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 Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.26% compound annual return, with a 4.74% standard deviation, in the last 30 Years.
Summary
| Developed World ex-US 20/80 Portfolio | Stocks/Bonds 20/80 Momentum Portfolio | ||
|---|---|---|---|
| Risk | Low | Low | |
| Asset Allocation | Stocks | 20% | 20% |
| Fixed Income | 80% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.36% | +6.26% |
| Std Dev | 5.20% | 4.74% | |
| Max Drawdown | -16.80% | -17.91% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1985
| 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 |
| Stocks/Bonds 20/80 Momentum Portfolio | -1.42 | -1.08 | -14.14 | +1.77 | +3.69 | +6.26 | +7.56 |
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).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1000$, since January 1993, now would be worth 6178.38$, with a total return of 517.84% (6.26% 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).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1000$, since January 1985, now would be worth 15949.97$, with a total return of 1495.00% (7.56% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Developed World ex-US 20/80 Portfolio |
Stocks/Bonds 20/80 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -17.91% | Nov 2021 | Sep 2022 | |||
| -16.80% | Aug 2021 | Sep 2022 | |||
| -15.55% | Mar 2008 | Nov 2008 | |||
| -9.00% | Jan 2008 | Oct 2008 | |||
| -7.46% | Dec 1996 | Apr 1997 | |||
| -6.51% | Feb 1994 | Feb 1995 | |||
| -5.99% | Feb 2020 | Mar 2020 | |||
| -5.46% | Feb 1994 | Jun 1994 | |||
| -4.48% | May 2013 | Jun 2013 | |||
| -3.64% | Aug 2016 | Nov 2016 | |||
| -3.46% | Feb 2020 | Mar 2020 | |||
| -3.12% | Sep 2018 | Oct 2018 | |||
| -3.06% | Apr 2015 | Sep 2015 | |||
| -2.95% | Jan 2021 | Mar 2021 | |||
| -2.76% | Oct 2016 | Nov 2016 | |||
| -2.68% | Aug 2011 | Sep 2011 | |||
| -2.48% | May 2013 | Jun 2013 | |||
| -2.37% | Apr 2004 | Apr 2004 | |||
| -2.29% | Jul 2003 | Jul 2003 | |||
| -2.26% | Sep 2020 | Oct 2020 | |||
Drawdown comparison chart since January 1985.
Developed World ex-US 20/80 Portfolio |
Stocks/Bonds 20/80 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -17.91% | Nov 2021 | Sep 2022 | |||
| -16.80% | Aug 2021 | Sep 2022 | |||
| -15.55% | Mar 2008 | Nov 2008 | |||
| -9.00% | Jan 2008 | Oct 2008 | |||
| -7.46% | Dec 1996 | Apr 1997 | |||
| -7.02% | Jan 1990 | Apr 1990 | |||
| -6.53% | Sep 1987 | Nov 1987 | |||
| -6.51% | Feb 1994 | Feb 1995 | |||
| -6.31% | Aug 1990 | Sep 1990 | |||
| -5.99% | Feb 2020 | Mar 2020 | |||
| -5.46% | Feb 1994 | Jun 1994 | |||
| -4.48% | May 2013 | Jun 2013 | |||
| -4.18% | Jan 1992 | Mar 1992 | |||
| -3.64% | Aug 2016 | Nov 2016 | |||
| -3.46% | Feb 2020 | Mar 2020 | |||
| -3.32% | May 1986 | May 1986 | |||
| -3.15% | Sep 1986 | Sep 1986 | |||
| -3.12% | Sep 2018 | Oct 2018 | |||
| -3.06% | Apr 2015 | Sep 2015 | |||
| -2.95% | Jan 2021 | Mar 2021 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Developed World ex-US 20/80 Portfolio | Stocks/Bonds 20/80 Momentum Portfolio |
|---|---|---|
| 2022 |
-13.28% | -14.14% |
| 2021 |
+0.51% | +1.18% |
| 2020 |
+5.67% | +12.14% |
| 2019 |
+10.82% | +12.52% |
| 2018 |
-0.71% | -0.42% |
| 2017 |
+7.20% | +10.35% |
| 2016 |
+4.23% | +3.02% |
| 2015 |
+0.88% | +2.23% |
| 2014 |
+5.80% | +7.58% |
| 2013 |
+3.72% | +5.23% |
| 2012 |
+11.34% | +5.51% |
| 2011 |
+4.42% | +7.52% |
| 2010 |
+8.49% | +8.56% |
| 2009 |
+17.74% | +6.40% |
| 2008 |
-10.01% | -2.70% |
| 2007 |
+6.22% | +9.07% |
| 2006 |
+7.61% | +5.53% |
| 2005 |
+6.71% | +5.74% |
| 2004 |
+8.93% | +6.73% |
| 2003 |
+10.88% | +8.38% |
| 2002 |
+4.31% | +4.15% |
| 2001 |
+4.28% | +3.27% |
| 2000 |
+4.50% | +7.19% |
| 1999 |
+7.82% | +7.48% |
| 1998 |
+16.99% | +16.62% |
| 1997 |
-4.15% | +14.93% |
| 1996 |
+4.66% | +8.83% |
| 1995 |
+17.78% | +23.01% |
| 1994 |
-3.88% | -2.34% |
| 1993 |
+19.11% | +10.39% |
| 1992 |
+6.56% | +6.58% |
| 1991 |
+19.03% | +19.58% |
| 1990 |
+0.80% | +7.22% |
| 1989 |
+11.45% | +19.47% |
| 1988 |
+12.16% | +7.30% |
| 1987 |
+8.87% | +1.70% |
| 1986 |
+25.77% | +16.62% |
| 1985 |
+31.17% | +24.27% |