Developed World ex-US 80/20 vs Jane Bryant Quinn 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 Jane Bryant Quinn Portfolio obtained a 7.79% compound annual return, with a 10.79% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 80/20 Portfolio Jane Bryant Quinn Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
30 Years Stats Return +5.19% +7.79%
Std Dev 13.24% 10.79%
Max Drawdown -47.74% -39.55%
All time Stats
(Since Jan 1985)
Return +8.02% +9.35%
Std Dev 14.17% 10.73%
Max Drawdown -47.74% -39.55%
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
Jane Bryant Quinn Portfolio +2.50 +8.49 +15.36 +7.83 +6.97 +7.79 +9.35
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).

Jane Bryant Quinn Portfolio: an investment of 1$, since March 1994, now would be worth 9.49$, with a total return of 849.11% (7.79% 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).

Jane Bryant Quinn Portfolio: an investment of 1$, since January 1985, now would be worth 33.17$, with a total return of 3217.27% (9.35% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 80/20 Portfolio
Jane Bryant Quinn 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
-39.55% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.92
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-22.74% Jan 2022 Sep 2022 (9) In progress (26) 12.20
-19.90% Sep 2000 Sep 2002 (25) Nov 2003 (39) 11.09
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-15.08% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.15
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-12.25% May 2011 Sep 2011 (5) Feb 2012 (10) 5.28
-10.67% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.60
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.19% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.28
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.67% Jun 2015 Feb 2016 (9) Jun 2016 (13) 3.55
-5.40% Dec 1996 Jan 1997 (2) May 1997 (6) 3.83
-5.30% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.03

Drawdown comparison chart since January 1985.

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Developed World ex-US 80/20 Portfolio
Jane Bryant Quinn 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
-39.55% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.92
-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
-22.74% Jan 2022 Sep 2022 (9) In progress (26) 12.20
-19.90% Sep 2000 Sep 2002 (25) Nov 2003 (39) 11.09
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-16.68% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.59
-15.08% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.15
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-12.59% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.35
-12.25% May 2011 Sep 2011 (5) Feb 2012 (10) 5.28
-11.30% Sep 1987 Oct 1987 (2) Mar 1988 (7) 6.82
-10.67% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.60
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.19% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.28
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44

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%
+2.22%
-0.28%
2023
+16.11%
-9.05%
+16.60%
-8.52%
2022
-14.84%
-24.60%
-17.43%
-22.74%
2021
+8.88%
-4.09%
+16.85%
-3.45%
2020
+8.72%
-19.27%
+12.52%
-15.08%
2019
+19.67%
-4.01%
+22.28%
-3.25%
2018
-11.24%
-14.39%
-5.80%
-9.19%
2017
+21.61%
0.00%
+15.26%
0.00%
2016
+3.06%
-6.24%
+7.50%
-3.67%
2015
-0.06%
-10.16%
+0.25%
-6.54%
2014
-3.03%
-7.17%
+8.38%
-2.69%
2013
+17.30%
-5.38%
+16.71%
-2.95%
2012
+16.75%
-10.50%
+13.33%
-5.01%
2011
-8.12%
-18.69%
+1.70%
-12.25%
2010
+8.38%
-11.60%
+13.33%
-8.39%
2009
+25.05%
-18.06%
+21.68%
-15.83%
2008
-32.99%
-37.70%
-25.24%
-29.22%
2007
+9.92%
-4.83%
+5.31%
-3.93%
2006
+21.60%
-3.01%
+15.94%
-2.30%
2005
+11.88%
-3.26%
+7.17%
-2.11%
2004
+17.42%
-2.80%
+13.92%
-3.99%
2003
+31.72%
-6.16%
+25.19%
-2.44%
2002
-10.63%
-17.69%
-7.62%
-12.85%
2001
-15.38%
-19.79%
-5.09%
-12.14%
2000
-9.59%
-12.40%
-0.41%
-7.20%
1999
+30.43%
-3.75%
+16.11%
-2.74%
1998
+16.63%
-10.17%
+13.62%
-10.67%
1997
-2.08%
-9.05%
+17.16%
-3.22%
1996
+4.67%
-2.78%
+13.55%
-2.79%
1995
+7.43%
-6.85%
+22.26%
-0.83%
1994
+6.35%
-4.29%
-0.11%
-5.55%
1993
+27.22%
-8.74%
+15.71%
-3.67%
1992
-9.45%
-11.62%
+4.45%
-3.54%
1991
+11.87%
-7.63%
+23.33%
-3.50%
1990
-18.39%
-24.86%
-6.37%
-12.59%
1989
+12.50%
-5.01%
+19.01%
-1.39%
1988
+22.29%
-7.44%
+15.53%
-2.41%
1987
+25.08%
-11.30%
+7.06%
-16.68%
1986
+53.97%
-7.39%
+25.28%
-4.18%
1985
+49.82%
-0.79%
+32.68%
-1.87%