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
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
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 |
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.
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.
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.
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% |