Last Update: 31 March 2024
The All Country World Bonds Portfolio obtained a 5.30% compound annual return, with a 4.59% standard deviation, in the last 30 Years.
The Developed World ex-US 20/80 Portfolio obtained a 5.20% compound annual return, with a 5.23% standard deviation, in the last 30 Years.
Summary
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| All Country World Bonds Portfolio | Developed World ex-US 20/80 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 20% |
| Fixed Income | 100% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.30% | +5.20% |
| Std Dev | 4.59% | 5.23% | |
| Max Drawdown | -17.60% | -16.80% | |
| All time Stats (Since Jan 1985) |
Return | +6.66% | +7.21% |
| Std Dev | 4.90% | 5.84% | |
| Max Drawdown | -17.60% | -16.80% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| All Country World Bonds Portfolio | +1.12 | +6.95 | +4.00 | +0.33 | +1.89 | +5.30 | +6.66 |
| Developed World ex-US 20/80 Portfolio | +1.64 | +8.65 | +7.15 | +1.77 | +2.87 | +5.20 | +7.21 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
All Country World Bonds Portfolio: an investment of 1$, since April 1994,
now would be worth 4.71$, with a total return of 370.62%
(5.30% annualized).
Developed World ex-US 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.58$, with a total return of 358.20% (5.20% annualized).
Developed World ex-US 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.58$, with a total return of 358.20% (5.20% annualized).
All Country World Bonds Portfolio: an investment of 1$, since January 1985,
now would be worth 12.55$, with a total return of 1155.18%
(6.66% annualized).
Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.36$, with a total return of 1435.98% (7.21% annualized).
Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.36$, with a total return of 1435.98% (7.21% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
All Country World Bonds Portfolio
|
Developed World ex-US 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.60% | Jan 2021 | Oct 2022 (22) | In progress (39) | 10.55 | |||||
| -16.80% | Aug 2021 | Sep 2022 (14) | In progress (32) | 9.42 | |||||
| -15.55% | Mar 2008 | Nov 2008 (9) | Aug 2009 (18) | 8.92 | |||||
| -8.82% | Mar 2008 | Oct 2008 (8) | Dec 2008 (10) | 3.50 | |||||
| -7.46% | Dec 1996 | Apr 1997 (5) | Sep 1998 (22) | 3.35 | |||||
| -5.99% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 2.79 | |||||
| -5.16% | May 2013 | Aug 2013 (4) | May 2014 (13) | 3.09 | |||||
| -4.48% | May 2013 | Jun 2013 (2) | Dec 2013 (8) | 2.44 | |||||
| -3.92% | Mar 2020 | Mar 2020 (1) | Jun 2020 (4) | 1.86 | |||||
| -3.54% | Oct 2016 | Nov 2016 (2) | Aug 2017 (11) | 1.91 | |||||
| -3.22% | Jun 2003 | Jul 2003 (2) | Sep 2003 (4) | 1.81 | |||||
| -3.06% | Apr 2015 | Sep 2015 (6) | Mar 2016 (12) | 1.67 | |||||
| -3.02% | Apr 2004 | May 2004 (2) | Aug 2004 (5) | 2.02 | |||||
| -3.00% | Jan 2009 | Feb 2009 (2) | Apr 2009 (4) | 1.69 | |||||
| -2.76% | Oct 2016 | Nov 2016 (2) | Apr 2017 (7) | 1.55 | |||||
| -2.69% | May 1999 | Aug 1999 (4) | Nov 1999 (7) | 1.71 | |||||
| -2.68% | Aug 2011 | Sep 2011 (2) | Dec 2011 (5) | 1.39 | |||||
| -2.65% | Apr 1994 | Feb 1995 (11) | Apr 1995 (13) | 1.70 | |||||
| -2.42% | Apr 1994 | Jun 1994 (3) | Feb 1995 (11) | 1.42 | |||||
| -2.40% | Dec 1996 | Mar 1997 (4) | May 1997 (6) | 1.28 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
