The Developed World ex-US 60/40 Momentum Portfolio is a High Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 60% on the Stock Market.
In the last 10 Years, the Developed World ex-US 60/40 Momentum Portfolio obtained a 4.56% compound annual return, with a 8.09% standard deviation.
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 implemented 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.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
||||||
---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | |
Developed World ex-US 60/40 Momentum Portfolio | -2.00 | -1.75 | -5.73 | -16.01 | -14.55 | 2.98 | 4.56 | |
US Inflation Adjusted return | -5.73 | -19.28 | -20.56 | -0.60 | 2.05 | |||
Components | ||||||||
IMTM iShares MSCI Intl Momentum Factor ETF |
-3.27 |
01:56PM Jul 05 2022 |
-3.27 | -8.53 | -20.13 | -17.77 | 3.94 | 5.60 |
BNDX Vanguard Total International Bond |
-0.10 |
01:59PM Jul 05 2022 |
0.54 | -1.72 | -9.84 | -10.00 | 0.81 | 2.34 |
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 60/40 Momentum Portfolio granted a 4.73% 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.
Historical Returns as of Jun 30, 2022
Historical returns and stats of Developed World ex-US 60/40 Momentum Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-5.73
|
-5.73
|
-5.73
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-10.68
|
-11.84
|
-10.68
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-16.01
|
-19.28
|
-16.01
Jan 2022 - Jun 2022
|
2 - 4
|
|
YTD
|
-16.01
|
-19.28
|
-16.01
Jan 2022 - Jun 2022
|
2 - 4
|
|
1Y
|
-14.55
|
-20.56
|
10.09
|
-16.10
Nov 2021 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
1.25
|
-3.12
|
10.19
|
-16.10
Nov 2021 - Jun 2022
|
23 - 13
64% pos
|
5Y(*)
|
2.98
|
-0.60
|
9.29
|
-16.10
Nov 2021 - Jun 2022
|
38 - 22
63% pos
|
10Y(*)
|
4.56
|
2.05
|
8.09
|
-16.10
Nov 2021 - Jun 2022
|
77 - 43
64% pos
|
MAX(*)
01 Aug 2009
|
5.02
|
2.57
|
9.12
|
-16.10
Nov 2021 - Jun 2022
|
97 - 58
63% pos
|
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
The Inflation Adjusted Capital now would be 1225.14$, with a net total return of 22.51% (2.05% annualized).
The Inflation Adjusted Capital now would be 1387.00$, with a net total return of 38.70% (2.57% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-16.10% | Nov 2021 | Jun 2022 | 8 | in progress | 8 | |
-10.52% | Feb 2018 | Dec 2018 | 11 | Jun 2019 | 6 | 17 |
-10.46% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-7.73% | May 2015 | Sep 2015 | 5 | Jul 2016 | 10 | 15 |
-5.64% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-5.21% | Aug 2016 | Nov 2016 | 4 | Mar 2017 | 4 | 8 |
-4.02% | Jul 2014 | Dec 2014 | 6 | Apr 2015 | 4 | 10 |
-2.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.52% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-2.13% | Oct 2020 | Oct 2020 | 1 | Nov 2020 | 1 | 2 |
-1.30% | Jan 2021 | Feb 2021 | 2 | Apr 2021 | 2 | 4 |
-0.97% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
-0.80% | Mar 2014 | Apr 2014 | 2 | May 2014 | 1 | 3 |
-0.39% | Nov 2017 | Nov 2017 | 1 | Dec 2017 | 1 | 2 |
-0.35% | Jul 2019 | Jul 2019 | 1 | Aug 2019 | 1 | 2 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-16.10% | Nov 2021 | Jun 2022 | 8 | in progress | 8 | |
-15.10% | May 2011 | Sep 2011 | 5 | Nov 2012 | 14 | 19 |
-10.52% | Feb 2018 | Dec 2018 | 11 | Jun 2019 | 6 | 17 |
-10.46% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-7.73% | May 2015 | Sep 2015 | 5 | Jul 2016 | 10 | 15 |
-6.85% | Apr 2010 | Jun 2010 | 3 | Sep 2010 | 3 | 6 |
-5.64% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-5.21% | Aug 2016 | Nov 2016 | 4 | Mar 2017 | 4 | 8 |
-4.02% | Jul 2014 | Dec 2014 | 6 | Apr 2015 | 4 | 10 |
-3.50% | Jan 2010 | Jan 2010 | 1 | Mar 2010 | 2 | 3 |
-2.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.52% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-2.48% | Nov 2010 | Nov 2010 | 1 | Dec 2010 | 1 | 2 |
