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 Tim Maurer Simple Money Portfolio obtained a 7.25% compound annual return, with a 9.09% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | Tim Maurer Simple Money Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 100% | 60% |
| Fixed Income | 0% | 40% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.15% | +7.25% |
| Std Dev | 16.50% | 9.09% | |
| Max Drawdown | -57.00% | -32.39% | |
| All time Stats (Since Jan 1975) |
Return | +9.11% | +10.30% |
| Std Dev | 17.04% | 9.78% | |
| Max Drawdown | -57.00% | -32.39% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1975
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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 | +9.11 |
| Tim Maurer Simple Money Portfolio | +2.42 | +11.28 | +10.23 | +5.27 | +4.87 | +7.25 | +10.30 |
| 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).
Tim Maurer Simple Money Portfolio: an investment of 1$, since April 1994, now would be worth 8.17$, with a total return of 716.50% (7.25% annualized).
Tim Maurer Simple Money Portfolio: an investment of 1$, since April 1994, now would be worth 8.17$, with a total return of 716.50% (7.25% annualized).
Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1975,
now would be worth 73.38$, with a total return of 7238.28%
(9.11% annualized).
Tim Maurer Simple Money Portfolio: an investment of 1$, since January 1975, now would be worth 124.93$, with a total return of 12392.79% (10.30% annualized).
Tim Maurer Simple Money Portfolio: an investment of 1$, since January 1975, now would be worth 124.93$, with a total return of 12392.79% (10.30% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Tim Maurer Simple Money 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 | |||||
| -32.39% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 14.00 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -18.44% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 8.08 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -14.55% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.58 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.27% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.07 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -9.50% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.41 | |||||
| -8.98% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 6.17 | |||||
| -8.67% | Sep 2018 | Dec 2018 (4) | Jun 2019 (10) | 3.88 | |||||
| -6.83% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 2.98 | |||||
| -6.66% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 3.39 | |||||
| -5.80% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 2.67 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -4.28% | May 1999 | May 1999 (1) | Jun 1999 (2) | 2.47 | |||||
Drawdown comparison chart since January 1975.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Tim Maurer Simple Money 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 | |||||
| -32.39% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 14.00 | |||||
| -31.21% | Jan 1990 | Sep 1990 (9) | Jan 1994 (49) | 20.31 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -27.77% | Dec 1980 | Jul 1982 (20) | Mar 1983 (28) | 12.17 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -18.44% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 8.08 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -17.06% | Sep 1987 | Nov 1987 (3) | Sep 1988 (13) | 8.03 | |||||
| -14.55% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.58 | |||||
| -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 | |||||
| -12.20% | Jul 1975 | Sep 1975 (3) | Jan 1976 (7) | 6.64 | |||||
| -11.99% | Jan 1990 | Oct 1990 (10) | Feb 1991 (14) | 6.16 | |||||
| -11.28% | Feb 1976 | Nov 1976 (10) | Jun 1977 (17) | 6.60 | |||||
| -11.27% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.07 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -11.03% | Feb 1980 | Mar 1980 (2) | Jul 1980 (6) | 5.29 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.35%
|
-1.09% |
+2.40%
|
-0.93% |
| 2023 |
+17.94%
|
-10.71% |
+11.54%
|
-7.51% |
| 2022 |
-15.36%
|
-27.52% |
-11.48%
|
-18.42% |
| 2021 |
+11.67%
|
-4.89% |
+10.46%
|
-2.79% |
| 2020 |
+9.74%
|
-23.99% |
+6.87%
|
-14.55% |
| 2019 |
+22.62%
|
-5.21% |
+16.14%
|
-3.66% |
| 2018 |
-14.75%
|
-18.62% |
-6.64%
|
-8.67% |
| 2017 |
+26.42%
|
0.00% |
+13.36%
|
-0.06% |
| 2016 |
+2.67%
|
-8.44% |
+8.15%
|
-3.04% |
| 2015 |
-0.38%
|
-12.39% |
+0.47%
|
-5.71% |
| 2014 |
-5.98%
|
-10.04% |
+2.33%
|
-3.17% |
| 2013 |
+21.83%
|
-5.66% |
+17.81%
|
-2.16% |
| 2012 |
+18.56%
|
-13.28% |
+11.70%
|
-5.80% |
| 2011 |
-12.30%
|
-23.95% |
-0.69%
|
-11.27% |
| 2010 |
+8.35%
|
-15.54% |
+12.55%
|
-7.06% |
| 2009 |
+27.49%
|
-22.68% |
+17.16%
|
-14.10% |
| 2008 |
-40.65%
|
-45.54% |
-18.42%
|
-21.26% |
| 2007 |
+11.15%
|
-6.29% |
+5.07%
|
-3.51% |
| 2006 |
+26.27%
|
-3.73% |
+15.49%
|
-2.64% |
| 2005 |
+13.60%
|
-4.72% |
+8.71%
|
-2.47% |
| 2004 |
+20.25%
|
-3.59% |
+16.23%
|
-3.15% |
| 2003 |
+38.67%
|
-8.24% |
+28.83%
|
-2.44% |
| 2002 |
-15.62%
|
-23.19% |
-0.10%
|
-8.98% |
| 2001 |
-21.94%
|
-26.63% |
-0.39%
|
-6.83% |
| 2000 |
-14.29%
|
-17.14% |
+6.34%
|
-2.93% |
| 1999 |
+37.96%
|
-4.28% |
+8.40%
|
-3.42% |
| 1998 |
+16.51%
|
-14.47% |
+10.11%
|
-9.50% |
| 1997 |
-1.39%
|
-11.23% |
+8.93%
|
-2.66% |
| 1996 |
+4.68%
|
-4.13% |
+8.40%
|
-2.89% |
| 1995 |
+3.98%
|
-8.89% |
+20.10%
|
-0.83% |
| 1994 |
+9.76%
|
-5.55% |
-1.91%
|
-6.44% |
| 1993 |
+29.92%
|
-10.94% |
+18.40%
|
-1.79% |
| 1992 |
-14.79%
|
-15.85% |
+9.26%
|
-1.70% |
| 1991 |
+9.48%
|
-9.97% |
+19.48%
|
-3.59% |
| 1990 |
-24.79%
|
-31.21% |
-6.46%
|
-11.99% |
| 1989 |
+12.85%
|
-7.94% |
+18.70%
|
-1.68% |
| 1988 |
+25.66%
|
-9.43% |
+17.54%
|
-1.71% |
| 1987 |
+30.48%
|
-13.46% |
+9.10%
|
-17.06% |
| 1986 |
+63.38%
|
-8.70% |
+29.42%
|
-4.06% |
| 1985 |
+56.04%
|
-1.19% |
+35.92%
|
-1.27% |
| 1984 |
+7.32%
|
-6.40% |
+8.33%
|
-6.36% |
| 1983 |
+23.61%
|
-3.06% |
+19.04%
|
-2.19% |
| 1982 |
-1.94%
|
-22.97% |
+20.34%
|
-5.31% |
| 1981 |
-2.36%
|
-10.87% |
+5.26%
|
-7.35% |
| 1980 |
+22.48%
|
-11.03% |
+16.99%
|
-10.06% |
| 1979 |
+4.69%
|
-8.91% |
+12.42%
|
-7.65% |
| 1978 |
+32.52%
|
-5.86% |
+14.64%
|
-7.08% |
| 1977 |
+17.99%
|
-2.80% |
+8.65%
|
-2.11% |
| 1976 |
+2.46%
|
-11.28% |
+18.42%
|
-2.41% |
| 1975 |
+35.29%
|
-12.20% |
+27.95%
|
-7.97% |
