Developed World ex-US Stocks Momentum Portfolio: ETF allocation and returns

Data Source: from August 2009 to February 2024 (~15 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.45%
1 Day
Mar 01 2024
1.45%
Current Month
March 2024

The Developed World ex-US Stocks Momentum Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.

It's exposed for 100% on the Stock Market.

In the last 10 Years, the Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation.

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Asset Allocation and ETFs

The Developed World ex-US Stocks Momentum Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The Developed World ex-US Stocks Momentum Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
100.00
IMTM
USD iShares MSCI Intl Momentum Factor ETF Equity, EAFE, Large Cap

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Feb 29, 2024

The Developed World ex-US Stocks Momentum Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y MAX
(~15Y)
Developed World ex-US Stocks Momentum Portfolio 1.45 1.45 5.40 15.30 20.62 8.78 5.00 6.55
US Inflation Adjusted return 5.40 14.00 17.43 4.50 2.17 3.91
Returns over 1 year are annualized | Available data source: since Aug 2009
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77%

In 2023, the Developed World ex-US Stocks Momentum Portfolio granted a 2.56% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Momentum Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

The Inflation Adjusted Capital now would be 1.24$, with a net total return of 23.90% (2.17% annualized).
An investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

The Inflation Adjusted Capital now would be 1.75$, with a net total return of 75.00% (3.91% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Developed World ex-US Stocks Momentum Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Advanced Metrics
Data Source: 1 August 2009 - 29 February 2024 (~15 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~15Y)
Investment Return (%) 5.40 12.48 15.30 20.62 3.37 8.78 5.00 6.55
Infl. Adjusted Return (%) details 5.40 11.87 14.00 17.43 -2.04 4.50 2.17 3.91
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.54
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -8.35 -28.57 -28.57 -28.57 -28.57
Start to Recovery (# months) details 5 28 28 28 28
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2021 11
Start to Bottom (# months) 3 11 11 11 11
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 17 17 17 17
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2024 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-16.18 -16.18
Start to Recovery (# months) details 35 35
Start (yyyy mm) 2023 08 2021 11 2021 11 2014 07 2014 07
Start to Bottom (# months) 3 11 11 20 20
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2016 02 2016 02
Bottom to End (# months) 2 17 17 15 15
End (yyyy mm) 2023 12 2024 02 2024 02 2017 05 2017 05
Longest negative period (# months) details 8 33 39 59 67
Period Start (yyyy mm) 2023 03 2021 03 2019 07 2017 11 2011 05
Period End (yyyy mm) 2023 10 2023 11 2022 09 2022 09 2016 11
Annualized Return (%) -0.99 -0.66 -0.43 -0.09 -0.19
Deepest Drawdown Depth (%) -9.22 -34.35 -34.35 -34.35 -34.35
Start to Recovery (# months) details 5 33* 33* 33* 33*
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2021 06
