Developed World ex-US Stocks Momentum vs Stocks/Bonds 40/60 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 Portfolio obtained a 5.74% compound annual return, with a 7.77% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Stocks/Bonds 40/60 Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 40%
Fixed Income 0% 60%
Commodities 0% 0%
10 Years Stats Return +5.00% +5.74%
Std Dev 13.60% 7.77%
Max Drawdown -28.57% -18.63%
All time Stats
(Since Aug 2009)
Return +6.55% +7.03%
Std Dev 15.24% 7.12%
Max Drawdown -28.57% -18.63%
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 Portfolio +1.32 +6.96 +13.37 +6.01 +5.74 +7.03
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 Portfolio: an investment of 1$, since March 2014, now would be worth 1.75$, with a total return of 74.72% (5.74% 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 Portfolio: an investment of 1$, since August 2009, now would be worth 2.69$, with a total return of 169.49% (7.03% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Stocks/Bonds 40/60 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
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.41% Jun 2015 Sep 2015 (4) Mar 2016 (10) 1.86
-2.87% Feb 2018 Apr 2018 (3) Jul 2018 (6) 1.80
-2.59% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.49
-2.56% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.48
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.77% May 2019 May 2019 (1) Jun 2019 (2) 1.02
-1.45% Oct 2016 Oct 2016 (1) Jan 2017 (4) 0.84
-1.20% Sep 2014 Sep 2014 (1) Oct 2014 (2) 0.69
-1.01% Jan 2021 Jan 2021 (1) Apr 2021 (4) 0.54
-0.98% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.56

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Stocks/Bonds 40/60 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
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-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
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.43% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.98
-3.41% Jun 2015 Sep 2015 (4) Mar 2016 (10) 1.86
-2.87% Feb 2018 Apr 2018 (3) Jul 2018 (6) 1.80
-2.59% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.49

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%
+1.67%
0.00%
2023
+13.91%
-8.35%
+13.66%
-6.58%
2022
-16.80%
-28.32%
-15.67%
-18.63%
2021
+6.60%
-4.63%
+9.15%
-2.56%
2020
+22.16%
-15.97%
+13.04%
-8.09%
2019
+24.51%
-2.38%
+17.57%
-1.77%
2018
-14.30%
-19.22%
-2.15%
-5.36%
2017
+25.46%
-0.73%
+10.63%
-0.00%
2016
+0.47%
-7.09%
+6.64%
-1.57%
2015
-1.60%
-12.26%
+0.48%
-3.41%
2014
-9.19%
-9.77%
+8.51%
-1.20%
2013
+22.20%
-6.52%
+12.12%
-1.84%
2012
+17.94%
-8.24%
+8.47%
-2.11%
2011
-14.36%
-26.91%
+5.14%
-4.76%
2010
+14.14%
-14.08%
+10.69%
-3.96%