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:
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 |
Portfolio and ETF Returns
The Developed World ex-US Stocks Momentum Portfolio guaranteed the following returns.
| 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 |
- 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.
| 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 |
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 | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Developed World ex-US Stocks Momentum Portfolio: annualized rolling and average returns
| 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.
| 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 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Developed World ex-US Stocks Momentum Portfolio
| 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 |