Developed World ex-US Stocks Momentum vs Developed World ex-US 80/20 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 Developed World ex-US 80/20 Portfolio obtained a 4.24% compound annual return, with a 12.51% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Developed World ex-US 80/20 Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
10 Years Stats Return +5.00% +4.24%
Std Dev 13.60% 12.51%
Max Drawdown -28.57% -25.24%
All time Stats
(Since Aug 2009)
Return +6.55% +5.83%
Std Dev 15.24% 13.06%
Max Drawdown -28.57% -25.24%
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
Developed World ex-US 80/20 Portfolio +2.08 +7.55 +12.46 +5.52 +4.24 +5.83
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).

Developed World ex-US 80/20 Portfolio: an investment of 1$, since March 2014, now would be worth 1.52$, with a total return of 51.53% (4.24% 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).

Developed World ex-US 80/20 Portfolio: an investment of 1$, since August 2009, now would be worth 2.28$, with a total return of 128.47% (5.83% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Developed World ex-US 80/20 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
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-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
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.01% Jan 2021 Jan 2021 (1) Apr 2021 (4) 0.54
-0.73% Nov 2017 Nov 2017 (1) Jan 2018 (3) 0.37
-0.70% Jan 2021 Jan 2021 (1) Feb 2021 (2) 0.41
-0.70% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.35
-0.23% Mar 2014 Mar 2014 (1) Apr 2014 (2) 0.13

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Developed World ex-US 80/20 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
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.69% May 2011 Sep 2011 (5) Jan 2013 (21) 9.89
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.60% Apr 2010 Jun 2010 (3) Sep 2010 (6) 6.53
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.38% May 2013 Jun 2013 (2) Sep 2013 (5) 2.77
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.10% Nov 2010 Nov 2010 (1) Dec 2010 (2) 2.37
-3.95% Jan 2010 Jan 2010 (1) Mar 2010 (3) 2.57
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96

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%
+1.08%
-0.99%
2023
+13.91%
-8.35%
+16.11%
-9.05%
2022
-16.80%
-28.32%
-14.84%
-24.60%
2021
+6.60%
-4.63%
+8.88%
-4.09%
2020
+22.16%
-15.97%
+8.72%
-19.27%
2019
+24.51%
-2.38%
+19.67%
-4.01%
2018
-14.30%
-19.22%
-11.24%
-14.39%
2017
+25.46%
-0.73%
+21.61%
0.00%
2016
+0.47%
-7.09%
+3.06%
-6.24%
2015
-1.60%
-12.26%
-0.06%
-10.16%
2014
-9.19%
-9.77%
-3.03%
-7.17%
2013
+22.20%
-6.52%
+17.30%
-5.38%
2012
+17.94%
-8.24%
+16.75%
-10.50%
2011
-14.36%
-26.91%
-8.12%
-18.69%
2010
+14.14%
-14.08%
+8.38%
-11.60%