Developed World ex-US Stocks Momentum vs Paul Farrell Second Grader's Starter 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 Paul Farrell Second Grader's Starter Portfolio obtained a 8.69% compound annual return, with a 13.52% standard deviation, in the last 10 Years.

Summary

Swipe left to see all data
Developed World ex-US Stocks Momentum Portfolio Paul Farrell Second Grader's Starter Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 90%
Fixed Income 0% 10%
Commodities 0% 0%
10 Years Stats Return +5.00% +8.69%
Std Dev 13.60% 13.52%
Max Drawdown -28.57% -24.21%
All time Stats
(Since Aug 2009)
Return +6.55% +10.31%
Std Dev 15.24% 13.53%
Max Drawdown -28.57% -24.21%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

Swipe left to see all data
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
Paul Farrell Second Grader's Starter Portfolio +4.01 +10.79 +21.33 +10.19 +8.69 +10.31
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).

Paul Farrell Second Grader's Starter Portfolio: an investment of 1$, since March 2014, now would be worth 2.30$, with a total return of 130.18% (8.69% 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).

Paul Farrell Second Grader's Starter Portfolio: an investment of 1$, since August 2009, now would be worth 4.18$, with a total return of 318.38% (10.31% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

Swipe left to see all data
Developed World ex-US Stocks Momentum Portfolio
Paul Farrell Second Grader's Starter 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
-24.21% Jan 2022 Sep 2022 (9) Feb 2024 (26) 12.05
-19.32% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.35
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-11.99% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.73
-10.88% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.67
-5.44% May 2019 May 2019 (1) Jun 2019 (2) 3.14
-5.17% Feb 2018 Mar 2018 (2) Aug 2018 (7) 3.49
-4.47% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.60
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.84% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.22
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-2.76% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.47
-2.50% Dec 2014 Jan 2015 (2) Feb 2015 (3) 1.37
-2.12% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.22
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.92% Oct 2016 Oct 2016 (1) Dec 2016 (3) 0.96
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96

Drawdown comparison chart since August 2009.

Swipe left to see all data
Developed World ex-US Stocks Momentum Portfolio
Paul Farrell Second Grader's Starter 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
-24.21% Jan 2022 Sep 2022 (9) Feb 2024 (26) 12.05
-19.32% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.35
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-17.88% May 2011 Sep 2011 (5) Sep 2012 (17) 7.12
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-11.99% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.73
-11.38% May 2010 Jun 2010 (2) Oct 2010 (6) 6.38
-10.88% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.67
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.44% May 2019 May 2019 (1) Jun 2019 (2) 3.14
-5.17% Feb 2018 Mar 2018 (2) Aug 2018 (7) 3.49
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.47% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.60
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.84% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.22

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+8.63%
0.00%
+4.17%
0.00%
2023
+13.91%
-8.35%
+20.93%
-9.14%
2022
-16.80%
-28.32%
-17.70%
-24.21%
2021
+6.60%
-4.63%
+17.70%
-3.84%
2020
+22.16%
-15.97%
+16.72%
-19.32%
2019
+24.51%
-2.38%
+25.83%
-5.44%
2018
-14.30%
-19.22%
-7.40%
-11.99%
2017
+25.46%
-0.73%
+21.30%
0.00%
2016
+0.47%
-7.09%
+9.42%
-5.60%
2015
-1.60%
-12.26%
-1.16%
-9.62%
2014
-9.19%
-9.77%
+6.75%
-3.49%
2013
+22.20%
-6.52%
+24.11%
-2.56%
2012
+17.94%
-8.24%
+15.86%
-7.88%
2011
-14.36%
-26.91%
-2.83%
-17.88%
2010
+14.14%
-14.08%
+14.62%
-11.38%