Start to Bottom (# months) 3 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 17 17 17 17
End (yyyy mm) 2023 12 - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-16.21 -16.57
Start to Recovery (# months) details 37 43
Start (yyyy mm) 2023 08 2021 06 2021 06 2014 07 2014 01
Start to Bottom (# months) 3 16 16 20 26
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2016 02 2016 02
Bottom to End (# months) 2 17 17 17 17
End (yyyy mm) 2023 12 - - 2017 07 2017 07
Longest negative period (# months) details 8 36* 52 104 137
Period Start (yyyy mm) 2023 03 2021 03 2019 07 2014 03 2011 05
Period End (yyyy mm) 2023 10 2024 02 2023 10 2022 10 2022 09
Annualized Return (%) -3.88 -2.04 -0.75 -0.49 -0.40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 13.51 16.34 15.93 13.60 15.24
Sharpe Ratio 1.14 0.06 0.44 0.28 0.17
Sortino Ratio 1.51 0.08 0.59 0.38 0.23
Ulcer Index 3.43 12.09 9.80 9.18 9.61
Ratio: Return / Standard Deviation 1.53 0.21 0.55 0.37 0.43
Ratio: Return / Deepest Drawdown 2.47 0.12 0.31 0.18 0.23
% Positive Months details 66% 58% 61% 57% 59%
Positive Months 8 21 37 69 104
Negative Months 4 15 23 51 71
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 5.00 8.72
Worst 10 Years Return (%) - Annualized 3.15
Best 10 Years Return (%) - Annualized 2.17 6.68
Worst 10 Years Return (%) - Annualized 0.35
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 43.71 17.48 11.76 5.00
Worst Rolling Return (%) - Annualized -25.04 -1.36 0.32
% Positive Periods 57% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 81.65 28.72 19.16 10.40
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.01
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 40.04 13.43 9.26 2.17
Worst Rolling Return (%) - Annualized -30.72 -5.00 -3.31
% Positive Periods 54% 71% 78% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 81.65 28.72 19.16 10.40
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.01
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Aug 2009 - Feb 2024)
Best Rolling Return (%) - Annualized 43.71 17.48 11.76 8.72
Worst Rolling Return (%) - Annualized -25.04 -3.59 -0.70 3.15
% Positive Periods 62% 92% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 81.65 28.72 18.69 10.11
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.36
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 40.04 13.43 9.26 6.68
Worst Rolling Return (%) - Annualized -30.72 -5.00 -3.31 0.35
% Positive Periods 58% 76% 82% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 81.65 28.72 18.69 10.11
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.36
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 August 2009 - 29 February 2024 (~15 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-28.57% Nov 2021 Sep 2022 11 Feb 2024 17 28 13.63
-19.22% Feb 2018 Dec 2018 11 Dec 2019 12 23 8.58
-16.18% Jul 2014 Feb 2016 20 May 2017 15 35 8.46
-15.97% Feb 2020 Mar 2020 2 Jun 2020 3 5 8.38
-3.90% Sep 2020 Oct 2020 2 Nov 2020 1 3 1.96
-3.69% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.13
-1.99% Mar 2014 Apr 2014 2 May 2014 1 3 1.17
-1.80% Jun 2021 Jun 2021 1 Aug 2021 2 3 0.96
-1.01% Jan 2021 Jan 2021 1 Apr 2021 3 4 0.54
-0.73% Nov 2017 Nov 2017 1 Jan 2018 2 3 0.37
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 22 5.5 Months 18.18%
 
