Value Stock Geek Weird vs Stocks/Bonds 60/40 Portfolio Comparison

Period: January 1975 - August 2024 (~50 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Value Stock Geek Weird Portfolio
1.00$
Initial Capital
September 1994
11.77$
Final Capital
August 2024
8.56%
Yearly Return
10.92
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
September 1994
11.54$
Final Capital
August 2024
8.49%
Yearly Return
9.63
Std Deviation
-30.55%
Max Drawdown
36 months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
January 1975
189.54$
Final Capital
August 2024
11.14%
Yearly Return
10.88
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
January 1975
126.87$
Final Capital
August 2024
10.24%
Yearly Return
10.06
Std Deviation
-30.55%
Max Drawdown
36 months
Recovery Period

The Value Stock Geek Weird Portfolio obtained a 8.56% compound annual return, with a 10.92% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Portfolio obtained a 8.49% compound annual return, with a 9.63% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1975 - 31 August 2024 (~50 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
Weird Portfolio
Value Stock Geek 		8.77 1.97 11.64 16.25 5.40 5.77 8.56 11.14
Stocks/Bonds 60/40 12.20 1.88 8.64 18.66 9.19 8.16 8.49 10.24
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Value Stock Geek Weird Portfolio: an investment of 1$, since September 1994, now would be worth 11.77$, with a total return of 1076.68% (8.56% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since September 1994, now would be worth 11.54$, with a total return of 1053.74% (8.49% annualized).


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Value Stock Geek Weird Portfolio: an investment of 1$, since January 1975, now would be worth 189.54$, with a total return of 18853.78% (11.14% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1975, now would be worth 126.87$, with a total return of 12586.89% (10.24% annualized).


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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 1975 - 31 August 2024 (~50 years)
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Weird Portfolio Stocks/Bonds 60/40
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 16.25 18.66
Infl. Adjusted Return (%) 13.53 15.88
DRAWDOWN
Deepest Drawdown Depth (%) -8.45 -6.10
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -8.45 -6.10
Start to Recovery (months) 4 3
Longest Negative Period (months) 6 2
RISK INDICATORS
Standard Deviation (%) 16.02 11.19
Sharpe Ratio 0.68 1.19
Sortino Ratio 0.97 1.59
Ulcer Index 3.35 2.25
Ratio: Return / Standard Deviation 1.01 1.67
Ratio: Return / Deepest Drawdown 1.92 3.06
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Weird Portfolio Stocks/Bonds 60/40
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.40 9.19
Infl. Adjusted Return (%) 1.22 4.85
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -20.69
Start to Recovery (months) 32* 26
Longest Drawdown Depth (%) -24.18 -20.69
Start to Recovery (months) 32* 26
Longest Negative Period (months) 47 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 14.33 12.56
Sharpe Ratio 0.23 0.56
Sortino Ratio 0.31 0.74
Ulcer Index 10.30 7.86
Ratio: Return / Standard Deviation 0.38 0.73
Ratio: Return / Deepest Drawdown 0.22 0.44
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Weird Portfolio Stocks/Bonds 60/40
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.77 8.16
Infl. Adjusted Return (%) 2.87 5.20
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -20.69
Start to Recovery (months) 32* 26
Longest Drawdown Depth (%) -24.18 -20.69
Start to Recovery (months) 32* 26
Longest Negative Period (months) 47 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.66 10.27
Sharpe Ratio 0.37 0.65
Sortino Ratio 0.51 0.87
Ulcer Index 7.64 5.78
Ratio: Return / Standard Deviation 0.50 0.79
Ratio: Return / Deepest Drawdown 0.24 0.39
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Weird Portfolio Stocks/Bonds 60/40
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.56 8.49
Infl. Adjusted Return (%) 5.91 5.84
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -30.55
Start to Recovery (months) 29 36
Longest Drawdown Depth (%) -24.18 -21.56
Start to Recovery (months) 32* 41
Longest Negative Period (months) 47 110
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.92 9.63
Sharpe Ratio 0.57 0.64
Sortino Ratio 0.76 0.84
Ulcer Index 6.63 6.90
Ratio: Return / Standard Deviation 0.78 0.88
Ratio: Return / Deepest Drawdown 0.26 0.28
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Weird Portfolio Stocks/Bonds 60/40
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 11.14 10.24
Infl. Adjusted Return (%) 7.18 6.32
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -30.55
Start to Recovery (months) 29 36
Longest Drawdown Depth (%) -24.18 -21.56
Start to Recovery (months) 32* 41
Longest Negative Period (months) 47 110
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.88 10.06
Sharpe Ratio 0.63 0.60
Sortino Ratio 0.85 0.80
Ulcer Index 5.75 5.85
Ratio: Return / Standard Deviation 1.02 1.02
Ratio: Return / Deepest Drawdown 0.34 0.34
Metrics calculated over the period 1 January 1975 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1975 - 31 August 2024 (~50 years)

