Developed World ex-US 40/60 Momentum vs Davide Pisicchio PISI 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 Davide Pisicchio PISI Portfolio obtained a 5.18% compound annual return, with a 7.11% standard deviation, in the last 10 Years.

Summary

Swipe left to see all data
Developed World ex-US 40/60 Momentum Portfolio Davide Pisicchio PISI Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 30%
Fixed Income 60% 60%
Commodities 0% 10%
10 Years Stats Return +3.79% +5.18%
Std Dev 6.84% 7.11%
Max Drawdown -19.40% -18.36%
All time Stats
(Since Aug 2009)
Return +5.25% +6.58%
Std Dev 6.97% 6.56%
Max Drawdown -19.40% -18.36%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from August 2009

Swipe left to see all data
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
Davide Pisicchio PISI Portfolio +2.28 +12.31 +9.21 +5.34 +5.18 +6.58
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).

Davide Pisicchio PISI Portfolio: an investment of 1$, since April 2014, now would be worth 1.66$, with a total return of 65.65% (5.18% 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).

Davide Pisicchio PISI Portfolio: an investment of 1$, since August 2009, now would be worth 2.55$, with a total return of 154.51% (6.58% annualized).

Drawdowns

Drawdown comparison chart since April 2014.

Swipe left to see all data
Developed World ex-US 40/60 Momentum Portfolio
Davide Pisicchio PISI 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
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-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
-4.39% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.26
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.27% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.68
-3.27% Feb 2015 Sep 2015 (8) Mar 2016 (14) 1.80
-3.17% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.91
-2.74% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.54
-2.73% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.28
-2.72% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.63
-2.48% Jan 2021 Mar 2021 (3) Apr 2021 (4) 1.57
-1.94% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.01
-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
-1.12% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.65
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45

Drawdown comparison chart since August 2009.

Swipe left to see all data
Developed World ex-US 40/60 Momentum Portfolio
Davide Pisicchio PISI 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
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-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
-4.45% May 2013 Jun 2013 (2) Oct 2013 (6) 2.44
-4.39% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.26
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.27% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.68
-3.27% Feb 2015 Sep 2015 (8) Mar 2016 (14) 1.80
-3.17% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.91
-2.74% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.54
-2.73% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.28
-2.72% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.63
-2.48% Jan 2021 Mar 2021 (3) Apr 2021 (4) 1.57
-2.26% Dec 2009 Dec 2009 (1) Mar 2010 (4) 1.42
-2.16% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.25

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+5.75%
0.00%
+2.89%
0.00%
2023
+10.84%
-4.47%
+11.85%
-6.30%
2022
-14.37%
-19.07%
-15.32%
-18.36%
2021
+1.27%
-2.17%
+5.44%
-2.73%
2020
+11.65%
-7.72%
+14.89%
-3.27%
2019
+14.52%
-0.27%
+16.74%
-0.45%
2018
-4.03%
-6.00%
-1.64%
-3.17%
2017
+11.62%
-0.20%
+9.63%
-0.31%
2016
+2.96%
-4.27%
+5.77%
-4.39%
2015
+0.07%
-5.38%
-0.33%
-3.27%
2014
+1.57%
-1.52%
+8.90%
-1.94%
2013
+8.39%
-5.17%
+3.96%
-4.45%
2012
+12.90%
-3.09%
+8.48%
-1.19%
2011
-0.59%
-8.94%
+10.04%
-2.16%
2010
+10.77%
-4.04%
+13.77%
-0.81%