Developed World ex-US 40/60 Momentum vs Stocks/Bonds 40/60 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 40/60 Portfolio obtained a 5.74% compound annual return, with a 7.77% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Stocks/Bonds 40/60 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
10 Years Stats Return +3.47% +5.74%
Std Dev 6.79% 7.77%
Max Drawdown -19.40% -18.63%
All time Stats
(Since Aug 2009)
Return +5.07% +7.03%
Std Dev 6.96% 7.12%
Max Drawdown -19.40% -18.63%
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 40/60 Portfolio +1.32 +6.96 +13.37 +6.01 +5.74 +7.03
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 40/60 Portfolio: an investment of 1$, since March 2014, now would be worth 1.75$, with a total return of 74.72% (5.74% 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 40/60 Portfolio: an investment of 1$, since August 2009, now would be worth 2.69$, with a total return of 169.49% (7.03% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Stocks/Bonds 40/60 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
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 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
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.41% Jun 2015 Sep 2015 (4) Mar 2016 (10) 1.86
-2.87% Feb 2018 Apr 2018 (3) Jul 2018 (6) 1.80
-2.59% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.49
-2.56% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.48
-1.77% May 2019 May 2019 (1) Jun 2019 (2) 1.02
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.45% Oct 2016 Oct 2016 (1) Jan 2017 (4) 0.84
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-1.20% Sep 2014 Sep 2014 (1) Oct 2014 (2) 0.69
-0.98% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.56
-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 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
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 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
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10
-3.41% Jun 2015 Sep 2015 (4) Mar 2016 (10) 1.86
-2.87% Feb 2018 Apr 2018 (3) Jul 2018 (6) 1.80
-2.59% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.49
-2.56% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.48
-2.11% May 2012 May 2012 (1) Jul 2012 (3) 1.08
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16
-1.84% Aug 2013 Aug 2013 (1) Sep 2013 (2) 1.06

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%
+1.67%
0.00%
2023
+10.84%
-4.47%
+13.66%
-6.58%
2022
-14.37%
-19.07%
-15.67%
-18.63%
2021
+1.27%
-2.17%
+9.15%
-2.56%
2020
+11.65%
-7.72%
+13.04%
-8.09%
2019
+14.52%
-0.27%
+17.57%
-1.77%
2018
-4.03%
-6.00%
-2.15%
-5.36%
2017
+11.62%
-0.20%
+10.63%
-0.00%
2016
+2.96%
-4.27%
+6.64%
-1.57%
2015
+0.07%
-5.38%
+0.48%
-3.41%
2014
+1.57%
-1.52%
+8.51%
-1.20%
2013
+8.39%
-5.17%
+12.12%
-1.84%
2012
+12.90%
-3.09%
+8.47%
-2.11%
2011
-0.59%
-8.94%
+5.14%
-4.76%
2010
+10.77%
-4.04%
+10.69%
-3.96%