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

Time Range:

Drawdowns

Time Range:

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%
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