Developed World ex-US 80/20 vs Burton Malkiel Mid-Fifties Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 80/20 Portfolio obtained a 5.19% compound annual return, with a 13.24% standard deviation, in the last 30 Years.

The Burton Malkiel Mid-Fifties Portfolio obtained a 8.30% compound annual return, with a 12.98% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 80/20 Portfolio Burton Malkiel Mid-Fifties Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
30 Years Stats Return +5.19% +8.30%
Std Dev 13.24% 12.98%
Max Drawdown -47.74% -46.21%
All time Stats
(Since Jan 1985)
Return +8.02% +10.19%
Std Dev 14.17% 13.03%
Max Drawdown -47.74% -46.21%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 80/20 Portfolio +2.08 +7.55 +12.46 +5.52 +4.24 +5.19 +8.02
Burton Malkiel Mid-Fifties Portfolio +3.05 +8.50 +15.09 +7.40 +7.00 +8.30 +10.19
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 4.56$, with a total return of 355.77% (5.19% annualized).

Burton Malkiel Mid-Fifties Portfolio: an investment of 1$, since March 1994, now would be worth 10.95$, with a total return of 994.85% (8.30% annualized).

Developed World ex-US 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 20.51$, with a total return of 1951.28% (8.02% annualized).

Burton Malkiel Mid-Fifties Portfolio: an investment of 1$, since January 1985, now would be worth 44.74$, with a total return of 4373.73% (10.19% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 80/20 Portfolio
Burton Malkiel Mid-Fifties Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-46.21% Nov 2007 Feb 2009 (16) Feb 2011 (40) 21.33
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-24.05% Jan 2022 Sep 2022 (9) In progress (26) 12.80
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-18.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.44
-18.18% May 1998 Aug 1998 (4) Apr 1999 (12) 7.28
-15.78% May 2011 Sep 2011 (5) Mar 2012 (11) 6.66
-15.37% Apr 2002 Sep 2002 (6) Jun 2003 (15) 9.56
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.61% Sep 2000 Sep 2001 (13) Mar 2002 (19) 6.04
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-10.02% Feb 2018 Dec 2018 (11) Mar 2019 (14) 4.35
-9.21% May 2015 Feb 2016 (10) Jun 2016 (14) 5.08
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.70% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.76

Drawdown comparison chart since January 1985.

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Developed World ex-US 80/20 Portfolio
Burton Malkiel Mid-Fifties Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-46.21% Nov 2007 Feb 2009 (16) Feb 2011 (40) 21.33
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-24.86% Jan 1990 Sep 1990 (9) Apr 1993 (40) 14.35
-24.05% Jan 2022 Sep 2022 (9) In progress (26) 12.80
-21.56% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.59
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-18.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.44
-18.18% May 1998 Aug 1998 (4) Apr 1999 (12) 7.28
-16.09% Aug 1990 Sep 1990 (2) Feb 1991 (7) 9.29
-15.78% May 2011 Sep 2011 (5) Mar 2012 (11) 6.66
-15.37% Apr 2002 Sep 2002 (6) Jun 2003 (15) 9.56
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.61% Sep 2000 Sep 2001 (13) Mar 2002 (19) 6.04
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.30% Sep 1987 Oct 1987 (2) Mar 1988 (7) 6.82
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-10.02% Feb 2018 Dec 2018 (11) Mar 2019 (14) 4.35

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
+1.08%
-0.99%
+2.05%
-0.98%
2023
+16.11%
-9.05%
+15.87%
-9.23%
2022
-14.84%
-24.60%
-17.33%
-24.05%
2021
+8.88%
-4.09%
+15.75%
-3.95%
2020
+8.72%
-19.27%
+11.71%
-18.63%
2019
+19.67%
-4.01%
+23.79%
-3.94%
2018
-11.24%
-14.39%
-7.10%
-10.02%
2017
+21.61%
0.00%
+19.19%
0.00%
2016
+3.06%
-6.24%
+8.92%
-3.97%
2015
-0.06%
-10.16%
-2.27%
-8.93%
2014
-3.03%
-7.17%
+8.09%
-3.42%
2013
+17.30%
-5.38%
+14.67%
-3.96%
2012
+16.75%
-10.50%
+15.47%
-6.25%
2011
-8.12%
-18.69%
-0.94%
-15.78%
2010
+8.38%
-11.60%
+15.05%
-9.45%
2009
+25.05%
-18.06%
+29.23%
-17.95%
2008
-32.99%
-37.70%
-30.43%
-35.32%
2007
+9.92%
-4.83%
+7.08%
-5.75%
2006
+21.60%
-3.01%
+21.13%
-3.49%
2005
+11.88%
-3.26%
+11.28%
-3.25%
2004
+17.42%
-2.80%
+15.92%
-6.70%
2003
+31.72%
-6.16%
+33.06%
-1.54%
2002
-10.63%
-17.69%
-8.20%
-15.37%
2001
-15.38%
-19.79%
+1.81%
-13.46%
2000
-9.59%
-12.40%
-1.81%
-8.44%
1999
+30.43%
-3.75%
+18.47%
-3.88%
1998
+16.63%
-10.17%
+6.91%
-18.18%
1997
-2.08%
-9.05%
+14.24%
-5.58%
1996
+4.67%
-2.78%
+18.61%
-3.32%
1995
+7.43%
-6.85%
+20.11%
-1.61%
1994
+6.35%
-4.29%
-3.32%
-8.21%
1993
+27.22%
-8.74%
+27.74%
-3.23%
1992
-9.45%
-11.62%
+3.26%
-3.61%
1991
+11.87%
-7.63%
+37.79%
-4.36%
1990
-18.39%
-24.86%
-6.91%
-16.09%
1989
+12.50%
-5.01%
+30.29%
-2.42%
1988
+22.29%
-7.44%
+18.85%
-2.96%
1987
+25.08%
-11.30%
-1.62%
-21.56%
1986
+53.97%
-7.39%
+21.09%
-5.08%
1985
+49.82%
-0.79%
+30.20%
-2.62%