Rob Arnott vs Fulvio Marchese In Saecula Saeculorum Portfolio Comparison

Last Update: 31 March 2024

The Rob Arnott Portfolio obtained a 6.68% compound annual return, with a 7.19% standard deviation, in the last 30 Years.

The Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 7.92% compound annual return, with a 7.80% standard deviation, in the last 30 Years.

Summary

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Rob Arnott Portfolio Fulvio Marchese In Saecula Saeculorum Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 30% 45%
Fixed Income 60% 45%
Commodities 10% 10%
30 Years Stats Return +6.68% +7.92%
Std Dev 7.19% 7.80%
Max Drawdown -24.27% -20.39%
All time Stats
(Since Jan 1985)
Return +8.20% +8.80%
Std Dev 7.17% 7.95%
Max Drawdown -24.27% -20.39%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Rob Arnott Portfolio +1.84 +9.51 +6.14 +4.06 +4.01 +6.68 +8.20
Fulvio Marchese In Saecula Saeculorum Portfolio +2.60 +14.97 +14.48 +7.88 +6.91 +7.92 +8.80
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Rob Arnott Portfolio: an investment of 1$, since April 1994, now would be worth 6.95$, with a total return of 595.19% (6.68% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since April 1994, now would be worth 9.84$, with a total return of 884.02% (7.92% annualized).

Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 22.09$, with a total return of 2108.85% (8.20% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1985, now would be worth 27.43$, with a total return of 2642.77% (8.80% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Rob Arnott Portfolio
Fulvio Marchese In Saecula Saeculorum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-20.39% Nov 2007 Feb 2009 (16) Nov 2009 (25) 9.50
-18.89% Jan 2022 Sep 2022 (9) Feb 2024 (26) 10.17
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-10.13% Sep 2000 Sep 2002 (25) May 2003 (33) 6.28
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-8.50% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-7.93% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.50
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.64% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.84
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.77% Jun 2011 Sep 2011 (4) Oct 2011 (5) 2.06
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74
-4.59% Mar 2015 Sep 2015 (7) Mar 2016 (13) 2.33
-4.42% Apr 2000 May 2000 (2) Aug 2000 (5) 2.32
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15
-4.00% May 2010 Jun 2010 (2) Sep 2010 (5) 2.16
-3.86% Aug 2016 Nov 2016 (4) May 2017 (10) 1.64
-3.51% Aug 2011 Sep 2011 (2) Oct 2011 (3) 1.80

Drawdown comparison chart since January 1985.

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Rob Arnott Portfolio
Fulvio Marchese In Saecula Saeculorum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-20.39% Nov 2007 Feb 2009 (16) Nov 2009 (25) 9.50
-18.89% Jan 2022 Sep 2022 (9) Feb 2024 (26) 10.17
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-13.51% Sep 1987 Nov 1987 (3) Jan 1989 (17) 6.24
-10.13% Sep 2000 Sep 2002 (25) May 2003 (33) 6.28
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-8.50% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-7.93% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.50
-7.37% Feb 1994 Nov 1994 (10) May 1995 (16) 4.71
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-6.19% Aug 1990 Oct 1990 (3) Jan 1991 (6) 3.73
-6.11% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.26
-5.96% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.77
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.64% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.84
-5.21% Sep 1987 Nov 1987 (3) Jan 1988 (5) 3.32
-4.97% Jan 1990 Apr 1990 (4) Jun 1990 (6) 2.87
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.77% Jun 2011 Sep 2011 (4) Oct 2011 (5) 2.06

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
+1.13%
-0.76%
+4.70%
0.00%
2023
+9.08%
-7.06%
+15.53%
-6.32%
2022
-14.81%
-17.86%
-14.97%
-18.89%
2021
+11.04%
-1.71%
+10.12%
-3.03%
2020
+7.98%
-8.72%
+15.89%
-8.50%
2019
+16.67%
-0.49%
+20.14%
-2.10%
2018
-4.12%
-4.84%
-2.76%
-5.64%
2017
+9.02%
-0.37%
+12.42%
-0.04%
2016
+7.14%
-3.86%
+7.79%
-2.43%
2015
-3.26%
-5.73%
-0.75%
-4.59%
2014
+7.59%
-2.79%
+8.52%
-2.04%
2013
+1.41%
-5.66%
+10.73%
-2.94%
2012
+10.55%
-2.17%
+10.41%
-2.92%
2011
+7.73%
-3.51%
+6.12%
-4.77%
2010
+11.89%
-2.99%
+14.27%
-4.00%
2009
+14.59%
-11.26%
+15.39%
-9.28%
2008
-11.48%
-21.15%
-11.54%
-16.70%
2007
+7.64%
-1.84%
+8.83%
-2.17%
2006
+8.97%
-1.26%
+10.84%
-2.11%
2005
+7.74%
-2.50%
+5.47%
-1.69%
2004
+11.93%
-4.70%
+7.97%
-3.39%
2003
+17.00%
-2.42%
+18.47%
-1.50%
2002
+8.16%
-0.99%
-1.22%
-5.96%
2001
+0.06%
-2.47%
-1.59%
-6.44%
2000
+12.87%
-0.83%
+0.64%
-5.96%
1999
+7.22%
-2.71%
+9.19%
-2.99%
1998
+6.53%
-4.10%
+15.29%
-7.93%
1997
+7.20%
-2.36%
+16.19%
-2.95%
1996
+11.02%
-0.75%
+9.83%
-2.50%
1995
+21.23%
0.00%
+25.73%
0.00%
1994
-2.84%
-7.37%
-2.41%
-5.96%
1993
+13.77%
-2.73%
+11.66%
-1.36%
1992
+6.56%
-2.87%
+6.70%
-2.12%
1991
+18.67%
-1.99%
+21.54%
-2.17%
1990
+2.80%
-6.11%
+0.53%
-6.19%
1989
+17.53%
-1.16%
+19.19%
-1.49%
1988
+13.48%
-1.21%
+9.59%
-2.18%
1987
+6.41%
-5.21%
+3.95%
-13.51%
1986
+21.76%
-3.06%
+16.23%
-3.74%
1985
+27.17%
-1.73%
+25.62%
-1.83%