Last Update: 31 March 2024
The Total Bond Developed World ex-US Portfolio obtained a 4.86% compound annual return, with a 4.55% standard deviation, in the last 30 Years.
The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.
Summary
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| Total Bond Developed World ex-US Portfolio | Stocks/Bonds 20/80 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 20% |
| Fixed Income | 100% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +4.86% | +6.34% |
| Std Dev | 4.55% | 4.92% | |
| Max Drawdown | -14.88% | -17.91% | |
| All time Stats (Since Jan 1985) |
Return | +6.60% | +7.56% |
| Std Dev | 5.09% | 5.27% | |
| Max Drawdown | -14.88% | -17.91% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Total Bond Developed World ex-US Portfolio | +1.12 | +6.59 | +5.19 | +0.33 | +2.18 | +4.86 | +6.60 |
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +6.34 | +7.56 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Total Bond Developed World ex-US Portfolio: an investment of 1$, since April 1994,
now would be worth 4.15$, with a total return of 315.40%
(4.86% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Total Bond Developed World ex-US Portfolio: an investment of 1$, since January 1985,
now would be worth 12.27$, with a total return of 1126.68%
(6.60% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.50$, with a total return of 1649.96% (7.56% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.50$, with a total return of 1649.96% (7.56% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Total Bond Developed World ex-US Portfolio
|
Stocks/Bonds 20/80 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -14.88% | Jan 2021 | Sep 2022 (21) | In progress (39) | 9.16 | |||||
| -10.03% | Mar 2008 | Nov 2008 (9) | Jul 2009 (17) | 4.88 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.31% | Dec 1996 | Apr 1997 (5) | Sep 1998 (22) | 4.42 | |||||
| -4.53% | Apr 1994 | Aug 1994 (5) | Apr 1995 (13) | 2.97 | |||||
| -4.24% | May 2013 | Aug 2013 (4) | May 2014 (13) | 2.62 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.17% | May 1999 | Aug 1999 (4) | Mar 2000 (11) | 2.19 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -3.03% | Oct 2016 | Jan 2017 (4) | Nov 2017 (14) | 1.63 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
| -2.91% | Mar 2020 | Mar 2020 (1) | Jul 2020 (5) | 1.29 | |||||
| -2.88% | Apr 2015 | Jun 2015 (3) | Jan 2016 (10) | 1.48 | |||||
| -2.48% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.41 | |||||
| -2.37% | Apr 2004 | Apr 2004 (1) | Aug 2004 (5) | 1.53 | |||||
| -2.34% | Jun 2003 | Aug 2003 (3) | Jan 2004 (8) | 1.35 | |||||
| -2.29% | Jul 2003 | Jul 2003 (1) | Sep 2003 (3) | 1.35 | |||||
| -2.26% | Nov 1998 | Nov 1998 (1) | Dec 1998 (2) | 1.30 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Total Bond Developed World ex-US Portfolio
|
Stocks/Bonds 20/80 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -14.88% | Jan 2021 | Sep 2022 (21) | In progress (39) | 9.16 | |||||
