Data Source: from August 2009 to October 2022 (~13 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.22%
1 Day
Nov 29 2022, 04:00PM Eastern Time
8.65%
Current Month
November 2022

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 4.40% compound annual return, with a 13.27% standard deviation.

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 implemented 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 as of Oct 31, 2022

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
DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y MAX
(~13Y)
Developed World ex-US Stocks Momentum Portfolio 0.22 8.65 6.88 -10.69 -23.66 1.25 4.40 4.87
US Inflation Adjusted return 6.44 -13.35 -29.14 -2.51 1.79 2.33
Components
IMTM
iShares MSCI Intl Momentum Factor ETF
0.22 04:00PM
Nov 29 2022
8.65 6.88 -10.69 -23.66 1.25 4.40 4.87
Returns over 1 year are annualized | Available data source: since Aug 2009
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57%

Portfolio Metrics as of Oct 31, 2022

Metrics of Developed World ex-US Stocks Momentum Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Portfolio Metrics
Data Source: 1 August 2009 - 31 October 2022 (~13 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~13Y)
Portfolio
Return (%)
6.88 -6.98 -10.69 -23.66 1.32 1.25 4.40 4.87
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.48
Infl. Adjusted
Return (%)
6.44 -7.52 -13.35 -29.14 -3.51 -2.51 1.79 2.33
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 18.30 17.19 15.49 13.27 15.20
Sharpe Ratio -1.33 0.05 0.02 0.29 0.06
Sortino Ratio -1.99 0.07 0.02 0.39 0.08
MAXIMUM DRAWDOWN
Drawdown Depth (%) -28.57 -28.57 -28.57 -28.57 -28.57
Start (yyyy mm) 2021 11 2021 11 2021 11 2021 11 2021 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 11 11 11 11 11
Start to Recovery (# months) in progress
> 12
> 12
> 12
> 12
> 12
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 43.71 17.48 11.76 8.72
Worst Return (%) -25.04 -3.59 -0.70 3.50
% Positive Periods 62% 92% 99% 100%
MONTHS
Positive 1 1 3 5 22 34 71 94
Negative 0 2 3 7 14 26 49 65
% Positive 100% 33% 50% 42% 61% 57% 59% 59%
WITHDRAWAL RATES (WR)
Safe WR (%) 39.16 20.86 12.51 10.39
Perpetual WR (%) 0.00 0.00 1.76 2.28
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

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.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 2012, now would be worth 1538.32$, with a total return of 53.83% (4.40% annualized).

The Inflation Adjusted Capital now would be 1194.04$, with a net total return of 19.40% (1.79% annualized).
An investment of 1000$, since August 2009, now would be worth 1878.02$, with a total return of 87.80% (4.87% annualized).

The Inflation Adjusted Capital now would be 1357.11$, with a net total return of 35.71% (2.33% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-28.57% Nov 2021 Sep 2022 11 in progress 1 12
-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
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-28.57% Nov 2021 Sep 2022 11 in progress 1 12
-26.91% May 2011 Sep 2011 5 Apr 2013 19 24
-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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.70 43.71
Apr 2020 - Mar 2021
-25.04
Oct 2021 - Sep 2022
37.84%
2 Years
6.29 23.33
Jan 2019 - Dec 2020
-7.81
Oct 2020 - Sep 2022
18.38%
3 Years
6.16 17.48
Jan 2019 - Dec 2021
-3.59
Dec 2013 - Nov 2016
8.06%
5 Years
5.60 11.76
Jan 2017 - Dec 2021
-0.70
Jan 2014 - Dec 2018
1.00%
7 Years
5.37 8.37
Oct 2011 - Sep 2018
2.14
Apr 2013 - Mar 2020
0.00%
10 Years
6.07 8.72
Oct 2011 - Sep 2021
3.50
Apr 2010 - 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

