Developed World ex-US 40/60 Momentum vs Marvin Appel One-Decision 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 Marvin Appel One-Decision Portfolio obtained a 5.66% compound annual return, with a 8.92% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Marvin Appel One-Decision Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 50%
Fixed Income 60% 50%
Commodities 0% 0%
10 Years Stats Return +3.47% +5.66%
Std Dev 6.79% 8.92%
Max Drawdown -19.40% -16.74%
All time Stats
(Since Aug 2009)
Return +5.07% +7.43%
Std Dev 6.96% 8.62%
Max Drawdown -19.40% -16.74%
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
Marvin Appel One-Decision Portfolio +1.43 +6.03 +9.54 +5.81 +5.66 +7.43
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).

Marvin Appel One-Decision Portfolio: an investment of 1$, since March 2014, now would be worth 1.73$, with a total return of 73.38% (5.66% 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).

Marvin Appel One-Decision Portfolio: an investment of 1$, since August 2009, now would be worth 2.84$, with a total return of 184.31% (7.43% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Marvin Appel One-Decision 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
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.99% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.10
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.76% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.77
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.21% Aug 2016 Oct 2016 (3) Jan 2017 (6) 1.52
-3.06% Feb 2018 Feb 2018 (1) Jun 2018 (5) 1.96
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.58
-2.54% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.47
-2.02% May 2019 May 2019 (1) Jun 2019 (2) 1.17
-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
-0.99% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.57
-0.82% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.47
-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
Marvin Appel One-Decision 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
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.52% Jun 2011 Sep 2011 (4) Jan 2012 (8) 3.61
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.99% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.10
-6.14% May 2010 Jun 2010 (2) Sep 2010 (5) 3.38
-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
-4.76% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.77
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.21% Aug 2016 Oct 2016 (3) Jan 2017 (6) 1.52
-3.06% Feb 2018 Feb 2018 (1) Jun 2018 (5) 1.96
-2.81% May 2012 May 2012 (1) Jul 2012 (3) 1.41
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.58
-2.72% May 2013 Aug 2013 (4) Oct 2013 (6) 1.40
-2.54% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.47

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%
+0.21%
-1.20%
2023
+10.84%
-4.47%
+12.43%
-7.22%
2022
-14.37%
-19.07%
-13.18%
-16.74%
2021
+1.27%
-2.17%
+16.51%
-2.73%
2020
+11.65%
-7.72%
+5.32%
-13.04%
2019
+14.52%
-0.27%
+18.51%
-2.02%
2018
-4.03%
-6.00%
-3.64%
-6.99%
2017
+11.62%
-0.20%
+8.07%
-0.59%
2016
+2.96%
-4.27%
+8.52%
-3.21%
2015
+0.07%
-5.38%
-0.25%
-4.76%
2014
+1.57%
-1.52%
+11.14%
-2.54%
2013
+8.39%
-5.17%
+10.43%
-2.72%
2012
+12.90%
-3.09%
+10.65%
-2.81%
2011
-0.59%
-8.94%
+3.87%
-8.52%
2010
+10.77%
-4.04%
+13.01%
-6.14%