Last Update: 31 October 2021

The Developed World ex-US Stocks Momentum Portfolio obtained a 11.76% compound annual return, with a 12.95% standard deviation, in the last 5 Years.

The Stocks/Bonds 80/20 Portfolio obtained a 15.82% compound annual return, with a 12.59% standard deviation, in the last 5 Years.

Summary

Swipe left to see all data
Developed World ex-US Stocks Momentum Portfolio Stocks/Bonds 80/20 Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
5 Years Stats Return +11.76% +15.82%
Std Dev 12.95% 12.59%
Max Drawdown -19.22% -16.53%

Last Update: 31 October 2021

Historical Returns

Comparison period starts from February 2015

Swipe left to see all data
1M 3M 6M 1Y 5Y(*) MAX(*)
Developed World ex-US Stocks Momentum Portfolio +4.94 +2.10 +3.19 +23.53 +11.76 +8.42
Stocks/Bonds 80/20 Portfolio +5.52 +3.79 +8.25 +34.26 +15.82 +12.77
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from February 2015.

Swipe left to see all data
Year Developed World ex-US Stocks Momentum Portfolio Stocks/Bonds 80/20 Portfolio
2021
+6.97% +17.95%
2020
+22.16% +18.36%
2019
+24.51% +26.30%
2018
-14.30% -4.19%
2017
+25.46% +17.68%
2016
+0.47% +10.77%
Share this page