Last Update: 31 July 2022

The Developed World ex-US Stocks Portfolio obtained a 6.39% compound annual return, with a 14.00% standard deviation, in the last 10 Years.

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.74% compound annual return, with a 12.72% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Portfolio Developed World ex-US Stocks Momentum Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
10 Years Stats Return +6.39% +5.74%
Std Dev 14.00% 12.72%
Max Drawdown -24.14% -20.40%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from August 2009

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1M 6M 1Y 5Y(*) 10Y(*) MAX(*)
Developed World ex-US Stocks Portfolio +5.29 -11.20 -14.17 +3.19 +6.39 +5.57
Developed World ex-US Stocks Momentum Portfolio +3.11 -12.71 -16.21 +4.01 +5.74 +5.55
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Developed World ex-US Stocks Portfolio: an investment of 1000$, since August 2012, now would be worth 1857.96$, with a total return of 85.80% (6.39% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1000$, since August 2012, now would be worth 1746.75$, with a total return of 74.68% (5.74% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1000$, since August 2009, now would be worth 2021.95$, with a total return of 102.19% (5.57% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1000$, since August 2009, now would be worth 2018.87$, with a total return of 101.89% (5.55% annualized).

Drawdowns

Drawdown comparison chart since July 2012.

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Developed World ex-US Stocks Portfolio
Developed World ex-US Stocks Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-24.14% Feb 2018 Mar 2020
-20.40% Nov 2021 Jun 2022
-19.54% Sep 2021 Jun 2022
-19.22% Feb 2018 Dec 2018
-17.94% Jul 2014 Feb 2016
-16.18% Jul 2014 Feb 2016
-15.97% Feb 2020 Mar 2020
-6.52% May 2013 Jun 2013
-5.66% May 2013 Jun 2013
-5.21% Jan 2014 Jan 2014
-5.15% Jan 2014 Jan 2014
-3.90% Sep 2020 Oct 2020
-3.69% Sep 2021 Sep 2021
-1.80% Jun 2021 Jun 2021
-1.15% Feb 2013 Feb 2013
-1.01% Jan 2021 Jan 2021
-0.93% Jun 2021 Jun 2021
-0.73% Nov 2017 Nov 2017
-0.72% Jan 2021 Jan 2021
-0.37% Mar 2014 Mar 2014

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Portfolio
Developed World ex-US Stocks Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-26.91% May 2011 Sep 2011
-24.14% Feb 2018 Mar 2020
-23.95% May 2011 Sep 2011
-20.40% Nov 2021 Jun 2022
-19.54% Sep 2021 Jun 2022
-19.22% Feb 2018 Dec 2018
-17.94% Jul 2014 Feb 2016
-16.18% Jul 2014 Feb 2016
-15.97% Feb 2020 Mar 2020
-15.54% Apr 2010 Jun 2010
-14.08% Apr 2010 Jun 2010
-7.18% Jan 2010 Jan 2010
-6.52% May 2013 Jun 2013
-5.66% May 2013 Jun 2013
-5.44% Jan 2010 Jan 2010
-5.21% Jan 2014 Jan 2014
-5.15% Jan 2014 Jan 2014
-4.90% Nov 2010 Nov 2010
-3.90% Sep 2020 Oct 2020
-3.69% Sep 2021 Sep 2021

Yearly Returns

Yearly return comparison. Common historical serie start from August 2009.

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Year Developed World ex-US Stocks Portfolio Developed World ex-US Stocks Momentum Portfolio
2022
-14.63% -17.65%
2021
+11.67% +6.60%
2020
+9.74% +22.16%
2019
+22.62% +24.51%
2018
-14.75% -14.30%
2017
+26.42% +25.46%
2016
+2.67% +0.47%
2015
-0.38% -1.60%
2014
-5.98% -9.19%
2013
+21.83% +22.20%
2012
+18.56% +17.94%
2011
-12.30% -14.36%
2010
+8.35% +14.14%
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