Data Source: from August 2009 to December 2021

Last Update: 31 December 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 the last 10 years, the portfolio obtained a 8.47% compound annual return, with a 12.29% 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 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: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Developed World ex-US Stocks Momentum Portfolio +4.49 +4.57 +2.95 +6.60 +17.48 +11.76 +8.47
--- Inflation Adjusted return +4.00 +2.31 -0.43 -0.49 +13.47 +8.59 +6.22
Components
IMTM
iShares MSCI Intl Momentum Factor ETF 		+4.49 +4.57 +2.95 +6.60 +17.48 +11.76 +8.47
(*) annualized
Portfolio returns are calculated assuming:
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12%

In 2021, the 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.

Readings that may interest you
The Little Book That Still Beats the Market
The Intelligent Investor Rev Ed.: The Definitive Book on Value Investing
Why Didn't They Teach Me This in School?: 99 Personal Money Management ...

Historical Returns

Historical returns and stats of Developed World ex-US Stocks Momentum Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update		 Return
Inflation
Adjusted		 Standard
Deviation(*)		 Max
Drawdown		 Months
Pos - Neg
1M
Dec 2021
+4.49%
+4.00%
0.00%
1 - 0
3M
+4.57%
+2.31%
-4.63%
Nov 2021 - Nov 2021
2 - 1
6M
+2.95%
-0.43%
-4.63%
Nov 2021 - Nov 2021
4 - 2
YTD
+6.60%
-0.49%
10.01%
-4.63%
Nov 2021 - Nov 2021
8 - 4
67% pos
1Y
+6.60%
-0.49%
10.01%
-4.63%
Nov 2021 - Nov 2021
8 - 4
67% pos
3Y
+17.48%
annualized
+13.47%
annualized
13.95%
-15.97%
Feb 2020 - Mar 2020
25 - 11
69% pos
5Y
+11.76%
annualized
+8.59%
annualized
13.18%
-19.22%
Feb 2018 - Dec 2018
40 - 20
67% pos
10Y
+8.47%
annualized
+6.22%
annualized
12.29%
-19.22%
Feb 2018 - Dec 2018
76 - 44
63% pos
MAX
01 Aug 2009
+7.49%
annualized
+5.21%
annualized
14.70%
-26.91%
May 2011 - Sep 2011
90 - 59
60% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Developed World ex-US Stocks Momentum Portfolio actually efficient, compared to other Lazy Portfolios?

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
 +11.76% -19.22% 100 0 0
Developed World ex-US Stocks
 +10.12% -24.15% 100 0 0 Compare

Best Classic Portfolios, with Very High Risk, ordered by 10 Years annualized return.

10 Years Stats
% Allocation
Portfolio Return▾ Drawdown Stocks Bonds Comm.
Technology
 +22.88% -16.96% 100 0 0 Compare
US Stocks
 +16.29% -20.84% 100 0 0 Compare
Warren Buffett Portfolio
Warren Buffett		 +15.11% -17.49% 90 10 0 Compare
Stocks/Bonds 80/20
 +13.67% -16.53% 80 20 0 Compare
Second Grader's Starter
Paul Farrell		 +12.42% -19.32% 90 10 0 Compare

See all portfolios

Capital Growth

Time Range:

An investment of 1000$, since January 2012, now would be worth 2255.60$, with a total return of 125.56% (8.47% annualized).

The Inflation Adjusted Capital now would be 1829.19$, with a net total return of 82.92% (6.22% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 2012 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-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
-8.24% May 2012 May 2012 1 Aug 2012 3 4
-6.52% May 2013 Jun 2013 2 Sep 2013 3 5
-5.15% Jan 2014 Jan 2014 1 Jun 2014 5 6
-4.63% Nov 2021 Nov 2021 1 in progress 1 2
-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

Rolling Returns ( more details)

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

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
 +8.12% +43.71%
Apr 2020 - Mar 2021 		-20.08%
Jun 2011 - May 2012 		34.06%
2 Years
 +6.40% +23.33%
Jan 2019 - Dec 2020 		-7.65%
Mar 2014 - Feb 2016 		17.46%
3 Years
 +6.16% +17.48%
Jan 2019 - Dec 2021 		-3.59%
Dec 2013 - Nov 2016 		7.89%
5 Years
 +5.66% +11.76%
Jan 2017 - Dec 2021 		-0.70%
Jan 2014 - Dec 2018 		1.11%
7 Years
 +5.42% +8.37%
Oct 2011 - Sep 2018 		+2.14%
Apr 2013 - Mar 2020 		0.00%
10 Years
 +6.14% +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

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 %		 0.80
67% 		0.52
75% 		0.91
67% 		2.54
83% 		-1.55
42% 		1.20
58% 		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 		-1.5
2010 		-11.7
2010 		-2.0
2018 		-2.8
2014 		-10.0
2011 		-13.8
2011 		-9.8
2018 		-4.6
2021 		-5.8
2018
Statistics calculated for the period Aug 2009 - Dec 2021

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

Monthly/Yearly Returns

Developed World ex-US Stocks Momentum Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
90 Positive Months (60%) - 59 Negative Months (40%)
Aug 2009 - Dec 2021
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
2021
 +6.60 -0.49 -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 +20.59 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 +22.88 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

* Note:
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
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