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

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

For further information about the seasonality, check the Asset Class Seasonality page.
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
Gain Frequency
1.45
60%
-2.41
40%
-1.17
60%
1.02
80%
1.48
60%
-0.26
40%
1.90
80%
-0.15
40%
-2.14
40%
0.16
60%
0.98
40%
1.60
80%
 Capital Growth on monthly avg returns
100
101.45
99.00
97.84
98.84
100.30
100.04
101.94
101.78
99.60
99.76
100.74
102.36
Best 6.8
2019
2.6
2019
2.4
2022
7.0
2020
6.7
2020
6.5
2019
5.0
2020
3.4
2020
1.6
2018
6.9
2022
9.4
2020
5.5
2020
Worst -5.7
2022
-7.0
2020
-9.7
2020
-8.0
2022
-2.4
2019
-8.5
2022
-1.3
2019
-4.5
2022
-8.8
2022
-9.8
2018
-4.6
2021
-5.8
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
Gain Frequency
0.81
60%
-0.50
60%
0.37
70%
1.77
80%
0.64
60%
0.21
60%
1.50
70%
-0.90
40%
-0.80
40%
0.46
60%
0.51
40%
1.14
70%
 Capital Growth on monthly avg returns
100
100.81
100.31
100.68
102.46
103.12
103.34
104.88
103.94
103.11
103.58
104.11
105.29
Best 6.8
2019
4.3
2014
4.9
2016
7.0
2020
6.7
2020
6.5
2019
5.0
2020
3.4
2020
8.8
2013
6.9
2022
9.4
2020
5.5
2020
Worst -5.7
2022
-7.0
2020
-9.7
2020
-8.0
2022
-5.4
2013
-8.5
2022
-2.8
2014
-6.2
2015
-8.8
2022
-9.8
2018
-4.6
2021
-5.8
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
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
Gain Frequency
0.31
62%
0.21
69%
1.02
69%
1.73
77%
-1.29
46%
0.45
54%
2.00
69%
-1.14
43%
-0.20
50%
1.22
64%
0.26
38%
1.48
69%
 Capital Growth on monthly avg returns
100
100.31
100.52
101.54
103.30
101.96
102.43
104.48
103.29
103.09
104.35
104.62
106.16
Best 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 -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 Seasonality over the period Aug 2009 - Oct 2022

Monthly/Yearly Returns

Developed World ex-US Stocks Momentum Portfolio data source starts from August 2009: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Aug 2009 - Oct 2022
94 Positive Months (59%) - 65 Negative Months (41%)
MONTHLY RETURNS TABLE
Aug 2009 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-23.39 -28.33 -5.7 -3.5 2.4 -8.0 1.8 -8.5 3.1 -4.5 -8.8 6.9
2021
+6.60 -0.41 -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 +20.51 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 +21.72 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 -15.90 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 +22.87 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 -1.57 -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 -2.31 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 -9.87 -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 +20.39 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 +15.92 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 -16.82 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 +12.45 -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

