Last Update: 30 June 2024
The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.52% compound annual return, with a 6.91% standard deviation, in the last 10 Years.
The Larry Swedroe Big Rocks Portfolio obtained a 5.00% compound annual return, with a 9.34% standard deviation, in the last 10 Years.
Summary
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| Developed World ex-US 40/60 Momentum Portfolio | Larry Swedroe Big Rocks Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | High | |
| Asset Allocation | Stocks | 40% | 60% |
| Fixed Income | 60% | 40% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +3.52% | +5.00% |
| Std Dev | 6.91% | 9.34% | |
| Max Drawdown | -19.40% | -15.71% | |
| All time Stats (Since Aug 2009) |
Return | +5.13% | +6.76% |
| Std Dev | 6.97% | 9.23% | |
| Max Drawdown | -19.40% | -15.71% | |
| Last Update: 30 June 2024 | |||
Historical Returns as of Jun 30, 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 | +0.08 | +5.42 | +10.31 | +3.17 | +3.52 | +5.13 |
| Larry Swedroe Big Rocks Portfolio | -0.07 | +2.62 | +8.86 | +5.33 | +5.00 | +6.76 |
| Return over 1 year are annualized. |
Capital Growth as of Jun 30, 2024
Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since July 2014,
now would be worth 1.41$, with a total return of 41.27%
(3.52% annualized).
Larry Swedroe Big Rocks Portfolio: an investment of 1$, since July 2014, now would be worth 1.63$, with a total return of 62.96% (5.00% annualized).
Larry Swedroe Big Rocks Portfolio: an investment of 1$, since July 2014, now would be worth 1.63$, with a total return of 62.96% (5.00% annualized).
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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 111.00%
(5.13% annualized).
Larry Swedroe Big Rocks Portfolio: an investment of 1$, since August 2009, now would be worth 2.65$, with a total return of 165.28% (6.76% annualized).
Larry Swedroe Big Rocks Portfolio: an investment of 1$, since August 2009, now would be worth 2.65$, with a total return of 165.28% (6.76% annualized).
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Drawdowns
Drawdown comparison chart since July 2014.
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|
Developed World ex-US 40/60 Momentum Portfolio
|
Larry Swedroe Big Rocks 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 (34) | 9.79 | |||||
| -15.71% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 7.49 | |||||
| -15.63% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 7.38 | |||||
| -8.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.98 | |||||
| -7.72% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.78 | |||||
| -6.46% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 3.32 | |||||
| -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 | |||||
| -3.84% | May 2019 | May 2019 (1) | Sep 2019 (5) | 1.66 | |||||
| -2.86% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 1.88 | |||||
| -2.82% | Apr 2024 | Apr 2024 (1) | May 2024 (2) | 1.63 | |||||
| -2.69% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.36 | |||||
| -2.22% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.28 | |||||
| -2.02% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 1.17 | |||||
| -1.66% | Oct 2016 | Oct 2016 (1) | Nov 2016 (2) | 0.96 | |||||
| -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 | |||||
| -1.33% | 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
|
Larry Swedroe Big Rocks 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 (34) | 9.79 | |||||
| -15.71% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 7.49 | |||||
| -15.63% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 7.38 | |||||
| -12.59% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 4.81 | |||||
| -8.94% | May 2011 | Sep 2011 (5) | Jul 2012 (15) | 3.88 | |||||
| -8.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.98 | |||||
| -7.86% | May 2010 | Jun 2010 (2) | Oct 2010 (6) | 4.43 | |||||
| -7.72% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.78 | |||||
| -6.46% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 3.32 | |||||
| -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 | |||||
| -3.84% | May 2019 | May 2019 (1) | Sep 2019 (5) | 1.66 | |||||
| -2.86% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 1.88 | |||||
| -2.82% | Apr 2024 | Apr 2024 (1) | May 2024 (2) | 1.63 | |||||
| -2.69% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.36 | |||||
| -2.32% | Oct 2009 | Oct 2009 (1) | Nov 2009 (2) | 1.34 | |||||
| -2.22% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.28 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.42%
|
-2.55% |
+2.62%
|
-2.82% |
| 2023 |
+10.83%
|
-4.47% |
+11.05%
|
-6.98% |
| 2022 |
-14.37%
|
-19.07% |
-10.13%
|
-15.71% |
| 2021 |
+1.27%
|
-2.17% |
+13.59%
|
-2.22% |
| 2020 |
+11.65%
|
-7.72% |
+5.25%
|
-15.63% |
| 2019 |
+14.52%
|
-0.27% |
+15.98%
|
-3.84% |
| 2018 |
-4.03%
|
-6.00% |
-5.45%
|
-8.79% |
| 2017 |
+11.62%
|
-0.20% |
+11.28%
|
-0.30% |
| 2016 |
+2.96%
|
-4.27% |
+9.71%
|
-3.10% |
| 2015 |
+0.07%
|
-5.38% |
-0.97%
|
-5.87% |
| 2014 |
+1.57%
|
-1.52% |
+4.48%
|
-2.69% |
| 2013 |
+8.39%
|
-5.17% |
+16.68%
|
-1.92% |
| 2012 |
+12.90%
|
-3.09% |
+10.73%
|
-5.29% |
| 2011 |
-0.59%
|
-8.94% |
-1.31%
|
-12.59% |
| 2010 |
+10.77%
|
-4.04% |
+12.32%
|
-7.86% |
