Developed World ex-US 20/80 vs High Yield Bonds Income Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 20/80 Portfolio obtained a 5.08% compound annual return, with a 5.25% standard deviation, in the last 30 Years.

The High Yield Bonds Income Portfolio obtained a 6.50% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 20/80 Portfolio High Yield Bonds Income Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 0%
Fixed Income 80% 100%
Commodities 0% 0%
30 Years Stats Return +5.08% +6.50%
Std Dev 5.25% 8.82%
Max Drawdown -16.80% -23.97%
All time Stats
(Since Jan 1985)
Return +7.18% +7.73%
Std Dev 5.84% 8.21%
Max Drawdown -16.80% -23.97%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 20/80 Portfolio +0.11 +4.57 +8.13 +1.74 +2.72 +5.08 +7.18
High Yield Bonds Income Portfolio -0.33 +5.35 +8.92 +1.94 +2.90 +6.50 +7.73
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.42$, with a total return of 341.69% (5.08% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.58% (6.50% annualized).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.11$, with a total return of 1411.21% (7.18% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.46$, with a total return of 1745.99% (7.73% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 20/80 Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.42% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.76
-4.61% Mar 1994 Feb 1995 (12) May 1995 (15) 3.30
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.40% Aug 2011 Sep 2011 (2) Oct 2011 (3) 2.28
-3.93% Oct 2016 Nov 2016 (2) Feb 2017 (5) 1.97
-3.91% Jul 2003 Jul 2003 (1) Sep 2003 (3) 2.27
-3.84% May 2007 Jul 2007 (3) Oct 2007 (6) 1.91

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.41% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44

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
-0.57%
-0.69%
-0.74%
-0.74%
2023
+10.62%
-3.65%
+11.21%
-5.58%
2022
-13.28%
-15.82%
-16.88%
-21.38%
2021
+0.51%
-1.64%
+0.88%
-3.16%
2020
+5.67%
-5.99%
+7.08%
-11.99%
2019
+10.82%
-0.13%
+16.98%
-0.39%
2018
-0.71%
-1.97%
-4.53%
-4.53%
2017
+7.20%
-0.28%
+8.78%
-0.17%
2016
+4.23%
-2.76%
+12.01%
-3.93%
2015
+0.88%
-3.06%
-3.94%
-6.90%
2014
+5.80%
-0.91%
+6.28%
-2.37%
2013
+3.72%
-4.48%
-0.40%
-6.71%
2012
+11.34%
-1.93%
+12.61%
-1.87%
2011
+4.42%
-2.68%
+9.07%
-4.40%
2010
+8.49%
-1.80%
+11.52%
-3.24%
2009
+17.74%
-4.20%
+23.52%
-10.62%
2008
-10.01%
-15.55%
-10.54%
-23.59%
2007
+6.22%
-0.75%
+3.36%
-3.84%
2006
+7.61%
-0.62%
+7.28%
-2.69%
2005
+6.71%
-1.16%
+5.61%
-2.30%
2004
+8.93%
-1.18%
+9.55%
-4.56%
2003
+10.88%
-0.98%
+18.30%
-3.91%
2002
+4.31%
-1.24%
+7.38%
-6.70%
2001
+4.28%
-1.41%
+10.89%
-3.49%
2000
+4.50%
-1.64%
+6.15%
-3.14%
1999
+7.82%
-2.07%
+6.34%
-3.60%
1998
+16.99%
-0.92%
+2.17%
-8.48%
1997
-4.15%
-6.74%
+13.61%
-2.54%
1996
+4.66%
-1.36%
+14.28%
-2.87%
1995
+17.78%
-0.82%
+22.64%
-0.20%
1994
-3.88%
-6.31%
-4.27%
-7.41%
1993
+19.11%
-1.94%
+18.58%
-0.44%
1992
+6.56%
-4.18%
+12.00%
-2.11%
1991
+19.03%
-1.69%
+25.88%
0.00%
1990
+0.80%
-7.02%
-0.59%
-7.89%
1989
+11.45%
-2.33%
+8.29%
-0.68%
1988
+12.16%
-0.98%
+11.12%
-1.52%
1987
+8.87%
-2.58%
+0.07%
-7.63%
1986
+25.77%
-3.32%
+15.01%
-0.64%
1985
+31.17%
-2.24%
+21.64%
-1.39%