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Stocks/Bonds 60/40 Portfolio

Last updated Nov 30, 2022

The 60/40 Portfolio is a simple, balanced portfolio with a 60% equity and 40% fixed income allocation.

Expense Ratio

Rank 13 of 54

0.03%
0.00%0.94%
Dividend Yield

Rank 34 of 54

1.94%
0.00%4.60%
10Y Annualized Return

Rank 19 of 54

9.42%
3.45%54.48%
Sharpe Ratio

Rank 26 of 54

-0.73
-1.210.45
Maximum Drawdown

Rank 20 of 54

-27.93%
-91.88%-19.55%

Stocks/Bonds 60/40 PortfolioAsset Allocation


BND 40%VTI 60%BondBondEquityEquity

Stocks/Bonds 60/40 PortfolioPerformance

The chart shows the growth of $10,000 invested in Stocks/Bonds 60/40 Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $28,287 for a total return of roughly 182.87%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-4.23%
-5.25%
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components

Stocks/Bonds 60/40 PortfolioReturns

As of Nov 30, 2022, the Stocks/Bonds 60/40 Portfolio returned -16.43% Year-To-Date and 9.42% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
Stocks/Bonds 60/40 Portfolio1.84%-4.30%-15.23%-13.93%6.29%8.14%
BND
Vanguard Total Bond Market ETF
2.55%-5.20%-13.08%-13.33%-0.01%0.95%
VTI
Vanguard Total Stock Market ETF
1.37%-4.07%-17.07%-14.85%9.77%12.57%

Stocks/Bonds 60/40 PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Stocks/Bonds 60/40 Portfolio Sharpe ratio is -0.73. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.91
-0.63
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components

Stocks/Bonds 60/40 PortfolioDividends

Stocks/Bonds 60/40 Portfolio granted a 1.94% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.94%1.54%1.80%2.27%2.53%2.25%2.43%2.56%2.57%2.61%3.19%3.29%3.47%

Stocks/Bonds 60/40 PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-15.60%
-17.49%
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components

Stocks/Bonds 60/40 PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Stocks/Bonds 60/40 Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Stocks/Bonds 60/40 Portfolio is 21.85%, recorded on Mar 23, 2020. It took 79 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.85%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-21.5%Dec 28, 2021202Oct 14, 2022
-11.55%Sep 21, 201865Dec 24, 201855Mar 15, 2019120
-10.8%Jul 8, 201161Oct 3, 201173Jan 18, 2012134
-8.71%Apr 26, 201049Jul 2, 201065Oct 5, 2010114
-8.2%Apr 27, 2015202Feb 11, 201642Apr 13, 2016244
-6.48%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-6.03%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-5.21%Apr 3, 201243Jun 4, 201244Aug 6, 201287
-4.92%May 22, 201323Jun 24, 201317Jul 18, 201340

Stocks/Bonds 60/40 PortfolioVolatility Chart

Current Stocks/Bonds 60/40 Portfolio volatility is 6.33%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovember
9.51%
13.39%
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components