Last Update: 31 October 2021

The Developed World ex-US 60/40 Momentum Portfolio obtained a 8.41% compound annual return, with a 8.08% standard deviation, in the last 5 Years.

The Developed World ex-US 60/40 Portfolio obtained a 7.61% compound annual return, with a 8.92% standard deviation, in the last 5 Years.

Summary

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Developed World ex-US 60/40 Momentum Portfolio Developed World ex-US 60/40 Portfolio
Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
5 Years Stats Return +8.41% +7.61%
Std Dev 8.08% 8.92%
Max Drawdown -10.53% -14.55%

Last Update: 31 October 2021

Historical Returns

Comparison period starts from February 2015

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1M 3M 6M 1Y 5Y(*) MAX(*)
Developed World ex-US 60/40 Momentum Portfolio +2.84 +0.53 +1.92 +13.11 +8.41 +6.37
Developed World ex-US 60/40 Portfolio +1.85 -0.07 +2.59 +19.17 +7.61 +5.95
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from February 2015.

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Year Developed World ex-US 60/40 Momentum Portfolio Developed World ex-US 60/40 Portfolio
2021
+3.15% +6.31%
2020
+15.15% +7.71%
2019
+17.85% +16.72%
2018
-7.45% -7.73%
2017
+16.24% +16.81%
2016
+2.13% +3.45%
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