All Country World Stocks vs Aggressive Global Income Portfolio Comparison

Last Update: 29 February 2024

The All Country World Stocks Portfolio obtained a 6.44% compound annual return, with a 15.63% standard deviation, in the last 30 Years.

The Aggressive Global Income Portfolio obtained a 8.62% compound annual return, with a 14.42% standard deviation, in the last 30 Years.

Summary

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All Country World Stocks Portfolio Aggressive Global Income Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
30 Years Stats Return +6.44% +8.62%
Std Dev 15.63% 14.42%
Max Drawdown -57.06% -52.63%
All time Stats
(Since Jan 1979)
Return +8.99% +10.97%
Std Dev 15.80% 14.00%
Max Drawdown -57.06% -52.63%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1979

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Stocks Portfolio +4.49 +11.33 +22.34 +10.49 +8.47 +6.44 +8.99
Aggressive Global Income Portfolio +0.75 +6.19 +8.63 +5.27 +5.36 +8.62 +10.97
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 6.51$, with a total return of 550.93% (6.44% annualized).

Aggressive Global Income Portfolio: an investment of 1$, since March 1994, now would be worth 11.93$, with a total return of 1093.25% (8.62% annualized).

All Country World Stocks Portfolio: an investment of 1$, since January 1979, now would be worth 48.80$, with a total return of 4779.50% (8.99% annualized).

Aggressive Global Income Portfolio: an investment of 1$, since January 1979, now would be worth 110.05$, with a total return of 10905.44% (10.97% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World Stocks Portfolio
Aggressive Global Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-52.63% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.73
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-27.39% Mar 2000 Sep 2002 (31) Dec 2003 (46) 15.98
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-23.84% Jan 2020 Mar 2020 (3) Feb 2021 (14) 11.83
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-18.06% Jan 2022 Sep 2022 (9) Dec 2023 (24) 7.09
-17.13% May 2011 Sep 2011 (5) Sep 2012 (17) 6.79
-15.46% May 1998 Aug 1998 (4) Jun 1999 (14) 7.15
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-13.63% May 2015 Jan 2016 (9) Jul 2016 (15) 7.95
-9.93% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.94
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-5.50% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.81
-5.15% Mar 2005 Apr 2005 (2) Jul 2005 (5) 2.52
-4.91% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.86

Drawdown comparison chart since January 1979.

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All Country World Stocks Portfolio
Aggressive Global Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-52.63% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.73
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-27.39% Mar 2000 Sep 2002 (31) Dec 2003 (46) 15.98
-26.12% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.48
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-25.28% Jan 1990 Sep 1990 (9) May 1993 (41) 11.61
-23.84% Jan 2020 Mar 2020 (3) Feb 2021 (14) 11.83
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-21.38% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.01
-21.07% Dec 1980 Jul 1982 (20) Nov 1982 (24) 10.08
-19.23% Jan 1990 Sep 1990 (9) May 1991 (17) 9.50
-18.06% Jan 2022 Sep 2022 (9) Dec 2023 (24) 7.09
-17.13% May 2011 Sep 2011 (5) Sep 2012 (17) 6.79
-15.46% May 1998 Aug 1998 (4) Jun 1999 (14) 7.15
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-13.63% May 2015 Jan 2016 (9) Jul 2016 (15) 7.95
-11.49% Feb 1980 Mar 1980 (2) Jun 1980 (5) 5.68

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
+4.49%
0.00%
-0.21%
-0.95%
2023
+22.02%
-9.69%
+11.91%
-7.58%
2022
-18.01%
-25.52%
-8.43%
-18.06%
2021
+18.27%
-4.10%
+17.07%
-3.13%
2020
+16.61%
-22.15%
-1.13%
-23.84%
2019
+26.82%
-5.97%
+19.97%
-4.74%
2018
-9.76%
-14.45%
-8.07%
-9.93%
2017
+24.49%
0.00%
+13.53%
-0.18%
2016
+8.51%
-6.91%
+18.29%
-3.34%
2015
-1.86%
-11.65%
-6.99%
-13.07%
2014
+3.67%
-4.44%
+3.96%
-4.21%
2013
+22.95%
-3.20%
+19.30%
-3.15%
2012
+17.12%
-10.01%
+12.95%
-7.73%
2011
-7.50%
-21.87%
+0.62%
-17.13%
2010
+13.08%
-12.80%
+14.37%
-10.71%
2009
+32.65%
-19.35%
+33.97%
-22.88%
2008
-43.54%
-45.43%
-34.21%
-38.73%
2007
+9.64%
-5.70%
+3.78%
-6.63%
2006
+18.78%
-4.43%
+21.69%
-3.86%
2005
+8.83%
-4.80%
+12.70%
-5.15%
2004
+13.30%
-4.26%
+16.76%
-2.82%
2003
+31.62%
-5.55%
+32.98%
-2.92%
2002
-20.51%
-26.35%
-7.54%
-18.13%
2001
-17.26%
-26.01%
-4.83%
-16.72%
2000
-15.08%
-17.07%
-0.62%
-14.41%
1999
+25.00%
-3.66%
+48.88%
-3.02%
1998
+19.93%
-14.59%
+8.84%
-15.46%
1997
+12.93%
-8.28%
+18.82%
-3.75%
1996
+10.93%
-3.91%
+13.71%
-4.27%
1995
+16.90%
-2.36%
+24.10%
-1.27%
1994
+2.85%
-6.20%
+2.10%
-5.06%
1993
+22.12%
-5.37%
+19.15%
-4.01%
1992
-6.70%
-8.71%
+3.24%
-3.34%
1991
+16.92%
-6.55%
+24.91%
-4.27%
1990
-18.63%
-25.28%
-13.87%
-19.23%
1989
+15.15%
-4.07%
+17.94%
-3.26%
1988
+21.20%
-6.38%
+21.28%
-3.17%
1987
+16.65%
-26.12%
+8.36%
-21.38%
1986
+42.65%
-5.84%
+32.40%
-3.91%
1985
+41.65%
-2.26%
+37.47%
-2.20%
1984
+5.68%
-7.06%
+6.06%
-6.93%
1983
+23.14%
-3.10%
+24.33%
-2.44%
1982
+11.14%
-15.33%
+20.53%
-7.77%
1981
-3.39%
-11.40%
+4.76%
-9.45%
1980
+27.59%
-10.22%
+21.29%
-11.49%
1979
+12.57%
-7.36%
+17.54%
-7.85%