Value Stock Geek Weird vs Stocks/Bonds 80/20 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 80/20 Momentum Portfolio
1.00$
Initial Capital
October 1994
27.86$
Final Capital
September 2024
11.73%
Yearly Return
12.45
Std Deviation
-43.61%
Max Drawdown
52 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 80/20 Momentum Portfolio
1.00$
Initial Capital
January 1982
161.39$
Final Capital
September 2024
12.63%
Yearly Return
12.56
Std Deviation
-43.61%
Max Drawdown
52 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 80/20 Momentum Portfolio obtained a 11.73% compound annual return, with a 12.45% 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 80/20 Momentum 24.73 2.68 8.01 38.89 10.15 11.20 11.73 12.63
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 80/20 Momentum Portfolio: an investment of 1$, since October 1994, now would be worth 27.86$, with a total return of 2685.56% (11.73% 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 80/20 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 161.39$, with a total return of 16038.60% (12.63% 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 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 27.38 38.89
Infl. Adjusted Return (%) 24.39 35.63
DRAWDOWN
Deepest Drawdown Depth (%) -4.13 -4.94
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -4.13 -4.94
Start to Recovery (months) 4 3
Longest Negative Period (months) 6 2
RISK INDICATORS
Standard Deviation (%) 13.99 12.72
Sharpe Ratio 1.57 2.64
Sortino Ratio 2.22 3.40
Ulcer Index 1.80 1.49
Ratio: Return / Standard Deviation 1.96 3.06
Ratio: Return / Deepest Drawdown 6.64 7.87
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Weird Portfolio Stocks/Bonds 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.84 10.15
Infl. Adjusted Return (%) 1.59 5.73
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -27.23
Start to Recovery (months) 33 32
Longest Drawdown Depth (%) -24.18 -27.23
Start to Recovery (months) 33 32
Longest Negative Period (months) 47 39
RISK INDICATORS
Standard Deviation (%) 14.37 15.95
Sharpe Ratio 0.25 0.50
Sortino Ratio 0.35 0.68
Ulcer Index 10.30 12.99
Ratio: Return / Standard Deviation 0.41 0.64
Ratio: Return / Deepest Drawdown 0.24 0.37
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Weird Portfolio Stocks/Bonds 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.62 11.20
Infl. Adjusted Return (%) 3.66 8.12
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -27.23
Start to Recovery (months) 33 32
Longest Drawdown Depth (%) -24.18 -27.23
Start to Recovery (months) 33 32
Longest Negative Period (months) 47 39
RISK INDICATORS
Standard Deviation (%) 11.54 13.10
Sharpe Ratio 0.44 0.74
Sortino Ratio 0.61 1.00
Ulcer Index 7.62 9.46
Ratio: Return / Standard Deviation 0.57 0.86
Ratio: Return / Deepest Drawdown 0.27 0.41
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Weird Portfolio Stocks/Bonds 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.70 11.73
Infl. Adjusted Return (%) 6.03 8.99
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -43.61
Start to Recovery (months) 29 52
Longest Drawdown Depth (%) -24.18 -32.75
Start to Recovery (months) 33 52
Longest Negative Period (months) 47 112
RISK INDICATORS
Standard Deviation (%) 10.92 12.45
Sharpe Ratio 0.59 0.76
Sortino Ratio 0.78 1.00
