Last Update: 31 March 2024
The Developed World ex-US Stocks Momentum Portfolio obtained a 5.68% compound annual return, with a 13.68% standard deviation, in the last 10 Years.
The John Wasik Nano Portfolio obtained a 5.56% compound annual return, with a 10.02% standard deviation, in the last 10 Years.
Summary
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| Developed World ex-US Stocks Momentum Portfolio | John Wasik Nano Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 100% | 60% |
| Fixed Income | 0% | 40% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +5.68% | +5.56% |
| Std Dev | 13.68% | 10.02% | |
| Max Drawdown | -28.57% | -22.12% | |
| All time Stats (Since Aug 2009) |
Return | +6.89% | +7.51% |
| Std Dev | 15.25% | 9.80% | |
| Max Drawdown | -28.57% | -22.12% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from August 2009
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Momentum Portfolio | +5.32 | +25.94 | +24.32 | +9.51 | +5.68 | +6.89 |
| John Wasik Nano Portfolio | +1.80 | +13.22 | +10.45 | +5.73 | +5.56 | +7.51 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since April 2014,
now would be worth 1.74$, with a total return of 73.68%
(5.68% annualized).
John Wasik Nano Portfolio: an investment of 1$, since April 2014, now would be worth 1.72$, with a total return of 71.73% (5.56% annualized).
John Wasik Nano Portfolio: an investment of 1$, since April 2014, now would be worth 1.72$, with a total return of 71.73% (5.56% annualized).
Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009,
now would be worth 2.66$, with a total return of 165.81%
(6.89% annualized).
John Wasik Nano Portfolio: an investment of 1$, since August 2009, now would be worth 2.89$, with a total return of 189.38% (7.51% annualized).
John Wasik Nano Portfolio: an investment of 1$, since August 2009, now would be worth 2.89$, with a total return of 189.38% (7.51% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Developed World ex-US Stocks Momentum Portfolio
|
John Wasik Nano 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 | |||||
| -22.12% | Jan 2022 | Sep 2022 (9) | In progress (27) | 12.49 | |||||
| -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 | |||||
| -13.34% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.12 | |||||
| -7.18% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.33 | |||||
| -5.73% | Mar 2015 | Sep 2015 (7) | May 2016 (15) | 2.97 | |||||
| -3.90% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.96 | |||||
| -3.76% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.90 | |||||
| -3.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.13 | |||||
| -3.66% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 2.28 | |||||
| -3.54% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.96 | |||||
| -3.22% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.86 | |||||
| -3.12% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.56 | |||||
| -1.80% | Jun 2021 | Jun 2021 (1) | Aug 2021 (3) | 0.96 | |||||
| -1.71% | May 2019 | May 2019 (1) | Jun 2019 (2) | 0.99 | |||||
| -1.50% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 0.87 | |||||
| -1.01% | Jan 2021 | Jan 2021 (1) | Apr 2021 (4) | 0.54 | |||||
| -0.95% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 0.55 | |||||
Drawdown comparison chart since August 2009.
Swipe left to see all data
|
Developed World ex-US Stocks Momentum Portfolio
|
John Wasik Nano 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 | |||||
| -22.12% | Jan 2022 | Sep 2022 (9) | In progress (27) | 12.49 | |||||
| -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 | |||||
| -14.08% | Apr 2010 | Jun 2010 (3) | Sep 2010 (6) | 8.07 | |||||
| -13.34% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.12 | |||||
| -9.69% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 3.98 | |||||
| -7.18% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.33 | |||||
| -7.18% | Jan 2010 | Jan 2010 (1) | Mar 2010 (3) | 4.79 | |||||
| -6.63% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.52 | |||||
| -6.52% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 4.30 | |||||
| -5.73% | Mar 2015 | Sep 2015 (7) | May 2016 (15) | 2.97 | |||||
| -5.15% | Jan 2014 | Jan 2014 (1) | Jun 2014 (6) | 2.47 | |||||
| -5.04% | May 2013 | Aug 2013 (4) | Oct 2013 (6) | 2.95 | |||||
| -3.95% | May 2012 | May 2012 (1) | Jul 2012 (3) | 2.02 | |||||
| -3.90% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.96 | |||||
| -3.76% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.90 | |||||
| -3.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.13 | |||||
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.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+14.41%
|
0.00% |
+2.53%
|
-0.84% |
| 2023 |
+13.91%
|
-8.35% |
+12.98%
|
-8.30% |
| 2022 |
-16.80%
|
-28.32% |
-17.26%
|
-22.12% |
| 2021 |
+6.60%
|
-4.63% |
+16.29%
|
-3.22% |
| 2020 |
+22.16%
|
-15.97% |
+8.50%
|
-13.34% |
| 2019 |
+24.51%
|
-2.38% |
+19.75%
|
-1.71% |
| 2018 |
-14.30%
|
-19.22% |
-5.32%
|
-7.18% |
| 2017 |
+25.46%
|
-0.73% |
+11.54%
|
0.00% |
| 2016 |
+0.47%
|
-7.09% |
+6.00%
|
-3.76% |
| 2015 |
-1.60%
|
-12.26% |
+0.12%
|
-5.73% |
| 2014 |
-9.19%
|
-9.77% |
+9.22%
|
-3.12% |
| 2013 |
+22.20%
|
-6.52% |
+9.31%
|
-5.04% |
| 2012 |
+17.94%
|
-8.24% |
+12.49%
|
-3.95% |
| 2011 |
-14.36%
|
-26.91% |
+3.71%
|
-9.69% |
| 2010 |
+14.14%
|
-14.08% |
+13.25%
|
-6.63% |
