7.76% |
| 2018 |
-4.19%
|
-11.32% |
-9.18%
|
-12.56% |
| 2017 |
+17.68%
|
0.00% |
+15.08%
|
-1.63% |
| 2016 |
+10.77%
|
-4.34% |
+18.48%
|
-5.38% |
| 2015 |
+0.40%
|
-7.05% |
-4.32%
|
-10.50% |
| 2014 |
+11.20%
|
-2.23% |
+12.75%
|
-3.59% |
| 2013 |
+26.34%
|
-2.66% |
+32.19%
|
-3.90% |
| 2012 |
+13.79%
|
-5.21% |
+17.36%
|
-6.74% |
| 2011 |
+2.36%
|
-13.35% |
-0.29%
|
-19.14% |
| 2010 |
+15.18%
|
-10.23% |
+15.81%
|
-13.77% |
| 2009 |
+23.84%
|
-14.71% |
+19.61%
|
-23.38% |
| 2008 |
-28.21%
|
-30.13% |
-36.01%
|
-37.37% |
| 2007 |
+5.68%
|
-4.17% |
-1.38%
|
-9.05% |
| 2006 |
+13.41%
|
-2.63% |
+21.90%
|
-2.74% |
| 2005 |
+5.53%
|
-3.41% |
+6.59%
|
-3.67% |
| 2004 |
+11.08%
|
-2.95% |
+16.71%
|
-3.14% |
| 2003 |
+25.40%
|
-3.13% |
+31.72%
|
-5.06% |
| 2002 |
-14.73%
|
-20.47% |
-16.07%
|
-25.33% |
| 2001 |
-7.09%
|
-17.69% |
-4.82%
|
-13.49% |
| 2000 |
-6.18%
|
-12.05% |
+3.67%
|
-8.97% |
| 1999 |
+18.90%
|
-5.12% |
+8.54%
|
-8.88% |
| 1998 |
+20.33%
|
-13.95% |
+17.96%
|
-17.60% |
| 1997 |
+26.68%
|
-3.85% |
+32.64%
|
-5.25% |
| 1996 |
+17.49%
|
-4.78% |
+23.15%
|
-4.43% |
| 1995 |
+32.26%
|
-0.70% |
+39.35%
|
-0.21% |
| 1994 |
-0.67%
|
-6.95% |
+0.35%
|
-6.99% |
| 1993 |
+10.44%
|
-2.06% |
+10.42%
|
-2.38% |
| 1992 |
+8.71%
|
-2.02% |
+8.69%
|
-2.26% |
| 1991 |
+28.96%
|
-3.69% |
+29.07%
|
-4.66% |
| 1990 |
-3.13%
|
-12.23% |
-6.16%
|
-16.02% |
| 1989 |
+25.22%
|
-2.00% |
+28.73%
|
-3.12% |
| 1988 |
+15.32%
|
-2.84% |
+19.63%
|
-3.20% |
| 1987 |
+2.40%
|
-24.55% |
+3.51%
|
-30.17% |
| 1986 |
+14.68%
|
-6.76% |
+17.17%
|
-8.41% |
| 1985 |
+29.47%
|
-3.45% |
+32.40%
|
-3.74% |
| 1984 |
+4.75%
|
-7.80% |
+8.57%
|
-5.86% |
| 1983 |
+19.17%
|
-3.09% |
+24.55%
|
-2.99% |
| 1982 |
+22.62%
|
-7.08% |
+21.31%
|
-9.40% |
| 1981 |
-1.44%
|
-10.81% |
+3.13%
|
-8.38% |
| 1980 |
+27.10%
|
-10.71% |
+28.37%
|
-10.15% |
| 1979 |
+20.47%
|
-6.94% |
+16.21%
|
-6.74% |
| 1978 |
+6.99%
|
-9.83% |
+5.15%
|
-9.56% |
| 1977 |
-2.48%
|
-6.59% |
-6.25%
|
-10.08% |
| 1976 |
+23.93%
|
-1.62% |
+31.05%
|
-1.56% |
| 1975 |
+31.73%
|
-10.05% |
+39.03%
|
-11.39% |
