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 Developed World ex-US Stocks Portfolio obtained a 10.43% compound annual return, with a 14.83% standard deviation, in the last 5 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% | |
| 5 Years Stats | Return | +11.76% | +10.43% |
| Std Dev | 12.95% | 14.83% | |
| Max Drawdown | -19.22% | -24.15% | |
Last Update: 31 October 2021
Historical Returns
Comparison period starts from February 2015
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| 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 |
| Developed World ex-US Stocks Portfolio | +3.23 | +1.05 | +4.21 | +35.52 | +10.43 | +7.73 |
(*) annualized
Capital Growth
Drawdowns
Yearly Returns
Yearly return comparison. Common historical serie start from February 2015.
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| Year | Developed World ex-US Stocks Momentum Portfolio | Developed World ex-US Stocks Portfolio |
|---|---|---|
| 2021 |
+6.97% | +12.24% |
| 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% |