Developed World ex-US 40/60 Momentum vs Roger Gibson Five Asset Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The Roger Gibson Five Asset Portfolio obtained a 5.25% compound annual return, with a 11.03% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Roger Gibson Five Asset Portfolio
Portfolio Risk Medium Very High
Asset Allocation Stocks 40% 60%
Fixed Income 60% 20%
Commodities 0% 20%
10 Years Stats Return +3.47% +5.25%
Std Dev 6.79% 11.03%
Max Drawdown -19.40% -19.30%
All time Stats
(Since Aug 2009)
Return +5.07% +7.17%
Std Dev 6.96% 11.27%
Max Drawdown -19.40% -19.30%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
Roger Gibson Five Asset Portfolio +1.55 +4.96 +9.48 +7.18 +5.25 +7.17
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

Roger Gibson Five Asset Portfolio: an investment of 1$, since March 2014, now would be worth 1.67$, with a total return of 66.86% (5.25% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

Roger Gibson Five Asset Portfolio: an investment of 1$, since August 2009, now would be worth 2.74$, with a total return of 174.36% (7.17% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Roger Gibson Five Asset Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-16.29% Apr 2022 Sep 2022 (6) In progress (23) 8.13
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.19
-3.55% Nov 2021 Nov 2021 (1) Dec 2021 (2) 2.05
-3.32% May 2019 May 2019 (1) Jun 2019 (2) 1.92
-2.71% Jan 2022 Feb 2022 (2) Mar 2022 (3) 1.73
-1.80% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.04
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.59% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.92
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45
-0.54% Jun 2021 Jun 2021 (1) Jul 2021 (2) 0.31

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Roger Gibson Five Asset Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-16.29% Apr 2022 Sep 2022 (6) In progress (23) 8.13
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-9.00% May 2010 Jun 2010 (2) Sep 2010 (5) 5.10
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.34% May 2013 Jun 2013 (2) Oct 2013 (6) 2.36
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.23% Jan 2010 Jan 2010 (1) Mar 2010 (3) 2.24
-4.04% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.19
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.55% Nov 2021 Nov 2021 (1) Dec 2021 (2) 2.05
-3.32% May 2019 May 2019 (1) Jun 2019 (2) 1.92
-2.71% Jan 2022 Feb 2022 (2) Mar 2022 (3) 1.73

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
+2.78%
0.00%
+0.62%
-0.91%
2023
+10.84%
-4.47%
+10.78%
-7.73%
2022
-14.37%
-19.07%
-11.00%
-16.29%
2021
+1.27%
-2.17%
+22.77%
-3.55%
2020
+11.65%
-7.72%
+5.29%
-19.30%
2019
+14.52%
-0.27%
+20.35%
-3.32%
2018
-4.03%
-6.00%
-7.26%
-10.00%
2017
+11.62%
-0.20%
+12.32%
-0.50%
2016
+2.96%
-4.27%
+9.61%
-3.95%
2015
+0.07%
-5.38%
-5.77%
-8.86%
2014
+1.57%
-1.52%
+3.39%
-4.13%
2013
+8.39%
-5.17%
+8.12%
-4.34%
2012
+12.90%
-3.09%
+12.31%
-6.55%
2011
-0.59%
-8.94%
+0.22%
-15.14%
2010
+10.77%
-4.04%
+15.28%
-9.00%