Last Update: 31 March 2024
The Developed World ex-US 60/40 Portfolio obtained a 4.08% compound annual return, with a 9.87% standard deviation, in the last 10 Years.
The Developed World ex-US 60/40 Momentum Portfolio obtained a 4.49% compound annual return, with a 8.96% standard deviation, in the last 10 Years.
Summary
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| Developed World ex-US 60/40 Portfolio | Developed World ex-US 60/40 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 60% | 60% |
| Fixed Income | 40% | 40% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +4.08% | +4.49% |
| Std Dev | 9.87% | 8.96% | |
| Max Drawdown | -22.40% | -22.23% | |
| All time Stats (Since Aug 2009) |
Return | +5.55% | +5.88% |
| Std Dev | 10.06% | 9.53% | |
| Max Drawdown | -22.40% | -22.23% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from August 2009
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Developed World ex-US 60/40 Portfolio | +2.66 | +12.78 | +11.08 | +4.61 | +4.08 | +5.55 |
| Developed World ex-US 60/40 Momentum Portfolio | +3.73 | +18.09 | +16.56 | +5.91 | +4.49 | +5.88 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US 60/40 Portfolio: an investment of 1$, since April 2014,
now would be worth 1.49$, with a total return of 49.11%
(4.08% annualized).
Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 1.55$, with a total return of 55.15% (4.49% annualized).
Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 1.55$, with a total return of 55.15% (4.49% annualized).
Developed World ex-US 60/40 Portfolio: an investment of 1$, since August 2009,
now would be worth 2.21$, with a total return of 120.89%
(5.55% annualized).
Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.31$, with a total return of 131.06% (5.88% annualized).
Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.31$, with a total return of 131.06% (5.88% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Developed World ex-US 60/40 Portfolio
|
Developed World ex-US 60/40 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -22.40% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 10.29 | |||||
| -22.23% | Nov 2021 | Sep 2022 (11) | Mar 2024 (29) | 11.24 | |||||
| -14.56% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.33 | |||||
| -10.52% | Feb 2018 | Dec 2018 (11) | Jun 2019 (17) | 4.70 | |||||
| -10.46% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 5.30 | |||||
| -10.09% | Feb 2018 | Dec 2018 (11) | Sep 2019 (20) | 4.26 | |||||
| -9.44% | May 2015 | Feb 2016 (10) | Feb 2017 (22) | 4.41 | |||||
| -7.73% | May 2015 | Sep 2015 (5) | Jul 2016 (15) | 4.34 | |||||
| -5.21% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.46 | |||||
| -4.31% | Jul 2014 | Dec 2014 (6) | Feb 2015 (8) | 2.48 | |||||
| -4.02% | Jul 2014 | Dec 2014 (6) | Apr 2015 (10) | 2.20 | |||||
| -2.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.55 | |||||
| -2.13% | Oct 2020 | Oct 2020 (1) | Nov 2020 (2) | 1.23 | |||||
| -1.30% | Jan 2021 | Feb 2021 (2) | Apr 2021 (4) | 0.83 | |||||
| -0.97% | Jun 2021 | Jun 2021 (1) | Jul 2021 (2) | 0.56 | |||||
| -0.68% | Jan 2021 | Jan 2021 (1) | Feb 2021 (2) | 0.40 | |||||
| -0.56% | Mar 2015 | Mar 2015 (1) | Apr 2015 (2) | 0.32 | |||||
| -0.45% | Jun 2021 | Jun 2021 (1) | Jul 2021 (2) | 0.26 | |||||
| -0.39% | Nov 2017 | Nov 2017 (1) | Dec 2017 (2) | 0.23 | |||||
| -0.35% | Jul 2019 | Jul 2019 (1) | Aug 2019 (2) | 0.20 | |||||
Drawdown comparison chart since August 2009.
Swipe left to see all data
|
Developed World ex-US 60/40 Portfolio
|
Developed World ex-US 60/40 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -22.40% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 10.29 | |||||
| -22.23% | Nov 2021 | Sep 2022 (11) | Mar 2024 (29) | 11.24 | |||||
| -15.10% | May 2011 | Sep 2011 (5) | Nov 2012 (19) | 7.35 | |||||
| -14.56% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.33 | |||||
| -13.28% | May 2011 | Sep 2011 (5) | Nov 2012 (19) | 6.34 | |||||
| -10.52% | Feb 2018 | Dec 2018 (11) | Jun 2019 (17) | 4.70 | |||||
| -10.46% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 5.30 | |||||
| -10.09% | Feb 2018 | Dec 2018 (11) | Sep 2019 (20) | 4.26 | |||||
| -9.44% | May 2015 | Feb 2016 (10) | Feb 2017 (22) | 4.41 | |||||
| -7.73% | May 2015 | Sep 2015 (5) | Jul 2016 (15) | 4.34 | |||||
| -7.69% | Apr 2010 | Jun 2010 (3) | Sep 2010 (6) | 4.20 | |||||
| -6.85% | Apr 2010 | Jun 2010 (3) | Sep 2010 (6) | 3.74 | |||||
| -5.64% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 3.77 | |||||
| -5.21% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.46 | |||||
| -5.09% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 2.77 | |||||
| -4.31% | Jul 2014 | Dec 2014 (6) | Feb 2015 (8) | 2.48 | |||||
| -4.02% | Jul 2014 | Dec 2014 (6) | Apr 2015 (10) | 2.20 | |||||
| -3.50% | Jan 2010 | Jan 2010 (1) | Mar 2010 (3) | 2.25 | |||||
| -3.32% | Nov 2010 | Nov 2010 (1) | Dec 2010 (2) | 1.91 | |||||
| -2.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.55 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.20%
|
-0.89% |
+8.64%
|
0.00% |
| 2023 |
+14.28%
|
-7.32% |
+11.86%
|
-5.80% |
| 2022 |
-14.32%
|
-21.67% |
-15.18%
|
-22.15% |
| 2021 |
+6.09%
|
-3.26% |
+3.05%
|
-2.69% |
| 2020 |
+7.71%
|
-14.56% |
+15.15%
|
-10.46% |
| 2019 |
+16.72%
|
-2.77% |
+17.85%
|
-1.00% |
| 2018 |
-7.73%
|
-10.09% |
-7.45%
|
-10.52% |
| 2017 |
+16.81%
|
0.00% |
+16.24%
|
-0.39% |
| 2016 |
+3.45%
|
-4.03% |
+2.13%
|
-5.21% |
| 2015 |
+0.25%
|
-7.87% |
-0.48%
|
-7.73% |
| 2014 |
-0.09%
|
-4.31% |
-2.02%
|
-4.02% |
| 2013 |
+12.77%
|
-5.09% |
+12.99%
|
-5.64% |
| 2012 |
+14.95%
|
-7.61% |
+14.58%
|
-4.84% |
| 2011 |
-3.94%
|
-13.28% |
-5.18%
|
-15.10% |
| 2010 |
+8.42%
|
-7.69% |
+11.89%
|
-6.85% |
