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 Stocks/Bonds 60/40 with Bitcoin Portfolio obtained a 11.36% compound annual return, with a 11.18% standard deviation, in the last 10 Years.
Summary
Swipe left to see all data
| Developed World ex-US Stocks Momentum Portfolio | Stocks/Bonds 60/40 with Bitcoin Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 100% | 59% |
| Fixed Income | 0% | 39% | |
| Commodities | 0% | 2% | |
| 10 Years Stats | Return | +5.68% | +11.36% |
| Std Dev | 13.68% | 11.18% | |
| Max Drawdown | -28.57% | -21.45% | |
| All time Stats (Since Aug 2009) |
Return | +6.89% | +19.92% |
| Std Dev | 15.25% | 34.34% | |
| Max Drawdown | -28.57% | -42.67% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from August 2009
Swipe left to see all data
| 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 |
| Stocks/Bonds 60/40 with Bitcoin Portfolio | +2.47 | +18.93 | +20.30 | +10.79 | +11.36 | +19.92 |
| 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).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.93$, with a total return of 193.16% (11.36% annualized).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.93$, with a total return of 193.16% (11.36% 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).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since August 2009, now would be worth 14.36$, with a total return of 1335.82% (19.92% annualized).
Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since August 2009, now would be worth 14.36$, with a total return of 1335.82% (19.92% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Developed World ex-US Stocks Momentum Portfolio
|
Stocks/Bonds 60/40 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 | |||||
| -21.45% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.74 | |||||
| -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 | |||||
| -12.82% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.49 | |||||
| -8.81% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.93 | |||||
| -5.38% | Aug 2015 | Sep 2015 (2) | Nov 2015 (4) | 3.04 | |||||
| -4.11% | Dec 2015 | Jan 2016 (2) | Mar 2016 (4) | 2.46 | |||||
| -4.00% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.53 | |||||
| -3.90% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.96 | |||||
| -3.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.13 | |||||
| -3.35% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.93 | |||||
| -2.88% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.86 | |||||
| -1.81% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 1.04 | |||||
| -1.80% | Jun 2021 | Jun 2021 (1) | Aug 2021 (3) | 0.96 | |||||
| -1.79% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.03 | |||||
| -1.39% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 0.80 | |||||
| -1.38% | Dec 2014 | Jan 2015 (2) | Feb 2015 (3) | 0.69 | |||||
| -1.27% | Jun 2015 | Jun 2015 (1) | Jul 2015 (2) | 0.74 | |||||
Drawdown comparison chart since August 2009.
Swipe left to see all data
|
Developed World ex-US Stocks Momentum Portfolio
|
Stocks/Bonds 60/40 with Bitcoin Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -42.67% | Jul 2011 | Nov 2011 (5) | Oct 2013 (28) | 26.48 | |||||
| -28.57% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 13.63 | |||||
| -26.91% | May 2011 | Sep 2011 (5) | Apr 2013 (24) | 14.61 | |||||
| -22.56% | Dec 2013 | Jan 2014 (2) | Apr 2017 (41) | 14.30 | |||||
| -21.45% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.74 | |||||
| -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 | |||||
| -12.82% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.49 | |||||
| -8.81% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.93 | |||||
| -7.18% | Jan 2010 | Jan 2010 (1) | Mar 2010 (3) | 4.79 | |||||
| -7.03% | May 2010 | Jun 2010 (2) | Oct 2010 (6) | 3.83 | |||||
| -6.52% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 4.30 | |||||
| -5.15% | Jan 2014 | Jan 2014 (1) | Jun 2014 (6) | 2.47 | |||||
| -4.00% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.53 | |||||
| -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 | |||||
| -3.35% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.93 | |||||
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 |
+14.41%
|
0.00% |
+6.65%
|
0.00% |
| 2023 |
+13.91%
|
-8.35% |
+20.55%
|
-6.70% |
| 2022 |
-16.80%
|
-28.32% |
-17.90%
|
-21.45% |
| 2021 |
+6.60%
|
-4.63% |
+15.60%
|
-3.35% |
| 2020 |
+22.16%
|
-15.97% |
+21.52%
|
-12.82% |
| 2019 |
+24.51%
|
-2.38% |
+23.43%
|
-1.79% |
| 2018 |
-14.30%
|
-19.22% |
-4.56%
|
-8.81% |
| 2017 |
+25.46%
|
-0.73% |
+39.33%
|
-0.27% |
| 2016 |
+0.47%
|
-7.09% |
+11.03%
|
-3.13% |
| 2015 |
-1.60%
|
-12.26% |
+1.17%
|
-5.38% |
| 2014 |
-9.19%
|
-9.77% |
+8.50%
|
-1.81% |
| 2013 |
+22.20%
|
-6.52% |
+142.67%
|
-21.78% |
| 2012 |
+17.94%
|
-8.24% |
+14.56%
|
-3.39% |
| 2011 |
-14.36%
|
-26.91% |
+33.12%
|
-42.67% |
| 2010 |
+14.14%
|
-14.08% |
+19.66%
|
-7.03% |
