All Country World 80/20 vs Zefiro SCF Zefiro Portfolio Comparison

Last Update: 29 February 2024

The All Country World 80/20 Portfolio obtained a 6.48% compound annual return, with a 12.76% standard deviation, in the last 30 Years.

The Zefiro SCF Zefiro Portfolio obtained a 6.62% compound annual return, with a 7.46% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Zefiro SCF Zefiro Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 80% 20%
Fixed Income 20% 50%
Commodities 0% 30%
30 Years Stats Return +6.48% +6.62%
Std Dev 12.76% 7.46%
Max Drawdown -47.32% -20.61%
All time Stats
(Since Jan 1985)
Return +8.39% +7.90%
Std Dev 13.10% 7.24%
Max Drawdown -47.32% -20.61%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 80/20 Portfolio +3.45 +9.74 +18.92 +8.54 +7.22 +6.48 +8.39
Zefiro SCF Zefiro Portfolio +0.52 +3.69 +7.73 +5.94 +3.74 +6.62 +7.90
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 6.59$, with a total return of 558.56% (6.48% annualized).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since March 1994, now would be worth 6.85$, with a total return of 584.67% (6.62% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 23.49$, with a total return of 2249.26% (8.39% annualized).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since January 1985, now would be worth 19.68$, with a total return of 1867.51% (7.90% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World 80/20 Portfolio
Zefiro SCF Zefiro Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-20.61% Jul 2008 Feb 2009 (8) Aug 2010 (26) 10.91
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-15.09% Apr 2022 Sep 2022 (6) In progress (23) 8.73
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-7.24% Oct 2012 Jun 2013 (9) Apr 2014 (19) 3.17
-6.57% Aug 1997 Oct 1997 (3) Feb 1998 (7) 4.19
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-5.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.85
-5.32% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.29
-5.20% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.00
-5.09% May 1998 Aug 1998 (4) Nov 1998 (7) 1.99
-4.62% May 2019 May 2019 (1) Jun 2019 (2) 2.67
-4.51% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.00
-4.49% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.22

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Zefiro SCF Zefiro Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-22.19% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.97
-20.61% Jul 2008 Feb 2009 (8) Aug 2010 (26) 10.91
-19.99% Jan 1990 Sep 1990 (9) Dec 1991 (24) 9.06
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-15.09% Apr 2022 Sep 2022 (6) In progress (23) 8.73
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-7.24% Oct 2012 Jun 2013 (9) Apr 2014 (19) 3.17
-6.78% Feb 1994 Nov 1994 (10) Apr 1995 (15) 4.44
-6.64% Jan 1992 Mar 1992 (3) Mar 1993 (15) 3.92
-6.57% Aug 1997 Oct 1997 (3) Feb 1998 (7) 4.19
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-5.88% Feb 1994 Mar 1994 (2) Apr 1995 (15) 3.40
-5.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.85
-5.32% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.29

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.
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Year Return Drawdown Return Drawdown
2024
+3.35%
-0.09%
+0.84%
0.00%
2023
+19.08%
-8.64%
+7.77%
-5.88%
2022
-17.17%
-23.52%
-10.59%
-15.09%
2021
+14.21%
-3.60%
+11.11%
-1.77%
2020
+14.55%
-17.97%
+11.22%
-6.38%
2019
+23.35%
-4.62%
+16.48%
-0.84%
2018
-7.79%
-11.51%
-4.16%
-5.38%
2017
+20.43%
0.00%
+9.46%
-0.77%
2016
+7.66%
-5.08%
+6.93%
-4.62%
2015
-1.32%
-9.49%
-7.52%
-9.67%
2014
+4.31%
-3.32%
+3.77%
-4.11%
2013
+17.86%
-3.46%
-3.05%
-6.81%
2012
+15.19%
-7.89%
+6.64%
-1.98%
2011
-4.38%
-17.02%
+11.91%
-2.72%
2010
+12.00%
-9.60%
+12.60%
-2.07%
2009
+28.02%
-16.08%
+9.39%
-8.41%
2008
-34.37%
-37.13%
-6.72%
-20.31%
2007
+8.92%
-4.35%
+16.02%
-1.07%
2006
+15.95%
-3.66%
+6.29%
-2.32%
2005
+8.00%
-3.65%
+9.47%
-2.72%
2004
+11.86%
-3.52%
+9.93%
-5.32%
2003
+26.95%
-3.85%
+16.33%
-4.49%
2002
-14.55%
-20.27%
+14.45%
-1.32%
2001
-11.36%
-19.42%
-3.73%
-3.79%
2000
-9.84%
-12.38%
+13.78%
-1.72%
1999
+20.74%
-3.34%
+7.95%
-3.17%
1998
+17.65%
-12.27%
+4.56%
-5.09%
1997
+11.46%
-6.57%
+7.47%
-3.09%
1996
+10.54%
-2.89%
+8.74%
-1.81%
1995
+17.60%
-1.58%
+23.28%
0.00%
1994
+1.26%
-5.88%
-2.84%
-6.78%
1993
+20.51%
-4.44%
+11.01%
-1.88%
1992
-3.52%
-6.64%
+5.73%
-2.04%
1991
+17.30%
-5.18%
+13.34%
-1.31%
1990
-13.44%
-19.99%
+6.29%
-5.20%
1989
+14.69%
-2.34%
+19.26%
-0.76%
1988
+18.54%
-4.91%
+9.15%
-1.72%
1987
+13.56%
-22.19%
+7.11%
-4.72%
1986
+37.13%
-5.17%
+17.76%
-2.27%
1985
+37.92%
-1.68%
+23.85%
-2.73%