Developed World ex-US 40/60 Momentum vs Fulvio Marchese In Saecula Saeculorum Portfolio Comparison

Last Update: 31 March 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.79% compound annual return, with a 6.84% standard deviation, in the last 10 Years.

The Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 6.91% compound annual return, with a 8.45% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Fulvio Marchese In Saecula Saeculorum Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 45%
Fixed Income 60% 45%
Commodities 0% 10%
10 Years Stats Return +3.79% +6.91%
Std Dev 6.84% 8.45%
Max Drawdown -19.40% -18.89%
All time Stats
(Since Aug 2009)
Return +5.25% +8.28%
Std Dev 6.97% 7.95%
Max Drawdown -19.40% -18.89%
Last Update: 31 March 2024

Historical Returns as of Mar 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 +2.89 +14.22 +12.73 +4.08 +3.79 +5.25
Fulvio Marchese In Saecula Saeculorum Portfolio +2.60 +14.97 +14.48 +7.88 +6.91 +8.28
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 1.45$, with a total return of 45.07% (3.79% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since April 2014, now would be worth 1.95$, with a total return of 95.04% (6.91% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.12$, with a total return of 111.67% (5.25% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since August 2009, now would be worth 3.21$, with a total return of 221.03% (8.28% annualized).

Drawdowns

Drawdown comparison chart since April 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Fulvio Marchese In Saecula Saeculorum 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 (31) 10.23
-18.89% Jan 2022 Sep 2022 (9) Feb 2024 (26) 10.17
-8.50% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.64% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.84
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.59% Mar 2015 Sep 2015 (7) Mar 2016 (13) 2.33
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.35% Feb 2018 Apr 2018 (3) Aug 2018 (7) 2.08
-3.31% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.95
-3.03% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.75
-2.43% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.30
-2.10% May 2019 May 2019 (1) Jun 2019 (2) 1.21
-2.04% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.06
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.38% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.80
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.97% Jan 2021 Feb 2021 (2) Apr 2021 (4) 0.61

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Fulvio Marchese In Saecula Saeculorum 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 (31) 10.23
-18.89% Jan 2022 Sep 2022 (9) Feb 2024 (26) 10.17
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.50% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.64% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.84
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.77% Jun 2011 Sep 2011 (4) Oct 2011 (5) 2.06
-4.59% Mar 2015 Sep 2015 (7) Mar 2016 (13) 2.33
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-4.00% May 2010 Jun 2010 (2) Sep 2010 (5) 2.16
-3.35% Feb 2018 Apr 2018 (3) Aug 2018 (7) 2.08
-3.31% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.95
-3.03% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.75
-2.94% May 2013 Jun 2013 (2) Jul 2013 (3) 1.49
-2.92% May 2012 May 2012 (1) Jul 2012 (3) 1.52
-2.43% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.30

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
+5.75%
0.00%
+4.70%
0.00%
2023
+10.84%
-4.47%
+15.53%
-6.32%
2022
-14.37%
-19.07%
-14.97%
-18.89%
2021
+1.27%
-2.17%
+10.12%
-3.03%
2020
+11.65%
-7.72%
+15.89%
-8.50%
2019
+14.52%
-0.27%
+20.14%
-2.10%
2018
-4.03%
-6.00%
-2.76%
-5.64%
2017
+11.62%
-0.20%
+12.42%
-0.04%
2016
+2.96%
-4.27%
+7.79%
-2.43%
2015
+0.07%
-5.38%
-0.75%
-4.59%
2014
+1.57%
-1.52%
+8.52%
-2.04%
2013
+8.39%
-5.17%
+10.73%
-2.94%
2012
+12.90%
-3.09%
+10.41%
-2.92%
2011
-0.59%
-8.94%
+6.12%
-4.77%
2010
+10.77%
-4.04%
+14.27%
-4.00%