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

Period: January 1982 - September 2024 (~43 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Value Stock Geek Weird Portfolio
1.00$
Initial Capital
October 1994
12.21$
Final Capital
September 2024
8.70%
Yearly Return
10.92
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
October 1994
18.24$
Final Capital
September 2024
10.16%
Yearly Return
9.63
Std Deviation
-32.52%
Max Drawdown
40 months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
January 1982
58.86$
Final Capital
September 2024
10.00%
Yearly Return
10.55
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
January 1982
96.72$
Final Capital
September 2024
11.29%
Yearly Return
9.89
Std Deviation
-32.52%
Max Drawdown
40 months
Recovery Period

The Value Stock Geek Weird Portfolio obtained a 8.70% compound annual return, with a 10.92% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 10.16% compound annual return, with a 9.63% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1982 - 30 September 2024 (~43 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
Weird Portfolio
Value Stock Geek 		11.87 2.85 10.77 27.38 5.84 6.62 8.70 10.00
Stocks/Bonds 60/40 Momentum 19.70 2.38 7.41 31.85 7.75 8.92 10.16 11.29
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Value Stock Geek Weird Portfolio: an investment of 1$, since October 1994, now would be worth 12.21$, with a total return of 1120.81% (8.70% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since October 1994, now would be worth 18.24$, with a total return of 1723.56% (10.16% annualized).


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Value Stock Geek Weird Portfolio: an investment of 1$, since January 1982, now would be worth 58.86$, with a total return of 5786.28% (10.00% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 96.72$, with a total return of 9571.60% (11.29% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1982 - 30 September 2024 (~43 years)
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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 (%) 27.38 31.85
Infl. Adjusted Return (%) 24.39 28.75
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 (%) 13.99 10.60
Sharpe Ratio 1.57 2.50
Sortino Ratio 2.22 3.18
Ulcer Index 1.80 1.31
Ratio: Return / Standard Deviation 1.96 3.00
Ratio: Return / Deepest Drawdown 6.64 7.28
Metrics calculated over the period 1 October 2023 - 30 September 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 (%) 5.84 7.75
Infl. Adjusted Return (%) 1.59 3.43
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 (%) 14.37 12.88
Sharpe Ratio 0.25 0.43
Sortino Ratio 0.35 0.58
Ulcer Index 10.30 11.57
Ratio: Return / Standard Deviation 0.41 0.60
Ratio: Return / Deepest Drawdown 0.24 0.32
Metrics calculated over the period 1 October 2019 - 30 September 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 (%) 6.62 8.92
Infl. Adjusted Return (%) 3.66 5.90
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 (%) 11.54 10.47
Sharpe Ratio 0.44 0.71
Sortino Ratio 0.61 0.95
Ulcer Index 7.62 8.37
Ratio: Return / Standard Deviation 0.57 0.85
Ratio: Return / Deepest Drawdown 0.27 0.37
Metrics calculated over the period 1 October 2014 - 30 September 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 (%) 8.70 10.16
Infl. Adjusted Return (%) 6.03 7.46
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 9.63
Sharpe Ratio 0.59 0.82
Sortino Ratio 0.78 1.07
Ulcer Index 6.62 8.22
Ratio: Return / Standard Deviation 0.80 1.06
Ratio: Return / Deepest Drawdown 0.26 0.31
Metrics calculated over the period 1 October 1994 - 30 September 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 (%) 10.00 11.29
Infl. Adjusted Return (%) 6.94 8.19
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 (%) 10.55 9.89
Sharpe Ratio 0.61 0.78
Sortino Ratio 0.82 1.04
Ulcer Index 5.95 7.35
Ratio: Return / Standard Deviation 0.95 1.14
Ratio: Return / Deepest Drawdown 0.30 0.35
Metrics calculated over the period 1 January 1982 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1982 - 30 September 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 September 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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Weird Portfolio Stocks/Bonds 60/40 Momentum
Year Return Drawdown Return Drawdown
2024
 11.87% -4.13% 19.70% -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%