Developed World ex-US 40/60 Momentum vs Tim Maurer Simple Money 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 Tim Maurer Simple Money Portfolio obtained a 4.61% compound annual return, with a 9.39% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Tim Maurer Simple Money Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 60%
Fixed Income 60% 40%
Commodities 0% 0%
10 Years Stats Return +3.47% +4.61%
Std Dev 6.79% 9.39%
Max Drawdown -19.40% -18.44%
All time Stats
(Since Aug 2009)
Return +5.07% +6.54%
Std Dev 6.96% 9.37%
Max Drawdown -19.40% -18.44%
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
Tim Maurer Simple Money Portfolio +0.91 +5.50 +8.17 +4.82 +4.61 +6.54
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).

Tim Maurer Simple Money Portfolio: an investment of 1$, since March 2014, now would be worth 1.57$, with a total return of 56.98% (4.61% 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).

Tim Maurer Simple Money Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.04% (6.54% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Tim Maurer Simple Money 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
-18.44% Sep 2021 Sep 2022 (13) In progress (30) 8.21
-14.55% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.58
-8.67% Sep 2018 Dec 2018 (4) Jun 2019 (10) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.66% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.39
-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
-3.17% Jul 2014 Sep 2014 (3) Feb 2015 (8) 1.65
-2.86% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.94
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.54% Oct 2016 Oct 2016 (1) Dec 2016 (3) 0.77
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.43% Jul 2019 Aug 2019 (2) Sep 2019 (3) 0.73
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45
-0.62% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.36
-0.54% Jun 2021 Jun 2021 (1) Jul 2021 (2) 0.31
-0.29% Mar 2014 Mar 2014 (1) May 2014 (3) 0.18

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Tim Maurer Simple Money 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
-18.44% Sep 2021 Sep 2022 (13) In progress (30) 8.21
-14.55% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.58
-11.27% May 2011 Sep 2011 (5) Mar 2012 (11) 5.07
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.67% Sep 2018 Dec 2018 (4) Jun 2019 (10) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.06% May 2010 Jun 2010 (2) Sep 2010 (5) 4.10
-6.66% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.39
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.80% Apr 2012 May 2012 (2) Sep 2012 (6) 2.67
-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
-3.17% Jul 2014 Sep 2014 (3) Feb 2015 (8) 1.65
-2.86% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.94
-2.16% May 2013 Jun 2013 (2) Jul 2013 (3) 1.12
-2.16% Oct 2009 Oct 2009 (1) Nov 2009 (2) 1.24
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16

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%
-0.03%
-0.93%
2023
+10.84%
-4.47%
+11.54%
-7.51%
2022
-14.37%
-19.07%
-11.48%
-18.42%
2021
+1.27%
-2.17%
+10.46%
-2.79%
2020
+11.65%
-7.72%
+6.87%
-14.55%
2019
+14.52%
-0.27%
+16.14%
-3.66%
2018
-4.03%
-6.00%
-6.64%
-8.67%
2017
+11.62%
-0.20%
+13.36%
-0.06%
2016
+2.96%
-4.27%
+8.15%
-3.04%
2015
+0.07%
-5.38%
+0.47%
-5.71%
2014
+1.57%
-1.52%
+2.33%
-3.17%
2013
+8.39%
-5.17%
+17.81%
-2.16%
2012
+12.90%
-3.09%
+11.70%
-5.80%
2011
-0.59%
-8.94%
-0.69%
-11.27%
2010
+10.77%
-4.04%
+12.55%
-7.06%