Developed World ex-US 60/40 Momentum vs Marvin Appel One-Decision 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 Marvin Appel One-Decision Portfolio obtained a 5.66% compound annual return, with a 8.92% standard deviation, in the last 10 Years.

Summary

Swipe left to see all data
Developed World ex-US 60/40 Momentum Portfolio Marvin Appel One-Decision Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 50%
Fixed Income 40% 50%
Commodities 0% 0%
10 Years Stats Return +4.05% +5.66%
Std Dev 8.90% 8.92%
Max Drawdown -22.23% -16.74%
All time Stats
(Since Aug 2009)
Return +5.65% +7.43%
Std Dev 9.52% 8.62%
Max Drawdown -22.23% -16.74%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

Swipe left to see all data
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
Marvin Appel One-Decision Portfolio +1.43 +6.03 +9.54 +5.81 +5.66 +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).

Marvin Appel One-Decision Portfolio: an investment of 1$, since March 2014, now would be worth 1.73$, with a total return of 73.38% (5.66% 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).

Marvin Appel One-Decision Portfolio: an investment of 1$, since August 2009, now would be worth 2.84$, with a total return of 184.31% (7.43% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

Swipe left to see all data
Developed World ex-US 60/40 Momentum Portfolio
Marvin Appel One-Decision 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
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-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
-6.99% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.10
-5.21% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.46
-4.76% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.77
-4.02% Jul 2014 Dec 2014 (6) Apr 2015 (10) 2.20
-3.21% Aug 2016 Oct 2016 (3) Jan 2017 (6) 1.52
-3.06% Feb 2018 Feb 2018 (1) Jun 2018 (5) 1.96
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.58
-2.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.54% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.47
-2.13% Oct 2020 Oct 2020 (1) Nov 2020 (2) 1.23
-2.02% May 2019 May 2019 (1) Jun 2019 (2) 1.17
-1.30% Jan 2021 Feb 2021 (2) Apr 2021 (4) 0.83
-0.99% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.57
-0.97% Jun 2021 Jun 2021 (1) Jul 2021 (2) 0.56

Drawdown comparison chart since August 2009.

Swipe left to see all data
Developed World ex-US 60/40 Momentum Portfolio
Marvin Appel One-Decision 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
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-15.10% May 2011 Sep 2011 (5) Nov 2012 (19) 7.35
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-10.52% Feb 2018 Dec 2018 (11) Jun 2019 (17) 4.70
-10.46% Feb 2020 Mar 2020 (2) Jun 2020 (5) 5.30
-8.52% Jun 2011 Sep 2011 (4) Jan 2012 (8) 3.61
-7.73% May 2015 Sep 2015 (5) Jul 2016 (15) 4.34
-6.99% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.10
-6.85% Apr 2010 Jun 2010 (3) Sep 2010 (6) 3.74
-6.14% May 2010 Jun 2010 (2) Sep 2010 (5) 3.38
-5.64% May 2013 Jun 2013 (2) Sep 2013 (5) 3.77
-5.21% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.46
-4.76% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.77
-4.02% Jul 2014 Dec 2014 (6) Apr 2015 (10) 2.20
-3.50% Jan 2010 Jan 2010 (1) Mar 2010 (3) 2.25
-3.21% Aug 2016 Oct 2016 (3) Jan 2017 (6) 1.52
-3.06% Feb 2018 Feb 2018 (1) Jun 2018 (5) 1.96
-2.81% May 2012 May 2012 (1) Jul 2012 (3) 1.41
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.58

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+4.73%
0.00%
+0.21%
-1.20%
2023
+11.86%
-5.80%
+12.43%
-7.22%
2022
-15.18%
-22.15%
-13.18%
-16.74%
2021
+3.05%
-2.69%
+16.51%
-2.73%
2020
+15.15%
-10.46%
+5.32%
-13.04%
2019
+17.85%
-1.00%
+18.51%
-2.02%
2018
-7.45%
-10.52%
-3.64%
-6.99%
2017
+16.24%
-0.39%
+8.07%
-0.59%
2016
+2.13%
-5.21%
+8.52%
-3.21%
2015
-0.48%
-7.73%
-0.25%
-4.76%
2014
-2.02%
-4.02%
+11.14%
-2.54%
2013
+12.99%
-5.64%
+10.43%
-2.72%
2012
+14.58%
-4.84%
+10.65%
-2.81%
2011
-5.18%
-15.10%
+3.87%
-8.52%
2010
+11.89%
-6.85%
+13.01%
-6.14%