The Developed World ex-US Stocks Momentum Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.
It's exposed for 100% on the Stock Market.
In the last 10 Years, the Developed World ex-US Stocks Momentum Portfolio obtained a 5.60% compound annual return, with a 12.70% standard deviation.
Asset Allocation and ETFs
The Developed World ex-US Stocks Momentum Portfolio has the following asset allocation:
The Developed World ex-US Stocks Momentum Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
100.00 % | IMTM | iShares MSCI Intl Momentum Factor ETF | Equity, EAFE, Large Cap |
Portfolio and ETF Returns
The Developed World ex-US Stocks Momentum Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
||||||
---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | |
Developed World ex-US Stocks Momentum Portfolio | -2.71 | -2.71 | -8.53 | -20.13 | -17.77 | 3.94 | 5.60 | |
US Inflation Adjusted return | -8.53 | -23.24 | -23.56 | 0.32 | 3.06 | |||
Components | ||||||||
IMTM iShares MSCI Intl Momentum Factor ETF |
-2.71 |
02:53PM Jul 05 2022 |
-2.71 | -8.53 | -20.13 | -17.77 | 3.94 | 5.60 |
US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46%
Portfolio Dividends
In 2021, the Developed World ex-US Stocks Momentum Portfolio granted a 5.51% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Momentum Portfolio: Dividend Yield page.
Historical Returns as of Jun 30, 2022
Historical returns and stats of Developed World ex-US Stocks Momentum Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-8.53
|
-8.53
|
-8.53
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-14.34
|
-15.45
|
-14.34
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-20.13
|
-23.24
|
-20.13
Jan 2022 - Jun 2022
|
2 - 4
|
|
YTD
|
-20.13
|
-23.24
|
-20.13
Jan 2022 - Jun 2022
|
2 - 4
|
|
1Y
|
-17.77
|
-23.56
|
15.63
|
-20.40
Nov 2021 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
3.19
|
-1.26
|
15.67
|
-20.40
Nov 2021 - Jun 2022
|
22 - 14
61% pos
|
5Y(*)
|
3.94
|
0.32
|
14.57
|
-20.40
Nov 2021 - Jun 2022
|
36 - 24
60% pos
|
10Y(*)
|
5.60
|
3.06
|
12.70
|
-20.40
Nov 2021 - Jun 2022
|
73 - 47
61% pos
|
MAX(*)
01 Aug 2009
|
5.34
|
2.88
|
14.98
|
-26.91
May 2011 - Sep 2011
|
92 - 63
59% pos
|
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 1351.74$, with a net total return of 35.17% (3.06% annualized).
The Inflation Adjusted Capital now would be 1442.46$, with a net total return of 44.25% (2.88% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-20.40% | Nov 2021 | Jun 2022 | 8 | in progress | 8 | |
-19.22% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
-16.18% | Jul 2014 | Feb 2016 | 20 | May 2017 | 15 | 35 |
-15.97% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-6.52% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-5.15% | Jan 2014 | Jan 2014 | 1 | Jun 2014 | 5 | 6 |
-3.90% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-3.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-1.80% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
-1.01% | Jan 2021 | Jan 2021 | 1 | Apr 2021 | 3 | 4 |
-0.73% | Nov 2017 | Nov 2017 | 1 | Jan 2018 | 2 | 3 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-26.91% | May 2011 | Sep 2011 | 5 | Apr 2013 | 19 | 24 |
-20.40% | Nov 2021 | Jun 2022 | 8 | in progress | 8 | |
-19.22% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
-16.18% | Jul 2014 | Feb 2016 | 20 | May 2017 | 15 | 35 |
-15.97% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-14.08% | Apr 2010 | Jun 2010 | 3 | Sep 2010 | 3 | 6 |
-7.18% | Jan 2010 | Jan 2010 | 1 | Mar 2010 | 2 | 3 |
-6.52% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-5.15% | Jan 2014 | Jan 2014 | 1 | Jun 2014 | 5 | 6 |
-3.90% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-3.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.43% | Nov 2010 | Nov 2010 | 1 | Dec 2010 | 1 | 2 |
-2.24% | Oct 2009 | Oct 2009 | 1 | Nov 2009 | 1 | 2 |
-1.80% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
-1.01% | Jan 2021 | Jan 2021 | 1 | Apr 2021 | 3 | 4 |
-0.73% | Nov 2017 | Nov 2017 | 1 | Jan 2018 | 2 | 3 |
-0.14% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 |
Rolling Returns ( more details)
Developed World ex-US Stocks Momentum Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
7.48 |
43.71 Apr 2020 - Mar 2021 |
-20.08 Jun 2011 - May 2012 |
36.11% |
2 Years |
6.59 |
23.33 Jan 2019 - Dec 2020 |
-7.65 Mar 2014 - Feb 2016 |
16.67% |
3 Years |
6.29 |
17.48 Jan 2019 - Dec 2021 |
-3.59 Dec 2013 - Nov 2016 |
7.50% |
5 Years |
5.75 |
11.76 Jan 2017 - Dec 2021 |
-0.70 Jan 2014 - Dec 2018 |
1.04% |
7 Years |
5.43 |
8.37 Oct 2011 - Sep 2018 |
2.14 Apr 2013 - Mar 2020 |
0.00% |
10 Years |
6.23 |
8.72 Oct 2011 - Sep 2021 |
3.50 Apr 2010 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Developed World ex-US Stocks Momentum Portfolio: Rolling Returns page.
