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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 6.23% compound annual return, with a 8.03% standard deviation, in the last 10 Years.
Summary
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| Developed World ex-US 40/60 Momentum Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 40% |
| Fixed Income | 60% | 60% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +3.52% | +6.23% |
| Std Dev | 6.91% | 8.03% | |
| Max Drawdown | -19.40% | -21.11% | |
| All time Stats (Since Aug 2009) |
Return | +5.13% | +7.45% |
| Std Dev | 6.97% | 7.23% | |
| Max Drawdown | -19.40% | -21.11% | |
| 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 |
| Stocks/Bonds 40/60 Momentum Portfolio | +2.51 | +9.43 | +15.55 | +4.69 | +6.23 | +7.45 |
| 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since July 2014, now would be worth 1.83$, with a total return of 83.07% (6.23% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since July 2014, now would be worth 1.83$, with a total return of 83.07% (6.23% 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.92$, with a total return of 192.27% (7.45% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.92$, with a total return of 192.27% (7.45% annualized).
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Drawdowns
Drawdown comparison chart since July 2014.
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|
Developed World ex-US 40/60 Momentum Portfolio
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (32) | 13.73 | |||||
| -19.40% | Sep 2021 | Sep 2022 (13) | In progress (34) | 9.79 | |||||
| -7.72% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.78 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.00% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 2.72 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.38% | May 2015 | Sep 2015 (5) | Jun 2016 (14) | 2.83 | |||||
| -4.27% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.09 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
| -3.61% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.91 | |||||
| -2.95% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 1.42 | |||||
| -2.55% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 1.34 | |||||
| -2.38% | Feb 2021 | Mar 2021 (2) | Apr 2021 (3) | 1.32 | |||||
| -2.07% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.20 | |||||
| -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 | |||||
| -0.81% | Sep 2019 | Sep 2019 (1) | Nov 2019 (3) | 0.44 | |||||
| -0.79% | Jun 2015 | Jun 2015 (1) | Jul 2015 (2) | 0.46 | |||||
| -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
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (32) | 13.73 | |||||
| -19.40% | Sep 2021 | Sep 2022 (13) | In progress (34) | 9.79 | |||||
| -8.94% | May 2011 | Sep 2011 (5) | Jul 2012 (15) | 3.88 | |||||
| -7.72% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.78 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.00% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 2.72 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -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 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
| -3.62% | Jun 2011 | Sep 2011 (4) | Oct 2011 (5) | 1.65 | |||||
| -3.61% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.91 | |||||
| -3.48% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 1.81 | |||||
| -2.95% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 1.42 | |||||
| -2.55% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 1.34 | |||||
| -2.38% | Feb 2021 | Mar 2021 (2) | Apr 2021 (3) | 1.32 | |||||
| -2.07% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.20 | |||||
| -2.05% | May 2012 | May 2012 (1) | Jul 2012 (3) | 1.04 | |||||
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% |
+9.43%
|
-3.77% |
| 2023 |
+10.83%
|
-4.47% |
+6.90%
|
-5.19% |
| 2022 |
-14.37%
|
-19.07% |
-15.17%
|
-19.48% |
| 2021 |
+1.27%
|
-2.17% |
+4.23%
|
-2.38% |
| 2020 |
+11.65%
|
-7.72% |
+16.57%
|
-7.10% |
| 2019 |
+14.52%
|
-0.27% |
+16.20%
|
-0.81% |
| 2018 |
-4.03%
|
-6.00% |
-0.73%
|
-5.89% |
| 2017 |
+11.62%
|
-0.20% |
+17.14%
|
0.00% |
| 2016 |
+2.96%
|
-4.27% |
+3.51%
|
-3.61% |
| 2015 |
+0.07%
|
-5.38% |
+3.91%
|
-2.95% |
| 2014 |
+1.57%
|
-1.52% |
+9.34%
|
-1.49% |
| 2013 |
+8.39%
|
-5.17% |
+12.57%
|
-1.74% |
| 2012 |
+12.90%
|
-3.09% |
+7.87%
|
-2.05% |
| 2011 |
-0.59%
|
-8.94% |
+7.13%
|
-3.62% |
| 2010 |
+10.77%
|
-4.04% |
+10.93%
|
-3.48% |
