Data Source: from February 2015 to September 2021
Last Update: 30 September 2021
The Developed World ex-US 60/40 Momentum Portfolio is exposed for 60% on the Stock Market.
It's a High Risk portfolio and it can be replicated with 2 ETFs.
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 60/40 Momentum Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Developed World ex-US 60/40 Momentum Portfolio has the following asset allocation:
The Developed World ex-US 60/40 Momentum Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 60.00 % | IMTM | iShares MSCI Intl Momentum Factor ETF | Equity, EAFE, Large Cap | |
| 40.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
Portfolio and ETF Returns
The Developed World ex-US 60/40 Momentum Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | |
|---|---|---|---|---|---|---|
| Developed World ex-US 60/40 Momentum Portfolio | -2.69 | -0.96 | +1.31 | +7.65 | +7.62 | +7.20 |
| Components | ||||||
|
IMTM iShares MSCI Intl Momentum Factor ETF |
-3.69 | -1.55 | +2.07 | +13.39 | +9.54 | +9.82 |
|
BNDX Vanguard Total International Bond |
-1.08 | -0.03 | +0.15 | -1.08 | +3.98 | +2.63 |
- 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 60/40 Momentum Portfolio: Dividend Yield page.
Historical Returns
Developed World ex-US 60/40 Momentum Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.69%
|
-2.69%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-0.96%
|
-2.69%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+1.31%
|
-2.69%
Sep 2021 - Sep 2021
|
4 - 2 | |
|
YTD
|
+0.30%
|
-2.69%
Sep 2021 - Sep 2021
|
5 - 4 | |
|
1Y
|
+7.65%
|
7.99%
|
-2.69%
Sep 2021 - Sep 2021
|
7 - 5 |
|
3Y
|
+7.62%
annualized
|
9.60%
|
-10.46%
Feb 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+7.20%
annualized
|
8.17%
|
-10.53%
Feb 2018 - Dec 2018
|
41 - 19 |
|
MAX
01 Feb 2015
|
+6.01%
annualized
|
7.74%
|
-10.53%
Feb 2018 - Dec 2018
|
53 - 27 |
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 60/40 Momentum |
+7.20% | -10.53% | 60 | 40 | 0 | ||
| Developed World ex-US 60/40 |
+6.80% | -14.55% | 60 | 40 | 0 | Compare | |
Best Classic Portfolios, with High Risk, ordered by 5 Years annualized return.
5 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Simple Path to Wealth JL Collins |
+13.44% | -15.47% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+11.35% | -12.29% | 60 | 40 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+11.34% | -14.28% | 69 | 31 | 0 | Compare | |
| No Brainer Portfolio Bill Bernstein |
+10.55% | -18.24% | 75 | 25 | 0 | Compare | |
| Margaritaville Scott Burns |
+10.21% | -14.40% | 67 | 33 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Developed World ex-US 60/40 Momentum Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+6.96% |
+25.60% Apr 2020 - Mar 2021 |
-7.45% Jan 2018 - Dec 2018 |
18.84% |
| 2 Years |
+6.67% |
+16.49% Jan 2019 - Dec 2020 |
-0.75% Apr 2018 - Mar 2020 |
1.75% |
| 3 Years |
+6.07% |
+8.91% Sep 2018 - Aug 2021 |
+2.98% Apr 2017 - Mar 2020 |
0.00% |
| 5 Years |
+6.52% |
+8.56% Feb 2016 - Jan 2021 |
+2.50% 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 60/40 Momentum Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Developed World ex-US 60/40 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 % |
1.53 67% |
-0.42 43% |
0.08 71% |
1.80 100% |
0.76 57% |
1.09 71% |
1.25 86% |
-0.11 57% |
-0.39 57% |
-0.81 50% |
0.68 67% |
0.72 67% |
| Best Year |
4.5 2019 |
2.2 2015 |
3.2 2016 |
4.8 2020 |
4.0 2020 |
4.6 2019 |
3.4 2020 |
1.8 2020 |
2.1 2017 |
3.0 2015 |
5.8 2020 |
3.6 2020 |
| Worst Year |
-2.0 2016 |
-3.9 2020 |
-6.8 2020 |
0.4 2018 |
-1.1 2015 |
-1.0 2021 |
-0.4 2019 |
-4.1 2015 |
-3.0 2015 |
-5.8 2018 |
-2.0 2016 |
-2.8 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Developed World ex-US 60/40 Momentum Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+0.30% | -0.9 | -0.4 | 0.3 | 2.2 | 1.1 | -1.0 | 1.3 | 0.5 | -2.7 | |||
| 2020 |
+15.15% | 1.4 | -3.9 | -6.8 | 4.8 | 4.0 | 2.9 | 3.4 | 1.8 | 0.2 | -2.1 | 5.8 | 3.6 |
| 2019 |
+17.85% | 4.5 | 1.7 | 1.8 | 1.1 | -1.0 | 4.6 | -0.4 | 0.7 | 0.1 | 1.3 | 0.5 | 1.8 |
| 2018 |
-7.45% | 3.4 | -2.8 | -0.1 | 0.4 | -0.4 | -1.0 | 0.9 | -0.2 | 0.9 | -5.8 | 0.1 | -2.8 |
| 2017 |
+16.24% | 2.8 | 0.7 | 1.9 | 0.9 | 2.0 | 0.6 | 1.8 | 0.8 | 2.1 | 1.6 | -0.4 | 0.5 |
| 2016 |
+2.13% | -2.0 | -0.4 | 3.2 | 1.7 | 0.8 | 1.4 | 1.5 | -0.2 | -0.3 | -2.8 | -2.0 | 1.5 |