Developed World ex-US 40/60 Momentum vs Paul Boyer 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 Paul Boyer Portfolio obtained a 3.16% compound annual return, with a 7.64% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Paul Boyer Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
10 Years Stats Return +3.47% +3.16%
Std Dev 6.79% 7.64%
Max Drawdown -19.40% -18.04%
All time Stats
(Since Aug 2009)
Return +5.07% +4.56%
Std Dev 6.96% 7.46%
Max Drawdown -19.40% -18.04%
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
Paul Boyer Portfolio +0.35 +3.18 +4.54 +3.19 +3.16 +4.56
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).

Paul Boyer Portfolio: an investment of 1$, since March 2014, now would be worth 1.36$, with a total return of 36.48% (3.16% 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).

Paul Boyer Portfolio: an investment of 1$, since August 2009, now would be worth 1.92$, with a total return of 91.56% (4.56% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Paul Boyer 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
-18.04% Jun 2021 Oct 2022 (17) In progress (33) 9.70
-9.15% Feb 2015 Dec 2015 (11) Jun 2016 (17) 5.18
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.74% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.32
-6.72% Feb 2018 Oct 2018 (9) Jun 2019 (17) 2.96
-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
-3.72% Sep 2014 Sep 2014 (1) Jan 2015 (5) 2.11
-3.38% Jan 2021 Mar 2021 (3) May 2021 (5) 1.81
-3.07% Aug 2020 Oct 2020 (3) Dec 2020 (5) 1.72
-2.09% Mar 2020 Mar 2020 (1) Apr 2020 (2) 1.21
-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
-1.28% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.74
-1.05% Sep 2019 Sep 2019 (1) Oct 2019 (2) 0.61
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45
-0.61% Sep 2017 Sep 2017 (1) Nov 2017 (3) 0.33

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Paul Boyer 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
-18.04% Jun 2021 Oct 2022 (17) In progress (33) 9.70
-9.15% Feb 2015 Dec 2015 (11) Jun 2016 (17) 5.18
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.62% Oct 2012 Jun 2013 (9) Jun 2014 (21) 4.10
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.74% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.32
-6.72% Feb 2018 Oct 2018 (9) Jun 2019 (17) 2.96
-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
-3.72% Sep 2014 Sep 2014 (1) Jan 2015 (5) 2.11
-3.38% Jan 2021 Mar 2021 (3) May 2021 (5) 1.81
-3.12% Dec 2009 Jan 2010 (2) Apr 2010 (5) 1.74
-3.07% Aug 2020 Oct 2020 (3) Dec 2020 (5) 1.72
-2.93% Feb 2012 May 2012 (4) Aug 2012 (7) 1.45
-2.80% Jan 2011 Jan 2011 (1) Mar 2011 (3) 1.42
-2.72% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.57

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%
-1.55%
-1.89%
2023
+10.84%
-4.47%
+7.92%
-7.34%
2022
-14.37%
-19.07%
-13.57%
-17.86%
2021
+1.27%
-2.17%
+0.51%
-3.38%
2020
+11.65%
-7.72%
+15.04%
-3.07%
2019
+14.52%
-0.27%
+13.97%
-1.05%
2018
-4.03%
-6.00%
-3.50%
-6.72%
2017
+11.62%
-0.20%
+11.87%
-0.61%
2016
+2.96%
-4.27%
+7.19%
-6.74%
2015
+0.07%
-5.38%
-5.29%
-9.15%
2014
+1.57%
-1.52%
+6.63%
-3.72%
2013
+8.39%
-5.17%
-5.67%
-8.07%
2012
+12.90%
-3.09%
+6.80%
-2.93%
2011
-0.59%
-8.94%
+8.99%
-2.80%
2010
+10.77%
-4.04%
+15.54%
-0.81%