Last Update: 31 July 2022

The All Country World Bonds Portfolio obtained a 5.71% compound annual return, with a 4.33% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 6.16% compound annual return, with a 5.28% standard deviation, in the last 30 Years.

Summary

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All Country World Bonds Portfolio All Country World 20/80 Portfolio
Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +5.71% +6.16%
Std Dev 4.33% 5.28%
Max Drawdown -13.49% -14.04%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from January 1992

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World Bonds Portfolio +2.84 -7.28 -10.42 +1.01 +1.90 +5.71 +5.76
All Country World 20/80 Portfolio +3.61 -7.82 -10.29 +2.53 +3.55 +6.16 +6.13
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

All Country World Bonds Portfolio: an investment of 1000$, since August 1992, now would be worth 5284.13$, with a total return of 428.41% (5.71% annualized).

All Country World 20/80 Portfolio: an investment of 1000$, since August 1992, now would be worth 6004.71$, with a total return of 500.47% (6.16% annualized).

All Country World Bonds Portfolio: an investment of 1000$, since January 1992, now would be worth 5552.10$, with a total return of 455.21% (5.76% annualized).

All Country World 20/80 Portfolio: an investment of 1000$, since January 1992, now would be worth 6163.40$, with a total return of 516.34% (6.13% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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All Country World Bonds Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-14.04% May 2008 Oct 2008
-13.77% Sep 2021 Jun 2022
-13.49% Jan 2021 Jun 2022
-8.82% Mar 2008 Oct 2008
-6.85% Feb 1994 Jun 1994
-6.55% Feb 2020 Mar 2020
-6.27% Feb 1994 Jun 1994
-5.16% May 2013 Aug 2013
-4.73% Aug 1998 Aug 1998
-4.30% May 2013 Jun 2013
-3.92% Mar 2020 Mar 2020
-3.57% Jun 2002 Jul 2002
-3.54% Oct 2016 Nov 2016
-3.22% Jun 2003 Jul 2003
-3.05% May 2015 Sep 2015
-3.02% Apr 2004 May 2004
-3.00% Jan 2009 Feb 2009
-2.99% Oct 2016 Nov 2016
-2.82% Apr 2004 May 2004
-2.77% Feb 2018 Oct 2018

Drawdown comparison chart since January 1992.

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All Country World Bonds Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-14.04% May 2008 Oct 2008
-13.77% Sep 2021 Jun 2022
-13.49% Jan 2021 Jun 2022
-8.82% Mar 2008 Oct 2008
-6.85% Feb 1994 Jun 1994
-6.55% Feb 2020 Mar 2020
-6.27% Feb 1994 Jun 1994
-5.16% May 2013 Aug 2013
-4.73% Aug 1998 Aug 1998
-4.30% May 2013 Jun 2013
-3.92% Mar 2020 Mar 2020
-3.57% Jun 2002 Jul 2002
-3.54% Oct 2016 Nov 2016
-3.22% Jun 2003 Jul 2003
-3.05% May 2015 Sep 2015
-3.02% Apr 2004 May 2004
-3.00% Jan 2009 Feb 2009
-2.99% Oct 2016 Nov 2016
-2.92% Jan 1992 Mar 1992
-2.82% Apr 2004 May 2004

Yearly Returns

Yearly return comparison. Common historical serie start from January 1992.

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Year All Country World Bonds Portfolio All Country World 20/80 Portfolio
2022
-9.15% -10.16%
2021
-2.06% +2.00%
2020
+6.30% +8.36%
2019
+9.49% +12.96%
2018
+0.10% -1.87%
2017
+4.16% +8.23%
2016
+4.27% +5.12%
2015
+0.85% +0.31%
2014
+6.88% +6.24%
2013
-2.50% +2.59%
2012
+7.45% +9.39%
2011
+8.12% +4.99%
2010
+7.71% +8.78%
2009
+9.48% +14.11%
2008
+2.29% -6.88%
2007
+6.05% +6.77%
2006
+4.63% +7.46%
2005
+4.71% +5.53%
2004
+6.09% +7.53%
2003
+8.25% +12.92%
2002
+9.30% +3.34%
2001
+12.23% +6.33%
2000
+11.10% +5.87%
1999
+3.71% +7.97%
1998
+8.51% +10.80%
1997
+5.56% +7.03%
1996
+8.94% +9.34%
1995
+20.40% +19.70%
1994
-5.13% -3.54%
1993
+14.09% +15.69%
1992
+9.20% +6.02%
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