Developed World ex-US 40/60 Momentum vs Dynamic 60/40 Income 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 Dynamic 60/40 Income Portfolio obtained a 5.40% compound annual return, with a 9.17% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Dynamic 60/40 Income Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 60%
Fixed Income 60% 40%
Commodities 0% 0%
10 Years Stats Return +3.47% +5.40%
Std Dev 6.79% 9.17%
Max Drawdown -19.40% -18.21%
All time Stats
(Since Aug 2009)
Return +5.07% +7.49%
Std Dev 6.96% 9.07%
Max Drawdown -19.40% -18.21%
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
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +7.49
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).

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 2014, now would be worth 1.69$, with a total return of 69.18% (5.40% 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).

Dynamic 60/40 Income Portfolio: an investment of 1$, since August 2009, now would be worth 2.87$, with a total return of 186.58% (7.49% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Dynamic 60/40 Income 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
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-2.92% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.50
-2.58% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.49
-2.49% Jan 2018 Feb 2018 (2) Jun 2018 (6) 1.44
-2.32% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.34
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.55% May 2019 May 2019 (1) Jun 2019 (2) 0.89
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.43% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.83
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.96% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.56
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Dynamic 60/40 Income 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
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.96% May 2010 Jun 2010 (2) Sep 2010 (5) 3.09
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.78% May 2013 Aug 2013 (4) Oct 2013 (6) 2.06
-3.09% May 2012 May 2012 (1) Jun 2012 (2) 1.78
-2.92% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.50
-2.58% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.49
-2.49% Jan 2018 Feb 2018 (2) Jun 2018 (6) 1.44
-2.32% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.34

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%
+1.48%
-0.14%
2023
+10.84%
-4.47%
+12.28%
-6.45%
2022
-14.37%
-19.07%
-15.89%
-18.21%
2021
+1.27%
-2.17%
+15.27%
-2.58%
2020
+11.65%
-7.72%
+6.26%
-14.24%
2019
+14.52%
-0.27%
+18.59%
-1.55%
2018
-4.03%
-6.00%
-3.28%
-6.80%
2017
+11.62%
-0.20%
+8.11%
-0.39%
2016
+2.96%
-4.27%
+7.39%
-2.92%
2015
+0.07%
-5.38%
+0.49%
-4.42%
2014
+1.57%
-1.52%
+11.87%
-2.32%
2013
+8.39%
-5.17%
+8.15%
-3.78%
2012
+12.90%
-3.09%
+12.84%
-3.09%
2011
-0.59%
-8.94%
+3.16%
-10.41%
2010
+10.77%
-4.04%
+14.75%
-5.96%