Developed World ex-US 40/60 Momentum vs Stocks/Bonds 20/80 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 Stocks/Bonds 20/80 Portfolio obtained a 3.58% compound annual return, with a 5.83% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Stocks/Bonds 20/80 Portfolio
Portfolio Risk Medium Low
Asset Allocation Stocks 40% 20%
Fixed Income 60% 80%
Commodities 0% 0%
10 Years Stats Return +3.47% +3.58%
Std Dev 6.79% 5.83%
Max Drawdown -19.40% -16.57%
All time Stats
(Since Aug 2009)
Return +5.07% +4.67%
Std Dev 6.96% 5.15%
Max Drawdown -19.40% -16.57%
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
Stocks/Bonds 20/80 Portfolio -0.02 +4.68 +8.40 +3.30 +3.58 +4.67
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).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since March 2014, now would be worth 1.42$, with a total return of 42.22% (3.58% 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).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since August 2009, now would be worth 1.95$, with a total return of 94.59% (4.67% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Stocks/Bonds 20/80 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
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-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
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.40% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.09
-2.05% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.16
-1.90% Apr 2015 Aug 2015 (5) Mar 2016 (12) 1.00
-1.82% Sep 2021 Sep 2021 (1) Dec 2021 (4) 0.85
-1.63% Sep 2020 Oct 2020 (2) Nov 2020 (3) 0.91
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.60% Jan 2021 Mar 2021 (3) Apr 2021 (4) 1.00
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.89% Sep 2014 Sep 2014 (1) Oct 2014 (2) 0.51
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45
-0.63% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.36

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Stocks/Bonds 20/80 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
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-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
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60
-2.56% May 2013 Jun 2013 (2) Oct 2013 (6) 1.44
-2.40% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.09
-2.05% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.16
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16
-1.90% Apr 2015 Aug 2015 (5) Mar 2016 (12) 1.00
-1.82% Sep 2021 Sep 2021 (1) Dec 2021 (4) 0.85
-1.66% Jan 2010 Jan 2010 (1) Mar 2010 (3) 0.99
-1.63% Sep 2020 Oct 2020 (2) Nov 2020 (3) 0.91
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94

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%
+0.07%
-0.02%
2023
+10.84%
-4.47%
+9.54%
-5.62%
2022
-14.37%
-19.07%
-14.39%
-16.57%
2021
+1.27%
-2.17%
+3.64%
-1.82%
2020
+11.65%
-7.72%
+10.38%
-3.92%
2019
+14.52%
-0.27%
+13.20%
-0.07%
2018
-4.03%
-6.00%
-1.13%
-2.67%
2017
+11.62%
-0.20%
+7.10%
-0.02%
2016
+2.96%
-4.27%
+4.58%
-2.40%
2015
+0.07%
-5.38%
+0.52%
-1.90%
2014
+1.57%
-1.52%
+7.16%
-0.89%
2013
+8.39%
-5.17%
+5.01%
-2.56%
2012
+12.90%
-3.09%
+5.82%
-0.62%
2011
-0.59%
-8.94%
+6.53%
-0.88%
2010
+10.77%
-4.04%
+8.44%
-0.76%