Developed World ex-US 40/60 Momentum vs Stocks/Bonds 40/60 with Bitcoin 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 Stocks/Bonds 40/60 with Bitcoin Portfolio obtained a 9.25% compound annual return, with a 8.96% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Stocks/Bonds 40/60 with Bitcoin Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 39%
Fixed Income 60% 59%
Commodities 0% 2%
10 Years Stats Return +3.79% +9.25%
Std Dev 6.84% 8.96%
Max Drawdown -19.40% -19.39%
All time Stats
(Since Aug 2009)
Return +5.25% +17.69%
Std Dev 6.97% 34.70%
Max Drawdown -19.40% -41.83%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 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 +2.89 +14.22 +12.73 +4.08 +3.79 +5.25
Stocks/Bonds 40/60 with Bitcoin Portfolio +2.07 +15.54 +14.85 +8.05 +9.25 +17.69
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).

Stocks/Bonds 40/60 with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.42$, with a total return of 142.14% (9.25% 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).

Stocks/Bonds 40/60 with Bitcoin Portfolio: an investment of 1$, since August 2009, now would be worth 10.90$, with a total return of 989.58% (17.69% annualized).

Drawdowns

Drawdown comparison chart since April 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Stocks/Bonds 40/60 with Bitcoin 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
-19.39% Nov 2021 Sep 2022 (11) Mar 2024 (29) 10.67
-8.64% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.78% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.83
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.50% Aug 2015 Sep 2015 (2) Nov 2015 (4) 2.04
-2.95% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.84
-2.68% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.36% Dec 2015 Jan 2016 (2) Mar 2016 (4) 1.30
-1.94% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.28
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.50% Sep 2014 Sep 2014 (1) Nov 2014 (3) 0.75
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-1.16% Jun 2015 Jun 2015 (1) Jul 2015 (2) 0.67
-1.10% Aug 2016 Oct 2016 (3) Dec 2016 (5) 0.56
-1.06% May 2021 May 2021 (1) Jun 2021 (2) 0.61

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Stocks/Bonds 40/60 with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.83% Jul 2011 Nov 2011 (5) Oct 2013 (28) 26.75
-22.55% Dec 2013 Jan 2014 (2) Jul 2017 (44) 15.16
-19.40% Sep 2021 Sep 2022 (13) In progress (31) 10.23
-19.39% Nov 2021 Sep 2022 (11) Mar 2024 (29) 10.67
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.64% Feb 2020 Mar 2020 (2) May 2020 (4) 4.14
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.78% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.83
-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
-3.85% May 2010 Jun 2010 (2) Sep 2010 (5) 2.04
-2.95% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.84
-2.68% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16
-1.94% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.28
-1.66% Jan 2010 Jan 2010 (1) Mar 2010 (3) 0.99
-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
+5.75%
0.00%
+4.60%
0.00%
2023
+10.84%
-4.47%
+16.42%
-5.79%
2022
-14.37%
-19.07%
-16.62%
-19.39%
2021
+1.27%
-2.17%
+10.09%
-2.68%
2020
+11.65%
-7.72%
+18.86%
-8.64%
2019
+14.52%
-0.27%
+19.07%
-0.26%
2018
-4.03%
-6.00%
-3.54%
-5.78%
2017
+11.62%
-0.20%
+35.81%
-0.29%
2016
+2.96%
-4.27%
+8.97%
-1.74%
2015
+0.07%
-5.38%
+1.21%
-3.50%
2014
+1.57%
-1.52%
+7.16%
-1.50%
2013
+8.39%
-5.17%
+135.55%
-22.50%
2012
+12.90%
-3.09%
+11.90%
-1.96%
2011
-0.59%
-8.94%
+34.51%
-41.83%
2010
+10.77%
-4.04%
+17.41%
-3.85%