Developed World ex-US 40/60 Momentum vs Andrew Tobias Portfolio Comparison

Last Update: 31 May 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.60% compound annual return, with a 6.91% standard deviation, in the last 10 Years.

The Andrew Tobias Portfolio obtained a 6.07% compound annual return, with a 9.86% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Andrew Tobias Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 66.67%
Fixed Income 60% 33.33%
Commodities 0% 0%
10 Years Stats Return +3.60% +6.07%
Std Dev 6.91% 9.86%
Max Drawdown -19.40% -18.85%
All time Stats
(Since Aug 2009)
Return +5.16% +7.21%
Std Dev 6.99% 9.91%
Max Drawdown -19.40% -18.85%
Last Update: 31 May 2024

Historical Returns as of May 31, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +2.21 +8.86 +12.68 +3.89 +3.60 +5.16
Andrew Tobias Portfolio +3.55 +10.43 +16.39 +8.22 +6.07 +7.21
Return over 1 year are annualized.

Capital Growth as of May 31, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since June 2014, now would be worth 1.42$, with a total return of 42.45% (3.60% annualized).

Andrew Tobias Portfolio: an investment of 1$, since June 2014, now would be worth 1.80$, with a total return of 80.21% (6.07% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.11$, with a total return of 110.83% (5.16% annualized).

Andrew Tobias Portfolio: an investment of 1$, since August 2009, now would be worth 2.81$, with a total return of 181.02% (7.21% annualized).

Drawdowns

Drawdown comparison chart since June 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Andrew Tobias Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (33) 9.93
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.79% May 2019 May 2019 (1) Jun 2019 (2) 2.19
-3.65% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.06
-2.75% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.59
-2.74% Apr 2024 Apr 2024 (1) May 2024 (2) 1.58
-2.09% Jul 2014 Sep 2014 (3) Feb 2015 (8) 1.29
-2.07% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.20
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Jul 2019 Aug 2019 (2) Sep 2019 (3) 0.67
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.80% Mar 2015 Mar 2015 (1) Apr 2015 (2) 0.46

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Andrew Tobias Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (33) 9.93
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-8.62% Apr 2010 Jun 2010 (3) Sep 2010 (6) 4.75
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.79% May 2019 May 2019 (1) Jun 2019 (2) 2.19
-3.65% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.06
-2.75% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.59
-2.74% Apr 2024 Apr 2024 (1) May 2024 (2) 1.58
-2.72% Jan 2014 Jan 2014 (1) Feb 2014 (2) 1.57
-2.61% Jan 2010 Jan 2010 (1) Mar 2010 (3) 1.47

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
+5.34%
-2.55%
+6.15%
-2.74%
2023
+10.83%
-4.47%
+16.14%
-6.53%
2022
-14.37%
-19.07%
-12.58%
-18.85%
2021
+1.27%
-2.17%
+12.14%
-2.75%
2020
+11.65%
-7.72%
+10.55%
-13.71%
2019
+14.52%
-0.27%
+18.69%
-3.79%
2018
-4.03%
-6.00%
-5.85%
-8.88%
2017
+11.62%
-0.20%
+15.52%
0.00%
2016
+2.96%
-4.27%
+5.01%
-4.55%
2015
+0.07%
-5.38%
-0.07%
-7.19%
2014
+1.57%
-1.52%
+2.26%
-2.72%
2013
+8.39%
-5.17%
+18.36%
-1.78%
2012
+12.90%
-3.09%
+11.85%
-6.75%
2011
-0.59%
-8.94%
-3.28%
-13.69%
2010
+10.77%
-4.04%
+9.28%
-8.62%