Last Update: 31 March 2024
The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.79% compound annual return, with a 6.84% standard deviation, in the last 10 Years.
The Stocks/Bonds 20/80 Momentum Portfolio obtained a 3.95% compound annual return, with a 5.87% standard deviation, in the last 10 Years.
Summary
Swipe left to see all data
| Developed World ex-US 40/60 Momentum Portfolio | Stocks/Bonds 20/80 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Low | |
| Asset Allocation | Stocks | 40% | 20% |
| Fixed Income | 60% | 80% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +3.79% | +3.95% |
| Std Dev | 6.84% | 5.87% | |
| Max Drawdown | -19.40% | -17.91% | |
| All time Stats (Since Aug 2009) |
Return | +5.25% | +4.90% |
| Std Dev | 6.97% | 5.17% | |
| Max Drawdown | -19.40% | -17.91% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from August 2009
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Developed World ex-US 40/60 Momentum Portfolio | +2.89 | +14.22 | +12.73 | +4.08 | +3.79 | +5.25 |
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +4.90 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since April 2014,
now would be worth 1.45$, with a total return of 45.07%
(3.79% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 1.47$, with a total return of 47.35% (3.95% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 1.47$, with a total return of 47.35% (3.95% annualized).
Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009,
now would be worth 2.12$, with a total return of 111.67%
(5.25% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.02$, with a total return of 101.70% (4.90% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.02$, with a total return of 101.70% (4.90% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Developed World ex-US 40/60 Momentum Portfolio
|
Stocks/Bonds 20/80 Momentum 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 (31) | 10.23 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -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 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
| -2.26% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.22 | |||||
| -1.89% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 0.98 | |||||
| -1.62% | Jan 2021 | Feb 2021 (2) | May 2021 (5) | 0.94 | |||||
| -1.56% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 0.90 | |||||
| -1.52% | Sep 2014 | Dec 2014 (4) | Feb 2015 (6) | 1.05 | |||||
| -1.48% | Aug 2015 | Aug 2015 (1) | Oct 2015 (3) | 0.96 | |||||
| -1.33% | Oct 2020 | Oct 2020 (1) | Nov 2020 (2) | 0.77 | |||||
| -1.14% | Apr 2015 | Jun 2015 (3) | Jul 2015 (4) | 0.56 | |||||
| -0.78% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 0.45 | |||||
| -0.69% | Sep 2019 | Sep 2019 (1) | Nov 2019 (3) | 0.38 | |||||
Drawdown comparison chart since August 2009.
Swipe left to see all data
|
Developed World ex-US 40/60 Momentum Portfolio
|
Stocks/Bonds 20/80 Momentum 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 (31) | 10.23 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -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 | |||||
| -4.27% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.09 | |||||
| -4.04% | May 2010 | May 2010 (1) | Jul 2010 (3) | 2.68 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
| -2.48% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.41 | |||||
| -2.26% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.22 | |||||
| -2.00% | Nov 2010 | Nov 2010 (1) | Dec 2010 (2) | 1.16 | |||||
| -1.89% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 0.98 | |||||
| -1.66% | Jan 2010 | Jan 2010 (1) | Mar 2010 (3) | 0.99 | |||||
| -1.62% | Jan 2021 | Feb 2021 (2) | May 2021 (5) | 0.94 | |||||
| -1.56% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 0.90 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.75%
|
0.00% |
+3.35%
|
0.00% |
| 2023 |
+10.84%
|
-4.47% |
+6.16%
|
-5.43% |
| 2022 |
-14.37%
|
-19.07% |
-14.14%
|
-17.00% |
| 2021 |
+1.27%
|
-2.17% |
+1.18%
|
-2.95% |
| 2020 |
+11.65%
|
-7.72% |
+12.14%
|
-3.46% |
| 2019 |
+14.52%
|
-0.27% |
+12.52%
|
-0.69% |
| 2018 |
-4.03%
|
-6.00% |
-0.42%
|
-3.12% |
| 2017 |
+11.62%
|
-0.20% |
+10.35%
|
0.00% |
| 2016 |
+2.96%
|
-4.27% |
+3.02%
|
-3.64% |
| 2015 |
+0.07%
|
-5.38% |
+2.23%
|
-1.48% |
| 2014 |
+1.57%
|
-1.52% |
+7.58%
|
-0.83% |
| 2013 |
+8.39%
|
-5.17% |
+5.23%
|
-2.48% |
| 2012 |
+12.90%
|
-3.09% |
+5.51%
|
-0.69% |
| 2011 |
-0.59%
|
-8.94% |
+7.52%
|
-0.70% |
| 2010 |
+10.77%
|
-4.04% |
+8.56%
|
-0.70% |