-2.13% | Oct 2020 | Oct 2020 | 1 | Nov 2020 | 1 | 2 |
-1.30% | Jan 2021 | Feb 2021 | 2 | Apr 2021 | 2 | 4 |
-1.05% | Oct 2009 | Oct 2009 | 1 | Nov 2009 | 1 | 2 |
-0.97% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
-0.80% | Mar 2014 | Apr 2014 | 2 | May 2014 | 1 | 3 |
-0.39% | Nov 2017 | Nov 2017 | 1 | Dec 2017 | 1 | 2 |
-0.35% | Jul 2019 | Jul 2019 | 1 | Aug 2019 | 1 | 2 |
Rolling Returns ( more details)
Developed World ex-US 60/40 Momentum Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
6.25 |
25.60 Apr 2020 - Mar 2021 |
-14.55 Jul 2021 - Jun 2022 |
25.69% |
2 Years |
5.94 |
16.49 Jan 2019 - Dec 2020 |
-2.47 Mar 2014 - Feb 2016 |
9.09% |
3 Years |
5.84 |
11.83 Jan 2019 - Dec 2021 |
-0.22 Dec 2013 - Nov 2016 |
1.67% |
5 Years |
5.42 |
8.56 Feb 2016 - Jan 2021 |
1.39 Jan 2014 - Dec 2018 |
0.00% |
7 Years |
5.22 |
6.83 Oct 2011 - Sep 2018 |
3.05 Apr 2013 - Mar 2020 |
0.00% |
10 Years |
5.81 |
7.07 Oct 2011 - Sep 2021 |
4.40 Apr 2010 - Mar 2020 |
0.00% |
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
Developed World ex-US 60/40 Momentum Portfolio: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.41 62% |
0.20 62% |
0.63 69% |
1.13 77% |
-0.73 46% |
0.33 54% |
1.48 75% |
-0.25 54% |
0.42 62% |
0.49 62% |
0.22 54% |
1.05 77% |
Best Year |
4.5 2019 |
2.7 2014 |
5.4 2010 |
4.8 2020 |
4.0 2020 |
4.6 2019 |
6.3 2010 |
3.3 2009 |
7.0 2010 |
5.7 2011 |
5.8 2020 |
4.3 2010 |
Worst Year |
-3.9 2022 |
-3.9 2020 |
-6.8 2020 |
-6.0 2022 |
-6.6 2010 |
-5.7 2022 |
-1.4 2014 |
-5.7 2011 |
-7.6 2011 |
-5.8 2018 |
-2.5 2021 |
-2.8 2018 |
Monthly/Yearly Returns
Developed World ex-US 60/40 Momentum Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-16.01 | -19.28 | -3.9 | -2.6 | 0.5 | -6.0 | 0.8 | -5.7 | ||||||
2021 |
+3.05 | -3.78 | -0.9 | -0.4 | 0.3 | 2.2 | 1.1 | -1.0 | 1.3 | 0.5 | -2.7 | 2.8 | -2.5 | 2.4 |
2020 |
+15.15 | +13.70 | 1.4 | -3.9 | -6.8 | 4.8 | 4.0 | 2.9 | 3.4 | 1.7 | 0.2 | -2.1 | 5.8 | 3.6 |
2019 |
+17.85 | +15.24 | 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 | -9.19 | 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 | +13.81 | 2.8 | 0.6 | 1.9 | 0.9 | 2.0 | 0.6 | 1.8 | 0.8 | 2.1 | 1.6 | -0.4 | 0.5 |
2016 |
+2.13 | +0.08 | -2.0 | -0.4 | 3.2 | 1.7 | 0.8 | 1.4 | 1.5 | -0.2 | -0.3 | -2.8 | -2.0 | 1.5 |
2015 |
-0.48 | -1.11 | 0.8 | 2.2 | 0.3 | 1.6 | -1.1 | 0.1 | 0.1 | -4.1 | -2.9 | 3.0 | 0.0 | -0.3 |
2014 |
-2.02 | -2.65 | -2.5 | 2.7 | -0.6 | -0.2 | 1.7 | 1.1 | -1.4 | 1.0 | -2.2 | -0.4 | 0.3 | -1.4 |
2013 |
+12.99 | +11.31 | 2.7 | 0.4 | 1.8 | 4.0 | -4.2 | -1.5 | 2.7 | -2.2 | 5.7 | 1.5 | 0.6 | 1.2 |
2012 |
+14.58 | +12.59 | 2.2 | 2.3 | 0.7 | 0.6 | -4.8 | 3.5 | 1.8 | 2.1 | 1.8 | 0.4 | 1.7 | 1.7 |
2011 |
-5.18 | -7.99 | 0.3 | 2.1 | -0.1 | 4.0 | -1.7 | -0.6 | -0.3 | -5.7 | -7.6 | 5.7 | -1.5 | 0.8 |
2010 |
+11.89 | +10.31 | -3.5 | 0.7 | 5.4 | -0.3 | -6.6 | 0.0 | 6.3 | -0.9 | 7.0 | 2.3 | -2.5 | 4.3 |
2009 |
- | - | 3.3 | 3.5 | -1.1 | 2.8 | 0.2 |
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 60/40 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.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Developed World ex-US 60/40 Momentum |
-1.75 | +2.98 | -16.10 | 60 | 40 | 0 | ||
Developed World ex-US 60/40 |
-1.48 | +2.22 | -16.08 | 60 | 40 | 0 |
Last update: Jul 05 2022, 02:00PM Eastern Time.
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% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
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+0.42 | +9.90 | -18.58 | 75 | 25 | 0 | ||
Stocks/Bonds 60/40 |
+0.55 | +8.28 | -16.93 | 60 | 40 | 0 | ||
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-0.61 | +7.76 | -18.24 | 75 | 25 | 0 | ||
Edge Select Moderately Aggressive Merrill Lynch |
-0.16 | +7.74 | -17.18 | 69 | 31 | 0 | ||
Jane Bryant Quinn Portfolio Jane Bryant Quinn |
-0.11 | +7.64 | -17.34 | 70 | 30 | 0 |
Last update: Jul 05 2022, 02:00PM Eastern Time.