Developed World ex-US 40/60 Momentum vs Craig Israelsen 7Twelve Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The Craig Israelsen 7Twelve Portfolio obtained a 3.93% compound annual return, with a 9.61% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Craig Israelsen 7Twelve Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 50%
Fixed Income 60% 33.34%
Commodities 0% 16.66%
10 Years Stats Return +3.47% +3.93%
Std Dev 6.79% 9.61%
Max Drawdown -19.40% -17.90%
All time Stats
(Since Aug 2009)
Return +5.07% +5.61%
Std Dev 6.96% 9.71%
Max Drawdown -19.40% -17.90%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 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 +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
Craig Israelsen 7Twelve Portfolio +1.69 +4.77 +8.60 +5.79 +3.93 +5.61
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since March 2014, now would be worth 1.47$, with a total return of 47.07% (3.93% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

Craig Israelsen 7Twelve Portfolio: an investment of 1$, since August 2009, now would be worth 2.22$, with a total return of 121.79% (5.61% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Craig Israelsen 7Twelve 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 (30) 10.39
-17.90% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-14.54% Jul 2014 Feb 2016 (20) Jul 2017 (37) 6.60
-13.28% Apr 2022 Sep 2022 (6) Feb 2024 (23) 6.26
-9.83% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.66
-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
-3.93% May 2019 May 2019 (1) Oct 2019 (6) 1.58
-3.52% Nov 2021 Nov 2021 (1) Dec 2021 (2) 2.03
-3.22% Feb 2018 Feb 2018 (1) Jul 2018 (6) 1.70
-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% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-1.16% Jan 2022 Jan 2022 (1) Mar 2022 (3) 0.69
-1.15% Sep 2021 Sep 2021 (1) Oct 2021 (2) 0.66
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45
-0.54% Jun 2021 Jun 2021 (1) Jul 2021 (2) 0.31
-0.29% Mar 2014 Mar 2014 (1) May 2014 (3) 0.18

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Craig Israelsen 7Twelve 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 (30) 10.39
-17.90% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-14.54% Jul 2014 Feb 2016 (20) Jul 2017 (37) 6.60
-13.50% May 2011 Sep 2011 (5) Dec 2012 (20) 4.88
-13.28% Apr 2022 Sep 2022 (6) Feb 2024 (23) 6.26
-9.83% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.66
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.69% May 2010 Jun 2010 (2) Sep 2010 (5) 4.62
-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
-3.93% May 2019 May 2019 (1) Oct 2019 (6) 1.58
-3.52% Nov 2021 Nov 2021 (1) Dec 2021 (2) 2.03
-3.30% Jan 2010 Jan 2010 (1) Mar 2010 (3) 1.69
-3.22% Feb 2018 Feb 2018 (1) Jul 2018 (6) 1.70
-2.34% May 2013 Jun 2013 (2) Jul 2013 (3) 1.27
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16

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
+2.78%
0.00%
+1.39%
-0.30%
2023
+10.84%
-4.47%
+8.77%
-6.61%
2022
-14.37%
-19.07%
-7.91%
-13.28%
2021
+1.27%
-2.17%
+16.41%
-3.52%
2020
+11.65%
-7.72%
+3.64%
-17.90%
2019
+14.52%
-0.27%
+17.04%
-3.93%
2018
-4.03%
-6.00%
-6.60%
-9.83%
2017
+11.62%
-0.20%
+11.15%
-0.23%
2016
+2.96%
-4.27%
+7.88%
-3.46%
2015
+0.07%
-5.38%
-6.71%
-8.96%
2014
+1.57%
-1.52%
-0.27%
-5.11%
2013
+8.39%
-5.17%
+9.98%
-2.34%
2012
+12.90%
-3.09%
+9.05%
-5.96%
2011
-0.59%
-8.94%
-0.33%
-13.50%
2010
+10.77%
-4.04%
+12.87%
-7.69%