Developed World ex-US Stocks Momentum vs All Country World Stocks Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation, in the last 10 Years.

The All Country World Stocks Portfolio obtained a 8.47% compound annual return, with a 14.83% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio All Country World Stocks Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
10 Years Stats Return +5.00% +8.47%
Std Dev 13.60% 14.83%
Max Drawdown -28.57% -25.52%
All time Stats
(Since Aug 2009)
Return +6.55% +9.68%
Std Dev 15.24% 15.20%
Max Drawdown -28.57% -25.52%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
All Country World Stocks Portfolio +4.49 +11.33 +22.34 +10.49 +8.47 +9.68
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

All Country World Stocks Portfolio: an investment of 1$, since March 2014, now would be worth 2.26$, with a total return of 125.55% (8.47% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

All Country World Stocks Portfolio: an investment of 1$, since August 2009, now would be worth 3.85$, with a total return of 284.79% (9.68% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
All Country World Stocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-4.91% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.86
-4.73% Sep 2014 Jan 2015 (5) Feb 2015 (6) 2.70
-4.10% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.37
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-2.62% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.51
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.75% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.01
-1.21% Mar 2015 Mar 2015 (1) Apr 2015 (2) 0.70
-1.01% Jan 2021 Jan 2021 (1) Apr 2021 (4) 0.54
-0.73% Nov 2017 Nov 2017 (1) Jan 2018 (3) 0.37

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
All Country World Stocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-21.87% May 2011 Sep 2011 (5) Jan 2013 (21) 9.53
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-12.80% Apr 2010 Jun 2010 (3) Sep 2010 (6) 7.24
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-5.11% Jan 2010 Jan 2010 (1) Mar 2010 (3) 3.00
-4.91% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.86
-4.73% Sep 2014 Jan 2015 (5) Feb 2015 (6) 2.70
-4.44% Jan 2014 Jan 2014 (1) Feb 2014 (2) 2.57
-4.10% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.37

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.
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Year Return Drawdown Return Drawdown
2024
+8.63%
0.00%
+4.49%
0.00%
2023
+13.91%
-8.35%
+22.02%
-9.69%
2022
-16.80%
-28.32%
-18.01%
-25.52%
2021
+6.60%
-4.63%
+18.27%
-4.10%
2020
+22.16%
-15.97%
+16.61%
-22.15%
2019
+24.51%
-2.38%
+26.82%
-5.97%
2018
-14.30%
-19.22%
-9.76%
-14.45%
2017
+25.46%
-0.73%
+24.49%
0.00%
2016
+0.47%
-7.09%
+8.51%
-6.91%
2015
-1.60%
-12.26%
-1.86%
-11.65%
2014
-9.19%
-9.77%
+3.67%
-4.44%
2013
+22.20%
-6.52%
+22.95%
-3.20%
2012
+17.94%
-8.24%
+17.12%
-10.01%
2011
-14.36%
-26.91%
-7.50%
-21.87%
2010
+14.14%
-14.08%
+13.08%
-12.80%