Last Update: 31 March 2024
The Emerging Markets Stocks Portfolio obtained a 5.08% compound annual return, with a 22.37% standard deviation, in the last 30 Years.
The Andrew Tobias Portfolio obtained a 6.66% compound annual return, with a 9.94% standard deviation, in the last 30 Years.
Summary
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| Emerging Markets Stocks Portfolio | Andrew Tobias Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 100% | 66.67% |
| Fixed Income | 0% | 33.33% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.08% | +6.66% |
| Std Dev | 22.37% | 9.94% | |
| Max Drawdown | -60.44% | -36.42% | |
| All time Stats (Since Jan 1976) |
Return | +7.45% | +9.05% |
| Std Dev | 24.02% | 10.14% | |
| Max Drawdown | -60.44% | -36.42% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Emerging Markets Stocks Portfolio | +2.73 | +10.33 | +6.95 | +1.43 | +2.24 | +5.08 | +7.45 |
| Andrew Tobias Portfolio | +2.23 | +14.35 | +15.50 | +7.72 | +6.18 | +6.66 | +9.05 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Emerging Markets Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.42$, with a total return of 341.65%
(5.08% annualized).
Andrew Tobias Portfolio: an investment of 1$, since April 1994, now would be worth 6.93$, with a total return of 592.86% (6.66% annualized).
Andrew Tobias Portfolio: an investment of 1$, since April 1994, now would be worth 6.93$, with a total return of 592.86% (6.66% annualized).
Emerging Markets Stocks Portfolio: an investment of 1$, since January 1976,
now would be worth 32.10$, with a total return of 3109.71%
(7.45% annualized).
Andrew Tobias Portfolio: an investment of 1$, since January 1976, now would be worth 65.27$, with a total return of 6426.59% (9.05% annualized).
Andrew Tobias Portfolio: an investment of 1$, since January 1976, now would be worth 65.27$, with a total return of 6426.59% (9.05% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
Andrew Tobias Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -53.99% | Aug 1997 | Aug 1998 (13) | Jan 2004 (78) | 29.43 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -36.42% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 16.59 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -27.16% | Sep 1994 | Mar 1995 (7) | Jan 1997 (29) | 14.80 | |||||
| -25.91% | Apr 2000 | Sep 2002 (30) | Oct 2004 (55) | 13.82 | |||||
| -18.85% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.07 | |||||
| -13.71% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.18 | |||||
| -13.69% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 5.66 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
| -11.14% | May 2006 | May 2006 (1) | Nov 2006 (7) | 7.49 | |||||
| -9.73% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 5.25 | |||||
| -9.06% | Mar 2005 | Apr 2005 (2) | Jul 2005 (5) | 5.61 | |||||
| -8.88% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.57 | |||||
| -8.81% | Jun 2015 | Feb 2016 (9) | Dec 2016 (19) | 4.04 | |||||
| -6.34% | Oct 2005 | Oct 2005 (1) | Dec 2005 (3) | 3.20 | |||||
| -4.74% | Mar 1997 | Apr 1997 (2) | Jun 1997 (4) | 2.55 | |||||
| -3.85% | Feb 2006 | Feb 2006 (1) | Apr 2006 (3) | 2.12 | |||||
| -3.79% | May 2019 | May 2019 (1) | Jun 2019 (2) | 2.19 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
Andrew Tobias Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -55.33% | Mar 1987 | Dec 1987 (10) | Sep 1989 (31) | 35.10 | |||||
| -55.05% | Dec 1980 | Jul 1982 (20) | May 1986 (66) | 33.21 | |||||
