Developed World ex-US Stocks vs All Country World 80/20 Portfolio Comparison

Last Update: 31 March 2024

The Developed World ex-US Stocks Portfolio obtained a 5.15% compound annual return, with a 16.50% standard deviation, in the last 30 Years.

The All Country World 80/20 Portfolio obtained a 6.73% compound annual return, with a 12.74% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio All Country World 80/20 Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
30 Years Stats Return +5.15% +6.73%
Std Dev 16.50% 12.74%
Max Drawdown -57.00% -47.32%
All time Stats
(Since Jan 1985)		 Return +8.04% +8.45%
Std Dev 17.53% 13.09%
Max Drawdown -57.00% -47.32%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +3.66 +16.93 +15.02 +7.39 +5.05 +5.15 +8.04
All Country World 80/20 Portfolio +2.79 +17.39 +18.94 +8.88 +7.47 +6.73 +8.45
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since April 1994, now would be worth 4.52$, with a total return of 351.61% (5.15% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since April 1994, now would be worth 7.07$, with a total return of 606.63% (6.73% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 20.79$, with a total return of 1979.01% (8.04% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 24.15$, with a total return of 2314.90% (8.45% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Developed World ex-US Stocks Portfolio
All Country World 80/20 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-6.57% Aug 1997 Oct 1997 (3) Feb 1998 (7) 4.19
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.20% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.00
-4.62% May 2019 May 2019 (1) Jun 2019 (2) 2.67
-4.51% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.00

Drawdown comparison chart since January 1985.

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Developed World ex-US Stocks Portfolio
All Country World 80/20 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-22.19% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.97
-19.99% Jan 1990 Sep 1990 (9) Dec 1991 (24) 9.06
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81

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
+5.35%
 -1.09%
+6.24%
 -0.09%
2023
+17.94%
 -10.71%
+19.08%
 -8.64%
2022
-15.36%
 -27.52%
-17.17%
 -23.52%
2021
+11.67%
 -4.89%
+14.21%
 -3.60%
2020
+9.74%
 -23.99%
+14.55%
 -17.97%
2019
+22.62%
 -5.21%
+23.35%
 -4.62%
2018
-14.75%
 -18.62%
-7.79%
 -11.51%
2017
+26.42%
 0.00%
+20.43%
 0.00%
2016
+2.67%
 -8.44%
+7.66%
 -5.08%
2015
-0.38%
 -12.39%
-1.32%
 -9.49%
2014
-5.98%
 -10.04%
+4.31%
 -3.32%
2013
+21.83%
 -5.66%
+17.86%
 -3.46%
2012
+18.56%
 -13.28%
+15.19%
 -7.89%
2011
-12.30%
 -23.95%
-4.38%
 -17.02%
2010
+8.35%
 -15.54%
+12.00%
 -9.60%
2009
+27.49%
 -22.68%
+28.02%
 -16.08%
2008
-40.65%
 -45.54%
-34.37%
 -37.13%
2007
+11.15%
 -6.29%
+8.92%
 -4.35%
2006
+26.27%
 -3.73%
+15.95%
 -3.66%
2005
+13.60%
 -4.72%
+8.00%
 -3.65%
2004
+20.25%
 -3.59%
+11.86%
 -3.52%
2003
+38.67%
 -8.24%
+26.95%
 -3.85%
2002
-15.62%
 -23.19%
-14.55%
 -20.27%
2001
-21.94%
 -26.63%
-11.36%
 -19.42%
2000
-14.29%
 -17.14%
-9.84%
 -12.38%
1999
+37.96%
 -4.28%
+20.74%
 -3.34%
1998
+16.51%
 -14.47%
+17.65%
 -12.27%
1997
-1.39%
 -11.23%
+11.46%
 -6.57%
1996
+4.68%
 -4.13%
+10.54%
 -2.89%
1995
+3.98%
 -8.89%
+17.60%
 -1.58%
1994
+9.76%
 -5.55%
+1.26%
 -5.88%
1993
+29.92%
 -10.94%
+20.51%
 -4.44%
1992
-14.79%
 -15.85%
-3.52%
 -6.64%
1991
+9.48%
 -9.97%
+17.30%
 -5.18%
1990
-24.79%
 -31.21%
-13.44%
 -19.99%
1989
+12.85%
 -7.94%
+14.69%
 -2.34%
1988
+25.66%
 -9.43%
+18.54%
 -4.91%
1987
+30.48%
 -13.46%
+13.56%
 -22.19%
1986
+63.38%
 -8.70%
+37.13%
 -5.17%
1985
+56.04%
 -1.19%
+37.92%
 -1.68%