Developed World ex-US 80/20 vs Stocks/Bonds 80/20 Momentum 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 Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.32% compound annual return, with a 12.42% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 80/20 Portfolio Stocks/Bonds 80/20 Momentum 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% +11.32%
Std Dev 13.24% 12.42%
Max Drawdown -47.74% -43.61%
All time Stats
(Since Jan 1985)
Return +8.02% +12.33%
Std Dev 14.17% 12.62%
Max Drawdown -47.74% -43.61%
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
Stocks/Bonds 80/20 Momentum Portfolio +7.82 +19.94 +26.62 +9.80 +10.50 +11.32 +12.33
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).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 24.93$, with a total return of 2393.10% (11.32% 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).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 95.14$, with a total return of 9413.91% (12.33% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 80/20 Portfolio
Stocks/Bonds 80/20 Momentum 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
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.24% Aug 1998 Aug 1998 (1) Oct 1998 (3) 4.97
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.55% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.63
-6.22% Aug 2015 Sep 2015 (2) Mar 2016 (8) 3.19
-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
Stocks/Bonds 80/20 Momentum 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
-43.61% Nov 2007 Feb 2009 (16) Feb 2012 (52) 20.50
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-32.75% Sep 2000 Sep 2002 (25) Dec 2004 (52) 18.54
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-25.63% Sep 1987 Nov 1987 (3) May 1989 (21) 15.38
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-24.86% Jan 1990 Sep 1990 (9) Apr 1993 (40) 14.35
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-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% Aug 1990 Sep 1990 (2) Jan 1991 (6) 6.20
-9.24% Aug 1998 Aug 1998 (1) Oct 1998 (3) 4.97
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-8.74% Sep 1993 Nov 1993 (3) Jan 1994 (5) 4.04

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%
+12.61%
0.00%
2023
+16.11%
-9.05%
+8.41%
-5.88%
2022
-14.84%
-24.60%
-17.23%
-24.45%
2021
+8.88%
-4.09%
+10.32%
-3.67%
2020
+8.72%
-19.27%
+25.42%
-14.33%
2019
+19.67%
-4.01%
+23.57%
-1.46%
2018
-11.24%
-14.39%
-1.35%
-12.46%
2017
+21.61%
0.00%
+30.71%
0.00%
2016
+3.06%
-6.24%
+4.51%
-3.62%
2015
-0.06%
-10.16%
+7.25%
-6.22%
2014
-3.03%
-7.17%
+12.86%
-3.39%
2013
+17.30%
-5.38%
+27.24%
-2.48%
2012
+16.75%
-10.50%
+12.58%
-5.19%
2011
-8.12%
-18.69%
+6.33%
-10.88%
2010
+8.38%
-11.60%
+15.66%
-9.31%
2009
+25.05%
-18.06%
+14.68%
-16.18%
2008
-32.99%
-37.70%
-31.40%
-32.66%
2007
+9.92%
-4.83%
+15.50%
-1.97%
2006
+21.60%
-3.01%
+9.30%
-2.94%
2005
+11.88%
-3.26%
+15.79%
-1.04%
2004
+17.42%
-2.80%
+14.21%
-2.13%
2003
+31.72%
-6.16%
+21.59%
-3.04%
2002
-10.63%
-17.69%
-8.17%
-17.08%
2001
-15.38%
-19.79%
-12.19%
-20.18%
2000
-9.59%
-12.40%
-5.41%
-9.70%
1999
+30.43%
-3.75%
+32.18%
-1.61%
1998
+16.63%
-10.17%
+40.72%
-9.24%
1997
-2.08%
-9.05%
+31.37%
-4.22%
1996
+4.67%
-2.78%
+24.58%
-3.09%
1995
+7.43%
-6.85%
+37.49%
0.00%
1994
+6.35%
-4.29%
-1.40%
-6.80%
1993
+27.22%
-8.74%
+12.52%
-1.57%
1992
-9.45%
-11.62%
+4.88%
-2.94%
1991
+11.87%
-7.63%
+32.57%
-3.31%
1990
-18.39%
-24.86%
+2.93%
-10.02%
1989
+12.50%
-5.01%
+36.94%
-1.39%
1988
+22.29%
-7.44%
+7.13%
-4.35%
1987
+25.08%
-11.30%
+2.18%
-25.63%
1986
+53.97%
-7.39%
+21.18%
-6.69%
1985
+49.82%
-0.79%
+30.36%
-2.61%