Saying a portfolio allocation of 100% stocks 0% bonds outperformed 60/40 during ... | Hacker News

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		teej on Jan 16, 2019 \| parent \| context \| favorite \| on: John C. Bogle Has Died Saying a portfolio allocation of 100% stocks 0% bonds outperformed 60/40 during the longest bull run in history is shortsighted. Here's a more thorough analysis - https://finpage.blog/2017/01/04/three-fund-portfolio-2016-up...

robnagler on Jan 17, 2019 [–]

It's interesting that the 20y compound return are pretty close. I don't understand the STDev value in the tables, and it is not explained. Is that the the standard deviation of the annual returns?

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