Data Source: from August 2009 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 02:53PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
2.71%
1 Day
Jul 05 2022, 02:53PM Eastern Time
2.71%
Current Month
July 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 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:

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

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

According to the available data source, let's assume we built the portfolio on August 2009.

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 30 June 2022
Live Update: Jul 05 2022, 02:53PM Eastern Time
Swipe left to see all data
  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
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

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.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from August 2009 to June 2022
Swipe left to see all data
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
(*) Returns over 1 year are annualized

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 2012, now would be worth 1724.10$, with a total return of 72.41% (5.60% annualized).

The Inflation Adjusted Capital now would be 1351.74$, with a net total return of 35.17% (3.06% annualized).
An investment of 1000$, since August 2009, now would be worth 1958.03$, with a total return of 95.80% (5.34% annualized).

The Inflation Adjusted Capital now would be 1442.46$, with a net total return of 44.25% (2.88% annualized).

Drawdowns

Swipe left to see all data
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
Swipe left to see all data
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

Swipe left to see all data
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%
(*) 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: in which months is it better to invest?

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
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
Statistics calculated for the period Aug 2009 - Jun 2022

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
92 Positive Months (59%) - 63 Negative Months (41%)
Aug 2009 - Jun 2022
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
-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.

Swipe left to see all data
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

See all portfolios

Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.

Best Classic Portfolios, with Very High Risk

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Jul 2022 Return Drawdown Stocks Bonds Comm
Technology
+1.92 +17.00 -29.33 100 0 0
US Stocks
+0.85 +12.52 -21.32 100 0 0
Warren Buffett Portfolio
Warren Buffett
+0.84 +11.71 -19.61 90 10 0
Stocks/Bonds 80/20
+0.89 +10.43 -19.13 80 20 0
Second Grader's Starter
Paul Farrell
-0.06 +9.34 -19.32 90 10 0

See all portfolios

Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
Share this page