Last Update: 31 July 2022

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.74% compound annual return, with a 12.72% standard deviation, in the last 10 Years.

The Developed World ex-US Stocks Portfolio obtained a 6.39% compound annual return, with a 14.00% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Developed World ex-US Stocks Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
10 Years Stats Return +5.74% +6.39%
Std Dev 12.72% 14.00%
Max Drawdown -20.40% -24.14%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from August 2009

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1M 6M 1Y 5Y(*) 10Y(*) MAX(*)
Developed World ex-US Stocks Momentum Portfolio +3.11 -12.71 -16.21 +4.01 +5.74 +5.55
Developed World ex-US Stocks Portfolio +5.29 -11.20 -14.17 +3.19 +6.39 +5.57
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Developed World ex-US Stocks Momentum Portfolio: an investment of 1000$, since August 2012, now would be worth 1746.75$, with a total return of 74.68% (5.74% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1000$, since August 2012, now would be worth 1857.96$, with a total return of 85.80% (6.39% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1000$, since August 2009, now would be worth 2018.87$, with a total return of 101.89% (5.55% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1000$, since August 2009, now would be worth 2021.95$, with a total return of 102.19% (5.57% annualized).

Drawdowns

Drawdown comparison chart since July 2012.

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Developed World ex-US Stocks Momentum Portfolio
Developed World ex-US Stocks Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-24.14% Feb 2018 Mar 2020
-20.40% Nov 2021 Jun 2022
-19.54% Sep 2021 Jun 2022
-19.22% Feb 2018 Dec 2018
-17.94% Jul 2014 Feb 2016
-16.18% Jul 2014 Feb 2016
-15.97% Feb 2020 Mar 2020
-6.52% May 2013 Jun 2013
-5.66% May 2013 Jun 2013
-5.21% Jan 2014 Jan 2014
-5.15% Jan 2014 Jan 2014
-3.90% Sep 2020 Oct 2020
-3.69% Sep 2021 Sep 2021
-1.80% Jun 2021 Jun 2021
-1.15% Feb 2013 Feb 2013
-1.01% Jan 2021 Jan 2021
-0.93% Jun 2021 Jun 2021
-0.73% Nov 2017 Nov 2017
-0.72% Jan 2021 Jan 2021
-0.37% Mar 2014 Mar 2014

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Developed World ex-US Stocks Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-26.91% May 2011 Sep 2011
-24.14% Feb 2018 Mar 2020
-23.95% May 2011 Sep 2011
-20.40% Nov 2021 Jun 2022
-19.54% Sep 2021 Jun 2022
-19.22% Feb 2018 Dec 2018
-17.94% Jul 2014 Feb 2016
-16.18% Jul 2014 Feb 2016
-15.97% Feb 2020 Mar 2020
-15.54% Apr 2010 Jun 2010
-14.08% Apr 2010 Jun 2010
-7.18% Jan 2010 Jan 2010
-6.52% May 2013 Jun 2013
-5.66% May 2013 Jun 2013
-5.44% Jan 2010 Jan 2010
-5.21% Jan 2014 Jan 2014
-5.15% Jan 2014 Jan 2014
-4.90% Nov 2010 Nov 2010
-3.90% Sep 2020 Oct 2020
-3.69% Sep 2021 Sep 2021

Yearly Returns

Yearly return comparison. Common historical serie start from August 2009.

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Year Developed World ex-US Stocks Momentum Portfolio Developed World ex-US Stocks Portfolio
2022
 -17.65% -14.63%
2021
 +6.60% +11.67%
2020
 +22.16% +9.74%
2019
 +24.51% +22.62%
2018
 -14.30% -14.75%
2017
 +25.46% +26.42%
2016
 +0.47% +2.67%
2015
 -1.60% -0.38%
2014
 -9.19% -5.98%
2013
 +22.20% +21.83%
2012
 +17.94% +18.56%
2011
 -14.36% -12.30%
2010
 +14.14% +8.35%
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