Last Update: 31 March 2024
The Emerging Markets Stocks Portfolio obtained a 5.08% compound annual return, with a 22.37% standard deviation, in the last 30 Years.
The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.
Summary
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| Emerging Markets Stocks Portfolio | Stocks/Bonds 20/80 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Low | |
| Asset Allocation | Stocks | 100% | 20% |
| Fixed Income | 0% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.08% | +6.34% |
| Std Dev | 22.37% | 4.92% | |
| Max Drawdown | -60.44% | -17.91% | |
| All time Stats (Since Jan 1982) |
Return | +7.84% | +8.17% |
| Std Dev | 25.06% | 5.49% | |
| Max Drawdown | -60.44% | -17.91% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Emerging Markets Stocks Portfolio | +2.73 | +10.33 | +6.95 | +1.43 | +2.24 | +5.08 | +7.84 |
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +6.34 | +8.17 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Emerging Markets Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.42$, with a total return of 341.65%
(5.08% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Emerging Markets Stocks Portfolio: an investment of 1$, since January 1982,
now would be worth 24.23$, with a total return of 2323.47%
(7.84% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.58$, with a total return of 2657.97% (8.17% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.58$, with a total return of 2657.97% (8.17% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
Stocks/Bonds 20/80 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -53.99% | Aug 1997 | Aug 1998 (13) | Jan 2004 (78) | 29.43 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -27.16% | Sep 1994 | Mar 1995 (7) | Jan 1997 (29) | 14.80 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
| -11.14% | May 2006 | May 2006 (1) | Nov 2006 (7) | 7.49 | |||||
| -9.06% | Mar 2005 | Apr 2005 (2) | Jul 2005 (5) | 5.61 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -6.34% | Oct 2005 | Oct 2005 (1) | Dec 2005 (3) | 3.20 | |||||
| -4.74% | Mar 1997 | Apr 1997 (2) | Jun 1997 (4) | 2.55 | |||||
| -3.85% | Feb 2006 | Feb 2006 (1) | Apr 2006 (3) | 2.12 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.24% | Feb 2007 | Feb 2007 (1) | Mar 2007 (2) | 1.87 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
| -2.58% | Jun 1994 | Jun 1994 (1) | Jul 1994 (2) | 1.49 | |||||
| -2.48% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.41 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
Stocks/Bonds 20/80 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -55.33% | Mar 1987 | Dec 1987 (10) | Sep 1989 (31) | 35.10 | |||||
| -54.22% | Feb 1994 | Aug 1998 (55) | Jan 2004 (120) | 26.65 | |||||
