Developed World ex-US Stocks Momentum vs Warren Buffett 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 Warren Buffett Portfolio obtained a 11.45% compound annual return, with a 13.68% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Warren Buffett 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% +11.45%
Std Dev 13.60% 13.68%
Max Drawdown -28.57% -23.08%
All time Stats
(Since Aug 2009)
Return +6.55% +12.83%
Std Dev 15.24% 13.30%
Max Drawdown -28.57% -23.08%
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
Warren Buffett Portfolio +4.68 +13.07 +28.34 +13.39 +11.45 +12.83
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).

Warren Buffett Portfolio: an investment of 1$, since March 2014, now would be worth 2.96$, with a total return of 195.61% (11.45% 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).

Warren Buffett Portfolio: an investment of 1$, since August 2009, now would be worth 5.82$, with a total return of 481.52% (12.83% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Warren Buffett 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
-23.08% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.17
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-17.49% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.96
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-12.09% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.58
-7.73% Aug 2015 Sep 2015 (2) May 2016 (10) 4.19
-5.73% May 2019 May 2019 (1) Jun 2019 (2) 3.31
-5.54% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.24
-5.47% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.48
-4.32% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.49
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-2.88% Dec 2014 Jan 2015 (2) Feb 2015 (3) 1.44
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.76% Jun 2015 Jun 2015 (1) Jul 2015 (2) 1.02
-1.65% Oct 2016 Oct 2016 (1) Nov 2016 (2) 0.95
-1.55% Aug 2019 Aug 2019 (1) Sep 2019 (2) 0.89

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Warren Buffett 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
-23.08% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.17
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-17.49% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.96
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-15.04% May 2011 Sep 2011 (5) Feb 2012 (10) 6.55
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-12.09% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.58
-11.71% May 2010 Jun 2010 (2) Oct 2010 (6) 6.88
-7.73% Aug 2015 Sep 2015 (2) May 2016 (10) 4.19
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-6.10% Apr 2012 May 2012 (2) Aug 2012 (5) 2.85
-5.73% May 2019 May 2019 (1) Jun 2019 (2) 3.31
-5.54% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.24
-5.47% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.48
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.32% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.49

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%
+6.38%
0.00%
2023
+13.91%
-8.35%
+24.87%
-7.55%
2022
-16.80%
-28.32%
-18.29%
-23.08%
2021
+6.60%
-4.63%
+24.59%
-4.32%
2020
+22.16%
-15.97%
+19.19%
-17.49%
2019
+24.51%
-2.38%
+28.46%
-5.73%
2018
-14.30%
-19.22%
-3.84%
-12.09%
2017
+25.46%
-0.73%
+19.83%
0.00%
2016
+0.47%
-7.09%
+10.69%
-4.87%
2015
-1.60%
-12.26%
+0.96%
-7.73%
2014
-9.19%
-9.77%
+12.08%
-2.97%
2013
+22.20%
-6.52%
+29.44%
-2.62%
2012
+17.94%
-8.24%
+14.59%
-6.10%
2011
-14.36%
-26.91%
+1.43%
-15.04%
2010
+14.14%
-14.08%
+14.55%
-11.71%