DD = 0% 18.18%
 
0% < DD <= -5% 30 4.0 Months 24.79%
 
DD <= -5% 42.98%
 
-5% < DD <= -10% 34 3.6 Months 28.10%
 
DD <= -10% 71.07%
 
-10% < DD <= -15% 24 5.0 Months 19.83%
 
DD <= -15% 90.91%
 
-15% < DD <= -20% 7 17.3 Months 5.79%
 
DD <= -20% 96.69%
 
-20% < DD <= -25% 3 40.3 Months 2.48%
 
DD <= -25% 99.17%
 
-25% < DD <= -30% 1 121.0 Months 0.83%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-34.35% Jun 2021 Sep 2022 16 in progress 17 33 18.88
-20.47% Feb 2018 Dec 2018 11 Jul 2020 19 30 9.76
-16.21% Jul 2014 Feb 2016 20 Jul 2017 17 37 8.78
-4.23% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.13
-2.37% Mar 2014 Apr 2014 2 Jun 2014 2 4 1.24
-1.23% Jan 2021 Feb 2021 2 Apr 2021 2 4 0.95
-1.00% Nov 2017 Nov 2017 1 Jan 2018 2 3 0.57
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 13 9.3 Months 10.74%
 
DD = 0% 10.74%
 
0% < DD <= -5% 28 4.3 Months 23.14%
 
DD <= -5% 33.88%
 
-5% < DD <= -10% 34 3.6 Months 28.10%
 
DD <= -10% 61.98%
 
-10% < DD <= -15% 19 6.4 Months 15.70%
 
DD <= -15% 77.69%
 
-15% < DD <= -20% 12 10.1 Months 9.92%
 
DD <= -20% 87.60%
 
-20% < DD <= -25% 10 12.1 Months 8.26%
 
DD <= -25% 95.87%
 
-25% < DD <= -30% 3 40.3 Months 2.48%
 
DD <= -30% 98.35%
 
-30% < DD <= -35% 2 60.5 Months 1.65%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-28.57% Nov 2021 Sep 2022 11 Feb 2024 17 28 13.63
-26.91% May 2011 Sep 2011 5 Apr 2013 19 24 14.61
-19.22% Feb 2018 Dec 2018 11 Dec 2019 12 23 8.58
-16.18% Jul 2014 Feb 2016 20 May 2017 15 35 8.46
-15.97% Feb 2020 Mar 2020 2 Jun 2020 3 5 8.38
-14.08% Apr 2010 Jun 2010 3 Sep 2010 3 6 8.07
-7.18% Jan 2010 Jan 2010 1 Mar 2010 2 3 4.79
-6.52% May 2013 Jun 2013 2 Sep 2013 3 5 4.30
-5.15% Jan 2014 Jan 2014 1 Jun 2014 5 6 2.47
-3.90% Sep 2020 Oct 2020 2 Nov 2020 1 3 1.96
-3.69% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.13
-3.43% Nov 2010 Nov 2010 1 Dec 2010 1 2 1.98
-2.24% Oct 2009 Oct 2009 1 Nov 2009 1 2 1.29
-1.80% Jun 2021 Jun 2021 1 Aug 2021 2 3 0.96
-1.01% Jan 2021 Jan 2021 1 Apr 2021 3 4 0.54
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 37 4.8 Months 21.02%
 
DD = 0% 21.02%
 
0% < DD <= -5% 43 4.1 Months 24.43%
 
DD <= -5% 45.45%
 
-5% < DD <= -10% 43 4.1 Months 24.43%
 
DD <= -10% 69.89%
 
-10% < DD <= -15% 30 5.9 Months 17.05%
 
DD <= -15% 86.93%
 
-15% < DD <= -20% 15 11.7 Months 8.52%
 
DD <= -20% 95.45%
 
-20% < DD <= -25% 6 29.3 Months 3.41%
 
DD <= -25% 98.86%
 
-25% < DD <= -30% 2 88.0 Months 1.14%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-34.35% Jun 2021 Sep 2022 16 in progress 17 33 18.88
-27.71% May 2011 Sep 2011 5 Apr 2013 19 24 15.99
-20.47% Feb 2018 Dec 2018 11 Jul 2020 19 30 9.76
-16.57% Jan 2014 Feb 2016 26 Jul 2017 17 43 8.54
-14.02% Apr 2010 Jun 2010 3 Sep 2010 3 6 8.09
-7.24% Jan 2010 Jan 2010 1 Mar 2010 2 3 4.80
-6.78% May 2013 Jun 2013 2 Sep 2013 3 5 4.58
-4.23% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.13
-3.67% Nov 2010 Nov 2010 1 Dec 2010 1 2 2.12
-2.53% Oct 2009 Oct 2009 1 Nov 2009 1 2 1.46
-1.23% Jan 2021 Feb 2021 2 Apr 2021 2 4 0.95
-1.00% Nov 2017 Nov 2017 1 Jan 2018 2 3 0.57
-0.65% Mar 2011 Mar 2011 1 Apr 2011 1 2 0.38
-0.03% Jan 2011 Jan 2011 1 Feb 2011 1 2 0.02
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 27 6.5 Months 15.34%
 
