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

Last Update: 31 March 2024

The Total Bond US Portfolio obtained a 4.30% compound annual return, with a 4.21% standard deviation, in the last 30 Years.

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.

Summary

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Total Bond US Portfolio Stocks/Bonds 20/80 Momentum Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +4.30% +6.34%
Std Dev 4.21% 4.92%
Max Drawdown -17.28% -17.91%
All time Stats
(Since Jan 1982)		 Return +6.45% +8.17%
Std Dev 4.82% 5.49%
Max Drawdown -17.28% -17.91%
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
Total Bond US Portfolio +0.85 +5.87 +1.62 +0.32 +1.49 +4.30 +6.45
Stocks/Bonds 20/80 Momentum Portfolio +1.32 +11.39 +8.01 +2.78 +3.95 +6.34 +8.17
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Total Bond US Portfolio: an investment of 1$, since April 1994, now would be worth 3.54$, with a total return of 253.70% (4.30% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).

Total Bond US Portfolio: an investment of 1$, since January 1982, now would be worth 14.01$, with a total return of 1300.73% (6.45% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.58$, with a total return of 2657.97% (8.17% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Total Bond US Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.91% Nov 2021 Sep 2022 (11) In progress (29) 12.31
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.16% Feb 1996 May 1996 (4) Oct 1996 (9) 1.96
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.03% Apr 2004 May 2004 (2) Aug 2004 (5) 2.03
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39
-2.67% Feb 2015 Jun 2015 (5) Feb 2016 (13) 1.47
-2.65% Jan 2009 Feb 2009 (2) Jun 2009 (6) 1.48
-2.64% Feb 1999 Aug 1999 (7) Mar 2000 (14) 1.55
-2.63% Sep 2017 Oct 2018 (14) Jan 2019 (17) 1.55
-2.48% May 2013 Jun 2013 (2) Oct 2013 (6) 1.41
-2.37% Apr 2004 Apr 2004 (1) Aug 2004 (5) 1.53
-2.29% Jul 2003 Jul 2003 (1) Sep 2003 (3) 1.35

Drawdown comparison chart since January 1982.

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Total Bond US Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.91% Nov 2021 Sep 2022 (11) In progress (29) 12.31
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-5.86% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.00
-5.47% Feb 1984 May 1984 (4) Aug 1984 (7) 2.67
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-5.01% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.62
-4.66% Feb 1984 May 1984 (4) Jul 1984 (6) 2.35
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.80% May 1983 Jul 1983 (3) Nov 1983 (7) 2.04
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.28% May 1983 Jul 1983 (3) Nov 1983 (7) 1.66
-3.16% Feb 1996 May 1996 (4) Oct 1996 (9) 1.96
-3.15% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.63
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75

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
-0.69%
 -1.53%
+3.35%
 0.00%
2023
+5.41%
 -6.02%
+6.16%
 -5.43%
2022
-13.11%
 -15.50%
-14.14%
 -17.00%
2021
-1.86%
 -3.64%
+1.18%
 -2.95%
2020
+7.71%
 -1.59%
+12.14%
 -3.46%
2019
+8.83%
 -0.57%
+12.52%
 -0.69%
2018
-0.12%
 -2.57%
-0.42%
 -3.12%
2017
+3.57%
 -0.60%
+10.35%
 0.00%
2016
+2.52%
 -3.68%
+3.02%
 -3.64%
2015
+0.56%
 -2.67%
+2.23%
 -1.48%
2014
+5.82%
 -0.57%
+7.58%
 -0.83%
2013
-2.10%
 -4.01%
+5.23%
 -2.48%
2012
+3.16%
 -0.88%
+5.51%
 -0.69%
2011
+7.92%
 -0.38%
+7.52%
 -0.70%
2010
+6.20%
 -1.70%
+8.56%
 -0.70%
2009
+3.64%
 -2.65%
+6.40%
 -6.03%
2008
+6.86%
 -3.88%
-2.70%
 -9.00%
2007
+6.92%
 -1.16%
+9.07%
 -0.41%
2006
+4.27%
 -1.30%
+5.53%
 -1.33%
2005
+2.40%
 -1.90%
+5.74%
 -1.35%
2004
+4.24%
 -3.03%
+6.73%
 -2.37%
2003
+3.97%
 -3.47%
+8.38%
 -2.29%
2002
+8.26%
 -1.46%
+4.15%
 -1.79%
2001
+8.43%
 -1.91%
+3.27%
 -2.01%
2000
+11.39%
 -0.65%
+7.19%
 -1.52%
1999
-0.76%
 -2.64%
+7.48%
 -1.73%
1998
+8.58%
 -0.55%
+16.62%
 -1.24%
1997
+9.44%
 -0.97%
+14.93%
 -1.81%
1996
+3.58%
 -3.16%
+8.83%
 -1.37%
1995
+18.18%
 -0.25%
+23.01%
 0.00%
1994
-2.66%
 -5.01%
-2.34%
 -5.46%
1993
+9.68%
 -0.97%
+10.39%
 -0.92%
1992
+7.14%
 -1.39%
+6.58%
 -1.69%
1991
+15.25%
 -0.06%
+19.58%
 -0.95%
1990
+8.65%
 -1.97%
+7.22%
 -2.90%
1989
+13.64%
 -1.60%
+19.47%
 -0.82%
1988
+7.35%
 -2.64%
+7.30%
 -2.80%
1987
+1.54%
 -5.86%
+1.70%
 -6.53%
1986
+15.10%
 -2.05%
+16.62%
 -3.15%
1985
+22.24%
 -2.00%
+24.27%
 -1.28%
1984
+15.01%
 -4.66%
+11.85%
 -5.47%
1983
+5.22%
 -3.80%
+7.57%
 -3.28%
1982
+31.13%
 -1.93%
+31.00%
 -1.71%