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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 100% | 40% |
| Fixed Income | 0% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.15% | +8.24% |
| Std Dev | 16.50% | 6.99% | |
| Max Drawdown | -57.00% | -21.11% | |
| All time Stats (Since Jan 1982) |
Return | +8.12% | +9.77% |
| Std Dev | 17.39% | 7.43% | |
| Max Drawdown | -57.00% | -21.11% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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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 | +8.12 |
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.77 |
| 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1982,
now would be worth 27.04$, with a total return of 2604.33%
(8.12% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -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 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -4.28% | May 1999 | May 1999 (1) | Jun 1999 (2) | 2.47 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
| -3.73% | May 2006 | Jun 2006 (2) | Sep 2006 (5) | 2.35 | |||||
| -3.62% | Jun 2011 | Sep 2011 (4) | Oct 2011 (5) | 1.65 | |||||
| -3.61% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.91 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -22.97% | Jan 1982 | Jul 1982 (7) | Jan 1983 (13) | 11.85 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -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 | |||||
| -9.43% | May 1988 | Aug 1988 (4) | Nov 1988 (7) | 4.81 | |||||
| -8.70% | Sep 1986 | Oct 1986 (2) | Dec 1986 (4) | 4.29 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.94% | Mar 1989 | Jun 1989 (4) | Jul 1989 (5) | 4.12 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.84% | Dec 1983 | May 1984 (6) | Aug 1984 (9) | 3.62 | |||||
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.
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% |
+7.39%
|
0.00% |
| 2023 |
+17.94%
|
-10.71% |
+6.91%
|
-5.18% |
| 2022 |
-15.36%
|
-27.52% |
-15.17%
|
-19.48% |
| 2021 |
+11.67%
|
-4.89% |
+4.23%
|
-2.38% |
| 2020 |
+9.74%
|
-23.99% |
+16.57%
|
-7.10% |
| 2019 |
+22.62%
|
-5.21% |
+16.20%
|
-0.81% |
| 2018 |
-14.75%
|
-18.62% |
-0.73%
|
-5.89% |
| 2017 |
+26.42%
|
0.00% |
+17.14%
|
0.00% |
| 2016 |
+2.67%
|
-8.44% |
+3.51%
|
-3.61% |
| 2015 |
-0.38%
|
-12.39% |
+3.91%
|
-2.95% |
| 2014 |
-5.98%
|
-10.04% |
+9.34%
|
-1.49% |
| 2013 |
+21.83%
|
-5.66% |
+12.57%
|
-1.74% |
| 2012 |
+18.56%
|
-13.28% |
+7.87%
|
-2.05% |
| 2011 |
-12.30%
|
-23.95% |
+7.13%
|
-3.62% |
| 2010 |
+8.35%
|
-15.54% |
+10.93%
|
-3.48% |
| 2009 |
+27.49%
|
-22.68% |
+9.16%
|
-9.41% |
| 2008 |
-40.65%
|
-45.54% |
-12.27%
|
-15.80% |
| 2007 |
+11.15%
|
-6.29% |
+11.21%
|
-0.82% |
| 2006 |
+26.27%
|
-3.73% |
+6.78%
|
-1.50% |
| 2005 |
+13.60%
|
-4.72% |
+9.09%
|
-0.93% |
| 2004 |
+20.25%
|
-3.59% |
+9.22%
|
-2.12% |
| 2003 |
+38.67%
|
-8.24% |
+12.78%
|
-1.27% |
| 2002 |
-15.62%
|
-23.19% |
+0.04%
|
-5.36% |
| 2001 |
-21.94%
|
-26.63% |
-1.88%
|
-6.89% |
| 2000 |
-14.29%
|
-17.14% |
+2.99%
|
-3.33% |
| 1999 |
+37.96%
|
-4.28% |
+15.71%
|
-1.69% |
| 1998 |
+16.51%
|
-14.47% |
+24.65%
|
-4.13% |
| 1997 |
-1.39%
|
-11.23% |
+20.41%
|
-2.69% |
| 1996 |
+4.68%
|
-4.13% |
+14.08%
|
-1.52% |
| 1995 |
+3.98%
|
-8.89% |
+27.84%
|
0.00% |
| 1994 |
+9.76%
|
-5.55% |
-2.03%
|
-5.91% |
| 1993 |
+29.92%
|
-10.94% |
+11.10%
|
-0.87% |
| 1992 |
-14.79%
|
-15.85% |
+6.01%
|
-2.11% |
| 1991 |
+9.48%
|
-9.97% |
+23.91%
|
-1.79% |
| 1990 |
-24.79%
|
-31.21% |
+5.79%
|
-5.29% |
| 1989 |
+12.85%
|
-7.94% |
+25.29%
|
-1.01% |
| 1988 |
+25.66%
|
-9.43% |
+7.24%
|
-2.95% |
| 1987 |
+30.48%
|
-13.46% |
+1.86%
|
-13.77% |
| 1986 |
+63.38%
|
-8.70% |
+18.14%
|
-4.37% |
| 1985 |
+56.04%
|
-1.19% |
+26.30%
|
-0.74% |
| 1984 |
+7.32%
|
-6.40% |
+8.68%
|
-6.28% |
| 1983 |
+23.61%
|
-3.06% |
+9.91%
|
-2.81% |
| 1982 |
-1.94%
|
-22.97% |
+30.86%
|
-1.48% |