DD = 0% 15.34%
 
0% < DD <= -5% 40 4.4 Months 22.73%
 
DD <= -5% 38.07%
 
-5% < DD <= -10% 44 4.0 Months 25.00%
 
DD <= -10% 63.07%
 
-10% < DD <= -15% 22 8.0 Months 12.50%
 
DD <= -15% 75.57%
 
-15% < DD <= -20% 22 8.0 Months 12.50%
 
DD <= -20% 88.07%
 
-20% < DD <= -25% 15 11.7 Months 8.52%
 
DD <= -25% 96.59%
 
-25% < DD <= -30% 4 44.0 Months 2.27%
 
DD <= -30% 98.86%
 
-30% < DD <= -35% 2 88.0 Months 1.14%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 August 2009 - 29 February 2024 (~15 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -25.04 10/2021
09/2022
0.74$ -7.99 0.92$ 5.21 1.05$ 19.69 1.19$ 43.71 04/2020
03/2021
1.43$ 20.62 42.20%
2Y -8.07 11/2021
10/2023
0.84$ -3.51 0.93$ 3.30 1.06$ 14.11 1.30$ 23.33 01/2019
12/2020
1.52$ 6.32 31.96%
3Y -1.36 03/2014
02/2017
0.95$ 1.70 1.05$ 5.97 1.18$ 9.93 1.32$ 17.48 01/2019
12/2021
1.62$ 3.37 2.35%
5Y 0.32 10/2017
09/2022
1.01$ 2.48 1.13$ 5.17 1.28$ 10.44 1.64$ 11.76 01/2017
12/2021
1.74$ 8.78 0.00%
7Y 3.66 07/2015
06/2022
1.28$ 4.64 1.37$ 6.29 1.53$ 7.12 1.61$ 8.09 01/2015
12/2021
1.72$ 7.85 0.00%
10Y 5.00 03/2014
02/2024
1.62$ 5.00 1.62$ 5.00 1.62$ 5.00 1.62$ 5.00 03/2014
02/2024
1.62$ 5.00 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -30.72 10/2021
09/2022
0.69$ -10.86 0.89$ 0.91 1.00$ 16.30 1.16$ 40.04 04/2020
03/2021
1.40$ 17.43 45.87%
2Y -13.65 10/2020
09/2022
0.74$ -8.32 0.84$ 1.49 1.02$ 11.40 1.24$ 21.13 01/2019
12/2020
1.46$ 1.91 41.24%
3Y -5.00 01/2021
12/2023
0.85$ -1.61 0.95$ 3.85 1.11$ 7.23 1.23$ 13.43 01/2019
12/2021
1.45$ -2.04 28.24%
5Y -3.31 10/2017
09/2022
0.84$ -0.33 0.98$ 2.52 1.13$ 7.79 1.45$ 9.26 03/2016
02/2021
1.55$ 4.50 21.31%
7Y 0.50 07/2015
06/2022
1.03$ 1.68 1.12$ 3.23 1.24$ 4.56 1.36$ 5.45 01/2015
12/2021
1.45$ 4.24 0.00%
10Y 2.17 03/2014
02/2024
1.23$ 2.17 1.23$ 2.17 1.23$ 2.17 1.23$ 2.17 03/2014
02/2024
1.23$ 2.17 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -25.04 10/2021
09/2022
0.74$ -8.39 0.91$ 7.71 1.07$ 20.62 1.20$ 43.71 04/2020
03/2021
1.43$ 20.62 37.80%
2Y -8.07 11/2021
10/2023
0.84$ -3.21 0.93$ 3.70 1.07$ 15.15 1.32$ 23.33 01/2019
12/2020
1.52$ 6.32 25.66%
3Y -3.59 12/2013
11/2016
0.89$ 1.39 1.04$ 5.75 1.18$ 9.72 1.32$ 17.48 01/2019
12/2021
1.62$ 3.37 7.14%
5Y -0.70 01/2014
12/2018
0.96$ 1.98 1.10$ 5.17 1.28$ 8.97 1.53$ 11.76 01/2017
12/2021
1.74$ 8.78 0.86%
7Y 2.14 04/2013
03/2020
1.15$ 4.20 1.33$ 5.62 1.46$ 6.73 1.57$ 8.37 10/2011
09/2018
1.75$ 7.85 0.00%
10Y 3.15 11/2013
10/2023
1.36$ 4.32 1.52$ 5.45 1.69$ 6.96 1.96$ 8.72 10/2011
09/2021
2.30$ 5.00 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -30.72 10/2021
09/2022
0.69$ -11.03 0.88$ 5.85 1.05$ 18.05 1.18$ 40.04 04/2020
