Developed World ex-US 20/80 vs All Country World 20/80 Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 20/80 Portfolio obtained a 5.08% compound annual return, with a 5.25% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 5.70% compound annual return, with a 5.63% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 20/80 Portfolio All Country World 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
30 Years Stats Return +5.08% +5.70%
Std Dev 5.25% 5.63%
Max Drawdown -16.80% -17.97%
All time Stats
(Since Jan 1985)
Return +7.18% +7.26%
Std Dev 5.84% 5.89%
Max Drawdown -16.80% -17.97%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 20/80 Portfolio +0.11 +4.57 +8.13 +1.74 +2.72 +5.08 +7.18
All Country World 20/80 Portfolio +0.30 +4.91 +8.76 +2.53 +3.22 +5.70 +7.26
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.42$, with a total return of 341.69% (5.08% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 5.27$, with a total return of 427.37% (5.70% annualized).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.11$, with a total return of 1411.21% (7.18% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.57$, with a total return of 1457.42% (7.26% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 20/80 Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.97% Sep 2021 Sep 2022 (13) In progress (30) 10.68
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.61% Mar 1994 Feb 1995 (12) May 1995 (15) 3.30
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.14% Mar 1994 Jun 1994 (4) Apr 1995 (14) 2.67
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.82% Apr 2004 May 2004 (2) Sep 2004 (6) 1.79
-2.77% Feb 2018 Oct 2018 (9) Jan 2019 (12) 1.50
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.97% Sep 2021 Sep 2022 (13) In progress (30) 10.68
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-6.27% Feb 1994 Jun 1994 (5) May 1995 (16) 4.39
-6.26% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.48
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.58% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.94
-5.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.85
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.32% May 1986 May 1986 (1) Jun 1986 (2) 1.92

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.
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Year Return Drawdown Return Drawdown
2024
-0.57%
-0.69%
-0.08%
-0.38%
2023
+10.62%
-3.65%
+10.25%
-5.13%
2022
-13.28%
-15.82%
-14.66%
-17.51%
2021
+0.51%
-1.64%
+2.00%
-1.92%
2020
+5.67%
-5.99%
+8.36%
-6.55%
2019
+10.82%
-0.13%
+12.96%
-0.19%
2018
-0.71%
-1.97%
-1.87%
-2.77%
2017
+7.20%
-0.28%
+8.23%
-0.08%
2016
+4.23%
-2.76%
+5.12%
-2.99%
2015
+0.88%
-3.06%
+0.31%
-3.05%
2014
+5.80%
-0.91%
+6.24%
-1.20%
2013
+3.72%
-4.48%
+2.59%
-4.30%
2012
+11.34%
-1.93%
+9.39%
-1.73%
2011
+4.42%
-2.68%
+4.99%
-2.61%
2010
+8.49%
-1.80%
+8.78%
-1.65%
2009
+17.74%
-4.20%
+14.11%
-6.27%
2008
-10.01%
-15.55%
-6.88%
-14.04%
2007
+6.22%
-0.75%
+6.77%
-0.67%
2006
+7.61%
-0.62%
+7.46%
-1.15%
2005
+6.71%
-1.16%
+5.53%
-1.32%
2004
+8.93%
-1.18%
+7.53%
-2.82%
2003
+10.88%
-0.98%
+12.92%
-1.93%
2002
+4.31%
-1.24%
+3.34%
-3.57%
2001
+4.28%
-1.41%
+6.33%
-1.65%
2000
+4.50%
-1.64%
+5.87%
-1.99%
1999
+7.82%
-2.07%
+7.97%
-2.31%
1998
+16.99%
-0.92%
+10.80%
-4.73%
1997
-4.15%
-6.74%
+7.03%
-1.93%
1996
+4.66%
-1.36%
+9.34%
-1.45%
1995
+17.78%
-0.82%
+19.70%
0.00%
1994
-3.88%
-6.31%
-3.54%
-6.27%
1993
+19.11%
-1.94%
+15.69%
-1.44%
1992
+6.56%
-4.18%
+6.02%
-2.92%
1991
+19.03%
-1.69%
+18.43%
-1.65%
1990
+0.80%
-7.02%
+2.13%
-5.58%
1989
+11.45%
-2.33%
+13.30%
-1.73%
1988
+12.16%
-0.98%
+10.56%
-1.30%
1987
+8.87%
-2.58%
+4.29%
-6.26%
1986
+25.77%
-3.32%
+20.59%
-2.84%
1985
+31.17%
-2.24%
+26.72%
-1.78%