The World Stocks Portfolio is exposed for 100% on the Stock Market.
In the last 10 years, it obtained a 10.41% compound annual return, with a 13.97% standard deviation (*).
(*) Last Update: June 2019
The World Stocks Portfolio has the following asset allocation:
The World Stocks Portfolio can be replicated with the following ETFs:
| Weight | ETF: Ticker - Name | Investment Themes | |
|---|---|---|---|
| 100.00 % | VT - Vanguard Total World Stock |
Equity, Developed Markets, Large Cap |
Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).
Last Update: June 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 2009, now would be worth 2877.60$, with a total return of 187.76% (10.59% annualized).
| Range | Returns Jun 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+6.37%
|
0.00%
|
1 - 0 | |
|
YTD
|
+16.13%
|
-5.97%
May 2019 - May 2019
|
5 - 1 | |
|
1Y
|
+4.92%
|
16.83%
|
-13.00%
Oct 2018 - Dec 2018
|
9 - 3 |
|
3Y
|
+11.54%
annualized
|
11.24%
|
-14.44%
Feb 2018 - Dec 2018
|
29 - 7 |
|
5Y
|
+6.29%
annualized
|
11.74%
|
-14.44%
Feb 2018 - Dec 2018
|
40 - 20 |
|
10Y
|
+10.41%
annualized
|
13.97%
|
-21.87%
May 2011 - Sep 2011
|
77 - 43 |
|
MAX
Dec 2008
|
+10.59%
annualized
|
15.39%
|
-21.87%
May 2011 - Sep 2011
|
80 - 46 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
World Stocks Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+11.09% |
+59.32% Mar 2009 - Feb 2010 |
-12.53% Jun 2011 - May 2012 |
| 2 Years |
+10.46% |
+39.32% Mar 2009 - Feb 2011 |
-2.94% Mar 2014 - Feb 2016 |
| 3 Years |
+9.66% |
+23.87% Mar 2009 - Feb 2012 |
+3.36% Jan 2014 - Dec 2016 |
| 5 Years |
+9.67% |
+20.02% Mar 2009 - Feb 2014 |
+3.86% Mar 2011 - Feb 2016 |
| 7 Years |
+9.46% |
+12.96% Mar 2009 - Feb 2016 |
+7.50% Dec 2009 - Nov 2016 |
| 10 Years |
+11.10% |
+13.05% Mar 2009 - Feb 2019 |
+9.50% Jan 2009 - Dec 2018 |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+16.13% | 8.0 | 2.8 | 1.1 | 3.5 | -6.0 | 6.4 | ||||||
| 2018 |
-9.76% | 5.5 | -4.4 | -1.3 | 0.4 | 0.6 | -0.6 | 2.9 | 0.9 | 0.1 | -7.8 | 1.7 | -7.2 |
| 2017 |
+24.49% | 3.0 | 2.7 | 1.5 | 1.6 | 2.0 | 0.6 | 2.7 | 0.4 | 2.1 | 2.1 | 1.9 | 1.6 |
| 2016 |
+8.51% | -5.9 | -1.1 | 8.0 | 1.0 | 0.7 | -0.2 | 4.2 | 0.4 | 0.8 | -2.0 | 1.2 | 1.8 |
| 2015 |
-1.86% | -1.6 | 6.0 | -1.2 | 2.6 | 0.3 | -2.2 | 0.5 | -6.6 | -3.7 | 7.3 | -0.1 | -2.2 |
| 2014 |
+3.67% | -4.4 | 5.2 | 0.5 | 0.7 | 2.1 | 2.2 | -1.8 | 2.7 | -3.3 | 0.9 | 1.3 | -2.0 |
| 2013 |
+22.95% | 4.0 | -0.3 | 2.4 | 2.7 | -0.6 | -2.7 | 5.2 | -2.5 | 5.6 | 3.7 | 1.5 | 2.2 |
| 2012 |
+17.12% | 5.5 | 4.8 | 1.2 | -1.2 | -8.9 | 5.1 | 0.7 | 2.5 | 3.1 | -0.6 | 1.5 | 3.1 |
| 2011 |
-7.50% | 1.4 | 2.9 | -0.1 | 4.4 | -2.3 | -1.3 | -2.2 | -7.3 | -10.7 | 11.3 | -1.2 | -1.0 |
| 2010 |
+13.08% | -5.1 | 2.1 | 6.7 | -0.5 | -9.9 | -2.8 | 9.2 | -4.0 | 10.1 | 3.8 | -2.7 | 7.7 |
| 2009 |
+32.65% | -10.9 | -9.5 | 8.8 | 12.1 | 10.6 | -1.7 | 10.1 | 2.7 | 5.2 | -2.5 | 5.3 | 1.6 |