Technology vs Stocks/Bonds 80/20 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Technology Portfolio obtained a 13.98% compound annual return, with a 24.02% standard deviation, in the last 30 Years.

The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.32% compound annual return, with a 12.42% standard deviation, in the last 30 Years.

Summary

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Technology Portfolio Stocks/Bonds 80/20 Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
30 Years Stats Return +13.98% +11.32%
Std Dev 24.02% 12.42%
Max Drawdown -81.08% -43.61%
All time Stats
(Since Jan 1982)
Return +14.20% +12.54%
Std Dev 23.25% 12.58%
Max Drawdown -81.08% -43.61%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Technology Portfolio +5.28 +16.60 +50.57 +21.24 +18.10 +13.98 +14.20
Stocks/Bonds 80/20 Momentum Portfolio +7.82 +19.94 +26.62 +9.80 +10.50 +11.32 +12.54
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Technology Portfolio: an investment of 1$, since March 1994, now would be worth 50.62$, with a total return of 4961.70% (13.98% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 24.93$, with a total return of 2393.10% (11.32% annualized).

Technology Portfolio: an investment of 1$, since January 1982, now would be worth 269.83$, with a total return of 26883.04% (14.20% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 145.71$, with a total return of 14470.67% (12.54% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Technology Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-81.08% Apr 2000 Sep 2002 (30) Oct 2014 (175) 56.07
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-32.58% Jan 2022 Dec 2022 (12) Dec 2023 (24) 19.19
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-17.20% Aug 1998 Aug 1998 (1) Oct 1998 (3) 8.68
-16.96% Sep 2018 Dec 2018 (4) Apr 2019 (8) 8.13
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-13.51% Feb 1997 Mar 1997 (2) May 1997 (4) 7.32
-12.90% Feb 2020 Mar 2020 (2) Apr 2020 (3) 7.13
-12.58% Mar 1994 Jun 1994 (4) Oct 1994 (8) 7.44
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-10.50% Aug 1997 Dec 1997 (5) Feb 1998 (7) 5.23
-9.82% Dec 2015 Feb 2016 (3) Jul 2016 (8) 5.36
-9.49% Feb 1999 Feb 1999 (1) Apr 1999 (3) 4.77
-9.24% Aug 1998 Aug 1998 (1) Oct 1998 (3) 4.97
-8.88% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.60
-8.65% Sep 2020 Oct 2020 (2) Nov 2020 (3) 5.20
-8.23% May 2019 May 2019 (1) Jul 2019 (3) 4.16
-8.14% Jun 1996 Jul 1996 (2) Sep 1996 (4) 4.20

Drawdown comparison chart since January 1982.

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Technology Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-81.08% Apr 2000 Sep 2002 (30) Oct 2014 (175) 56.07
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-34.57% Sep 1987 Nov 1987 (3) May 1989 (21) 17.23
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-32.58% Jan 2022 Dec 2022 (12) Dec 2023 (24) 19.19
-27.93% Jul 1983 Jul 1984 (13) Nov 1985 (29) 16.11
-27.64% Jul 1990 Oct 1990 (4) Feb 1991 (8) 16.50
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-25.63% Sep 1987 Nov 1987 (3) May 1989 (21) 15.38
-17.20% Aug 1998 Aug 1998 (1) Oct 1998 (3) 8.68
-16.96% Sep 2018 Dec 2018 (4) Apr 2019 (8) 8.13
-15.73% Jun 1986 Sep 1986 (4) Jan 1987 (8) 9.55
-14.55% Jan 1982 Jul 1982 (7) Oct 1982 (10) 8.38
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-13.51% Feb 1997 Mar 1997 (2) May 1997 (4) 7.32
-13.48% Mar 1992 Aug 1992 (6) Nov 1992 (9) 8.98
-12.97% Feb 1994 Jun 1994 (5) Feb 1995 (13) 6.32
-12.90% Feb 2020 Mar 2020 (2) Apr 2020 (3) 7.13
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-10.80% Oct 1989 Jan 1990 (4) May 1990 (8) 5.82

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
+7.20%
0.00%
+12.61%
0.00%
2023
+54.85%
-8.42%
+8.41%
-5.88%
2022
-32.58%
-32.58%
-17.23%
-24.45%
2021
+27.42%
-5.68%
+10.32%
-3.67%
2020
+48.40%
-12.90%
+25.42%
-14.33%
2019
+38.96%
-8.23%
+23.57%
-1.46%
2018
-0.12%
-16.96%
-1.35%
-12.46%
2017
+32.66%
-2.32%
+30.71%
0.00%
2016
+7.10%
-8.37%
+4.51%
-3.62%
2015
+9.45%
-8.88%
+7.25%
-6.22%
2014
+19.18%
-3.04%
+12.86%
-3.39%
2013
+36.63%
-2.39%
+27.24%
-2.48%
2012
+18.12%
-8.13%
+12.58%
-5.19%
2011
+3.47%
-10.79%
+6.33%
-10.88%
2010
+20.14%
-12.93%
+15.66%
-9.31%
2009
+54.68%
-7.43%
+14.68%
-16.18%
2008
-41.73%
-43.03%
-31.40%
-32.66%
2007
+19.02%
-6.83%
+15.50%
-1.97%
2006
+7.14%
-11.54%
+9.30%
-2.94%
2005
+1.57%
-12.37%
+15.79%
-1.04%
2004
+10.54%
-9.86%
+14.21%
-2.13%
2003
+49.67%
-2.90%
+21.59%
-3.04%
2002
-37.37%
-46.75%
-8.17%
-17.08%
2001
-33.34%
-54.93%
-12.19%
-20.18%
2000
-36.11%
-46.69%
-5.41%
-9.70%
1999
+101.95%
-9.49%
+32.18%
-1.61%
1998
+85.30%
-17.20%
+40.72%
-9.24%
1997
+20.63%
-13.51%
+31.37%
-4.22%
1996
+42.54%
-8.14%
+24.58%
-3.09%
1995
+42.54%
-3.77%
+37.49%
0.00%
1994
+1.50%
-12.97%
-1.40%
-6.80%
1993
+10.58%
-8.26%
+12.52%
-1.57%
1992
+8.86%
-13.48%
+4.88%
-2.94%
1991
+64.99%
-8.89%
+32.57%
-3.31%
1990
-10.41%
-27.64%
+2.93%
-10.02%
1989
+26.17%
-4.64%
+36.94%
-1.39%
1988
+13.54%
-10.50%
+7.13%
-4.35%
1987
+10.50%
-34.57%
+2.18%
-25.63%
1986
+6.89%
-15.73%
+21.18%
-6.69%
1985
+35.61%
-6.97%
+30.36%
-2.61%
1984
-11.31%
-17.55%
+2.34%
-8.41%
1983
+19.87%
-13.85%
+14.60%
-3.36%
1982
+18.67%
-14.55%
+30.58%
-3.58%