US Inflation Protection vs All Country World 20/80 Portfolio Comparison

Last Update: 31 March 2024

The US Inflation Protection Portfolio obtained a 5.16% compound annual return, with a 5.95% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 5.85% compound annual return, with a 5.60% standard deviation, in the last 30 Years.

Summary

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US Inflation Protection Portfolio All Country World 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +5.16% +5.85%
Std Dev 5.95% 5.60%
Max Drawdown -14.76% -17.97%
All time Stats
(Since Jan 1985)		 Return +6.69% +7.29%
Std Dev 6.62% 5.88%
Max Drawdown -14.76% -17.97%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
US Inflation Protection Portfolio +0.65 +4.44 -0.38 +1.96 +1.89 +5.16 +6.69
All Country World 20/80 Portfolio +1.55 +9.57 +7.69 +2.51 +3.35 +5.85 +7.29
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

US Inflation Protection Portfolio: an investment of 1$, since April 1994, now would be worth 4.52$, with a total return of 352.05% (5.16% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.51$, with a total return of 450.53% (5.85% annualized).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 12.70$, with a total return of 1170.17% (6.69% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.82$, with a total return of 1481.57% (7.29% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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US Inflation Protection Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.97% Sep 2021 Sep 2022 (13) In progress (31) 10.54
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.50% Aug 1994 Oct 1994 (3) Jan 1995 (6) 2.15
-3.37% Nov 2001 Dec 2001 (2) Apr 2002 (6) 2.07
-3.05% Nov 2010 Dec 2010 (2) Apr 2011 (6) 2.01
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.82% Apr 2004 May 2004 (2) Sep 2004 (6) 1.79

Drawdown comparison chart since January 1985.

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US Inflation Protection Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.97% Sep 2021 Sep 2022 (13) In progress (31) 10.54
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-10.68% Feb 1994 Oct 1994 (9) May 1995 (16) 7.40
-9.45% Mar 1987 Sep 1987 (7) Jan 1988 (11) 4.91
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-6.27% Feb 1994 Jun 1994 (5) May 1995 (16) 4.39
-6.26% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.48
-5.58% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.94
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-5.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.85
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.70% Mar 1988 May 1988 (3) Sep 1988 (7) 2.66
-4.42% Dec 1989 Apr 1990 (5) Jun 1990 (7) 2.28
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17

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
-0.07%
 -1.05%
+1.47%
 -0.38%
2023
+3.27%
 -5.35%
+10.25%
 -5.13%
2022
-13.10%
 -14.74%
-14.66%
 -17.51%
2021
+5.67%
 -1.95%
+2.00%
 -1.92%
2020
+10.84%
 -1.76%
+8.36%
 -6.55%
2019
+8.35%
 -1.14%
+12.96%
 -0.19%
2018
-1.42%
 -2.47%
-1.87%
 -2.77%
2017
+2.92%
 -0.91%
+8.23%
 -0.08%
2016
+4.68%
 -2.64%
+5.12%
 -2.99%
2015
-1.75%
 -4.83%
+0.31%
 -3.05%
2014
+3.59%
 -2.59%
+6.24%
 -1.20%
2013
-8.49%
 -9.10%
+2.59%
 -4.30%
2012
+6.39%
 -1.43%
+9.39%
 -1.73%
2011
+13.28%
 -0.01%
+4.99%
 -2.61%
2010
+6.14%
 -3.05%
+8.78%
 -1.65%
2009
+8.94%
 -2.24%
+14.11%
 -6.27%
2008
+0.04%
 -11.79%
-6.88%
 -14.04%
2007
+11.92%
 -1.52%
+6.77%
 -0.67%
2006
+0.28%
 -2.37%
+7.46%
 -1.15%
2005
+2.49%
 -2.47%
+5.53%
 -1.32%
2004
+8.28%
 -4.82%
+7.53%
 -2.82%
2003
+8.00%
 -5.32%
+12.92%
 -1.93%
2002
+16.61%
 -2.75%
+3.34%
 -3.57%
2001
+7.61%
 -3.37%
+6.33%
 -1.65%
2000
+17.65%
 -0.84%
+5.87%
 -1.99%
1999
-4.47%
 -5.32%
+7.97%
 -2.31%
1998
+9.27%
 -0.76%
+10.80%
 -4.73%
1997
+12.71%
 -2.48%
+7.03%
 -1.93%
1996
+1.33%
 -6.47%
+9.34%
 -1.45%
1995
+23.02%
 -0.42%
+19.70%
 0.00%
1994
-6.25%
 -10.68%
-3.54%
 -6.27%
1993
+15.75%
 -1.45%
+15.69%
 -1.44%
1992
+8.74%
 -3.82%
+6.02%
 -2.92%
1991
+18.60%
 -0.30%
+18.43%
 -1.65%
1990
+8.20%
 -4.32%
+2.13%
 -5.58%
1989
+15.77%
 -2.48%
+13.30%
 -1.73%
1988
+6.51%
 -4.70%
+10.56%
 -1.30%
1987
-0.24%
 -9.45%
+4.29%
 -6.26%
1986
+18.39%
 -4.18%
+20.59%
 -2.84%
1985
+26.04%
 -3.65%
+26.72%
 -1.78%