Developed World ex-US Stocks Momentum vs Frank Armstrong Ideal Index Portfolio Comparison

Last Update: 29 February 2024

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

The Frank Armstrong Ideal Index Portfolio obtained a 5.35% compound annual return, with a 10.39% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Frank Armstrong Ideal Index Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
10 Years Stats Return +5.00% +5.35%
Std Dev 13.60% 10.39%
Max Drawdown -28.57% -18.25%
All time Stats
(Since Aug 2009)
Return +6.55% +7.01%
Std Dev 15.24% 10.62%
Max Drawdown -28.57% -18.25%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
Frank Armstrong Ideal Index Portfolio +2.13 +6.52 +9.67 +5.76 +5.35 +7.01
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since March 2014, now would be worth 1.68$, with a total return of 68.34% (5.35% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since August 2009, now would be worth 2.69$, with a total return of 168.63% (7.01% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Frank Armstrong Ideal Index Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.25% Jan 2022 Sep 2022 (9) In progress (26) 8.88
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-8.72% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.53
-4.04% May 2019 May 2019 (1) Jun 2019 (2) 2.33
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.56% Feb 2018 Feb 2018 (1) Aug 2018 (7) 2.32
-3.12% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.36
-2.66% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.53
-2.30% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.33
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.95% Oct 2016 Oct 2016 (1) Dec 2016 (3) 0.98
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.51% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.87
-1.44% Jul 2019 Aug 2019 (2) Sep 2019 (3) 0.72

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Frank Armstrong Ideal Index Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.25% Jan 2022 Sep 2022 (9) In progress (26) 8.88
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-15.51% May 2011 Sep 2011 (5) Dec 2012 (20) 6.02
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-8.72% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.53
-8.67% May 2010 Jun 2010 (2) Sep 2010 (5) 5.14
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.04% May 2019 May 2019 (1) Jun 2019 (2) 2.33
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.56% Feb 2018 Feb 2018 (1) Aug 2018 (7) 2.32
-3.43% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.98

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
+8.63%
0.00%
+0.80%
-1.30%
2023
+13.91%
-8.35%
+12.04%
-8.06%
2022
-16.80%
-28.32%
-11.91%
-18.25%
2021
+6.60%
-4.63%
+13.98%
-2.66%
2020
+22.16%
-15.97%
+6.95%
-17.16%
2019
+24.51%
-2.38%
+17.96%
-4.04%
2018
-14.30%
-19.22%
-6.68%
-9.48%
2017
+25.46%
-0.73%
+13.88%
-0.15%
2016
+0.47%
-7.09%
+9.05%
-4.06%
2015
-1.60%
-12.26%
-1.66%
-7.44%
2014
-9.19%
-9.77%
+4.16%
-3.12%
2013
+22.20%
-6.52%
+16.03%
-2.21%
2012
+17.94%
-8.24%
+12.36%
-6.57%
2011
-14.36%
-26.91%
-2.98%
-15.51%
2010
+14.14%
-14.08%
+13.00%
-8.67%