Paul Boyer Portfolio vs Stocks/Bonds 40/60 Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - December 2024 (~43 years)
Consolidated Returns as of 31 December 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1982)
Paul Boyer Portfolio
1.00$
Initial Capital
January 1995
6.55$
Final Capital
December 2024
6.46%
Yearly Return
7.52%
Std Deviation
-18.04%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
January 1982
24.47$
Final Capital
December 2024
7.72%
Yearly Return
7.72%
Std Deviation
-18.04%
Max Drawdown
39months
Recovery Period
Stocks/Bonds 40/60 Momentum Portfolio
1.00$
Initial Capital
January 1995
11.27$
Final Capital
December 2024
8.41%
Yearly Return
7.08%
Std Deviation
-21.11%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
January 1982
54.41$
Final Capital
December 2024
9.74%
Yearly Return
7.46%
Std Deviation
-21.11%
Max Drawdown
35months
Recovery Period

As of December 2024, in the previous 30 Years, the Paul Boyer Portfolio obtained a 6.46% compound annual return, with a 7.52% standard deviation. It suffered a maximum drawdown of -18.04% that required 39 months to be recovered.

As of December 2024, in the previous 30 Years, the Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.41% compound annual return, with a 7.08% standard deviation. It suffered a maximum drawdown of -21.11% that required 35 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Paul Boyer Portfolio
Weight
(%)
ETF
Ticker
Name
12.50
EEM
iShares MSCI Emerging Markets
12.50
IJR
iShares Core S&P Small-Cap
25.00
SHY
iShares 1-3 Year Treasury Bond
25.00
TLT
iShares 20+ Year Treasury Bond
25.00
GLD
SPDR Gold Trust
Stocks/Bonds 40/60 Momentum Portfolio
Weight
(%)
ETF
Ticker
Name
40.00
MTUM
iShares Edge MSCI USA Momentum Fctr
60.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1982 - 31 December 2024 (~43 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_paul_boyer.webp Paul Boyer Portfolio
Paul Boyer
7.52 -3.05 4.68 7.52 3.01 3.77 6.46 7.72
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 40/60 Momentum
-- Market Benchmark
13.98 -2.82 4.16 13.98 4.66 6.20 8.41 9.74
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

Paul Boyer Portfolio: an investment of 1$, since January 1995, now would be worth 6.55$, with a total return of 554.88% (6.46% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1995, now would be worth 11.27$, with a total return of 1026.89% (8.41% annualized).


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Paul Boyer Portfolio: an investment of 1$, since January 1982, now would be worth 24.47$, with a total return of 2347.43% (7.72% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 54.41$, with a total return of 5340.56% (9.74% annualized).


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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1982 - 31 December 2024 (~43 years)
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 7.52
13.98
Infl. Adjusted Return (%) 4.49 10.78
DRAWDOWN
Deepest Drawdown Depth (%)
-3.36
-3.77
Start to Recovery (months)
3*
3
Longest Drawdown Depth (%)
-3.36
-3.77
Start to Recovery (months)
3*
3
Longest Negative Period (months) 4*
3*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
7.28
8.29
Sharpe Ratio 0.32
1.06
Sortino Ratio 0.45
1.29
Ulcer Index
1.26
1.37
Ratio: Return / Standard Deviation 1.03
1.69
Ratio: Return / Deepest Drawdown 2.24
3.71
Metrics calculated over the period 1 January 2024 - 31 December 2024
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 3.01
4.66
Infl. Adjusted Return (%) -1.15 0.44
DRAWDOWN
Deepest Drawdown Depth (%)
-18.04
-21.11
Start to Recovery (months) 39
35
Longest Drawdown Depth (%)
-18.04
-21.11
Start to Recovery (months) 39
35
Longest Negative Period (months) 47
46
RISK INDICATORS
Standard Deviation (%)
9.03
10.29
Sharpe Ratio 0.07
0.23
Sortino Ratio 0.11
0.30
Ulcer Index
7.43
10.18
Ratio: Return / Standard Deviation 0.33
0.45
Ratio: Return / Deepest Drawdown 0.17
0.22
Metrics calculated over the period 1 January 2020 - 31 December 2024
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 3.77
6.20
Infl. Adjusted Return (%) 0.75 3.10
DRAWDOWN
Deepest Drawdown Depth (%)
-18.04
-21.11
Start to Recovery (months) 39
35
Longest Drawdown Depth (%)
-18.04
-21.11
Start to Recovery (months) 39
35
Longest Negative Period (months) 50
46
RISK INDICATORS
Standard Deviation (%)
7.78
8.16
Sharpe Ratio 0.28
0.56
Sortino Ratio 0.41
0.74
Ulcer Index
5.86
7.31
Ratio: Return / Standard Deviation 0.49
0.76
Ratio: Return / Deepest Drawdown 0.21
0.29
Metrics calculated over the period 1 January 2015 - 31 December 2024
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 6.46
8.41
Infl. Adjusted Return (%) 3.84 5.73
DRAWDOWN
Deepest Drawdown Depth (%)
-18.04
-21.11
Start to Recovery (months) 39
35
Longest Drawdown Depth (%)
-18.04
-21.11
Start to Recovery (months) 39
35
Longest Negative Period (months) 50
46
RISK INDICATORS
Standard Deviation (%) 7.52
7.08
Sharpe Ratio 0.56
0.86
Sortino Ratio 0.78
1.13
Ulcer Index
3.99
5.25
Ratio: Return / Standard Deviation 0.86
1.19
Ratio: Return / Deepest Drawdown 0.36
0.40
Metrics calculated over the period 1 January 1995 - 31 December 2024
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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 7.72
9.74
Infl. Adjusted Return (%) 4.71 6.68
DRAWDOWN
Deepest Drawdown Depth (%)
-18.04
-21.11
Start to Recovery (months) 39
35
Longest Drawdown Depth (%)
-18.04
-21.11
Start to Recovery (months) 39
35
Longest Negative Period (months) 50
46
RISK INDICATORS
Standard Deviation (%) 7.72
7.46
Sharpe Ratio 0.53
0.82
Sortino Ratio 0.77
1.11
Ulcer Index
3.66
4.68
Ratio: Return / Standard Deviation 1.00
1.30
Ratio: Return / Deepest Drawdown 0.43
0.46
Metrics calculated over the period 1 January 1982 - 31 December 2024
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1982 - 31 December 2024 (~43 years)