03/2021
1.40$ 17.43 41.46%
2Y -13.65 10/2020
09/2022
0.74$ -5.61 0.89$ 1.62 1.03$ 12.25 1.25$ 21.13 01/2019
12/2020
1.46$ 1.91 36.84%
3Y -5.00 01/2021
12/2023
0.85$ -1.17 0.96$ 3.76 1.11$ 7.63 1.24$ 13.43 01/2019
12/2021
1.45$ -2.04 23.57%
5Y -3.31 10/2017
09/2022
0.84$ -0.19 0.99$ 3.38 1.18$ 6.81 1.39$ 9.26 03/2016
02/2021
1.55$ 4.50 17.24%
7Y 0.50 07/2015
06/2022
1.03$ 2.11 1.15$ 3.50 1.27$ 4.55 1.36$ 6.73 10/2011
09/2018
1.57$ 4.24 0.00%
10Y 0.35 11/2013
10/2023
1.03$ 1.73 1.18$ 3.59 1.42$ 4.63 1.57$ 6.68 10/2011
09/2021
1.90$ 2.17 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Developed World ex-US Stocks Momentum Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Developed World ex-US Stocks Momentum Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.54
60%
-1.43
40%
-0.56
80%
1.57
80%
0.64
60%
1.25
60%
1.98
80%
-0.77
40%
-3.18
20%
1.81
60%
4.84
80%
3.03
80%
Best 5.3
2023
5.4
2024
2.4
2022
7.0
2020
6.7
2020
6.5
2019
5.0
2020
3.4
2020
0.4
2019
6.9
2022
10.3
2022
5.5
2020
Worst -5.7
2022
-7.0
2020
-9.7
2020
-8.0
2022
-4.7
2023
-8.5
2022
-1.3
2019
-4.5
2022
-8.8
2022
-3.7
2020
-4.6
2021
-1.6
2022
Monthly Seasonality over the period Sep 2009 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.69
70%
-0.65
50%
0.33
70%
1.52
80%
0.71
60%
0.89
70%
1.28
70%
-0.94
40%
-2.04
30%
0.12
50%
2.04
40%
0.87
60%
Best 6.8
2019
5.4
2024
4.9
2016
7.0
2020
6.7
2020
6.5
2019
5.0
2020
3.4
2020
3.5
2017
6.9
2022
10.3
2022
5.5
2020
Worst -5.7
2022
-7.0
2020
-9.7
2020
-8.0
2022
-4.7
2023
-8.5
2022
-2.8
2014
-6.2
2015
-8.8
2022
-9.8
2018
-4.6
2021
-5.8
2018
Monthly Seasonality over the period Sep 2009 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.82
67%
0.38
67%
1.10
71%
1.85
79%
-1.54
43%
0.82
57%
1.99
71%
-1.29
40%
-0.42
47%
1.04
60%
1.44
47%
1.41
67%
Best 6.8
2019
5.4
2024
8.8
2010
7.0
2020
6.7
2020
6.5
2019
11.2
2010
3.9
2009
12.4
2010
10.3
2011
10.3
2022
8.0
2010
Worst -7.2
2010
-7.0
2020
-9.7
2020
-8.0
2022
-11.7
2010
-8.5
2022
-2.8
2014
-10.0
2011
-13.8
2011
-9.8
2018
-4.6
2021
-5.8
2018
Monthly Seasonality over the period Sep 2009 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Developed World ex-US Stocks Momentum Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 August 2009 - 29 February 2024 (~15 years)
69 Positive Months (58%) - 51 Negative Months (43%)
104 Positive Months (59%) - 71 Negative Months (41%)
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(Scroll down to see all data)
Investment Returns, up to January 2015, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • IMTM - iShares MSCI Intl Momentum Factor ETF (IMTM), up to January 2015

