Last Update: 31 July 2022

The Developed World ex-US 40/60 Momentum Portfolio obtained a 4.05% compound annual return, with a 6.00% standard deviation, in the last 10 Years.

The Developed World ex-US 40/60 Portfolio obtained a 4.27% compound annual return, with a 6.32% standard deviation, in the last 10 Years.

Summary

Swipe left to see all data
Developed World ex-US 40/60 Momentum Portfolio Developed World ex-US 40/60 Portfolio
Risk Medium Medium
Asset Allocation Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
10 Years Stats Return +4.05% +4.27%
Std Dev 6.00% 6.32%
Max Drawdown -14.31% -14.36%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

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 +3.18 -8.40 -11.44 +2.73 +4.05 +4.94
Developed World ex-US 40/60 Portfolio +4.00 -7.83 -10.65 +2.36 +4.27 +4.90
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1000$, since August 2012, now would be worth 1487.92$, with a total return of 48.79% (4.05% annualized).

Developed World ex-US 40/60 Portfolio: an investment of 1000$, since August 2012, now would be worth 1519.29$, with a total return of 51.93% (4.27% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1000$, since August 2009, now would be worth 1872.34$, with a total return of 87.23% (4.94% annualized).

Developed World ex-US 40/60 Portfolio: an investment of 1000$, since August 2009, now would be worth 1863.45$, with a total return of 86.35% (4.90% annualized).

Drawdowns

Drawdown comparison chart since July 2012.

Swipe left to see all data
Developed World ex-US 40/60 Momentum Portfolio
Developed World ex-US 40/60 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-14.36% Sep 2021 Jun 2022
-14.31% Sep 2021 Jun 2022
-9.84% Jan 2020 Mar 2020
-7.72% Feb 2020 Mar 2020
-6.00% Feb 2018 Dec 2018
-5.69% Feb 2018 Dec 2018
-5.53% May 2015 Feb 2016
-5.38% May 2015 Sep 2015
-5.17% May 2013 Jun 2013
-4.79% May 2013 Jun 2013
-4.27% Aug 2016 Nov 2016
-3.04% Oct 2016 Nov 2016
-1.71% Sep 2014 Dec 2014
-1.62% Jan 2021 Feb 2021
-1.52% Sep 2014 Dec 2014
-1.47% May 2019 May 2019
-1.33% Oct 2020 Oct 2020
-1.22% Jan 2014 Jan 2014
-1.20% Jan 2014 Jan 2014
-0.78% Jul 2014 Jul 2014

Drawdown comparison chart since August 2009.

Swipe left to see all data
Developed World ex-US 40/60 Momentum Portfolio
Developed World ex-US 40/60 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-14.36% Sep 2021 Jun 2022
-14.31% Sep 2021 Jun 2022
-9.84% Jan 2020 Mar 2020
-8.94% May 2011 Sep 2011
-7.72% Feb 2020 Mar 2020
-7.71% May 2011 Sep 2011
-6.00% Feb 2018 Dec 2018
-5.69% Feb 2018 Dec 2018
-5.53% May 2015 Feb 2016
-5.38% May 2015 Sep 2015
-5.17% May 2013 Jun 2013
-4.79% May 2013 Jun 2013
-4.63% Apr 2012 May 2012
-4.27% Aug 2016 Nov 2016
-4.11% Apr 2010 May 2010
-4.04% May 2010 May 2010
-3.04% Oct 2016 Nov 2016
-2.55% Nov 2010 Nov 2010
-2.00% Nov 2010 Nov 2010
-1.71% Sep 2014 Dec 2014

Yearly Returns

Yearly return comparison. Common historical serie start from August 2009.

Swipe left to see all data
Year Developed World ex-US 40/60 Momentum Portfolio Developed World ex-US 40/60 Portfolio
2022
-11.22% -10.02%
2021
+1.27% +3.30%
2020
+11.65% +6.69%
2019
+14.52% +13.77%
2018
-4.03% -4.22%
2017
+11.62% +12.01%
2016
+2.96% +3.84%
2015
+0.07% +0.56%
2014
+1.57% +2.85%
2013
+8.39% +8.25%
2012
+12.90% +13.14%
2011
-0.59% +0.24%
2010
+10.77% +8.45%
Share this page