Developed World ex-US Stocks vs Dynamic 60/40 Income 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 Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Dynamic 60/40 Income Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
30 Years Stats Return +4.92% +6.98%
Std Dev 16.50% 9.36%
Max Drawdown -57.00% -41.44%
All time Stats
(Since Jan 1992)
Return +5.24% +7.40%
Std Dev 16.64% 9.11%
Max Drawdown -57.00% -41.44%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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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 +5.24
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
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).

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1992, now would be worth 5.16$, with a total return of 416.32% (5.24% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47

Drawdown comparison chart since January 1992.

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Developed World ex-US Stocks Portfolio
Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-15.85% Jan 1992 Oct 1992 (10) Apr 1993 (16) 10.98
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.94% Sep 1993 Nov 1993 (3) Jan 1994 (5) 5.21
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43

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%
+1.48%
-0.14%
2023
+17.94%
-10.71%
+12.28%
-6.45%
2022
-15.36%
-27.52%
-15.89%
-18.21%
2021
+11.67%
-4.89%
+15.27%
-2.58%
2020
+9.74%
-23.99%
+6.26%
-14.24%
2019
+22.62%
-5.21%
+18.59%
-1.55%
2018
-14.75%
-18.62%
-3.28%
-6.80%
2017
+26.42%
0.00%
+8.11%
-0.39%
2016
+2.67%
-8.44%
+7.39%
-2.92%
2015
-0.38%
-12.39%
+0.49%
-4.42%
2014
-5.98%
-10.04%
+11.87%
-2.32%
2013
+21.83%
-5.66%
+8.15%
-3.78%
2012
+18.56%
-13.28%
+12.84%
-3.09%
2011
-12.30%
-23.95%
+3.16%
-10.41%
2010
+8.35%
-15.54%
+14.75%
-5.96%
2009
+27.49%
-22.68%
+25.31%
-19.50%
2008
-40.65%
-45.54%
-21.78%
-30.14%
2007
+11.15%
-6.29%
-3.54%
-7.01%
2006
+26.27%
-3.73%
+14.28%
-1.89%
2005
+13.60%
-4.72%
+5.27%
-2.10%
2004
+20.25%
-3.59%
+12.11%
-4.29%
2003
+38.67%
-8.24%
+22.26%
0.00%
2002
-15.62%
-23.19%
-0.78%
-6.19%
2001
-21.94%
-26.63%
+5.55%
-3.29%
2000
-14.29%
-17.14%
+5.79%
-3.60%
1999
+37.96%
-4.28%
+4.89%
-3.30%
1998
+16.51%
-14.47%
+5.13%
-7.02%
1997
-1.39%
-11.23%
+16.74%
-0.91%
1996
+4.68%
-4.13%
+16.21%
-0.78%
1995
+3.98%
-8.89%
+20.42%
-0.12%
1994
+9.76%
-5.55%
-3.20%
-6.80%
1993
+29.92%
-10.94%
+14.00%
-1.75%
1992
-14.79%
-15.85%
+13.92%
-0.48%