| -54.22% | Feb 1994 | Aug 1998 (55) | Jan 2004 (120) | 26.65 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -36.42% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 16.59 | |||||
| -34.47% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 19.05 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -25.91% | Apr 2000 | Sep 2002 (30) | Oct 2004 (55) | 13.82 | |||||
| -23.01% | Jun 1992 | Dec 1992 (7) | Apr 1993 (11) | 13.98 | |||||
| -18.85% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.07 | |||||
| -14.68% | Sep 1987 | Nov 1987 (3) | Nov 1988 (15) | 6.82 | |||||
| -13.71% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.18 | |||||
| -13.69% | May 2011 | Sep 2011 (5) | Dec 2012 (20) | 5.66 | |||||
| -13.68% | Feb 1980 | Mar 1980 (2) | Nov 1980 (10) | 6.61 | |||||
| -12.76% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 6.48 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
| -11.14% | May 2006 | May 2006 (1) | Nov 2006 (7) | 7.49 | |||||
| -10.62% | Jan 1990 | Apr 1990 (4) | Jun 1990 (6) | 6.39 | |||||
| -10.17% | Dec 1981 | Jul 1982 (8) | Oct 1982 (11) | 6.08 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+2.16%
|
-4.53% |
+5.27%
|
0.00% |
| 2023 |
+8.99%
|
-12.51% |
+16.14%
|
-6.52% |
| 2022 |
-20.56%
|
-29.40% |
-12.58%
|
-18.85% |
| 2021 |
-3.61%
|
-11.44% |
+12.14%
|
-2.75% |
| 2020 |
+17.03%
|
-23.94% |
+10.55%
|
-13.71% |
| 2019 |
+18.20%
|
-7.82% |
+18.69%
|
-3.79% |
| 2018 |
-15.31%
|
-22.75% |
-5.85%
|
-8.88% |
| 2017 |
+37.28%
|
-0.39% |
+15.52%
|
0.00% |
| 2016 |
+10.87%
|
-5.81% |
+5.01%
|
-4.55% |
| 2015 |
-16.18%
|
-23.20% |
-0.07%
|
-7.19% |
| 2014 |
-3.93%
|
-11.58% |
+2.26%
|
-2.72% |
| 2013 |
-3.69%
|
-13.17% |
+18.36%
|
-1.78% |
| 2012 |
+19.10%
|
-14.96% |
+11.85%
|
-6.75% |
| 2011 |
-18.82%
|
-29.09% |
-3.28%
|
-13.69% |
| 2010 |
+16.51%
|
-10.81% |
+9.28%
|
-8.62% |
| 2009 |
+68.93%
|
-14.98% |
+18.73%
|
-13.67% |
| 2008 |
-48.88%
|
-53.98% |
-23.80%
|
-25.97% |
| 2007 |
+33.31%
|
-8.97% |
+7.55%
|
-3.36% |
| 2006 |
+31.19%
|
-11.14% |
+15.13%
|
-2.38% |
| 2005 |
+32.62%
|
-9.06% |
+7.05%
|
-2.58% |
| 2004 |
+24.63%
|
-11.25% |
+10.80%
|
-2.56% |
| 2003 |
+57.65%
|
-5.76% |
+24.42%
|
-3.85% |
| 2002 |
-7.43%
|
-24.27% |
-9.29%
|
-13.73% |
| 2001 |
-2.88%
|
-30.79% |
-8.37%
|
-14.61% |
| 2000 |
-27.56%
|
-31.63% |
-5.34%
|
-8.80% |
| 1999 |
+61.57%
|
-4.87% |
+21.21%
|
-2.27% |
| 1998 |
-18.12%
|
-40.98% |
+15.71%
|
-9.73% |
| 1997 |
-16.82%
|
-27.85% |
+12.04%
|
-3.41% |
| 1996 |
+15.83%
|
-6.73% |
+10.01%
|
-2.86% |
| 1995 |
+0.56%
|
-11.22% |
+17.29%
|
-0.92% |
| 1994 |
-20.17%
|
-25.83% |
+3.04%
|
-3.64% |
| 1993 |
+100.42%
|
-5.91% |
+15.62%
|
-4.17% |
| 1992 |
-10.90%
|
-23.01% |
+0.36%
|
-4.79% |
| 1991 |
+111.70%
|
-7.61% |
+17.79%
|
-3.72% |
| 1990 |
-1.92%
|
-34.47% |
-6.98%
|
-12.76% |
| 1989 |
+98.20%
|
-6.54% |
+17.49%
|
-1.63% |
| 1988 |
+36.81%
|
-6.67% |
+16.22%
|
-2.96% |
| 1987 |
-46.69%
|
-55.33% |
+12.63%
|
-14.68% |
| 1986 |
+11.58%
|
-9.07% |
+29.43%
|
-4.56% |
| 1985 |
+27.58%
|
-4.87% |
+33.71%
|
-1.51% |
| 1984 |
+16.85%
|
-4.31% |
+7.84%
|
-4.83% |
| 1983 |
+14.20%
|
-3.85% |
+18.09%
|
-2.37% |
| 1982 |
-31.65%
|
-40.30% |
+13.56%
|
-8.27% |
| 1981 |
-20.21%
|
-22.51% |
+2.58%
|
-7.29% |
| 1980 |
+6.80%
|
-13.68% |
+21.48%
|
-8.62% |
| 1979 |
+19.35%
|
-6.39% |
+12.34%
|
-6.12% |
| 1978 |
+14.19%
|
-7.84% |
+14.77%
|
-6.05% |
| 1977 |
+6.78%
|
-3.89% |
+5.85%
|
-2.57% |
| 1976 |
+6.79%
|
-7.97% |
+12.36%
|
-3.09% |