Ulcer Index 6.62 11.97
Ratio: Return / Standard Deviation 0.80 0.94
Ratio: Return / Deepest Drawdown 0.26 0.27
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Weird Portfolio Stocks/Bonds 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 10.00 12.63
Infl. Adjusted Return (%) 6.94 9.49
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -43.61
Start to Recovery (months) 29 52
Longest Drawdown Depth (%) -24.18 -32.75
Start to Recovery (months) 33 52
Longest Negative Period (months) 47 112
RISK INDICATORS
Standard Deviation (%) 10.55 12.56
Sharpe Ratio 0.61 0.72
Sortino Ratio 0.82 0.96
Ulcer Index 5.95 10.61
Ratio: Return / Standard Deviation 0.95 1.01
Ratio: Return / Deepest Drawdown 0.30 0.29
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 80/20 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.61 52 Nov 2007
Feb 2012
-32.97 29 Nov 2007
Mar 2010
-32.75 52 Sep 2000
Dec 2004
-27.23 32 Nov 2021
Jun 2024
-24.18 33 Jan 2022
Sep 2024
-14.33 5 Feb 2020
Jun 2020
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.46 9 Oct 2018
Jun 2019
-9.24 3 Aug 1998
Oct 1998
-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
-6.89 6 May 2013
Oct 2013

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Weird Portfolio Stocks/Bonds 80/20 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.61 52 Nov 2007
Feb 2012
-32.97 29 Nov 2007
Mar 2010
-32.75 52 Sep 2000
Dec 2004
-27.23 32 Nov 2021
Jun 2024
-25.63 21 Sep 1987
May 1989
-24.18 33 Jan 2022
Sep 2024
-16.24 18 Dec 1989
May 1991
-14.33 5 Feb 2020
Jun 2020
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.71 14 Sep 1987
Oct 1988
-12.46 9 Oct 2018
Jun 2019
-10.02 6 Aug 1990
Jan 1991
-9.41 16 Jul 1983
Oct 1984
-9.24 3 Aug 1998
Oct 1998

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 80/20 Momentum
Year Return Drawdown Return Drawdown
2024
 11.87% -4.13% 24.73% -4.94%
2023
 10.94% -12.66% 8.40% -5.89%
2022
 -18.17% -24.18% -17.23% -24.45%
2021
 14.49% -3.51% 10.32% -3.67%
2020
 10.52% -13.36% 25.42% -14.33%
2019
 21.93% -1.68% 23.57% -1.46%
2018
 -8.01% -8.66% -1.35% -12.46%
2017
 14.20% -0.31% 30.71% 0.00%
2016
 10.34% -6.58% 4.51% -3.62%
2015
 -1.57% -7.20% 7.25% -6.22%
2014
 11.39% -5.08% 12.86% -3.39%
2013
 5.71% -6.89% 27.24% -2.48%
2012
 13.28% -4.45% 12.58% -5.19%
2011
 7.07% -5.96% 6.33% -10.88%
2010
 22.57% -4.90% 15.66% -9.31%
2009
 19.50% -17.34% 14.68% -16.18%
2008
 -15.22% -24.57% -31.40% -32.66%
2007
 4.32% -4.58% 15.50% -1.97%
2006
 21.26% -3.05% 9.30% -2.94%
2005
 13.51% -2.30% 15.79% -1.04%
2004
 20.31% -7.32% 14.21% -2.13%
2003
 32.68% -1.93% 21.59% -3.04%
2002
 7.55% -8.65% -8.17% -17.08%
2001
 4.90% -4.41% -12.19% -20.18%
2000
 11.88% -2.51% -5.41% -9.70%
1999
 2.11% -4.11% 32.18% -1.61%
1998
 -0.30% -13.23% 40.72% -9.24%
1997
 4.80% -3.83% 31.37% -4.22%
1996
 10.07% -2.17% 24.58% -3.09%
1995
 14.94% -1.53% 37.49% 0.00%
1994
 -4.11% -7.57% -1.40% -6.80%
1993
 21.05% -2.35% 12.52% -1.57%
1992
 10.23% -2.71% 4.88% -2.94%
1991
 18.76% -2.61% 32.57% -3.31%
1990
 -10.86% -16.22% 2.93% -10.02%
1989
 13.23% -1.43% 36.94% -1.39%
1988
 12.98% -1.18% 7.13% -4.35%
1987
 8.44% -12.71% 2.18% -25.63%
1986
 28.08% -2.01% 21.18% -6.69%
1985
 30.14% -1.95% 30.36% -2.61%
1984
 5.34% -5.43% 2.34% -8.41%
1983
 16.56% -1.96% 14.60% -3.36%
1982
 23.60% -8.30% 30.58% -3.58%