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

Simulation Settings
Period: January 1982 - November 2024 (~43 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1982)
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
December 1994
12.71$
Final Capital
November 2024
8.84%
Yearly Return
10.92%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1982
59.05$
Final Capital
November 2024
9.97%
Yearly Return
10.54%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
December 1994
19.15$
Final Capital
November 2024
10.34%
Yearly Return
9.64%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1982
100.51$
Final Capital
November 2024
11.34%
Yearly Return
9.90%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period

As of November 2024, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.84% compound annual return, with a 10.92% standard deviation. It suffered a maximum drawdown of -32.97% that required 29 months to be recovered.

As of November 2024, in the previous 30 Years, the Stocks/Bonds 60/40 Momentum Portfolio obtained a 10.34% compound annual return, with a 9.64% standard deviation. It suffered a maximum drawdown of -32.52% that required 40 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Value Stock Geek Weird Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
SCZ
iShares MSCI EAFE Small-Cap
20.00
VNQ
Vanguard Real Estate
20.00
TLT
iShares 20+ Year Treasury Bond
20.00
GLD
SPDR Gold Trust
Stocks/Bonds 60/40 Momentum Portfolio
Weight
(%)		 ETF
Ticker		 Name
60.00
MTUM
iShares Edge MSCI USA Momentum Fctr
40.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Nov 30, 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 - 30 November 2024 (~43 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_value_stock_geek.webp Weird Portfolio
Value Stock Geek 		12.23 2.65 11.70 21.02 5.55 6.19 8.84 9.97
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40 Momentum
-- Market Benchmark 		24.39 4.94 12.22 29.72 8.04 8.87 10.34 11.34
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

Value Stock Geek Weird Portfolio: an investment of 1$, since December 1994, now would be worth 12.71$, with a total return of 1170.82% (8.84% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since December 1994, now would be worth 19.15$, with a total return of 1814.54% (10.34% annualized).


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Value Stock Geek Weird Portfolio: an investment of 1$, since January 1982, now would be worth 59.05$, with a total return of 5805.15% (9.97% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 100.51$, with a total return of 9950.75% (11.34% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1982 - 30 November 2024 (~43 years)
Swipe left to see all data
Weird Portfolio Stocks/Bonds 60/40 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 21.02 29.72
Infl. Adjusted Return (%) 17.81 26.27
DRAWDOWN
Deepest Drawdown Depth (%) -4.13 -4.38
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -4.13 -4.38
Start to Recovery (months) 4 3
Longest Negative Period (months) 6 2
RISK INDICATORS
Standard Deviation (%) 12.41 9.47
Sharpe Ratio 1.27 2.59
Sortino Ratio 1.77 3.13
Ulcer Index 1.78 1.26
Ratio: Return / Standard Deviation 1.69 3.14
Ratio: Return / Deepest Drawdown 5.10 6.79
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Weird Portfolio Stocks/Bonds 60/40 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.55 8.04
Infl. Adjusted Return (%) 1.32 3.70
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -24.21
Start to Recovery (months) 33 32
Longest Drawdown Depth (%) -24.18 -24.21
Start to Recovery (months) 33 32
Longest Negative Period (months) 47 40
RISK INDICATORS
Standard Deviation (%) 14.44 13.03
Sharpe Ratio 0.23 0.44
Sortino Ratio 0.31 0.60
Ulcer Index 10.30 11.57
Ratio: Return / Standard Deviation 0.38 0.62
Ratio: Return / Deepest Drawdown 0.23 0.33
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Weird Portfolio Stocks/Bonds 60/40 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.19 8.87
Infl. Adjusted Return (%) 3.17 5.77
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -24.21
Start to Recovery (months) 33 32
Longest Drawdown Depth (%) -24.18 -24.21
Start to Recovery (months) 33 32
Longest Negative Period (months) 47 40
RISK INDICATORS
Standard Deviation (%) 11.56 10.54
Sharpe Ratio 0.40 0.69
Sortino Ratio 0.55 0.93
Ulcer Index 7.63 8.37
Ratio: Return / Standard Deviation 0.54 0.84
Ratio: Return / Deepest Drawdown 0.26 0.37
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Weird Portfolio Stocks/Bonds 60/40 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.84 10.34
Infl. Adjusted Return (%) 6.16 7.62
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -32.52
Start to Recovery (months) 29 40
Longest Drawdown Depth (%) -24.18 -21.14
Start to Recovery (months) 33 41
Longest Negative Period (months) 47 53
RISK INDICATORS
Standard Deviation (%) 10.92 9.64
Sharpe Ratio 0.60 0.83
Sortino Ratio 0.79 1.10
Ulcer Index 6.62 8.22
Ratio: Return / Standard Deviation 0.81 1.07
Ratio: Return / Deepest Drawdown 0.27 0.32
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Weird Portfolio Stocks/Bonds 60/40 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.97 11.34
Infl. Adjusted Return (%) 6.91 8.24
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -32.52
Start to Recovery (months) 29 40
Longest Drawdown Depth (%) -24.18 -21.14
Start to Recovery (months) 33 41
Longest Negative Period (months) 47 53
RISK INDICATORS
Standard Deviation (%) 10.54 9.90
Sharpe Ratio 0.60 0.78
Sortino Ratio 0.81 1.04
Ulcer Index 5.94 7.33
Ratio: Return / Standard Deviation 0.95 1.15
Ratio: Return / Deepest Drawdown 0.30 0.35
Metrics calculated over the period 1 January 1982 - 30 November 2024
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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 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1982 - 30 November 2024 (~43 years)

