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 Portfolio obtained a 5.66% compound annual return, with a 4.67% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 20/80 Portfolio Stocks/Bonds 20/80 Portfolio
Risk Low Low
Asset Allocation Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
30 Years Stats Return +5.36% +5.66%
Std Dev 5.20% 4.67%
Max Drawdown -16.80% -16.57%

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
Stocks/Bonds 20/80 Portfolio -1.80 -2.12 -14.39 +1.85 +3.34 +5.66 +6.99
(*) 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).

Stocks/Bonds 20/80 Portfolio: an investment of 1000$, since January 1993, now would be worth 5214.37$, with a total return of 421.44% (5.66% 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 Portfolio: an investment of 1000$, since January 1985, now would be worth 13010.97$, with a total return of 1201.10% (6.99% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Developed World ex-US 20/80 Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.80% Aug 2021 Sep 2022
-16.57% Jan 2022 Sep 2022
-15.55% Mar 2008 Nov 2008
-8.42% May 2008 Oct 2008
-7.46% Dec 1996 Apr 1997
-6.51% Feb 1994 Feb 1995
-5.99% Feb 2020 Mar 2020
-5.50% Feb 1994 Jun 1994
-4.48% May 2013 Jun 2013
-3.92% Feb 2020 Mar 2020
-3.06% Apr 2015 Sep 2015
-2.76% Oct 2016 Nov 2016
-2.68% Aug 2011 Sep 2011
-2.67% Sep 2018 Oct 2018
-2.58% Apr 2004 May 2004
-2.56% May 2013 Jun 2013
-2.40% Aug 2016 Nov 2016
-2.23% Apr 2000 May 2000
-2.17% Feb 1999 Feb 1999
-2.15% Jul 1998 Aug 1998

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.80% Aug 2021 Sep 2022
-16.57% Jan 2022 Sep 2022
-15.55% Mar 2008 Nov 2008
-8.42% May 2008 Oct 2008
-7.46% Dec 1996 Apr 1997
-7.02% Jan 1990 Apr 1990
-6.51% Feb 1994 Feb 1995
-6.31% Aug 1990 Sep 1990
-6.14% Sep 1987 Nov 1987
-5.99% Feb 2020 Mar 2020
-5.50% Feb 1994 Jun 1994
-4.48% May 2013 Jun 2013
-4.18% Jan 1992 Mar 1992
-3.92% Feb 2020 Mar 2020
-3.32% May 1986 May 1986
-3.14% Sep 1986 Sep 1986
-3.09% Aug 1990 Sep 1990
-3.06% Apr 2015 Sep 2015
-2.99% Apr 1987 May 1987
-2.91% Jan 1990 Jan 1990

Yearly Returns

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

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Year Developed World ex-US 20/80 Portfolio Stocks/Bonds 20/80 Portfolio
2022
-13.28% -14.39%
2021
+0.51% +3.64%
2020
+5.67% +10.38%
2019
+10.82% +13.20%
2018
-0.71% -1.13%
2017
+7.20% +7.10%
2016
+4.23% +4.58%
2015
+0.88% +0.52%
2014
+5.80% +7.16%
2013
+3.72% +5.01%
2012
+11.34% +5.82%
2011
+4.42% +6.53%
2010
+8.49% +8.44%
2009
+17.74% +8.69%
2008
-10.01% -1.91%
2007
+6.22% +6.61%
2006
+7.61% +6.55%
2005
+6.71% +3.18%
2004
+8.93% +5.95%
2003
+10.88% +9.33%
2002
+4.31% +2.51%
2001
+4.28% +4.55%
2000
+4.50% +7.00%
1999
+7.82% +4.16%
1998
+16.99% +11.52%
1997
-4.15% +13.75%
1996
+4.66% +7.06%
1995
+17.78% +21.70%
1994
-3.88% -2.16%
1993
+19.11% +9.87%
1992
+6.56% +7.53%
1991
+19.03% +18.68%
1990
+0.80% +5.70%
1989
+11.45% +16.54%
1988
+12.16% +9.35%
1987
+8.87% +1.75%
1986
+25.77% +15.00%
1985
+31.17% +24.05%
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