Data Source: from August 2009 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 03:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.97%
1 Day
Jul 05 2022, 03:59PM Eastern Time
0.59%
Current Month
July 2022

The Developed World ex-US 40/60 Momentum Portfolio is a Medium Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 40% on the Stock Market.

In the last 10 Years, the Developed World ex-US 40/60 Momentum Portfolio obtained a 3.91% compound annual return, with a 5.95% standard deviation.

Asset Allocation and ETFs

The Developed World ex-US 40/60 Momentum Portfolio has the following asset allocation:

40% Stocks
60% Fixed Income
0% Commodities

The Developed World ex-US 40/60 Momentum Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
40.00 % IMTM iShares MSCI Intl Momentum Factor ETF Equity, EAFE, Large Cap
60.00 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
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 40/60 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: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
DEVELOPED WORLD EX-US 40/60 MOMENTUM PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 03:59PM 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 40/60 Momentum Portfolio -0.97 -0.59 -4.37 -13.96 -12.99 2.35 3.91
US Inflation Adjusted return -4.37 -17.31 -19.12 -1.21 1.42
Components
IMTM
iShares MSCI Intl Momentum Factor ETF
-2.21 03:58PM
Jul 05 2022
-2.21 -8.53 -20.13 -17.77 3.94 5.60
BNDX
Vanguard Total International Bond
-0.14 03:59PM
Jul 05 2022
0.49 -1.72 -9.84 -10.00 0.81 2.34
(*) 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 40/60 Momentum Portfolio granted a 4.33% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 40/60 Momentum Portfolio: Dividend Yield page.

Historical Returns as of Jun 30, 2022

Historical returns and stats of Developed World ex-US 40/60 Momentum Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

DEVELOPED WORLD EX-US 40/60 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
-4.37
-4.37
-4.37
Jun 2022 - Jun 2022
0 - 1
3M
-8.88
-10.05
-8.88
Apr 2022 - Jun 2022
1 - 2
6M
-13.96
-17.31
-13.96
Jan 2022 - Jun 2022
1 - 5
YTD
-13.96
-17.31
-13.96
Jan 2022 - Jun 2022
1 - 5
1Y
-12.99
-19.12
7.50
-14.31
Sep 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
0.18
-4.14
7.65
-14.31
Sep 2021 - Jun 2022
22 - 14
61% pos
5Y(*)
2.35
-1.21
6.84
-14.31
Sep 2021 - Jun 2022
38 - 22
63% pos
10Y(*)
3.91
1.42
5.95
-14.31
Sep 2021 - Jun 2022
79 - 41
66% pos
MAX(*)
01 Aug 2009
4.72
2.27
6.45
-14.31
Sep 2021 - Jun 2022
103 - 52
66% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 2012, now would be worth 1468.07$, with a total return of 46.81% (3.91% annualized).

The Inflation Adjusted Capital now would be 1151.01$, with a net total return of 15.10% (1.42% annualized).
An investment of 1000$, since August 2009, now would be worth 1814.69$, with a total return of 81.47% (4.72% annualized).

The Inflation Adjusted Capital now would be 1336.87$, with a net total return of 33.69% (2.27% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-14.31% Sep 2021 Jun 2022 10 in progress 10
-7.72% Feb 2020 Mar 2020 2 Jun 2020 3 5
-6.00% Feb 2018 Dec 2018 11 Mar 2019 3 14
-5.38% May 2015 Sep 2015 5 Jun 2016 9 14
-5.17% May 2013 Jun 2013 2 Oct 2013 4 6
-4.27% Aug 2016 Nov 2016 4 Mar 2017 4 8
-1.62% Jan 2021 Feb 2021 2 May 2021 3 5
-1.52% Sep 2014 Dec 2014 4 Feb 2015 2 6
-1.33% Oct 2020 Oct 2020 1 Nov 2020 1 2
-1.20% Jan 2014 Jan 2014 1 Feb 2014 1 2
-0.78% Jul 2014 Jul 2014 1 Aug 2014 1 2
-0.54% Jun 2021 Jun 2021 1 Jul 2021 1 2
-0.29% Mar 2014 Mar 2014 1 May 2014 2 3
-0.27% May 2019 May 2019 1 Jun 2019 1 2
-0.20% Nov 2017 Nov 2017 1 Dec 2017 1 2
-0.06% Sep 2019 Sep 2019 1 Oct 2019 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-14.31% Sep 2021 Jun 2022 10 in progress 10
-8.94% May 2011 Sep 2011 5 Jul 2012 10 15
-7.72% Feb 2020 Mar 2020 2 Jun 2020 3 5
-6.00% Feb 2018 Dec 2018 11 Mar 2019 3 14
-5.38% May 2015 Sep 2015 5 Jun 2016 9 14
-5.17% May 2013 Jun 2013 2 Oct 2013 4 6
-4.27% Aug 2016 Nov 2016 4 Mar 2017 4 8
-4.04% May 2010 May 2010 1 Jul 2010 2 3
-2.00% Nov 2010 Nov 2010 1 Dec 2010 1 2
-1.66% Jan 2010 Jan 2010 1 Mar 2010 2 3
-1.62% Jan 2021 Feb 2021 2 May 2021 3 5
-1.52% Sep 2014 Dec 2014 4 Feb 2015 2 6
-1.33% Oct 2020 Oct 2020 1 Nov 2020 1 2
-1.20% Jan 2014 Jan 2014 1 Feb 2014 1 2
-0.78% Jul 2014 Jul 2014 1 Aug 2014 1 2
-0.54% Jun 2021 Jun 2021 1 Jul 2021 1 2
-0.44% Oct 2009 Oct 2009 1 Nov 2009 1 2
-0.29% Mar 2014 Mar 2014 1 May 2014 2 3
-0.27% May 2019 May 2019 1 Jun 2019 1 2
-0.20% Nov 2017 Nov 2017 1 Dec 2017 1 2

