Last Update: 31 December 2022

The Developed World ex-US 20/80 Portfolio obtained a 5.36% compound annual return, with a 5.20% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 5.86% compound annual return, with a 5.47% 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
Risk Low Low
Asset Allocation Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
30 Years Stats Return +5.36% +5.86%
Std Dev 5.20% 5.47%
Max Drawdown -16.80% -17.97%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Developed World ex-US 20/80 Portfolio -2.64 -1.83 -13.28 +0.27 +2.28 +5.36 +7.14
All Country World 20/80 Portfolio -2.14 -1.58 -14.66 +0.90 +2.66 +5.86 +7.22
(*) Returns over 1 year are annualized

Capital Growth as of Dec 31, 2022

Developed World ex-US 20/80 Portfolio: an investment of 1000$, since January 1993, now would be worth 4786.42$, with a total return of 378.64% (5.36% annualized).

All Country World 20/80 Portfolio: an investment of 1000$, since January 1993, now would be worth 5522.37$, with a total return of 452.24% (5.86% annualized).

Developed World ex-US 20/80 Portfolio: an investment of 1000$, since January 1985, now would be worth 13740.49$, with a total return of 1274.05% (7.14% annualized).

All Country World 20/80 Portfolio: an investment of 1000$, since January 1985, now would be worth 14137.06$, with a total return of 1313.71% (7.22% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Developed World ex-US 20/80 Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-17.97% Sep 2021 Sep 2022
-16.80% Aug 2021 Sep 2022
-15.55% Mar 2008 Nov 2008
-14.04% May 2008 Oct 2008
-7.46% Dec 1996 Apr 1997
-6.55% Feb 2020 Mar 2020
-6.51% Feb 1994 Feb 1995
-6.27% Feb 1994 Jun 1994
-5.99% Feb 2020 Mar 2020
-4.73% Aug 1998 Aug 1998
-4.48% May 2013 Jun 2013
-4.30% May 2013 Jun 2013
-3.57% Jun 2002 Jul 2002
-3.06% Apr 2015 Sep 2015
-3.05% May 2015 Sep 2015
-2.99% Oct 2016 Nov 2016
-2.82% Apr 2004 May 2004
-2.77% Feb 2018 Oct 2018
-2.76% Oct 2016 Nov 2016
-2.68% Aug 2011 Sep 2011

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 Drawdown Start Bottom
-17.97% Sep 2021 Sep 2022
-16.80% Aug 2021 Sep 2022
-15.55% Mar 2008 Nov 2008
-14.04% May 2008 Oct 2008
-7.46% Dec 1996 Apr 1997
-7.02% Jan 1990 Apr 1990
-6.55% Feb 2020 Mar 2020
-6.51% Feb 1994 Feb 1995
-6.31% Aug 1990 Sep 1990
-6.27% Feb 1994 Jun 1994
-6.26% Sep 1987 Nov 1987
-5.99% Feb 2020 Mar 2020
-5.58% Jan 1990 Apr 1990
-5.31% Aug 1990 Sep 1990
-4.73% Aug 1998 Aug 1998
-4.48% May 2013 Jun 2013
-4.30% May 2013 Jun 2013
-4.18% Jan 1992 Mar 1992
-3.57% Jun 2002 Jul 2002
-3.32% May 1986 May 1986

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Developed World ex-US 20/80 Portfolio All Country World 20/80 Portfolio
2022
-13.28% -14.66%
2021
+0.51% +2.00%
2020
+5.67% +8.36%
2019
+10.82% +12.96%
2018
-0.71% -1.87%
2017
+7.20% +8.23%
2016
+4.23% +5.12%
2015
+0.88% +0.31%
2014
+5.80% +6.24%
2013
+3.72% +2.59%
2012
+11.34% +9.39%
2011
+4.42% +4.99%
2010
+8.49% +8.78%
2009
+17.74% +14.11%
2008
-10.01% -6.88%
2007
+6.22% +6.77%
2006
+7.61% +7.46%
2005
+6.71% +5.53%
2004
+8.93% +7.53%
2003
+10.88% +12.92%
2002
+4.31% +3.34%
2001
+4.28% +6.33%
2000
+4.50% +5.87%
1999
+7.82% +7.97%
1998
+16.99% +10.80%
1997
-4.15% +7.03%
1996
+4.66% +9.34%
1995
+17.78% +19.70%
1994
-3.88% -3.54%
1993
+19.11% +15.69%
1992
+6.56% +6.02%
1991
+19.03% +18.43%
1990
+0.80% +2.13%
1989
+11.45% +13.30%
1988
+12.16% +10.56%
1987
+8.87% +4.29%
1986
+25.77% +20.59%
1985
+31.17% +26.72%
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