Developed World ex-US 40/60 Momentum vs Developed World ex-US 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 Developed World ex-US 40/60 Portfolio obtained a 3.29% compound annual return, with a 7.39% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Developed World ex-US 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% +3.29%
Std Dev 6.79% 7.39%
Max Drawdown -19.40% -19.57%
All time Stats
(Since Aug 2009)
Return +5.07% +4.89%
Std Dev 6.96% 7.33%
Max Drawdown -19.40% -19.57%
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
Developed World ex-US 40/60 Portfolio +0.77 +5.57 +9.58 +3.02 +3.29 +4.89
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).

Developed World ex-US 40/60 Portfolio: an investment of 1$, since March 2014, now would be worth 1.38$, with a total return of 38.18% (3.29% 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).

Developed World ex-US 40/60 Portfolio: an investment of 1$, since August 2009, now would be worth 2.01$, with a total return of 100.69% (4.89% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Developed World ex-US 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.57% Sep 2021 Sep 2022 (13) In progress (30) 10.00
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61
-5.53% May 2015 Feb 2016 (10) Jul 2016 (15) 3.12
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.04% Oct 2016 Nov 2016 (2) Mar 2017 (6) 1.54
-1.71% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.13
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.47% May 2019 May 2019 (1) Jun 2019 (2) 0.85
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45
-0.69% Jan 2021 Feb 2021 (2) Mar 2021 (3) 0.48
-0.65% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.37
-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
Developed World ex-US 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.57% Sep 2021 Sep 2022 (13) In progress (30) 10.00
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.71% May 2011 Sep 2011 (5) Feb 2012 (10) 3.70
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61
-5.53% May 2015 Feb 2016 (10) Jul 2016 (15) 3.12
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.79% May 2013 Jun 2013 (2) Sep 2013 (5) 2.81
-4.63% Apr 2012 May 2012 (2) Aug 2012 (5) 2.07
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.11% Apr 2010 May 2010 (2) Jul 2010 (4) 2.51
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.04% Oct 2016 Nov 2016 (2) Mar 2017 (6) 1.54
-2.55% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.47
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16
-1.71% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.13

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%
-0.02%
-0.79%
2023
+10.84%
-4.47%
+12.45%
-5.52%
2022
-14.37%
-19.07%
-13.80%
-18.75%
2021
+1.27%
-2.17%
+3.30%
-2.38%
2020
+11.65%
-7.72%
+6.69%
-9.84%
2019
+14.52%
-0.27%
+13.77%
-1.47%
2018
-4.03%
-6.00%
-4.22%
-5.69%
2017
+11.62%
-0.20%
+12.01%
-0.03%
2016
+2.96%
-4.27%
+3.84%
-3.04%
2015
+0.07%
-5.38%
+0.56%
-5.49%
2014
+1.57%
-1.52%
+2.85%
-1.71%
2013
+8.39%
-5.17%
+8.25%
-4.79%
2012
+12.90%
-3.09%
+13.14%
-4.63%
2011
-0.59%
-8.94%
+0.24%
-7.71%
2010
+10.77%
-4.04%
+8.45%
-4.11%