Rolling Returns ( more details)

Developed World ex-US 40/60 Momentum Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
5.62 17.45
Apr 2020 - Mar 2021
-12.99
Jul 2021 - Jun 2022
15.97%
2 Years
5.51 13.08
Jan 2019 - Dec 2020
-2.35
Jul 2020 - Jun 2022
0.76%
3 Years
5.48 9.05
Jun 2010 - May 2013
0.18
Jul 2019 - Jun 2022
0.00%
5 Years
5.12 8.18
Aug 2009 - Jul 2014
2.31
Jan 2014 - Dec 2018
0.00%
7 Years
4.97 6.66
Aug 2009 - Jul 2016
2.66
Jul 2015 - Jun 2022
0.00%
10 Years
5.46 6.14
Oct 2011 - Sep 2021
3.91
Jul 2012 - Jun 2022
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 40/60 Momentum Portfolio: Rolling Returns page.

Seasonality

Developed World ex-US 40/60 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 %
0.46
62%
0.20
69%
0.44
69%
0.84
92%
-0.43
46%
0.27
54%
1.30
92%
0.06
62%
0.39
54%
0.38
62%
0.19
62%
0.81
77%
Best
Year
3.3
2019
1.9
2014
3.7
2010
3.7
2020
2.8
2020
3.6
2019
4.2
2010
3.0
2009
4.5
2010
3.7
2011
4.0
2020
2.6
2020
Worst
Year
-3.1
2022
-2.4
2020
-5.5
2020
-5.0
2022
-4.0
2010
-4.4
2022
-0.8
2014
-3.6
2011
-4.7
2011
-3.9
2018
-2.0
2010
-1.4
2018
Statistics calculated for the period Aug 2009 - Jun 2022

Monthly/Yearly Returns

Developed World ex-US 40/60 Momentum Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
103 Positive Months (66%) - 52 Negative Months (34%)
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
-13.96 -17.31 -3.1 -2.1 -0.5 -5.0 0.3 -4.4
2021
+1.27 -5.44 -0.8 -0.8 0.2 1.4 0.7 -0.5 1.4 0.2 -2.2 1.8 -1.3 1.4
2020
+11.65 +10.24 1.5 -2.4 -5.5 3.7 2.8 2.1 2.6 0.9 0.4 -1.3 4.0 2.6
2019
+14.52 +11.99 3.3 1.2 1.8 0.8 -0.3 3.6 0.2 1.1 -0.1 0.7 0.2 1.2
2018
-4.03 -5.84 2.1 -1.8 0.3 0.2 -0.3 -0.4 0.7 -0.1 0.5 -3.9 0.2 -1.4
2017
+11.62 +9.30 1.5 0.7 1.3 0.8 1.6 0.2 1.3 0.8 1.3 1.3 -0.2 0.5
2016
+2.96 +0.89 -0.9 0.2 2.3 1.0 0.8 1.6 1.3 -0.1 -0.2 -2.3 -1.7 1.1
2015
+0.07 -0.56 1.2 1.4 0.4 0.7 -0.9 -0.4 0.5 -3.0 -1.7 2.2 0.1 -0.2
2014
+1.57 +0.91 -1.2 1.9 -0.3 0.1 1.4 0.9 -0.8 1.1 -1.5 0.0 0.5 -0.5
2013
+8.39 +6.78 1.7 0.5 1.4 3.0 -3.6 -1.6 2.0 -1.7 4.0 1.3 0.5 0.8
2012
+12.90 +10.94 1.9 1.5 0.6 0.8 -3.1 2.4 1.8 1.7 1.7 0.3 1.4 1.2
2011
-0.59 -3.54 0.3 1.6 0.0 3.0 -0.9 -0.5 0.5 -3.6 -4.7 3.7 -1.2 1.5
2010
+10.77 +9.20 -1.7 0.6 3.7 0.3 -4.0 0.5 4.2 0.4 4.5 1.6 -2.0 2.6
2009
- - 3.0 2.9 -0.4 2.1 0.1

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
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013

Portfolio efficiency

Is the Developed World ex-US 40/60 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 40/60 Momentum
-0.59 +2.35 -14.31 40 60 0
Developed World ex-US 40/60
-0.48 +1.84 -14.36 40 60 0

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 04:00PM Eastern Time.

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 04:00PM Eastern Time.
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