Compared to the Developed World ex-US Stocks Momentum Portfolio, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 with Bitcoin
+18.98 37.61 -22.56 59 39 2
Stocks/Bonds 40/60 with Bitcoin
+16.86 38.29 -22.55 39 59 2
Golden Butterfly with Bitcoin
+16.85 39.17 -23.09 40 40 20
All Weather Portfolio with Bitcoin
Ray Dalio
+15.91 39.93 -23.45 30 55 15
Desert Portfolio with Bitcoin
Gyroscopic Investing
+15.87 38.89 -23.13 30 60 10
Permanent Portfolio with Bitcoin
Harry Browne
+15.53 40.60 -23.85 25 50 25
Cape US Sector Value
Robert Shiller
+14.69 14.97 -21.00 100 0 0
US Stocks
+12.41 14.88 -24.81 100 0 0
US Stocks Equal Weight
+12.29 15.72 -26.65 100 0 0
Warren Buffett Portfolio
Warren Buffett
+11.52 13.12 -23.08 90 10 0
Stocks/Bonds 80/20 Momentum
+11.47 12.32 -27.23 80 20 0
US Stocks Minimum Volatility
+11.43 11.93 -19.06 100 0 0
US Stocks Value
+10.86 14.93 -26.06 100 0 0
US Stocks ESG
+10.70 15.51 -27.79 100 0 0
Stocks/Bonds 80/20
+10.17 12.12 -22.75 80 20 0
Simple Path to Wealth
JL Collins
+9.60 11.44 -22.24 75 25 0
Sheltered Sam 100/0
Bill Bernstein
+9.26 14.10 -25.40 97 0 3
Stocks/Bonds 60/40 Momentum
+8.85 9.71 -24.21 60 40 0
Second Grader's Starter
Paul Farrell
+8.69 12.83 -24.21 90 10 0
Sheltered Sam 90/10
Bill Bernstein
+8.46 12.71 -22.65 87.3 10 2.7
Robo Advisor 100
Betterment
+8.27 14.17 -24.17 100 0 0
All Country World Stocks
+8.26 14.16 -25.52 100 0 0
Edge Select Aggressive
Merrill Lynch
+8.11 12.10 -23.81 84 16 0
Stocks/Bonds 60/40
+7.87 9.46 -20.69 60 40 0
Core Four
Rick Ferri
+7.69 11.42 -23.46 80 20 0
Robo Advisor 90
Betterment
+7.66 13.04 -23.36 90.1 9.9 0
Sheltered Sam 80/20
Bill Bernstein
+7.64 11.34 -19.89 77.6 20 2.4
Four Funds
Bogleheads
+7.58 11.59 -23.20 80 20 0
Three Funds
Bogleheads
+7.56 11.48 -23.18 80 20 0
Robust
Alpha Architect
+7.52 10.77 -19.09 70 20 10
LifeStrategy Growth Fund
Vanguard
+7.45 11.46 -23.11 80 20 0
Ultimate Buy and Hold Strategy
Paul Merriman
+7.45 14.51 -27.54 100 0 0
No Brainer Portfolio
Bill Bernstein
+7.34 11.04 -19.76 75 25 0
Perfect Portfolio
Ben Stein
+7.13 11.23 -18.62 80 20 0
Seven Value
Scott Burns
+7.10 11.36 -20.44 71.5 28.5 0
Jane Bryant Quinn Portfolio
Jane Bryant Quinn
+7.01 10.42 -22.74 70 30 0
Edge Select Moderately Aggressive
Merrill Lynch
+7.00 10.34 -22.31 69 31 0
Late Thirties to Early Forties
Burton Malkiel
+6.99 12.03 -24.26 85 15 0
Mid-Twenties
Burton Malkiel
+6.99 12.25 -24.50 87 13 0
Stocks/Bonds 60/40 ESG
+6.92 9.73 -22.44 60 40 0
Robo Advisor 80
Betterment
+6.91 11.81 -22.63 80 20 0
All Country World 80/20
+6.90 11.70 -23.52 80 20 0
Talmud Portfolio
Roger Gibson
+6.89 10.39 -22.88 66.7 33.3 0
Long Term Portfolio
Ben Stein
+6.84 11.21 -20.52 80 20 0
Sheltered Sam 70/30
Bill Bernstein
+6.81 9.99 -17.80 67.9 30 2.1
Couch Potato
Scott Burns
+6.80 8.76 -19.77 50 50 0
Mid-Fifties
Burton Malkiel
+6.73 11.58 -24.05 80 20 0
Late Sixties and Beyond
Burton Malkiel
+6.36 10.54 -22.44 71 29 0
Coffeehouse
Bill Schultheis
+6.31 9.37 -19.65 60 40 0