| -10.03% | Mar 2008 | Nov 2008 (9) | Jul 2009 (17) | 4.88 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.68% | Feb 1994 | Aug 1994 (7) | Jul 1995 (18) | 5.98 | |||||
| -8.31% | Dec 1996 | Apr 1997 (5) | Sep 1998 (22) | 4.42 | |||||
| -6.53% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.65 | |||||
| -5.46% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.79 | |||||
| -4.82% | Apr 1987 | Sep 1987 (6) | Dec 1987 (9) | 2.61 | |||||
| -4.24% | May 2013 | Aug 2013 (4) | May 2014 (13) | 2.62 | |||||
| -3.70% | Feb 1985 | Feb 1985 (1) | Apr 1985 (3) | 1.85 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.57% | Dec 1989 | Apr 1990 (5) | Jun 1990 (7) | 1.85 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.35% | May 1986 | May 1986 (1) | Jul 1986 (3) | 1.72 | |||||
| -3.17% | May 1999 | Aug 1999 (4) | Mar 2000 (11) | 2.19 | |||||
| -3.15% | Sep 1986 | Sep 1986 (1) | Nov 1986 (3) | 1.63 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -3.03% | Oct 2016 | Jan 2017 (4) | Nov 2017 (14) | 1.63 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
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 |
-0.02%
|
-1.12% |
+3.35%
|
0.00% |
| 2023 |
+8.79%
|
-1.89% |
+6.16%
|
-5.43% |
| 2022 |
-12.76%
|
-12.90% |
-14.14%
|
-17.00% |
| 2021 |
-2.28%
|
-2.58% |
+1.18%
|
-2.95% |
| 2020 |
+4.65%
|
-2.91% |
+12.14%
|
-3.46% |
| 2019 |
+7.87%
|
-1.68% |
+12.52%
|
-0.69% |
| 2018 |
+2.81%
|
-0.57% |
-0.42%
|
-3.12% |
| 2017 |
+2.40%
|
-0.98% |
+10.35%
|
0.00% |
| 2016 |
+4.61%
|
-2.49% |
+3.02%
|
-3.64% |
| 2015 |
+1.19%
|
-2.88% |
+2.23%
|
-1.48% |
| 2014 |
+8.74%
|
-0.13% |
+7.58%
|
-0.83% |
| 2013 |
-0.81%
|
-4.24% |
+5.23%
|
-2.48% |
| 2012 |
+9.54%
|
0.00% |
+5.51%
|
-0.69% |
| 2011 |
+8.60%
|
-0.56% |
+7.52%
|
-0.70% |
| 2010 |
+8.53%
|
-1.97% |
+8.56%
|
-0.70% |
| 2009 |
+15.30%
|
-0.78% |
+6.40%
|
-6.03% |
| 2008 |
-2.35%
|
-10.03% |
-2.70%
|
-9.00% |
| 2007 |
+4.99%
|
-1.62% |
+9.07%
|
-0.41% |
| 2006 |
+2.94%
|
-0.81% |
+5.53%
|
-1.33% |
| 2005 |
+4.98%
|
-1.02% |
+5.74%
|
-1.35% |
| 2004 |
+6.11%
|
-0.89% |
+6.73%
|
-2.37% |
| 2003 |
+3.93%
|
-2.34% |
+8.38%
|
-2.29% |
| 2002 |
+9.29%
|
-1.02% |
+4.15%
|
-1.79% |
| 2001 |
+10.83%
|
-1.10% |
+3.27%
|
-2.01% |
| 2000 |
+9.20%
|
-0.42% |
+7.19%
|
-1.52% |
| 1999 |
+0.29%
|
-3.17% |
+7.48%
|
-1.73% |
| 1998 |
+17.11%
|
-2.26% |
+16.62%
|
-1.24% |
| 1997 |
-4.84%
|
-7.85% |
+14.93%
|
-1.81% |
| 1996 |
+4.66%
|
-1.82% |
+8.83%
|
-1.37% |
| 1995 |
+21.23%
|
-0.60% |
+23.01%
|
0.00% |
| 1994 |
-7.29%
|
-8.68% |
-2.34%
|
-5.46% |
| 1993 |
+16.41%
|
0.00% |
+10.39%
|
-0.92% |
| 1992 |
+11.90%
|
-2.20% |
+6.58%
|
-1.69% |
| 1991 |
+21.42%
|
-0.43% |
+19.58%
|
-0.95% |
| 1990 |
+7.20%
|
-3.40% |
+7.22%
|
-2.90% |
| 1989 |
+11.10%
|
-2.18% |
+19.47%
|
-0.82% |
| 1988 |
+8.79%
|
-1.14% |
+7.30%
|
-2.80% |
| 1987 |
+3.47%
|
-4.82% |
+1.70%
|
-6.53% |
| 1986 |
+16.37%
|
-3.35% |
+16.62%
|
-3.15% |
| 1985 |
+24.95%
|
-3.70% |
+24.27%
|
-1.28% |
