Developed World ex-US Stocks Momentum vs Stocks/Bonds 40/60 with Bitcoin 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 Stocks/Bonds 40/60 with Bitcoin Portfolio obtained a 9.01% compound annual return, with a 8.96% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Stocks/Bonds 40/60 with Bitcoin Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 39%
Fixed Income 0% 59%
Commodities 0% 2%
10 Years Stats Return +5.00% +9.01%
Std Dev 13.60% 8.96%
Max Drawdown -28.57% -19.39%
All time Stats
(Since Aug 2009)
Return +6.55% +17.63%
Std Dev 15.24% 34.80%
Max Drawdown -28.57% -41.83%
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
Stocks/Bonds 40/60 with Bitcoin Portfolio +2.13 +9.47 +16.18 +8.00 +9.01 +17.63
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).

Stocks/Bonds 40/60 with Bitcoin Portfolio: an investment of 1$, since March 2014, now would be worth 2.37$, with a total return of 136.86% (9.01% 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).

Stocks/Bonds 40/60 with Bitcoin Portfolio: an investment of 1$, since August 2009, now would be worth 10.67$, with a total return of 967.49% (17.63% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Stocks/Bonds 40/60 with Bitcoin 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
-19.39% Nov 2021 Sep 2022 (11) In progress (28) 10.86
-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
-8.64% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-5.78% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.83
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.50% Aug 2015 Sep 2015 (2) Nov 2015 (4) 2.04
-2.95% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.84
-2.68% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.36% Dec 2015 Jan 2016 (2) Mar 2016 (4) 1.30
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.94% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.28
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.50% Sep 2014 Sep 2014 (1) Nov 2014 (3) 0.75
-1.16% Jun 2015 Jun 2015 (1) Jul 2015 (2) 0.67
-1.10% Aug 2016 Oct 2016 (3) Dec 2016 (5) 0.56
-1.06% May 2021 May 2021 (1) Jun 2021 (2) 0.61

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Stocks/Bonds 40/60 with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.83% Jul 2011 Nov 2011 (5) Oct 2013 (28) 26.75
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-22.55% Dec 2013 Jan 2014 (2) Jul 2017 (44) 15.16
-19.39% Nov 2021 Sep 2022 (11) In progress (28) 10.86
-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
-8.64% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.78% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.83
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.85% May 2010 Jun 2010 (2) Sep 2010 (5) 2.04
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.43% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.98
-2.95% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.84
-2.68% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55

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%
+2.48%
0.00%
2023
+13.91%
-8.35%
+16.42%
-5.79%
2022
-16.80%
-28.32%
-16.62%
-19.39%
2021
+6.60%
-4.63%
+10.09%
-2.68%
2020
+22.16%
-15.97%
+18.86%
-8.64%
2019
+24.51%
-2.38%
+19.07%
-0.26%
2018
-14.30%
-19.22%
-3.54%
-5.78%
2017
+25.46%
-0.73%
+35.81%
-0.29%
2016
+0.47%
-7.09%
+8.97%
-1.74%
2015
-1.60%
-12.26%
+1.21%
-3.50%
2014
-9.19%
-9.77%
+7.16%
-1.50%
2013
+22.20%
-6.52%
+135.55%
-22.50%
2012
+17.94%
-8.24%
+11.90%
-1.96%
2011
-14.36%
-26.91%
+34.51%
-41.83%
2010
+14.14%
-14.08%
+17.41%
-3.85%