Developed World ex-US Stocks vs Credit Suisse Global Market 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 Credit Suisse Global Market Portfolio obtained a 6.89% compound annual return, with a 8.28% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Credit Suisse Global Market Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 45%
Fixed Income 0% 55%
Commodities 0% 0%
30 Years Stats Return +4.92% +6.89%
Std Dev 16.50% 8.28%
Max Drawdown -57.00% -25.90%
All time Stats
(Since Jan 1985)
Return +7.96% +8.83%
Std Dev 17.54% 8.61%
Max Drawdown -57.00% -25.90%
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 Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +4.92 +7.96
Credit Suisse Global Market Portfolio +0.97 +5.73 +10.19 +4.35 +4.86 +6.89 +8.83
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).

Credit Suisse Global Market Portfolio: an investment of 1$, since March 1994, now would be worth 7.38$, with a total return of 638.23% (6.89% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 20.06$, with a total return of 1905.63% (7.96% annualized).

Credit Suisse Global Market Portfolio: an investment of 1$, since January 1985, now would be worth 27.49$, with a total return of 2648.75% (8.83% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Credit Suisse Global Market 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
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.10% Jan 2022 Sep 2022 (9) In progress (26) 14.49
-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
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-6.28% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.57
-6.05% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.08
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.62% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.67
-5.32% May 2013 Aug 2013 (4) Nov 2013 (7) 3.21
-4.41% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.12
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47
-4.15% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.55

Drawdown comparison chart since January 1985.

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Developed World ex-US Stocks Portfolio
Credit Suisse Global Market 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
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.10% Jan 2022 Sep 2022 (9) In progress (26) 14.49
-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
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-11.04% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.43
-9.84% Aug 1990 Sep 1990 (2) Jan 1991 (6) 5.37
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81
-8.70% Sep 1986 Oct 1986 (2) Dec 1986 (4) 4.29
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-7.94% Mar 1989 Jun 1989 (4) Jul 1989 (5) 4.12
-7.84% Jan 1990 Apr 1990 (4) Jul 1990 (7) 4.17
-6.85% Feb 1994 Nov 1994 (10) May 1995 (16) 4.92

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%
+0.03%
-0.93%
2023
+17.94%
-10.71%
+12.57%
-8.81%
2022
-15.36%
-27.52%
-19.25%
-23.10%
2021
+11.67%
-4.89%
+7.49%
-2.99%
2020
+9.74%
-23.99%
+12.06%
-8.34%
2019
+22.62%
-5.21%
+19.24%
-1.07%
2018
-14.75%
-18.62%
-4.76%
-6.00%
2017
+26.42%
0.00%
+13.93%
0.00%
2016
+2.67%
-8.44%
+6.49%
-4.41%
2015
-0.38%
-12.39%
-1.54%
-6.05%
2014
-5.98%
-10.04%
+10.70%
-2.47%
2013
+21.83%
-5.66%
+5.77%
-5.32%
2012
+18.56%
-13.28%
+12.25%
-2.32%
2011
-12.30%
-23.95%
+6.64%
-3.80%
2010
+8.35%
-15.54%
+11.92%
-3.33%
2009
+27.49%
-22.68%
+17.08%
-12.90%
2008
-40.65%
-45.54%
-12.93%
-20.63%
2007
+11.15%
-6.29%
+7.60%
-2.29%
2006
+26.27%
-3.73%
+12.00%
-2.16%
2005
+13.60%
-4.72%
+7.92%
-2.32%
2004
+20.25%
-3.59%
+11.74%
-4.15%
2003
+38.67%
-8.24%
+19.38%
-1.62%
2002
-15.62%
-23.19%
-0.18%
-5.20%
2001
-21.94%
-26.63%
-0.30%
-6.28%
2000
-14.29%
-17.14%
+2.79%
-3.32%
1999
+37.96%
-4.28%
+9.76%
-2.51%
1998
+16.51%
-14.47%
+13.06%
-5.62%
1997
-1.39%
-11.23%
+10.21%
-3.97%
1996
+4.68%
-4.13%
+8.88%
-1.37%
1995
+3.98%
-8.89%
+21.92%
0.00%
1994
+9.76%
-5.55%
-3.16%
-6.85%
1993
+29.92%
-10.94%
+20.70%
-2.78%
1992
-14.79%
-15.85%
+4.18%
-4.17%
1991
+9.48%
-9.97%
+25.49%
-2.87%
1990
-24.79%
-31.21%
-1.53%
-9.84%
1989
+12.85%
-7.94%
+21.42%
-0.61%
1988
+25.66%
-9.43%
+14.53%
-2.19%
1987
+30.48%
-13.46%
+3.66%
-11.04%
1986
+63.38%
-8.70%
+25.89%
-4.02%
1985
+56.04%
-1.19%
+31.49%
-1.25%