Data Source: from August 2009 to December 2021

Last Update: 31 December 2021

The Developed World ex-US 40/60 Momentum Portfolio is exposed for 40% on the Stock Market.

It's a Medium Risk portfolio and it can be replicated with 2 ETFs.

In the last 10 years, the portfolio obtained a 5.91% compound annual return, with a 5.50% 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 replicated 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.

DEVELOPED WORLD EX-US 40/60 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 40/60 Momentum Portfolio +1.40 +1.79 +1.12 +1.27 +9.00 +6.76 +5.91
--- Inflation Adjusted return +0.92 -0.40 -2.20 -5.46 +5.28 +3.73 +3.72
Components
IMTM
iShares MSCI Intl Momentum Factor ETF
+4.49 +4.57 +2.95 +6.60 +17.48 +11.76 +8.47
BNDX
Vanguard Total International Bond
-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • 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 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

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
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
+1.40%
+0.92%
0.00%
1 - 0
3M
+1.79%
-0.40%
-1.35%
Nov 2021 - Nov 2021
2 - 1
6M
+1.12%
-2.20%
-2.17%
Sep 2021 - Sep 2021
4 - 2
YTD
+1.27%
-5.46%
4.18%
-2.17%
Sep 2021 - Sep 2021
7 - 5
58% pos
1Y
+1.27%
-5.46%
4.18%
-2.17%
Sep 2021 - Sep 2021
7 - 5
58% pos
3Y
+9.00%
annualized
+5.28%
annualized
6.51%
-7.72%
Feb 2020 - Mar 2020
26 - 10
72% pos
5Y
+6.76%
annualized
+3.73%
annualized
5.78%
-7.72%
Feb 2020 - Mar 2020
43 - 17
72% pos
10Y
+5.91%
annualized
+3.72%
annualized
5.50%
-7.72%
Feb 2020 - Mar 2020
83 - 37
69% pos
MAX
01 Aug 2009
+6.19%
annualized
+3.94%
annualized
6.12%
-8.94%
May 2011 - Sep 2011
102 - 47
68% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Developed World ex-US 40/60 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 40/60 Momentum
+6.76% -7.72% 40 60 0
Developed World ex-US 40/60
+6.11% -9.83% 40 60 0 Compare

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

10 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Couch Potato
Scott Burns
+9.77% -10.72% 50 50 0 Compare
Stocks/Bonds 40/60
+8.30% -8.09% 40 60 0 Compare
Robo Advisor 50
Betterment
+7.69% -13.31% 49.9 50.1 0 Compare
Edge Select Moderately Conservative
Merrill Lynch
+7.24% -7.78% 37 63 0 Compare
Lifepath Fund
iShares
+7.20% -8.34% 40.42 59.58 0 Compare

See all portfolios

Capital Growth

Time Range:

An investment of 1000$, since January 2012, now would be worth 1776.38$, with a total return of 77.64% (5.91% annualized).

The Inflation Adjusted Capital now would be 1440.56$, with a net total return of 44.06% (3.72% 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
-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
-3.09% May 2012 May 2012 1 Jul 2012 2 3
-2.17% Sep 2021 Sep 2021 1 in progress 3 4
-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

Rolling Returns ( more details)

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

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.14% +17.45%
Apr 2020 - Mar 2021
-4.03%
Jan 2018 - Dec 2018
12.32%
2 Years
+5.65% +13.08%
Jan 2019 - Dec 2020
+0.11%
Mar 2014 - Feb 2016
0.00%
3 Years
+5.57% +9.05%
Jun 2010 - May 2013
+1.41%
Dec 2013 - Nov 2016
0.00%
5 Years
+5.19% +8.18%
Aug 2009 - Jul 2014
+2.31%
Jan 2014 - Dec 2018
0.00%
7 Years
+5.10% +6.66%
Aug 2009 - Jul 2016
+3.33%
Apr 2013 - Mar 2020
0.00%
10 Years
+5.62% +6.14%
Oct 2011 - Sep 2021
+4.68%
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 40/60 Momentum Portfolio: Rolling Returns page.

Seasonality

Developed World ex-US 40/60 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 %
0.75
67%
0.39
75%
0.52
75%
1.32
100%
-0.49
42%
0.65
58%
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
-1.7
2010
-2.4
2020
-5.5
2020
0.1
2014
-4.0
2010
-1.6
2013
-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 - Dec 2021

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

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
102 Positive Months (68%) - 47 Negative Months (32%)
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
+1.27 -5.46 -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 +10.22 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 +9.33 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

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