Portfolio efficiency

The following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Cape US Sector Value Robert Shiller +14.01 15.76 -21.00 100 0 0
US Stocks Quality +12.77 15.43 -27.78 100 0 0
US Stocks +11.96 15.49 -24.81 100 0 0
Warren Buffett Portfolio Warren Buffett +11.45 13.68 -23.08 90 10 0
Stocks/Bonds 60/40 with Bitcoin +11.08 11.18 -21.45 59 39 2
Dedalo Three Dedalo Invest +10.93 15.22 -25.03 100 0 0
US Stocks Minimum Volatility +10.62 12.06 -19.06 100 0 0
Stocks/Bonds 80/20 Momentum +10.50 12.97 -27.23 80 20 0
US Stocks Equal Weight +10.23 16.49 -26.65 100 0 0
US Stocks Value +10.17 15.48 -26.06 100 0 0
US Stocks ESG +10.09 16.04 -27.79 100 0 0
Stocks/Bonds 80/20 +9.93 12.76 -22.75 80 20 0
Simple Path to Wealth JL Collins +9.41 12.09 -22.24 75 25 0
Dedalo Four Dedalo Invest +9.22 12.51 -22.61 80 20 0
Stocks/Bonds 40/60 with Bitcoin +9.01 8.96 -19.39 39 59 2
Golden Butterfly with Bitcoin +8.72 9.54 -18.74 40 40 20
Second Grader's Starter Paul Farrell +8.69 13.52 -24.21 90 10 0
All Country World Stocks +8.47 14.83 -25.52 100 0 0
Edge Select Aggressive Merrill Lynch +8.46 12.85 -23.81 84 16 0
Sheltered Sam 100/0 Bill Bernstein +8.31 14.83 -25.40 97 0 3
Stocks/Bonds 60/40 Momentum +8.28 10.33 -24.21 60 40 0
Permanent Portfolio with Bitcoin Harry Browne +8.16 8.43 -16.88 25 50 25
All Weather Portfolio with Bitcoin Ray Dalio +8.11 9.46 -21.81 30 55 15
Desert Portfolio with Bitcoin Gyroscopic Investing +8.11 7.22 -15.73 30 60 10
Robo Advisor 100 Betterment +7.91 14.88 -24.17 100 0 0
Dedalo Eleven Dedalo Invest +7.90 12.42 -23.40 80 20 0
Shield Strategy Aim Ways +7.87 8.92 -19.36 42 38 20
Stocks/Bonds 60/40 +7.85 10.15 -20.69 60 40 0
Core Four Rick Ferri +7.70 12.20 -23.46 80 20 0
Four Funds Bogleheads +7.70 12.26 -23.20 80 20 0
Three Funds Bogleheads +7.67 12.20 -23.18 80 20 0
Sheltered Sam 90/10 Bill Bernstein +7.64 13.39 -22.65 87.3 10 2.7
LifeStrategy Growth Fund Vanguard +7.56 12.16 -23.11 80 20 0
Edge Select Moderately Aggressive Merrill Lynch +7.43 11.12 -22.31 69 31 0
Robo Advisor 90 Betterment +7.37 13.76 -23.36 90.1 9.9 0
Mid-Twenties Burton Malkiel +7.25 13.04 -24.50 87 13 0
Late Thirties to Early Forties Burton Malkiel +7.25 12.82 -24.26 85 15 0
Perfect Portfolio Ben Stein +7.22 11.77 -18.62 80 20 0
All Country World 80/20 +7.22 12.39 -23.52 80 20 0
Mid-Fifties Burton Malkiel +7.00 12.38 -24.05 80 20 0
Sheltered Sam 80/20 Bill Bernstein +6.97 11.97 -19.89 77.6 20 2.4
Jane Bryant Quinn Portfolio Jane Bryant Quinn +6.97 11.16 -22.74 70 30 0
Couch Potato Scott Burns +6.96 9.22 -19.77 50 50 0
No Brainer Portfolio Bill Bernstein +6.76 11.64 -19.76 75 25 0
Robo Advisor 80 Betterment +6.74 12.55 -22.63 80 20 0
Stocks/Bonds 60/40 ESG +6.74 10.38 -22.44 60 40 0
Talmud Portfolio Roger Gibson +6.72 11.27 -22.88 66.7 33.3 0
Long Term Portfolio Ben Stein +6.63 11.91 -20.52 80 20 0
Late Sixties and Beyond Burton Malkiel +6.62 11.30 -22.44 71 29 0