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Weird Portfolio Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.97 29 Nov 2007
Mar 2010
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-24.18 33 Jan 2022
Sep 2024
-21.14 41 Sep 2000
Jan 2004
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-10.73 5 Feb 2020
Jun 2020
-9.29 9 Oct 2018
Jun 2019
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-7.32 6 Apr 2004
Sep 2004
-7.20 14 Feb 2015
Mar 2016
-7.14 9 May 2011
Jan 2012
-6.89 6 May 2013
Oct 2013

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Weird Portfolio Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.97 29 Nov 2007
Mar 2010
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-24.18 33 Jan 2022
Sep 2024
-21.14 41 Sep 2000
Jan 2004
-20.08 21 Sep 1987
May 1989
-16.24 18 Dec 1989
May 1991
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.71 14 Sep 1987
Oct 1988
-10.73 5 Feb 2020
Jun 2020
-9.29 9 Oct 2018
Jun 2019
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-8.30 8 Jan 1982
Aug 1982

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 1982 - 30 November 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.

Swipe left to see all data
Weird Portfolio Stocks/Bonds 60/40 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 12.23 -4.13 24.39 -4.38
2023
 10.94 -12.66 7.65 -5.48
2022
 -18.17 -24.18 -16.20 -21.97
2021
 14.49 -3.51 7.27 -2.88
2020
 10.52 -13.36 20.99 -10.73
2019
 21.93 -1.68 19.89 -0.92
2018
 -8.01 -8.66 -1.04 -9.29
2017
 14.20 -0.31 23.93 0.00
2016
 10.34 -6.58 4.01 -3.57
2015
 -1.57 -7.20 5.58 -4.61
2014
 11.39 -5.08 11.10 -2.40
2013
 5.71 -6.89 19.91 -2.13
2012
 13.28 -4.45 10.22 -3.51
2011
 7.07 -5.96 6.73 -7.14
2010
 22.57 -4.90 13.29 -6.43
2009
 19.50 -17.34 11.92 -12.79
2008
 -15.22 -24.57 -21.83 -24.08
2007
 4.32 -4.58 13.35 -1.41
2006
 21.26 -3.05 8.04 -2.23
2005
 13.51 -2.30 12.44 -0.99
2004
 20.31 -7.32 11.72 -2.06
2003
 32.68 -1.93 17.18 -1.95
2002
 7.55 -8.65 -4.07 -11.25
2001
 4.90 -4.41 -7.04 -13.57
2000
 11.88 -2.51 -1.21 -6.50
1999
 2.11 -4.11 23.95 -1.65
1998
 -0.30 -13.23 32.69 -6.78
1997
 4.80 -3.83 25.89 -3.48
1996
 10.07 -2.17 19.33 -2.32
1995
 14.94 -1.53 32.67 0.00
1994
 -4.11 -7.57 -1.72 -6.35
1993
 21.05 -2.35 11.81 -0.99
1992
 10.23 -2.71 5.45 -2.52
1991
 18.76 -2.61 28.24 -2.57
1990
 -10.86 -16.22 4.36 -7.66
1989
 13.23 -1.43 31.11 -1.20
1988
 12.98 -1.18 7.18 -3.36
1987
 8.44 -12.71 2.02 -20.08
1986
 28.08 -2.01 19.66 -5.55
1985
 30.14 -1.95 28.33 -1.52
1984
 5.34 -5.43 5.51 -7.11
1983
 16.56 -1.96 12.26 -3.09
1982
 23.60 -8.30 30.72 -2.23
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Mastering ETF Investing
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with Lazy Portfolios and Passive Investing
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English book
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Italian book