80/20 Portfolio
Apr 10, 2007 – Nov 12, 2026, Rebalanced annually, BND starts Apr 10, 2007
| Final balance | CAGR | Max drawdown | Sharpe ratio | |
|---|---|---|---|---|
| 80/20 | $58,232 | +9.41% | −45.26% | 0.66 |
| S&P 500 | $74,751 | +10.81% | −55.19% | 0.62 |
| Final balance | CAGR | Max drawdown | Sharpe ratio | |
|---|---|---|---|---|
| 80/20 | $58,232 | +9.41% | −45.26% | 0.66 |
| S&P 500 | $74,751 | +10.81% | −55.19% | 0.62 |
| 80/20 | S&P 500 | |
|---|---|---|
| Final balance | $58,232 | $74,751 |
| CAGR | +9.41% | +10.81% |
| Max drawdown | −45.26% | −55.19% |
| Sharpe ratio | 0.66 | 0.62 |
Loading the growth chart…
Growth of $10,000
Key metrics
| Return | 80/20 | S&P 500 |
|---|---|---|
| Final balance | $58,232 | $74,751 |
| Total return | +482.32% | +647.51% |
| CAGR | +9.41% | +10.81% |
| Calendar years | 80/20 | S&P 500 |
|---|---|---|
| Best year | +26.34% | +32.31% |
| Worst year | −28.22% | −36.80% |
| Positive years | 15 of 18 | 15 of 18 |
| Risk | 80/20 | S&P 500 |
|---|---|---|
| Max drawdown | −45.26% | −55.19% |
| Longest drawdown | 3.3 years | 4.9 years |
| Volatility (daily, annualized) | 15.52% | 19.62% |
| Risk-adjusted | 80/20 | S&P 500 |
|---|---|---|
| Sharpe ratio | 0.66 | 0.62 |
| Sortino ratio | 0.92 | 0.88 |
| Calmar ratio | 0.21 | 0.20 |
Annual returns
| Year | 80/20 | S&P 500 |
|---|---|---|
| 2017 | +17.68% | +21.71% |
| 2018 | −4.21% | −4.57% |
| 2019 | +26.30% | +31.22% |
| 2020 | +18.40% | +18.33% |
| 2021 | +20.17% | +28.73% |
| 2022 | −18.24% | −18.18% |
| 2023 | +21.97% | +26.18% |
| 2024 | +19.32% | +24.89% |
| 2025 | +15.10% | +17.72% |
| 2026 to Nov 12 | +9.41% | +11.89% |
Worst drawdowns
| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −45.3% | Oct 2007 | Mar 2009 | Jan 2011 | 3.3 years |
| −28.5% | Feb 2020 | Mar 2020 | Aug 2020 | 6 months |
| −23.4% | Dec 2021 | Oct 2022 | Jan 2024 | 2.1 years |
| −16.2% | Sep 2018 | Dec 2018 | Apr 2019 | 6 months |
| −15.5% | Jul 2011 | Oct 2011 | Feb 2012 | 7 months |
About the 80/20 Portfolio
The 80/20 portfolio holds 80% stocks and 20% bonds. It's usually aimed at investors with decades to go, who can live with bigger drops in exchange for more growth.
Next to the 60/40, it gained more in most good years and fell further in every bad one.
Its worst fall took 3.3 years to recover, and it beat the S&P 500 in 5 of 18 full years.
Daily closes with dividends reinvested and fund fees included, before taxes and trading costs.