In Saecula Saeculorum Fulvio Marchese +6.61 8.43 -18.89 45 45 10
Seven Value Scott Burns +6.58 11.81 -20.44 71.5 28.5 0
Robust Alpha Architect +6.57 11.25 -19.09 70 20 10
Ultimate Buy and Hold Strategy Paul Merriman +6.47 15.33 -27.54 100 0 0
Yale Endowment David Swensen +6.31 10.90 -22.63 70 30 0
Sheltered Sam 70/30 Bill Bernstein +6.29 10.57 -17.80 67.9 30 2.1
Gold Pivot Ptf Aim Ways +6.28 7.85 -15.46 22 44 34
Lazy Portfolio David Swensen +6.26 10.81 -22.43 70 30 0
Margaritaville Scott Burns +6.19 10.70 -21.96 67 33 0
Edge Select Moderate Merrill Lynch +6.14 9.30 -20.56 53 47 0
LifeStrategy Moderate Growth Vanguard +6.13 9.70 -20.84 60 40 0
Family Taxable Portfolio Ted Aronson +6.10 11.59 -23.76 70 30 0
Stocks/Bonds 40/60 Momentum +6.03 7.88 -21.11 40 60 0
Tilt Toward Value Time Inc +5.99 9.81 -20.45 60 40 0
Six Ways from Sunday Scott Burns +5.97 11.53 -19.67 66.7 33.3 0
Andrew Tobias Portfolio Andrew Tobias +5.94 9.75 -18.85 66.7 33.3 0
All Country World 60/40 +5.92 10.07 -21.52 60 40 0
Simple and Cheap Time Inc +5.90 9.73 -21.27 60 40 0
Gretchen Tai Portfolio Gretchen Tai +5.77 11.42 -23.59 70 30 0
Stocks/Bonds 40/60 +5.74 7.77 -18.63 40 60 0
Coffeehouse Bill Schultheis +5.70 10.26 -19.65 60 40 0
One-Decision Portfolio Marvin Appel +5.66 8.92 -16.74 50 50 0
Coward's Portfolio Bill Bernstein +5.61 9.09 -15.87 60 40 0
Sheltered Sam 60/40 Bill Bernstein +5.60 9.20 -16.49 58.2 40 1.8
Gone Fishin' Portfolio Alexander Green +5.52 11.30 -21.98 65 30 5
Aim comfortable trip Aim Ways +5.52 7.35 -15.56 40 45 15
Five Fold Scott Burns +5.50 9.89 -21.60 60 40 0
Golden Butterfly Tyler +5.42 8.37 -17.79 40 40 20
Pinwheel +5.40 10.11 -19.49 65 25 10
Dynamic 60/40 Income +5.40 9.17 -18.21 60 40 0
Nano Portfolio John Wasik +5.37 10.01 -22.12 60 40 0
Aggressive Global Income +5.36 12.74 -23.84 80 20 0
Ideal Index Frank Armstrong +5.35 10.39 -18.25 70 30 0
Marc Faber Portfolio Marc Faber +5.34 9.71 -19.93 50 25 25
Five Asset Roger Gibson +5.25 11.03 -19.30 60 20 20
Four Square Scott Burns +5.19 8.56 -19.67 50 50 0
Big Rocks Portfolio Larry Swedroe +5.09 9.24 -15.71 60 40 0
Sandwich Portfolio Bob Clyatt +5.04 8.43 -19.10 55 45 0
Weird Portfolio Value Stock Geek +5.03 11.37 -24.18 60 20 20
Developed World ex-US Stocks Momentum +5.00 13.60 -28.57 100 0 0

The following portfolios share asset allocation strategy and/or similar asset weights.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Developed World ex-US Stocks Momentum +8.78 15.93 -28.57 100 0 0
Developed World ex-US Stocks +6.75 18.35 -28.08 100 0 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Very High Risk categorization.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +18.10 18.36 -32.58 100 0 0
US Stocks Quality +12.77 15.43 -27.78 100 0 0
US Stocks Momentum +12.68 15.71 -30.16 100 0 0
US Stocks +11.96 15.49 -24.81 100 0 0
Warren Buffett Portfolio Warren Buffett +11.45 13.68 -23.08 90 10 0
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