Data Source: from February 2015 to September 2021

Last Update: 30 September 2021

The Developed World ex-US Stocks Momentum Portfolio is exposed for 100% on the Stock Market.

It's a Very High Risk portfolio and it can be replicated with 1 ETF.

In 2020, the portfolio granted a 1.17% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Momentum Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Developed World ex-US Stocks Momentum Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The Developed World ex-US Stocks Momentum Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 % IMTM iShares MSCI Intl Momentum Factor ETF Equity, EAFE, Large Cap
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Developed World ex-US Stocks Momentum Portfolio guaranteed the following returns.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*)
Developed World ex-US Stocks Momentum Portfolio -3.69 -1.55 +2.07 +13.39 +9.54 +9.82
Components
IMTM
iShares MSCI Intl Momentum Factor ETF
-3.69 -1.55 +2.07 +13.39 +9.54 +9.82
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Momentum Portfolio: Dividend Yield page.

Historical Returns

Developed World ex-US Stocks Momentum Portfolio - Historical returns and stats.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-3.69%
-3.69%
Sep 2021 - Sep 2021
0 - 1
3M
-1.55%
-3.69%
Sep 2021 - Sep 2021
2 - 1
6M
+2.07%
-3.69%
Sep 2021 - Sep 2021
4 - 2
YTD
+1.94%
-3.69%
Sep 2021 - Sep 2021
6 - 3
1Y
+13.39%
12.49%
-3.69%
Sep 2021 - Sep 2021
8 - 4
3Y
+9.54%
annualized
15.21%
-15.97%
Feb 2020 - Mar 2020
23 - 13
5Y
+9.82%
annualized
13.00%
-19.22%
Feb 2018 - Dec 2018
39 - 21
MAX
01 Feb 2015
+7.75%
annualized
12.43%
-19.22%
Feb 2018 - Dec 2018
49 - 31
* Annualized St.Dev. of monthly returns

Similar portfolios, ordered by 5 Years annualized return.

These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Developed World ex-US Stocks Momentum
+9.82% -19.22% 100 0 0
Developed World ex-US Stocks
+9.20% -24.15% 100 0 0 Compare

Best Classic Portfolios, with Very High Risk, ordered by 5 Years annualized return.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Technology
+25.65% -16.96% 100 0 0 Compare
US Stocks
+16.88% -20.84% 100 0 0 Compare
Warren Buffett
+15.75% -17.49% 90 10 0 Compare
Stocks/Bonds 80/20
+14.13% -16.53% 80 20 0 Compare
All Country World Stocks
+13.30% -22.15% 100 0 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Developed World ex-US Stocks Momentum Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.10% +43.71%
Apr 2020 - Mar 2021
-14.30%
Jan 2018 - Dec 2018
30.43%
2 Years
+8.25% +23.32%
Jan 2019 - Dec 2020
-4.95%
Apr 2018 - Mar 2020
5.26%
3 Years
+7.05% +11.51%
Sep 2018 - Aug 2021
+1.39%
Apr 2017 - Mar 2020
0.00%
5 Years
+7.97% +11.58%
Mar 2016 - Feb 2021
+1.53%
Apr 2015 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Developed World ex-US Stocks Momentum Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Developed World ex-US Stocks Momentum Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
2.33
67%
-0.84
57%
-0.01
71%
2.94
100%
1.09
57%
1.49
71%
1.51
71%
-0.29
43%
-0.62
43%
-1.34
50%
1.15
33%
0.89
67%
Best
Year
6.8
2019
3.7
2015
4.9
2016
7.0
2020
6.8
2020
6.5
2019
5.0
2020
3.4
2020
3.5
2017
4.8
2015
9.4
2020
5.6
2020
Worst
Year
-4.2
2016
-7.0
2020
-9.7
2020
0.7
2018
-2.4
2019
-2.0
2018
-1.3
2019
-6.2
2015
-5.4
2015
-9.8
2018
-2.5
2016
-5.8
2018
Statistics calculated for the period Feb 2015 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Developed World ex-US Stocks Momentum Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+1.94% -1.0 0.4 0.5 3.8 1.7 -1.8 1.2 1.0 -3.7
2020
+22.16% 1.0 -7.0 -9.7 7.0 6.8 4.6 5.0 3.4 -0.2 -3.7 9.4 5.6
2019
+24.51% 6.8 2.6 1.9 1.6 -2.4 6.5 -1.3 -0.2 0.4 2.4 1.1 3.1
2018
-14.30% 6.1 -4.6 -0.9 0.7 -0.5 -2.0 1.5 -0.4 1.6 -9.8 -0.3 -5.8
2017
+25.46% 5.2 0.5 3.1 1.2 2.8 1.3 2.8 0.7 3.5 2.1 -0.7 0.7
2016
+0.47% -4.2 -1.5 4.9 3.0 0.8 1.0 2.0 -0.3 -0.6 -3.9 -2.5 2.2
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