Developed World ex-US 20/80 vs Stocks/Bonds 20/80 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 Portfolio obtained a 5.66% compound annual return, with a 4.92% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 20/80 Portfolio Stocks/Bonds 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 20% 20%
Fixed Income 80% 80%
Commodities 0% 0%
30 Years Stats Return +5.08% +5.66%
Std Dev 5.25% 4.92%
Max Drawdown -16.80% -16.57%
All time Stats
(Since Jan 1985)
Return +7.18% +7.02%
Std Dev 5.84% 5.21%
Max Drawdown -16.80% -16.57%
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 Portfolio -0.02 +4.68 +8.40 +3.30 +3.58 +5.66 +7.02
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 Portfolio: an investment of 1$, since March 1994, now would be worth 5.21$, with a total return of 421.19% (5.66% 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 Portfolio: an investment of 1$, since January 1985, now would be worth 14.26$, with a total return of 1326.23% (7.02% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 20/80 Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-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
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.69% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.23
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.58% Apr 2004 May 2004 (2) Sep 2004 (6) 1.65
-2.56% May 2013 Jun 2013 (2) Oct 2013 (6) 1.44
-2.40% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.09
-2.23% Apr 2000 May 2000 (2) Jun 2000 (3) 1.33
-2.17% Feb 1999 Feb 1999 (1) Apr 1999 (3) 1.18
-2.15% Jul 1998 Aug 1998 (2) Sep 1998 (3) 1.09

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.32% May 1986 May 1986 (1) Jun 1986 (2) 1.92
-3.14% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.66
-3.09% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.07
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.99% Apr 1987 May 1987 (2) Jul 1987 (4) 1.88
-2.91% Jan 1990 Jan 1990 (1) May 1990 (5) 1.94

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%
+0.07%
-0.02%
2023
+10.62%
-3.65%
+9.54%
-5.62%
2022
-13.28%
-15.82%
-14.39%
-16.57%
2021
+0.51%
-1.64%
+3.64%
-1.82%
2020
+5.67%
-5.99%
+10.38%
-3.92%
2019
+10.82%
-0.13%
+13.20%
-0.07%
2018
-0.71%
-1.97%
-1.13%
-2.67%
2017
+7.20%
-0.28%
+7.10%
-0.02%
2016
+4.23%
-2.76%
+4.58%
-2.40%
2015
+0.88%
-3.06%
+0.52%
-1.90%
2014
+5.80%
-0.91%
+7.16%
-0.89%
2013
+3.72%
-4.48%
+5.01%
-2.56%
2012
+11.34%
-1.93%
+5.82%
-0.62%
2011
+4.42%
-2.68%
+6.53%
-0.88%
2010
+8.49%
-1.80%
+8.44%
-0.76%
2009
+17.74%
-4.20%
+8.69%
-5.67%
2008
-10.01%
-15.55%
-1.91%
-8.42%
2007
+6.22%
-0.75%
+6.61%
-0.76%
2006
+7.61%
-0.62%
+6.55%
-1.09%
2005
+6.71%
-1.16%
+3.18%
-1.84%
2004
+8.93%
-1.18%
+5.95%
-2.58%
2003
+10.88%
-0.98%
+9.33%
-2.13%
2002
+4.31%
-1.24%
+2.51%
-2.13%
2001
+4.28%
-1.41%
+4.55%
-1.99%
2000
+4.50%
-1.64%
+7.00%
-2.23%
1999
+7.82%
-2.07%
+4.16%
-2.17%
1998
+16.99%
-0.92%
+11.52%
-2.15%
1997
-4.15%
-6.74%
+13.75%
-1.70%
1996
+4.66%
-1.36%
+7.06%
-1.44%
1995
+17.78%
-0.82%
+21.70%
0.00%
1994
-3.88%
-6.31%
-2.16%
-5.50%
1993
+19.11%
-1.94%
+9.87%
-1.10%
1992
+6.56%
-4.18%
+7.53%
-1.25%
1991
+19.03%
-1.69%
+18.68%
-1.05%
1990
+0.80%
-7.02%
+5.70%
-3.09%
1989
+11.45%
-2.33%
+16.54%
-0.87%
1988
+12.16%
-0.98%
+9.35%
-2.17%
1987
+8.87%
-2.58%
+1.75%
-6.14%
1986
+25.77%
-3.32%
+15.00%
-3.14%
1985
+31.17%
-2.24%
+24.05%
-1.20%