Dynamic 40/60 Income vs Stocks/Bonds 40/60 Portfolio Comparison

Period: January 1992 - August 2024 (~33 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond August 2024.
Reset settings
Close
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
September 1994
8.16$
Final Capital
August 2024
7.25%
Yearly Return
8.12
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
September 1994
8.18$
Final Capital
August 2024
7.26%
Yearly Return
7.00
Std Deviation
-19.17%
Max Drawdown
25 months
Recovery Period
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1992
10.40$
Final Capital
August 2024
7.43%
Yearly Return
7.87
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
January 1992
9.72$
Final Capital
August 2024
7.21%
Yearly Return
6.84
Std Deviation
-19.17%
Max Drawdown
25 months
Recovery Period

The Dynamic 40/60 Income Portfolio obtained a 7.25% compound annual return, with a 8.12% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Portfolio obtained a 7.26% compound annual return, with a 7.00% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1992 - 31 August 2024 (~33 years)
Swipe left to see all data
Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
Dynamic 40/60 Income 8.35 1.89 6.20 13.84 4.49 4.68 7.25 7.43
Stocks/Bonds 40/60 9.21 1.74 7.41 14.89 6.15 6.02 7.26 7.21
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since September 1994, now would be worth 8.16$, with a total return of 715.86% (7.25% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since September 1994, now would be worth 8.18$, with a total return of 718.27% (7.26% annualized).


Loading data
Please wait
Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.40$, with a total return of 940.29% (7.43% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1992, now would be worth 9.72$, with a total return of 872.08% (7.21% annualized).


Loading data
Please wait

Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1992 - 31 August 2024 (~33 years)
Swipe left to see all data
Dynamic 40/60 Income Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.84 14.89
Infl. Adjusted Return (%) 11.18 12.20
DRAWDOWN
Deepest Drawdown Depth (%) -4.16 -5.43
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.16 -5.43
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 3
RISK INDICATORS
Standard Deviation (%) 8.13 9.85
Sharpe Ratio 1.05 0.97
Sortino Ratio 1.46 1.32
Ulcer Index 1.49 2.00
Ratio: Return / Standard Deviation 1.70 1.51
Ratio: Return / Deepest Drawdown 3.33 2.74
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.49 6.15
Infl. Adjusted Return (%) 0.34 1.93
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 38
RISK INDICATORS
Standard Deviation (%) 10.09 9.97
Sharpe Ratio 0.23 0.40
Sortino Ratio 0.31 0.54
Ulcer Index 7.24 7.44
Ratio: Return / Standard Deviation 0.45 0.62
Ratio: Return / Deepest Drawdown 0.26 0.33
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.68 6.02
Infl. Adjusted Return (%) 1.81 3.11
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -17.33 -18.63
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 38
RISK INDICATORS
Standard Deviation (%) 7.87 7.90
Sharpe Ratio 0.41 0.58
Sortino Ratio 0.55 0.77
Ulcer Index 5.24 5.38
Ratio: Return / Standard Deviation 0.60 0.76
Ratio: Return / Deepest Drawdown 0.27 0.32
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.25 7.26
Infl. Adjusted Return (%) 4.62 4.63
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -19.17
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -8.59
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 8.12 7.00
Sharpe Ratio 0.61 0.71
Sortino Ratio 0.80 0.93
Ulcer Index 4.85 4.21
Ratio: Return / Standard Deviation 0.89 1.04
Ratio: Return / Deepest Drawdown 0.24 0.38
Metrics calculated over the period 1 September 1994 - 31 August 2024
Swipe left to see all data
Dynamic 40/60 Income Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.43 7.21
Infl. Adjusted Return (%) 4.77 4.55
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -19.17
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -17.33 -8.59
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 7.87 6.84
Sharpe Ratio 0.64 0.71
Sortino Ratio 0.84 0.93
Ulcer Index 4.70 4.09
Ratio: Return / Standard Deviation 0.94 1.05
Ratio: Return / Deepest Drawdown 0.25 0.38
Metrics calculated over the period 1 January 1992 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1992 - 31 August 2024 (~33 years)

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.25 5 Jul 1998
Nov 1998
-5.36 7 Sep 2018
Mar 2019
-5.09 5 Oct 2018
Feb 2019
-4.76 7 Jun 2011
Dec 2011
-4.13 5 Sep 2000
Jan 2001

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.25 5 Jul 1998
Nov 1998
-5.98 13 Feb 1994
Feb 1995
-5.36 7 Sep 2018
Mar 2019
-5.36 15 Feb 1994
Apr 1995
-5.09 5 Oct 2018
Feb 2019

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1992 - 31 August 2024 (~33 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
Dynamic 40/60 Income Stocks/Bonds 40/60
Year Return Drawdown Return Drawdown
2024
 8.35% -2.45% 9.21% -3.23%
2023
 11.97% -5.00% 13.66% -6.58%
2022
 -14.37% -17.33% -15.67% -18.63%
2021
 6.72% -1.83% 9.15% -2.56%
2020
 8.28% -12.42% 13.04% -8.09%
2019
 15.91% -1.51% 17.57% -1.77%
2018
 -3.18% -5.09% -2.15% -5.36%
2017
 9.18% 0.00% 10.63% 0.00%
2016
 7.53% -1.95% 6.64% -1.57%
2015
 0.21% -4.06% 0.48% -3.41%
2014
 7.01% -1.44% 8.51% -1.20%
2013
 6.13% -3.06% 12.12% -1.84%
2012
 12.70% -2.72% 8.47% -2.11%
2011
 2.96% -7.19% 5.14% -4.76%
2010
 11.25% -3.72% 10.69% -3.96%
2009
 22.37% -15.04% 13.74% -8.68%
2008
 -14.80% -23.51% -10.67% -14.39%
2007
 0.88% -3.23% 6.30% -1.93%
2006
 9.18% -1.29% 8.84% -1.40%
2005
 5.23% -1.76% 3.96% -1.77%
2004
 8.41% -3.31% 7.66% -2.46%
2003
 21.64% -1.30% 14.68% -1.08%
2002
 1.03% -6.73% -3.23% -6.97%
2001
 8.71% -3.24% 0.67% -5.62%
2000
 3.43% -4.13% 2.61% -4.51%
1999
 11.02% -2.15% 9.07% -2.57%
1998
 6.04% -9.38% 14.45% -6.25%
1997
 16.36% -2.49% 18.06% -2.41%
1996
 16.81% -1.12% 10.53% -2.15%
1995
 23.17% 0.00% 25.22% 0.00%
1994
 -3.19% -5.36% -1.66% -5.98%
1993
 14.73% -0.57% 10.06% -1.23%
1992
 12.95% -0.70% 7.93% -1.27%