Developed World ex-US 20/80 vs Stocks/Bonds 20/80 Momentum 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 Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.20% compound annual return, with a 4.95% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 20/80 Portfolio Stocks/Bonds 20/80 Momentum Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
30 Years Stats Return +5.08% +6.20%
Std Dev 5.25% 4.95%
Max Drawdown -16.80% -17.91%
All time Stats
(Since Jan 1985)
Return +7.18% +7.55%
Std Dev 5.84% 5.28%
Max Drawdown -16.80% -17.91%
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
Stocks/Bonds 20/80 Momentum Portfolio +1.01 +6.71 +9.00 +2.91 +3.73 +6.20 +7.55
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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 6.08$, with a total return of 507.85% (6.20% 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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.27$, with a total return of 1627.20% (7.55% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 20/80 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
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.61% Mar 1994 Feb 1995 (12) May 1995 (15) 3.30
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.49% Mar 1994 Jun 1994 (4) Jan 1995 (11) 2.25
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39
-2.48% May 2013 Jun 2013 (2) Oct 2013 (6) 1.41
-2.37% Apr 2004 Apr 2004 (1) Aug 2004 (5) 1.53
-2.29% Jul 2003 Jul 2003 (1) Sep 2003 (3) 1.35
-2.26% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.22

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 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
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-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
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.32% May 1986 May 1986 (1) Jun 1986 (2) 1.92
-3.15% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.63
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39

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%
+2.01%
0.00%
2023
+10.62%
-3.65%
+6.16%
-5.43%
2022
-13.28%
-15.82%
-14.14%
-17.00%
2021
+0.51%
-1.64%
+1.18%
-2.95%
2020
+5.67%
-5.99%
+12.14%
-3.46%
2019
+10.82%
-0.13%
+12.52%
-0.69%
2018
-0.71%
-1.97%
-0.42%
-3.12%
2017
+7.20%
-0.28%
+10.35%
0.00%
2016
+4.23%
-2.76%
+3.02%
-3.64%
2015
+0.88%
-3.06%
+2.23%
-1.48%
2014
+5.80%
-0.91%
+7.58%
-0.83%
2013
+3.72%
-4.48%
+5.23%
-2.48%
2012
+11.34%
-1.93%
+5.51%
-0.69%
2011
+4.42%
-2.68%
+7.52%
-0.70%
2010
+8.49%
-1.80%
+8.56%
-0.70%
2009
+17.74%
-4.20%
+6.40%
-6.03%
2008
-10.01%
-15.55%
-2.70%
-9.00%
2007
+6.22%
-0.75%
+9.07%
-0.41%
2006
+7.61%
-0.62%
+5.53%
-1.33%
2005
+6.71%
-1.16%
+5.74%
-1.35%
2004
+8.93%
-1.18%
+6.73%
-2.37%
2003
+10.88%
-0.98%
+8.38%
-2.29%
2002
+4.31%
-1.24%
+4.15%
-1.79%
2001
+4.28%
-1.41%
+3.27%
-2.01%
2000
+4.50%
-1.64%
+7.19%
-1.52%
1999
+7.82%
-2.07%
+7.48%
-1.73%
1998
+16.99%
-0.92%
+16.62%
-1.24%
1997
-4.15%
-6.74%
+14.93%
-1.81%
1996
+4.66%
-1.36%
+8.83%
-1.37%
1995
+17.78%
-0.82%
+23.01%
0.00%
1994
-3.88%
-6.31%
-2.34%
-5.46%
1993
+19.11%
-1.94%
+10.39%
-0.92%
1992
+6.56%
-4.18%
+6.58%
-1.69%
1991
+19.03%
-1.69%
+19.58%
-0.95%
1990
+0.80%
-7.02%
+7.22%
-2.90%
1989
+11.45%
-2.33%
+19.47%
-0.82%
1988
+12.16%
-0.98%
+7.30%
-2.80%
1987
+8.87%
-2.58%
+1.70%
-6.53%
1986
+25.77%
-3.32%
+16.62%
-3.15%
1985
+31.17%
-2.24%
+24.27%
-1.28%