Developed World ex-US Stocks vs Bill Bernstein Coward's Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Portfolio obtained a 4.92% compound annual return, with a 16.50% standard deviation, in the last 30 Years.

The Bill Bernstein Coward's Portfolio obtained a 6.99% compound annual return, with a 9.11% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Bill Bernstein Coward's Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
30 Years Stats Return +4.92% +6.99%
Std Dev 16.50% 9.11%
Max Drawdown -57.00% -32.68%
All time Stats
(Since Jan 1976)
Return +8.56% +9.68%
Std Dev 17.02% 9.27%
Max Drawdown -57.00% -32.68%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +4.92 +8.56
Bill Bernstein Coward's Portfolio +1.97 +6.40 +10.08 +5.97 +5.61 +6.99 +9.68
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 4.23$, with a total return of 322.51% (4.92% annualized).

Bill Bernstein Coward's Portfolio: an investment of 1$, since March 1994, now would be worth 7.58$, with a total return of 658.11% (6.99% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1976, now would be worth 52.33$, with a total return of 5132.71% (8.56% annualized).

Bill Bernstein Coward's Portfolio: an investment of 1$, since January 1976, now would be worth 85.75$, with a total return of 8474.64% (9.68% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Bill Bernstein Coward's 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
-32.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.09
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-15.87% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.63
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.45% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.29
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.22% May 2011 Sep 2011 (5) Mar 2012 (11) 5.29
-12.10% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.41
-11.37% May 1998 Aug 1998 (4) Dec 1998 (8) 5.07
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-8.41% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.73
-6.36% Jun 2015 Feb 2016 (9) Jun 2016 (13) 3.44
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.08% Apr 2012 May 2012 (2) Sep 2012 (6) 2.24
-4.74% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.17
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47

Drawdown comparison chart since January 1976.

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Developed World ex-US Stocks Portfolio
Bill Bernstein Coward's 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
-32.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.09
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-27.77% Dec 1980 Jul 1982 (20) Mar 1983 (28) 12.17
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.51% Sep 1987 Nov 1987 (3) Jan 1989 (17) 7.56
-15.87% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.63
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.45% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.29
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.22% May 2011 Sep 2011 (5) Mar 2012 (11) 5.29
-12.10% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.41
-11.37% May 1998 Aug 1998 (4) Dec 1998 (8) 5.07
-11.28% Feb 1976 Nov 1976 (10) Jun 1977 (17) 6.60
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-11.03% Feb 1980 Mar 1980 (2) Jul 1980 (6) 5.29

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
+1.63%
-1.09%
+1.11%
-0.85%
2023
+17.94%
-10.71%
+11.70%
-6.85%
2022
-15.36%
-27.52%
-10.59%
-15.87%
2021
+11.67%
-4.89%
+13.60%
-2.35%
2020
+9.74%
-23.99%
+7.17%
-14.45%
2019
+22.62%
-5.21%
+16.66%
-3.85%
2018
-14.75%
-18.62%
-4.86%
-8.41%
2017
+26.42%
0.00%
+11.81%
-0.17%
2016
+2.67%
-8.44%
+9.49%
-3.00%
2015
-0.38%
-12.39%
-1.25%
-6.03%
2014
-5.98%
-10.04%
+5.28%
-2.42%
2013
+21.83%
-5.66%
+16.34%
-2.03%
2012
+18.56%
-13.28%
+10.41%
-5.08%
2011
-12.30%
-23.95%
-1.01%
-12.22%
2010
+8.35%
-15.54%
+11.88%
-7.73%
2009
+27.49%
-22.68%
+17.30%
-13.54%
2008
-40.65%
-45.54%
-19.19%
-21.50%
2007
+11.15%
-6.29%
+5.00%
-3.66%
2006
+26.27%
-3.73%
+14.37%
-2.55%
2005
+13.60%
-4.72%
+7.03%
-2.57%
2004
+20.25%
-3.59%
+11.54%
-3.15%
2003
+38.67%
-8.24%
+22.81%
-2.92%
2002
-15.62%
-23.19%
-5.87%
-11.66%
2001
-21.94%
-26.63%
-0.24%
-9.23%
2000
-14.29%
-17.14%
+3.08%
-4.74%
1999
+37.96%
-4.28%
+13.21%
-2.57%
1998
+16.51%
-14.47%
+8.14%
-11.37%
1997
-1.39%
-11.23%
+15.36%
-2.99%
1996
+4.68%
-4.13%
+13.57%
-2.72%
1995
+3.98%
-8.89%
+20.52%
-1.13%
1994
+9.76%
-5.55%
-0.79%
-5.43%
1993
+29.92%
-10.94%
+18.11%
-2.29%
1992
-14.79%
-15.85%
+8.20%
-1.49%
1991
+9.48%
-9.97%
+26.60%
-3.17%
1990
-24.79%
-31.21%
-2.79%
-10.13%
1989
+12.85%
-7.94%
+22.00%
-1.82%
1988
+25.66%
-9.43%
+15.53%
-1.90%
1987
+30.48%
-13.46%
+2.17%
-16.51%
1986
+63.38%
-8.70%
+18.48%
-3.70%
1985
+56.04%
-1.19%
+27.16%
-1.60%
1984
+7.32%
-6.40%
+10.60%
-3.73%
1983
+23.61%
-3.06%
+19.35%
-1.56%
1982
-1.94%
-22.97%
+19.01%
-3.70%
1981
-2.36%
-10.87%
+5.61%
-6.47%
1980
+22.48%
-11.03%
+19.78%
-8.70%
1979
+4.69%
-8.91%
+17.26%
-6.40%
1978
+32.52%
-5.86%
+10.37%
-7.17%
1977
+17.99%
-2.80%
+5.22%
-2.06%
1976
+2.46%
-11.28%
+21.33%
-2.37%