| -40.30% | Jan 1982 | Jul 1982 (7) | May 1985 (41) | 22.09 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -34.47% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 19.05 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -23.01% | Jun 1992 | Dec 1992 (7) | Apr 1993 (11) | 13.98 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
| -11.14% | May 2006 | May 2006 (1) | Nov 2006 (7) | 7.49 | |||||
| -10.62% | Jan 1990 | Apr 1990 (4) | Jun 1990 (6) | 6.39 | |||||
| -9.07% | Sep 1986 | Sep 1986 (1) | Jan 1987 (5) | 4.68 | |||||
| -9.06% | Mar 2005 | Apr 2005 (2) | Jul 2005 (5) | 5.61 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -7.61% | Jun 1991 | Jun 1991 (1) | Aug 1991 (3) | 4.71 | |||||
| -7.45% | Nov 1991 | Nov 1991 (1) | Dec 1991 (2) | 4.30 | |||||
| -6.53% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.65 | |||||
| -6.36% | Jul 1986 | Jul 1986 (1) | Aug 1986 (2) | 3.67 | |||||
| -6.34% | Oct 2005 | Oct 2005 (1) | Dec 2005 (3) | 3.20 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+2.16%
|
-4.53% |
+3.35%
|
0.00% |
| 2023 |
+8.99%
|
-12.51% |
+6.16%
|
-5.43% |
| 2022 |
-20.56%
|
-29.40% |
-14.14%
|
-17.00% |
| 2021 |
-3.61%
|
-11.44% |
+1.18%
|
-2.95% |
| 2020 |
+17.03%
|
-23.94% |
+12.14%
|
-3.46% |
| 2019 |
+18.20%
|
-7.82% |
+12.52%
|
-0.69% |
| 2018 |
-15.31%
|
-22.75% |
-0.42%
|
-3.12% |
| 2017 |
+37.28%
|
-0.39% |
+10.35%
|
0.00% |
| 2016 |
+10.87%
|
-5.81% |
+3.02%
|
-3.64% |
| 2015 |
-16.18%
|
-23.20% |
+2.23%
|
-1.48% |
| 2014 |
-3.93%
|
-11.58% |
+7.58%
|
-0.83% |
| 2013 |
-3.69%
|
-13.17% |
+5.23%
|
-2.48% |
| 2012 |
+19.10%
|
-14.96% |
+5.51%
|
-0.69% |
| 2011 |
-18.82%
|
-29.09% |
+7.52%
|
-0.70% |
| 2010 |
+16.51%
|
-10.81% |
+8.56%
|
-0.70% |
| 2009 |
+68.93%
|
-14.98% |
+6.40%
|
-6.03% |
| 2008 |
-48.88%
|
-53.98% |
-2.70%
|
-9.00% |
| 2007 |
+33.31%
|
-8.97% |
+9.07%
|
-0.41% |
| 2006 |
+31.19%
|
-11.14% |
+5.53%
|
-1.33% |
| 2005 |
+32.62%
|
-9.06% |
+5.74%
|
-1.35% |
| 2004 |
+24.63%
|
-11.25% |
+6.73%
|
-2.37% |
| 2003 |
+57.65%
|
-5.76% |
+8.38%
|
-2.29% |
| 2002 |
-7.43%
|
-24.27% |
+4.15%
|
-1.79% |
| 2001 |
-2.88%
|
-30.79% |
+3.27%
|
-2.01% |
| 2000 |
-27.56%
|
-31.63% |
+7.19%
|
-1.52% |
| 1999 |
+61.57%
|
-4.87% |
+7.48%
|
-1.73% |
| 1998 |
-18.12%
|
-40.98% |
+16.62%
|
-1.24% |
| 1997 |
-16.82%
|
-27.85% |
+14.93%
|
-1.81% |
| 1996 |
+15.83%
|
-6.73% |
+8.83%
|
-1.37% |
| 1995 |
+0.56%
|
-11.22% |
+23.01%
|
0.00% |
| 1994 |
-20.17%
|
-25.83% |
-2.34%
|
-5.46% |
| 1993 |
+100.42%
|
-5.91% |
+10.39%
|
-0.92% |
| 1992 |
-10.90%
|
-23.01% |
+6.58%
|
-1.69% |
| 1991 |
+111.70%
|
-7.61% |
+19.58%
|
-0.95% |
| 1990 |
-1.92%
|
-34.47% |
+7.22%
|
-2.90% |
| 1989 |
+98.20%
|
-6.54% |
+19.47%
|
-0.82% |
| 1988 |
+36.81%
|
-6.67% |
+7.30%
|
-2.80% |
| 1987 |
-46.69%
|
-55.33% |
+1.70%
|
-6.53% |
| 1986 |
+11.58%
|
-9.07% |
+16.62%
|
-3.15% |
| 1985 |
+27.58%
|
-4.87% |
+24.27%
|
-1.28% |
| 1984 |
+16.85%
|
-4.31% |
+11.85%
|
-5.47% |
| 1983 |
+14.20%
|
-3.85% |
+7.57%
|
-3.28% |
| 1982 |
-31.65%
|
-40.30% |
+31.00%
|
-1.71% |