Family Taxable Portfolio
Ted Aronson
+6.30 10.69 -23.76 70 30 0
Six Ways from Sunday
Scott Burns
+6.28 11.06 -19.67 66.7 33.3 0
Yale Endowment
David Swensen
+6.24 10.40 -25.53 70 30 0
Stocks/Bonds 40/60 Momentum
+6.17 7.25 -21.11 40 60 0
Lazy Portfolio
David Swensen
+6.15 10.06 -22.43 70 30 0
Tilt Toward Value
Time Inc
+6.10 9.00 -20.45 60 40 0
Coward's Portfolio
Bill Bernstein
+6.09 8.56 -15.87 60 40 0
Aggressive Global Income
+6.08 12.31 -23.84 80 20 0
Sheltered Sam 60/40
Bill Bernstein
+5.97 8.67 -16.49 58.2 40 1.8
LifeStrategy Moderate Growth
Vanguard
+5.91 8.96 -20.84 60 40 0
Andrew Tobias Portfolio
Andrew Tobias
+5.90 9.27 -18.85 66.7 33.3 0
Margaritaville
Scott Burns
+5.87 10.13 -21.96 67 33 0
One-Decision Portfolio
Marvin Appel
+5.79 8.18 -16.74 50 50 0
Big Rocks Portfolio
Larry Swedroe
+5.77 8.70 -15.71 60 40 0
Ideal Index
Frank Armstrong
+5.77 9.76 -18.25 70 30 0
Simple and Cheap
Time Inc
+5.74 8.91 -21.27 60 40 0
Dimensional 2030 Retirement Income
DFA
+5.71 8.77 -20.34 55.9 44.1 0
Edge Select Moderate
Merrill Lynch
+5.69 8.49 -20.56 53 47 0
Gretchen Tai Portfolio
Gretchen Tai
+5.65 10.63 -23.59 70 30 0
Gone Fishin' Portfolio
Alexander Green
+5.53 10.54 -21.98 65 30 5
Stocks/Bonds 40/60
+5.53 7.00 -18.63 40 60 0
All Country World 60/40
+5.50 9.36 -21.52 60 40 0
Dynamic 60/40 Income
+5.36 8.46 -18.21 60 40 0
Five Fold
Scott Burns
+5.35 9.20 -21.60 60 40 0
Five Asset
Roger Gibson
+5.32 10.41 -19.30 60 20 20
Simple Money Portfolio
Tim Maurer
+5.29 8.82 -18.44 60 40 0
Nano Portfolio
John Wasik
+5.25 9.28 -22.12 60 40 0
Sandwich Portfolio
Bob Clyatt
+5.16 7.76 -19.10 55 45 0
Pinwheel
+5.16 9.30 -19.49 65 25 10
Golden Butterfly
+5.14 7.39 -17.79 40 40 20
Sheltered Sam 50/50
Bill Bernstein
+5.12 7.38 -15.17 48.5 50 1.5
Stocks/Bonds 40/60 ESG
+4.89 7.10 -19.76 40 60 0
Four Square
Scott Burns
+4.83 7.99 -19.67 50 50 0
Ultimate Buy&Hold
FundAdvice
+4.83 8.67 -18.44 60 40 0
Ivy Portfolio
Mebane Faber
+4.76 10.98 -21.77 60 20 20
Robo Advisor 50
Betterment
+4.60 8.39 -20.25 49.9 50.1 0
Developed World ex-US Stocks
+4.56 14.59 -28.08 100 0 0
Edge Select Moderately Conservative
Merrill Lynch
+4.42 6.64 -18.53 37 63 0
Lifepath Fund
iShares
+4.40 6.85 -18.92 40.4 59.6 0
Developed World ex-US Stocks Momentum
+4.40 13.27 -28.57 100 0 0

The following portfolios share asset allocation strategy and/or similar asset weights.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Developed World ex-US Stocks Momentum
+1.25 15.49 -28.57 100 0 0
Developed World ex-US Stocks
+0.19 17.17 -28.08 100 0 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Very High Risk categorization.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Technology
+16.75 17.17 -32.49 100 0 0
US Stocks Momentum
+14.05 15.00 -30.16 100 0 0
US Stocks
+12.41 14.88 -24.81 100 0 0
Warren Buffett Portfolio
Warren Buffett
+11.52 13.12 -23.08 90 10 0
Stocks/Bonds 80/20 Momentum
+11.47 12.32 -27.23 80 20 0
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