Last Update: 31 July 2022
The Developed World ex-US 40/60 Portfolio obtained a 5.91% compound annual return, with a 7.23% standard deviation, in the last 30 Years.
The Dynamic 40/60 Income Portfolio obtained a 7.29% compound annual return, with a 7.82% standard deviation, in the last 30 Years.
Summary
| Developed World ex-US 40/60 Portfolio | Dynamic 40/60 Income Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 40% |
| Fixed Income | 60% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.91% | +7.29% |
| Std Dev | 7.23% | 7.82% | |
| Max Drawdown | -26.17% | -29.84% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from January 1992
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US 40/60 Portfolio | +4.00 | -7.83 | -10.65 | +2.36 | +4.27 | +5.91 | +5.71 |
| Dynamic 40/60 Income Portfolio | +5.07 | -7.15 | -8.70 | +3.57 | +4.92 | +7.29 | +7.44 |
Capital Growth as of Jul 31, 2022
Developed World ex-US 40/60 Portfolio: an investment of 1000$, since August 1992, now would be worth 5603.54$, with a total return of 460.35% (5.91% annualized).
Dynamic 40/60 Income Portfolio: an investment of 1000$, since August 1992, now would be worth 8245.31$, with a total return of 724.53% (7.29% annualized).
Developed World ex-US 40/60 Portfolio: an investment of 1000$, since January 1992, now would be worth 5462.49$, with a total return of 446.25% (5.71% annualized).
Dynamic 40/60 Income Portfolio: an investment of 1000$, since January 1992, now would be worth 8974.88$, with a total return of 797.49% (7.44% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
Developed World ex-US 40/60 Portfolio |
Dynamic 40/60 Income Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -29.84% | Nov 2007 | Feb 2009 | |||
| -26.17% | Nov 2007 | Feb 2009 | |||
| -14.69% | Jan 2022 | Jun 2022 | |||
| -14.36% | Sep 2021 | Jun 2022 | |||
| -12.42% | Feb 2020 | Mar 2020 | |||
| -9.84% | Jan 2020 | Mar 2020 | |||
| -9.38% | May 1998 | Aug 1998 | |||
| -8.00% | Apr 2000 | Sep 2002 | |||
| -7.71% | May 2011 | Sep 2011 | |||
| -7.19% | Jun 2011 | Sep 2011 | |||
| -6.97% | Feb 1994 | Feb 1995 | |||
| -6.73% | May 2002 | Jul 2002 | |||
| -6.62% | Dec 1996 | Apr 1997 | |||
| -5.69% | Feb 2018 | Dec 2018 | |||
| -5.53% | May 2015 | Feb 2016 | |||
| -5.36% | Feb 1994 | Jun 1994 | |||
| -5.24% | Jul 1997 | Dec 1997 | |||
| -5.09% | Oct 2018 | Dec 2018 | |||
| -4.79% | May 2013 | Jun 2013 | |||
| -4.63% | Apr 2012 | May 2012 | |||
Drawdown comparison chart since January 1992.
Developed World ex-US 40/60 Portfolio |
Dynamic 40/60 Income Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -29.84% | Nov 2007 | Feb 2009 | |||
| -26.17% | Nov 2007 | Feb 2009 | |||
| -14.69% | Jan 2022 | Jun 2022 | |||
| -14.36% | Sep 2021 | Jun 2022 | |||
| -12.42% | Feb 2020 | Mar 2020 | |||
| -9.84% | Jan 2020 | Mar 2020 | |||
| -9.38% | May 1998 | Aug 1998 | |||
| -8.00% | Apr 2000 | Sep 2002 | |||
| -7.71% | May 2011 | Sep 2011 | |||
| -7.19% | Jun 2011 | Sep 2011 | |||
| -6.97% | Feb 1994 | Feb 1995 | |||
| -6.73% | May 2002 | Jul 2002 | |||
| -6.62% | Dec 1996 | Apr 1997 | |||
| -6.45% | Jan 1992 | Apr 1992 | |||
| -5.69% | Feb 2018 | Dec 2018 | |||
| -5.53% | May 2015 | Feb 2016 | |||
| -5.36% | Feb 1994 | Jun 1994 | |||
| -5.24% | Jul 1997 | Dec 1997 | |||
| -5.09% | Oct 2018 | Dec 2018 | |||
| -4.79% | May 2013 | Jun 2013 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1992.
| Year | Developed World ex-US 40/60 Portfolio | Dynamic 40/60 Income Portfolio |
|---|---|---|
| 2022 |
-10.02% | -10.36% |
| 2021 |
+3.30% | +6.72% |
| 2020 |
+6.69% | +8.28% |
| 2019 |
+13.77% | +15.91% |
| 2018 |
-4.22% | -3.18% |
| 2017 |
+12.01% | +9.18% |
| 2016 |
+3.84% | +7.53% |
| 2015 |
+0.56% | +0.21% |
| 2014 |
+2.85% | +7.01% |
| 2013 |
+8.25% | +6.13% |
| 2012 |
+13.14% | +12.70% |
| 2011 |
+0.24% | +2.96% |
| 2010 |
+8.45% | +11.25% |
| 2009 |
+20.17% | +22.37% |
| 2008 |
-17.67% | -14.80% |
| 2007 |
+7.46% | +0.88% |
| 2006 |
+12.27% | +9.18% |
| 2005 |
+8.43% | +5.23% |
| 2004 |
+11.76% | +8.41% |
| 2003 |
+17.83% | +21.64% |
| 2002 |
-0.67% | +1.03% |
| 2001 |
-2.28% | +8.71% |
| 2000 |
-0.20% | +3.43% |
| 1999 |
+15.36% | +11.02% |
| 1998 |
+16.87% | +6.04% |
| 1997 |
-3.46% | +16.36% |
| 1996 |
+4.67% | +16.81% |
| 1995 |
+14.33% | +23.17% |
| 1994 |
-0.47% | -3.19% |
| 1993 |
+21.82% | +14.73% |
| 1992 |
+1.22% | +12.95% |