Last Update: 31 July 2022
The Total Bond Developed World ex-US Portfolio obtained a 5.38% compound annual return, with a 4.48% standard deviation, in the last 30 Years.
The Stocks/Bonds 20/80 Portfolio obtained a 5.97% compound annual return, with a 4.46% standard deviation, in the last 30 Years.
Summary
| Total Bond Developed World ex-US Portfolio | Stocks/Bonds 20/80 Portfolio | ||
|---|---|---|---|
| Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 20% |
| Fixed Income | 100% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.38% | +5.97% |
| Std Dev | 4.48% | 4.46% | |
| Max Drawdown | -11.90% | -12.54% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Total Bond Developed World ex-US Portfolio | +3.22 | -5.64 | -8.47 | +1.42 | +2.48 | +5.38 | +6.84 |
| Stocks/Bonds 20/80 Portfolio | +3.63 | -6.69 | -8.74 | +3.55 | +4.02 | +5.97 | +7.23 |
Capital Growth as of Jul 31, 2022
Total Bond Developed World ex-US Portfolio: an investment of 1000$, since August 1992, now would be worth 4817.26$, with a total return of 381.73% (5.38% annualized).
Stocks/Bonds 20/80 Portfolio: an investment of 1000$, since August 1992, now would be worth 5698.09$, with a total return of 469.81% (5.97% annualized).
Total Bond Developed World ex-US Portfolio: an investment of 1000$, since January 1985, now would be worth 12029.64$, with a total return of 1102.96% (6.84% annualized).
Stocks/Bonds 20/80 Portfolio: an investment of 1000$, since January 1985, now would be worth 13775.39$, with a total return of 1277.54% (7.23% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
Total Bond Developed World ex-US Portfolio |
Stocks/Bonds 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -12.54% | Jan 2022 | Jun 2022 | |||
| -11.90% | Jan 2021 | Jun 2022 | |||
| -10.03% | Mar 2008 | Nov 2008 | |||
| -8.68% | Feb 1994 | Aug 1994 | |||
| -8.42% | May 2008 | Oct 2008 | |||
| -8.31% | Dec 1996 | Apr 1997 | |||
| -5.50% | Feb 1994 | Jun 1994 | |||
| -4.24% | May 2013 | Aug 2013 | |||
| -3.92% | Feb 2020 | Mar 2020 | |||
| -3.17% | May 1999 | Aug 1999 | |||
| -3.03% | Oct 2016 | Jan 2017 | |||
| -2.91% | Mar 2020 | Mar 2020 | |||
| -2.88% | Apr 2015 | Jun 2015 | |||
| -2.67% | Sep 2018 | Oct 2018 | |||
| -2.58% | Apr 2004 | May 2004 | |||
| -2.56% | May 2013 | Jun 2013 | |||
| -2.40% | Aug 2016 | Nov 2016 | |||
| -2.34% | Jun 2003 | Aug 2003 | |||
| -2.26% | Nov 1998 | Nov 1998 | |||
| -2.23% | Apr 2000 | May 2000 | |||
Drawdown comparison chart since January 1985.
Total Bond Developed World ex-US Portfolio |
Stocks/Bonds 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -12.54% | Jan 2022 | Jun 2022 | |||
| -11.90% | Jan 2021 | Jun 2022 | |||
| -10.03% | Mar 2008 | Nov 2008 | |||
| -8.68% | Feb 1994 | Aug 1994 | |||
| -8.42% | May 2008 | Oct 2008 | |||
| -8.31% | Dec 1996 | Apr 1997 | |||
| -6.14% | Sep 1987 | Nov 1987 | |||
| -5.50% | Feb 1994 | Jun 1994 | |||
| -4.82% | Apr 1987 | Sep 1987 | |||
| -4.24% | May 2013 | Aug 2013 | |||
| -3.92% | Feb 2020 | Mar 2020 | |||
| -3.70% | Feb 1985 | Feb 1985 | |||
| -3.57% | Dec 1989 | Apr 1990 | |||
| -3.35% | May 1986 | May 1986 | |||
| -3.17% | May 1999 | Aug 1999 | |||
| -3.14% | Sep 1986 | Sep 1986 | |||
| -3.09% | Aug 1990 | Sep 1990 | |||
| -3.03% | Oct 2016 | Jan 2017 | |||
| -2.99% | Apr 1987 | May 1987 | |||
| -2.91% | Jan 1990 | Jan 1990 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Total Bond Developed World ex-US Portfolio | Stocks/Bonds 20/80 Portfolio |
|---|---|---|
| 2022 |
-6.94% | -9.36% |
| 2021 |
-2.28% | +3.64% |
| 2020 |
+4.65% | +10.38% |
| 2019 |
+7.87% | +13.20% |
| 2018 |
+2.81% | -1.13% |
| 2017 |
+2.40% | +7.10% |
| 2016 |
+4.61% | +4.58% |
| 2015 |
+1.19% | +0.52% |
| 2014 |
+8.74% | +7.16% |
| 2013 |
-0.81% | +5.01% |
| 2012 |
+9.54% | +5.82% |
| 2011 |
+8.60% | +6.53% |
| 2010 |
+8.53% | +8.44% |
| 2009 |
+15.30% | +8.69% |
| 2008 |
-2.35% | -1.91% |
| 2007 |
+4.99% | +6.61% |
| 2006 |
+2.94% | +6.55% |
| 2005 |
+4.98% | +3.18% |
| 2004 |
+6.11% | +5.95% |
| 2003 |
+3.93% | +9.33% |
| 2002 |
+9.29% | +2.51% |
| 2001 |
+10.83% | +4.55% |
| 2000 |
+9.20% | +7.00% |
| 1999 |
+0.29% | +4.16% |
| 1998 |
+17.11% | +11.52% |
| 1997 |
-4.84% | +13.75% |
| 1996 |
+4.66% | +7.06% |
| 1995 |
+21.23% | +21.70% |
| 1994 |
-7.29% | -2.16% |
| 1993 |
+16.41% | +9.87% |
| 1992 |
+11.90% | +7.53% |
| 1991 |
+21.42% | +18.68% |
| 1990 |
+7.20% | +5.70% |
| 1989 |
+11.10% | +16.54% |
| 1988 |
+8.79% | +9.35% |
| 1987 |
+3.47% | +1.75% |
| 1986 |
+16.37% | +15.00% |
| 1985 |
+24.95% | +24.05% |