US Inflation Protection vs Stocks/Bonds 20/80 Momentum 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 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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US Inflation Protection 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 +5.16% +6.34%
Std Dev 5.95% 4.92%
Max Drawdown -14.76% -17.91%
All time Stats
(Since Jan 1985)		 Return +6.69% +7.56%
Std Dev 6.62% 5.27%
Max Drawdown -14.76% -17.91%
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
Stocks/Bonds 20/80 Momentum Portfolio +1.32 +11.39 +8.01 +2.78 +3.95 +6.34 +7.56
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).

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).

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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.50$, with a total return of 1649.96% (7.56% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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US Inflation Protection 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
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-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
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.50% Aug 1994 Oct 1994 (3) Jan 1995 (6) 2.15
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.37% Nov 2001 Dec 2001 (2) Apr 2002 (6) 2.07
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.05% Nov 2010 Dec 2010 (2) Apr 2011 (6) 2.01
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39
-2.75% Oct 2002 Oct 2002 (1) Dec 2002 (3) 1.95
-2.75% Apr 1994 Jun 1994 (3) Jul 1994 (4) 1.75
-2.60% Sep 2005 Apr 2006 (8) Aug 2006 (12) 1.40

Drawdown comparison chart since January 1985.

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US Inflation Protection 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
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-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
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-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
-4.70% 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
-4.18% May 1986 May 1986 (1) Jun 1986 (2) 2.41
-3.82% Jan 1992 Apr 1992 (4) Jun 1992 (6) 2.47
-3.65% Feb 1985 Feb 1985 (1) Apr 1985 (3) 1.98
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84

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%
+3.35%
 0.00%
2023
+3.27%
 -5.35%
+6.16%
 -5.43%
2022
-13.10%
 -14.74%
-14.14%
 -17.00%
2021
+5.67%
 -1.95%
+1.18%
 -2.95%
2020
+10.84%
 -1.76%
+12.14%
 -3.46%
2019
+8.35%
 -1.14%
+12.52%
 -0.69%
2018
-1.42%
 -2.47%
-0.42%
 -3.12%
2017
+2.92%
 -0.91%
+10.35%
 0.00%
2016
+4.68%
 -2.64%
+3.02%
 -3.64%
2015
-1.75%
 -4.83%
+2.23%
 -1.48%
2014
+3.59%
 -2.59%
+7.58%
 -0.83%
2013
-8.49%
 -9.10%
+5.23%
 -2.48%
2012
+6.39%
 -1.43%
+5.51%
 -0.69%
2011
+13.28%
 -0.01%
+7.52%
 -0.70%
2010
+6.14%
 -3.05%
+8.56%
 -0.70%
2009
+8.94%
 -2.24%
+6.40%
 -6.03%
2008
+0.04%
 -11.79%
-2.70%
 -9.00%
2007
+11.92%
 -1.52%
+9.07%
 -0.41%
2006
+0.28%
 -2.37%
+5.53%
 -1.33%
2005
+2.49%
 -2.47%
+5.74%
 -1.35%
2004
+8.28%
 -4.82%
+6.73%
 -2.37%
2003
+8.00%
 -5.32%
+8.38%
 -2.29%
2002
+16.61%
 -2.75%
+4.15%
 -1.79%
2001
+7.61%
 -3.37%
+3.27%
 -2.01%
2000
+17.65%
 -0.84%
+7.19%
 -1.52%
1999
-4.47%
 -5.32%
+7.48%
 -1.73%
1998
+9.27%
 -0.76%
+16.62%
 -1.24%
1997
+12.71%
 -2.48%
+14.93%
 -1.81%
1996
+1.33%
 -6.47%
+8.83%
 -1.37%
1995
+23.02%
 -0.42%
+23.01%
 0.00%
1994
-6.25%
 -10.68%
-2.34%
 -5.46%
1993
+15.75%
 -1.45%
+10.39%
 -0.92%
1992
+8.74%
 -3.82%
+6.58%
 -1.69%
1991
+18.60%
 -0.30%
+19.58%
 -0.95%
1990
+8.20%
 -4.32%
+7.22%
 -2.90%
1989
+15.77%
 -2.48%
+19.47%
 -0.82%
1988
+6.51%
 -4.70%
+7.30%
 -2.80%
1987
-0.24%
 -9.45%
+1.70%
 -6.53%
1986
+18.39%
 -4.18%
+16.62%
 -3.15%
1985
+26.04%
 -3.65%
+24.27%
 -1.28%