Seasonality
Developed World ex-US Stocks Momentum Portfolio: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.31 62% |
0.21 69% |
1.02 69% |
1.73 77% |
-1.29 46% |
0.45 54% |
1.91 67% |
-0.88 46% |
0.47 54% |
0.79 62% |
0.26 38% |
1.48 69% |
Best Year |
6.8 2019 |
4.3 2014 |
8.8 2010 |
7.0 2020 |
6.7 2020 |
6.5 2019 |
11.2 2010 |
3.9 2009 |
12.4 2010 |
10.3 2011 |
9.4 2020 |
8.0 2010 |
Worst Year |
-7.2 2010 |
-7.0 2020 |
-9.7 2020 |
-8.0 2022 |
-11.7 2010 |
-8.5 2022 |
-2.8 2014 |
-10.0 2011 |
-13.8 2011 |
-9.8 2018 |
-4.6 2021 |
-5.8 2018 |
Monthly/Yearly Returns
Developed World ex-US Stocks Momentum Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-20.13 | -23.24 | -5.7 | -3.5 | 2.4 | -8.0 | 1.8 | -8.5 | ||||||
2021 |
+6.60 | -0.46 | -1.0 | 0.4 | 0.5 | 3.8 | 1.7 | -1.8 | 1.2 | 1.0 | -3.7 | 4.9 | -4.6 | 4.5 |
2020 |
+22.16 | +20.61 | 1.0 | -7.0 | -9.7 | 7.0 | 6.7 | 4.6 | 5.0 | 3.4 | -0.2 | -3.7 | 9.4 | 5.5 |
2019 |
+24.51 | +21.75 | 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 | -15.91 | 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 | +22.85 | 5.2 | 0.5 | 3.1 | 1.1 | 2.8 | 1.3 | 2.8 | 0.7 | 3.5 | 2.1 | -0.7 | 0.7 |
2016 |
+0.47 | -1.55 | -4.2 | -1.5 | 4.9 | 3.0 | 0.8 | 0.9 | 2.0 | -0.3 | -0.6 | -3.8 | -2.5 | 2.2 |
2015 |
-1.60 | -2.22 | 0.2 | 3.7 | 0.2 | 3.3 | -1.5 | 1.0 | -0.6 | -6.2 | -5.4 | 4.7 | -0.1 | -0.4 |
2014 |
-9.19 | -9.78 | -5.2 | 4.3 | -1.2 | -0.8 | 2.4 | 1.4 | -2.8 | 0.7 | -3.6 | -1.1 | -0.2 | -3.2 |
2013 |
+22.20 | +20.38 | 4.7 | 0.1 | 2.6 | 5.9 | -5.4 | -1.2 | 4.1 | -3.1 | 8.8 | 1.8 | 0.7 | 2.0 |
2012 |
+17.94 | +15.90 | 2.7 | 3.7 | 0.9 | 0.3 | -8.2 | 5.7 | 1.8 | 3.0 | 2.0 | 0.6 | 2.3 | 2.7 |
2011 |
-14.36 | -16.90 | 0.3 | 3.2 | -0.1 | 6.1 | -3.3 | -0.7 | -1.9 | -10.0 | -13.8 | 10.3 | -2.3 | -0.7 |
2010 |
+14.14 | +12.52 | -7.2 | 0.9 | 8.8 | -1.5 | -11.7 | -1.2 | 11.2 | -3.8 | 12.4 | 4.0 | -3.4 | 8.0 |
2009 |
- | - | 3.9 | 4.6 | -2.2 | 4.1 | 0.6 |
Portofolio Returns, up to January 2015, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- IMTM - iShares MSCI Intl Momentum Factor ETF: simulated historical serie, up to January 2015
Portfolio efficiency
Is the Developed World ex-US Stocks Momentum Portfolio actually efficient, compared to other Lazy Portfolios?
Similar portfolios
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns (click on ), you can get an idea of the risk you are facing implementing one of them.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Developed World ex-US Stocks Momentum |
-2.71 | +3.94 | -20.40 | 100 | 0 | 0 | ||
Developed World ex-US Stocks |
-2.35 | +2.71 | -24.14 | 100 | 0 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.
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Last update: Jul 05 2022, 03:00PM Eastern Time.