All Country World Bonds Portfolio
|
Developed World ex-US 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.60% | Jan 2021 | Oct 2022 (22) | In progress (39) | 10.55 | |||||
| -16.80% | Aug 2021 | Sep 2022 (14) | In progress (32) | 9.42 | |||||
| -15.55% | Mar 2008 | Nov 2008 (9) | Aug 2009 (18) | 8.92 | |||||
| -8.82% | Mar 2008 | Oct 2008 (8) | Dec 2008 (10) | 3.50 | |||||
| -7.46% | Dec 1996 | Apr 1997 (5) | Sep 1998 (22) | 3.35 | |||||
| -7.02% | Jan 1990 | Apr 1990 (4) | Jul 1990 (7) | 3.62 | |||||
| -6.85% | Feb 1994 | Jun 1994 (5) | May 1995 (16) | 4.92 | |||||
| -6.51% | Feb 1994 | Feb 1995 (13) | Jul 1995 (18) | 4.66 | |||||
| -6.31% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 3.33 | |||||
| -5.99% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 2.79 | |||||
| -5.71% | Mar 1987 | Sep 1987 (7) | Jan 1988 (11) | 3.06 | |||||
| -5.16% | May 2013 | Aug 2013 (4) | May 2014 (13) | 3.09 | |||||
| -4.48% | May 2013 | Jun 2013 (2) | Dec 2013 (8) | 2.44 | |||||
| -4.18% | Jan 1992 | Mar 1992 (3) | Jul 1992 (7) | 2.38 | |||||
| -3.92% | Mar 2020 | Mar 2020 (1) | Jun 2020 (4) | 1.86 | |||||
| -3.54% | Oct 2016 | Nov 2016 (2) | Aug 2017 (11) | 1.91 | |||||
| -3.32% | May 1986 | May 1986 (1) | Jun 1986 (2) | 1.92 | |||||
| -3.22% | Jun 2003 | Jul 2003 (2) | Sep 2003 (4) | 1.81 | |||||
| -3.06% | Apr 2015 | Sep 2015 (6) | Mar 2016 (12) | 1.67 | |||||
| -3.02% | Apr 2004 | May 2004 (2) | Aug 2004 (5) | 2.02 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
-0.12%
|
-1.22% |
+1.06%
|
-0.69% |
| 2023 |
+7.31%
|
-4.10% |
+10.62%
|
-3.65% |
| 2022 |
-13.82%
|
-15.86% |
-13.28%
|
-15.82% |
| 2021 |
-2.06%
|
-3.44% |
+0.51%
|
-1.64% |
| 2020 |
+6.30%
|
-3.92% |
+5.67%
|
-5.99% |
| 2019 |
+9.49%
|
-0.86% |
+10.82%
|
-0.13% |
| 2018 |
+0.10%
|
-1.92% |
-0.71%
|
-1.97% |
| 2017 |
+4.16%
|
-0.40% |
+7.20%
|
-0.28% |
| 2016 |
+4.27%
|
-3.54% |
+4.23%
|
-2.76% |
| 2015 |
+0.85%
|
-2.23% |
+0.88%
|
-3.06% |
| 2014 |
+6.88%
|
-0.66% |
+5.80%
|
-0.91% |
| 2013 |
-2.50%
|
-5.16% |
+3.72%
|
-4.48% |
| 2012 |
+7.45%
|
-0.22% |
+11.34%
|
-1.93% |
| 2011 |
+8.12%
|
-0.42% |
+4.42%
|
-2.68% |
| 2010 |
+7.71%
|
-2.17% |
+8.49%
|
-1.80% |
| 2009 |
+9.48%
|
-3.00% |
+17.74%
|
-4.20% |
| 2008 |
+2.29%
|
-8.82% |
-10.01%
|
-15.55% |
| 2007 |
+6.05%
|
-1.42% |
+6.22%
|
-0.75% |
| 2006 |
+4.63%
|
-1.46% |
+7.61%
|
-0.62% |
| 2005 |
+4.71%
|
-1.32% |
+6.71%
|
-1.16% |
| 2004 |
+6.09%
|
-3.02% |
+8.93%
|
-1.18% |
| 2003 |
+8.25%
|
-3.22% |
+10.88%
|
-0.98% |
| 2002 |
+9.30%
|
-1.07% |
+4.31%
|
-1.24% |
| 2001 |
+12.23%
|
-0.35% |
+4.28%
|
-1.41% |
| 2000 |
+11.10%
|
-0.72% |
+4.50%
|
-1.64% |
| 1999 |
+3.71%
|
-2.69% |
+7.82%
|
-2.07% |
| 1998 |
+8.51%
|
-2.13% |
+16.99%
|
-0.92% |
| 1997 |
+5.56%
|
-2.07% |
-4.15%
|
-6.74% |
| 1996 |
+8.94%
|
-2.00% |
+4.66%
|
-1.36% |
| 1995 |
+20.40%
|
-0.22% |
+17.78%
|
-0.82% |
| 1994 |
-5.13%
|
-6.85% |
-3.88%
|
-6.31% |
| 1993 |
+14.09%
|
-0.38% |
+19.11%
|
-1.94% |
| 1992 |
+9.20%
|
-1.73% |
+6.56%
|
-4.18% |
| 1991 |
+18.81%
|
-0.40% |
+19.03%
|
-1.69% |
| 1990 |
+7.31%
|
-2.97% |
+0.80%
|
-7.02% |
| 1989 |
+12.84%
|
-1.53% |
+11.45%
|
-2.33% |
| 1988 |
+7.90%
|
-2.11% |
+12.16%
|
-0.98% |
| 1987 |
+1.20%
|
-5.71% |
+8.87%
|
-2.58% |
| 1986 |
+15.08%
|
-2.62% |
+25.77%
|
-3.32% |
| 1985 |
+22.99%
|
-2.83% |
+31.17%
|
-2.24% |
