Last Update: 31 July 2022
The Developed World ex-US Stocks Portfolio obtained a 5.57% compound annual return, with a 16.44% standard deviation, in the last 30 Years.
The Stocks/Bonds 80/20 Portfolio obtained a 9.21% compound annual return, with a 12.07% standard deviation, in the last 30 Years.
Summary
| Developed World ex-US Stocks Portfolio | Stocks/Bonds 80/20 Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 80% |
| Fixed Income | 0% | 20% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.57% | +9.21% |
| Std Dev | 16.44% | 12.07% | |
| Max Drawdown | -57.00% | -41.09% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from January 1986
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Portfolio | +5.29 | -11.20 | -14.17 | +3.19 | +6.39 | +5.57 | +6.73 |
| Stocks/Bonds 80/20 Portfolio | +7.80 | -7.97 | -7.81 | +10.07 | +11.16 | +9.21 | +9.81 |
Capital Growth as of Jul 31, 2022
Developed World ex-US Stocks Portfolio: an investment of 1000$, since August 1992, now would be worth 5085.02$, with a total return of 408.50% (5.57% annualized).
Stocks/Bonds 80/20 Portfolio: an investment of 1000$, since August 1992, now would be worth 14039.19$, with a total return of 1303.92% (9.21% annualized).
Developed World ex-US Stocks Portfolio: an investment of 1000$, since January 1986, now would be worth 10816.43$, with a total return of 981.64% (6.73% annualized).
Stocks/Bonds 80/20 Portfolio: an investment of 1000$, since January 1986, now would be worth 30661.06$, with a total return of 2966.11% (9.81% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
Developed World ex-US Stocks Portfolio |
Stocks/Bonds 80/20 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -57.00% | Nov 2007 | Feb 2009 | |||
| -48.19% | Jan 2000 | Mar 2003 | |||
| -41.09% | Nov 2007 | Feb 2009 | |||
| -33.33% | Sep 2000 | Sep 2002 | |||
| -24.14% | Feb 2018 | Mar 2020 | |||
| -19.54% | Sep 2021 | Jun 2022 | |||
| -19.13% | Jan 2022 | Jun 2022 | |||
| -17.94% | Jul 2014 | Feb 2016 | |||
| -16.53% | Feb 2020 | Mar 2020 | |||
| -14.47% | Jun 1998 | Sep 1998 | |||
| -13.95% | Jul 1998 | Aug 1998 | |||
| -13.35% | May 2011 | Sep 2011 | |||
| -13.15% | Sep 1994 | Feb 1995 | |||
| -11.32% | Oct 2018 | Dec 2018 | |||
| -11.23% | Aug 1997 | Dec 1997 | |||
| -10.94% | Sep 1993 | Nov 1993 | |||
| -7.92% | Sep 1992 | Oct 1992 | |||
| -7.05% | Jun 2015 | Sep 2015 | |||
| -6.95% | Feb 1994 | Jun 1994 | |||
| -6.90% | Apr 2000 | May 2000 | |||
Drawdown comparison chart since January 1986.
Developed World ex-US Stocks Portfolio |
Stocks/Bonds 80/20 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -57.00% | Nov 2007 | Feb 2009 | |||
| -48.19% | Jan 2000 | Mar 2003 | |||
| -41.09% | Nov 2007 | Feb 2009 | |||
| -33.33% | Sep 2000 | Sep 2002 | |||
| -31.21% | Jan 1990 | Sep 1990 | |||
| -24.55% | Sep 1987 | Nov 1987 | |||
| -24.14% | Feb 2018 | Mar 2020 | |||
| -19.54% | Sep 2021 | Jun 2022 | |||
| -19.13% | Jan 2022 | Jun 2022 | |||
| -17.94% | Jul 2014 | Feb 2016 | |||
| -16.53% | Feb 2020 | Mar 2020 | |||
| -14.47% | Jun 1998 | Sep 1998 | |||
| -13.95% | Jul 1998 | Aug 1998 | |||
| -13.46% | Sep 1987 | Oct 1987 | |||
| -13.35% | May 2011 | Sep 2011 | |||
| -13.15% | Sep 1994 | Feb 1995 | |||
| -12.23% | Jun 1990 | Oct 1990 | |||
| -11.32% | Oct 2018 | Dec 2018 | |||
| -11.23% | Aug 1997 | Dec 1997 | |||
| -9.43% | May 1988 | Aug 1988 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1986.
| Year | Developed World ex-US Stocks Portfolio | Stocks/Bonds 80/20 Portfolio |
|---|---|---|
| 2022 |
-14.63% | -12.82% |
| 2021 |
+11.67% | +20.16% |
| 2020 |
+9.74% | +18.36% |
| 2019 |
+22.62% | +26.30% |
| 2018 |
-14.75% | -4.19% |
| 2017 |
+26.42% | +17.68% |
| 2016 |
+2.67% | +10.77% |
| 2015 |
-0.38% | +0.40% |
| 2014 |
-5.98% | +11.20% |
| 2013 |
+21.83% | +26.34% |
| 2012 |
+18.56% | +13.79% |
| 2011 |
-12.30% | +2.36% |
| 2010 |
+8.35% | +15.18% |
| 2009 |
+27.49% | +23.84% |
| 2008 |
-40.65% | -28.21% |
| 2007 |
+11.15% | +5.68% |
| 2006 |
+26.27% | +13.41% |
| 2005 |
+13.60% | +5.53% |
| 2004 |
+20.25% | +11.08% |
| 2003 |
+38.67% | +25.40% |
| 2002 |
-15.62% | -14.73% |
| 2001 |
-21.94% | -7.09% |
| 2000 |
-14.29% | -6.18% |
| 1999 |
+37.96% | +18.90% |
| 1998 |
+16.51% | +20.33% |
| 1997 |
-1.39% | +26.68% |
| 1996 |
+4.68% | +17.49% |
| 1995 |
+3.98% | +32.26% |
| 1994 |
+9.76% | -0.67% |
| 1993 |
+29.92% | +10.44% |
| 1992 |
-14.79% | +8.71% |
| 1991 |
+9.48% | +28.96% |
| 1990 |
-24.79% | -3.13% |
| 1989 |
+12.85% | +25.22% |
| 1988 |
+25.66% | +15.32% |
| 1987 |
+30.48% | +2.40% |
| 1986 |
+63.38% | +14.68% |