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Weird Portfolio Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.97 29 Nov 2007
Mar 2010
-30.55 36 Nov 2007
Oct 2010
-24.18 32* Jan 2022
In progress
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.29 6 Feb 2020
Jul 2020
-10.18 5 Jul 1998
Nov 1998
-9.00 9 May 2011
Jan 2012
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-8.38 7 Sep 2018
Mar 2019
-7.32 6 Apr 2004
Sep 2004
-7.20 14 Feb 2015
Mar 2016

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Weird Portfolio Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.97 29 Nov 2007
Mar 2010
-30.55 36 Nov 2007
Oct 2010
-24.18 32* Jan 2022
In progress
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-19.17 17 Sep 1987
Jan 1989
-16.24 18 Dec 1989
May 1991
-15.06 5 Feb 1980
Jun 1980
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.71 14 Sep 1987
Oct 1988
-12.29 6 Feb 2020
Jul 2020
-12.24 22 Dec 1980
Sep 1982
-10.18 5 Jul 1998
Nov 1998
-10.11 7 Jul 1975
Jan 1976

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 1975 - 31 August 2024 (~50 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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Weird Portfolio Stocks/Bonds 60/40
Year Return Drawdown Return Drawdown
2024
 8.77% -4.13% 12.20% -3.62%
2023
 10.94% -12.66% 17.79% -7.48%
2022
 -18.17% -24.18% -16.95% -20.69%
2021
 14.49% -3.51% 14.66% -3.24%
2020
 10.52% -13.36% 15.70% -12.29%
2019
 21.93% -1.68% 21.94% -3.41%
2018
 -8.01% -8.66% -3.17% -8.38%
2017
 14.20% -0.31% 14.15% 0.00%
2016
 10.34% -6.58% 8.71% -2.95%
2015
 -1.57% -7.20% 0.44% -5.24%
2014
 11.39% -5.08% 9.85% -1.50%
2013
 5.71% -6.89% 19.23% -2.27%
2012
 13.28% -4.45% 11.13% -3.54%
2011
 7.07% -5.96% 3.75% -9.00%
2010
 22.57% -4.90% 12.93% -7.13%
2009
 19.50% -17.34% 18.79% -11.70%
2008
 -15.22% -24.57% -19.44% -22.19%
2007
 4.32% -4.58% 5.99% -3.07%
2006
 21.26% -3.05% 11.12% -2.03%
2005
 13.51% -2.30% 4.74% -2.34%
2004
 20.31% -7.32% 9.37% -2.68%
2003
 32.68% -1.93% 20.04% -1.99%
2002
 7.55% -8.65% -8.98% -13.74%
2001
 4.90% -4.41% -3.21% -11.68%
2000
 11.88% -2.51% -1.79% -8.27%
1999
 2.11% -4.11% 13.98% -3.76%
1998
 -0.30% -13.23% 17.39% -10.18%
1997
 4.80% -3.83% 22.37% -3.12%
1996
 10.07% -2.17% 14.01% -3.33%
1995
 14.94% -1.53% 28.74% -0.20%
1994
 -4.11% -7.57% -1.16% -6.47%
1993
 21.05% -2.35% 10.25% -1.36%
1992
 10.23% -2.71% 8.32% -1.65%
1991
 18.76% -2.61% 25.53% -2.86%
1990
 -10.86% -16.22% -0.19% -8.52%
1989
 13.23% -1.43% 22.33% -1.36%
1988
 12.98% -1.18% 13.33% -2.24%
1987
 8.44% -12.71% 2.18% -19.17%
1986
 28.08% -2.01% 14.79% -5.58%
1985
 30.14% -1.95% 27.66% -2.15%
1984
 5.34% -5.43% 7.32% -6.58%
1983
 16.56% -1.96% 15.69% -2.85%
1982
 23.60% -8.30% 24.75% -4.29%
1981
 -2.54% -10.01% 1.27% -8.82%
1980
 16.86% -15.06% 21.05% -9.57%
1979
 40.61% -8.18% 16.69% -6.65%
1978
 20.11% -6.79% 5.53% -7.92%
1977
 16.95% -0.10% -1.60% -4.89%
1976
 23.87% -2.72% 21.38% -1.34%
1975
 18.84% -10.11% 25.64% -8.13%