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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-21.11 35 Nov 2021
Sep 2024
-20.54 30 Nov 2007
Apr 2010
-18.04 39 Jun 2021
Aug 2024
-13.66 17 Mar 2008
Jul 2009
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-8.48 28 Feb 2001
May 2003
-7.10 4 Feb 2020
May 2020
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019
-5.89 6 Oct 2018
Mar 2019
-5.64 7 Apr 2004
Oct 2004
-4.97 11 Mar 2000
Jan 2001
-4.44 7 Jun 2002
Dec 2002

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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-21.11 35 Nov 2021
Sep 2024
-20.54 30 Nov 2007
Apr 2010
-18.04 39 Jun 2021
Aug 2024
-13.77 19 Sep 1987
Mar 1989
-13.66 17 Mar 2008
Jul 2009
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-8.48 28 Feb 2001
May 2003
-7.71 16 Mar 1987
Jun 1988
-7.63 8 Jan 1982
Aug 1982
-7.10 4 Feb 2020
May 2020
-6.93 16 Feb 1994
May 1995
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 31 December 2024 (~43 years)


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

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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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Paul Boyer Portfolio Stocks/Bonds 40/60 Momentum
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2024
7.52 -3.36
13.98
-3.77
2023
7.92
-7.34 6.90 -5.19
2022
-13.57
-17.86 -15.17 -19.48
2021
0.51 -3.38
4.23
-2.38
2020
15.04 -3.07
16.57
-7.10
2019
13.97 -1.05
16.20
-0.81
2018
-3.50 -6.72
-0.73
-5.89
2017
11.87 -0.61
17.14
0.00
2016
7.19
-6.74 3.51 -3.61
2015
-5.29 -9.15
3.91
-2.95
2014
6.63 -3.72
9.34
-1.49
2013
-5.67 -8.07
12.57
-1.74
2012
6.80 -2.93
7.87
-2.05
2011
8.99
-2.80 7.13 -3.62
2010
15.54
-0.81 10.93 -3.48
2009
12.50
-6.62 9.16 -9.41
2008
1.32
-13.66 -12.27 -15.80
2007
16.13
-0.86 11.21 -0.82
2006
12.57
-3.53 6.78 -1.50
2005
11.99
-2.10 9.09 -0.93
2004
9.39
-5.64 9.22 -2.12
2003
17.95
-2.85 12.78 -1.27
2002
9.85
-4.44 0.04 -5.36
2001
3.66
-3.75 -1.88 -6.89
2000
2.00 -4.97
2.99
-3.33
1999
9.10 -3.56
15.71
-1.69
1998
2.30 -9.22
24.65
-4.13
1997
0.72 -4.04
20.41
-2.69
1996
3.88 -3.10
14.08
-1.52
1995
14.46 -0.96
27.84
0.00
1994
-5.01 -6.22
-2.03
-5.91
1993
25.08
-1.38 11.10 -0.87
1992
3.02 -1.92
6.01
-2.11
1991
24.71
-1.74 23.91 -1.79
1990
0.64 -5.76
5.79
-5.29
1989
21.34 -0.54
25.29
-1.01
1988
7.47
-2.31 7.24 -2.95
1987
-0.04 -7.71
1.86
-13.77
1986
17.71 -1.63
18.14
-4.37
1985
21.84 -2.32
26.30
-0.74
1984
4.29 -3.80
8.68
-6.28
1983
3.33 -3.72
9.91
-2.81
1982
20.74 -7.63
30.86
-1.48
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing