Developed World ex-US 40/60 Momentum vs Frank Armstrong Ideal Index 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 Frank Armstrong Ideal Index Portfolio obtained a 5.35% compound annual return, with a 10.39% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Frank Armstrong Ideal Index Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 70%
Fixed Income 60% 30%
Commodities 0% 0%
10 Years Stats Return +3.47% +5.35%
Std Dev 6.79% 10.39%
Max Drawdown -19.40% -18.25%
All time Stats
(Since Aug 2009)
Return +5.07% +7.01%
Std Dev 6.96% 10.62%
Max Drawdown -19.40% -18.25%
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
Frank Armstrong Ideal Index Portfolio +2.13 +6.52 +9.67 +5.76 +5.35 +7.01
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).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since March 2014, now would be worth 1.68$, with a total return of 68.34% (5.35% 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).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since August 2009, now would be worth 2.69$, with a total return of 168.63% (7.01% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Frank Armstrong Ideal Index 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
-18.25% Jan 2022 Sep 2022 (9) In progress (26) 8.88
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-8.72% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.53
-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
-4.04% May 2019 May 2019 (1) Jun 2019 (2) 2.33
-3.56% Feb 2018 Feb 2018 (1) Aug 2018 (7) 2.32
-3.12% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.36
-2.66% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.53
-2.30% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.33
-1.95% Oct 2016 Oct 2016 (1) Dec 2016 (3) 0.98
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.51% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.87
-1.44% Jul 2019 Aug 2019 (2) Sep 2019 (3) 0.72
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Frank Armstrong Ideal Index 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
-18.25% Jan 2022 Sep 2022 (9) In progress (26) 8.88
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-15.51% May 2011 Sep 2011 (5) Dec 2012 (20) 6.02
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.72% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.53
-8.67% May 2010 Jun 2010 (2) Sep 2010 (5) 5.14
-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 2019 May 2019 (1) Jun 2019 (2) 2.33
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.56% Feb 2018 Feb 2018 (1) Aug 2018 (7) 2.32
-3.12% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.36
-2.92% Jan 2010 Jan 2010 (1) Mar 2010 (3) 1.54
-2.66% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.53
-2.61% Oct 2009 Oct 2009 (1) Nov 2009 (2) 1.51

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%
+0.80%
-1.30%
2023
+10.84%
-4.47%
+12.04%
-8.06%
2022
-14.37%
-19.07%
-11.91%
-18.25%
2021
+1.27%
-2.17%
+13.98%
-2.66%
2020
+11.65%
-7.72%
+6.95%
-17.16%
2019
+14.52%
-0.27%
+17.96%
-4.04%
2018
-4.03%
-6.00%
-6.68%
-9.48%
2017
+11.62%
-0.20%
+13.88%
-0.15%
2016
+2.96%
-4.27%
+9.05%
-4.06%
2015
+0.07%
-5.38%
-1.66%
-7.44%
2014
+1.57%
-1.52%
+4.16%
-3.12%
2013
+8.39%
-5.17%
+16.03%
-2.21%
2012
+12.90%
-3.09%
+12.36%
-6.57%
2011
-0.59%
-8.94%
-2.98%
-15.51%
2010
+10.77%
-4.04%
+13.00%
-8.67%