Developed World ex-US 60/40 Momentum vs John Wasik Nano Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 60/40 Momentum Portfolio obtained a 4.05% compound annual return, with a 8.90% standard deviation, in the last 10 Years.

The John Wasik Nano Portfolio obtained a 5.37% compound annual return, with a 10.01% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 60/40 Momentum Portfolio John Wasik Nano Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
10 Years Stats Return +4.05% +5.37%
Std Dev 8.90% 10.01%
Max Drawdown -22.23% -22.12%
All time Stats
(Since Aug 2009)
Return +5.65% +7.43%
Std Dev 9.52% 9.82%
Max Drawdown -22.23% -22.12%
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 60/40 Momentum Portfolio +3.08 +10.58 +14.98 +5.52 +4.05 +5.65
John Wasik Nano Portfolio +1.57 +6.72 +10.49 +5.79 +5.37 +7.43
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.49$, with a total return of 48.68% (4.05% annualized).

John Wasik Nano Portfolio: an investment of 1$, since March 2014, now would be worth 1.69$, with a total return of 68.65% (5.37% annualized).

Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.23$, with a total return of 122.75% (5.65% annualized).

John Wasik Nano Portfolio: an investment of 1$, since August 2009, now would be worth 2.84$, with a total return of 184.25% (7.43% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 60/40 Momentum Portfolio
John Wasik Nano Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-22.23% Nov 2021 Sep 2022 (11) In progress (28) 11.44
-22.12% Jan 2022 Sep 2022 (9) In progress (26) 12.69
-13.34% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.12
-10.52% Feb 2018 Dec 2018 (11) Jun 2019 (17) 4.70
-10.46% Feb 2020 Mar 2020 (2) Jun 2020 (5) 5.30
-7.73% May 2015 Sep 2015 (5) Jul 2016 (15) 4.34
-7.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.33
-5.73% Mar 2015 Sep 2015 (7) May 2016 (15) 2.97
-5.21% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.46
-4.02% Jul 2014 Dec 2014 (6) Apr 2015 (10) 2.20
-3.76% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.90
-3.66% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.28
-3.54% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.22% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.86
-3.12% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.56
-2.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.13% Oct 2020 Oct 2020 (1) Nov 2020 (2) 1.23
-1.71% May 2019 May 2019 (1) Jun 2019 (2) 0.99
-1.50% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.87
-1.30% Jan 2021 Feb 2021 (2) Apr 2021 (4) 0.83

Drawdown comparison chart since August 2009.

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Developed World ex-US 60/40 Momentum Portfolio
John Wasik Nano Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-22.23% Nov 2021 Sep 2022 (11) In progress (28) 11.44
-22.12% Jan 2022 Sep 2022 (9) In progress (26) 12.69
-15.10% May 2011 Sep 2011 (5) Nov 2012 (19) 7.35
-13.34% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.12
-10.52% Feb 2018 Dec 2018 (11) Jun 2019 (17) 4.70
-10.46% Feb 2020 Mar 2020 (2) Jun 2020 (5) 5.30
-9.69% May 2011 Sep 2011 (5) Jan 2012 (9) 3.98
-7.73% May 2015 Sep 2015 (5) Jul 2016 (15) 4.34
-7.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.33
-6.85% Apr 2010 Jun 2010 (3) Sep 2010 (6) 3.74
-6.63% May 2010 Jun 2010 (2) Sep 2010 (5) 3.52
-5.73% Mar 2015 Sep 2015 (7) May 2016 (15) 2.97
-5.64% May 2013 Jun 2013 (2) Sep 2013 (5) 3.77
-5.21% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.46
-5.04% May 2013 Aug 2013 (4) Oct 2013 (6) 2.95
-4.02% Jul 2014 Dec 2014 (6) Apr 2015 (10) 2.20
-3.95% May 2012 May 2012 (1) Jul 2012 (3) 2.02
-3.76% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.90
-3.66% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.28
-3.54% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96

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
+4.73%
0.00%
+0.71%
-0.84%
2023
+11.86%
-5.80%
+12.98%
-8.30%
2022
-15.18%
-22.15%
-17.26%
-22.12%
2021
+3.05%
-2.69%
+16.29%
-3.22%
2020
+15.15%
-10.46%
+8.50%
-13.34%
2019
+17.85%
-1.00%
+19.75%
-1.71%
2018
-7.45%
-10.52%
-5.32%
-7.18%
2017
+16.24%
-0.39%
+11.54%
0.00%
2016
+2.13%
-5.21%
+6.00%
-3.76%
2015
-0.48%
-7.73%
+0.12%
-5.73%
2014
-2.02%
-4.02%
+9.22%
-3.12%
2013
+12.99%
-5.64%
+9.31%
-5.04%
2012
+14.58%
-4.84%
+12.49%
-3.95%
2011
-5.18%
-15.10%
+3.71%
-9.69%
2010
+11.89%
-6.85%
+13.25%
-6.63%