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 Developed World ex-US 40/60 Portfolio obtained a 3.15% compound annual return, with a 7.47% 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 | +3.52% | +3.15% |
| Std Dev | 6.91% | 7.47% | |
| Max Drawdown | -19.40% | -19.57% | |
| All time Stats (Since Aug 2009) |
Return | +5.13% | +4.89% |
| Std Dev | 6.97% | 7.31% | |
| Max Drawdown | -19.40% | -19.57% | |
| 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 |
| Developed World ex-US 40/60 Portfolio | -0.32 | +1.59 | +6.91 | +2.46 | +3.15 | +4.89 |
| 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).
Developed World ex-US 40/60 Portfolio: an investment of 1$, since July 2014, now would be worth 1.36$, with a total return of 36.33% (3.15% annualized).
Developed World ex-US 40/60 Portfolio: an investment of 1$, since July 2014, now would be worth 1.36$, with a total return of 36.33% (3.15% 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).
Developed World ex-US 40/60 Portfolio: an investment of 1$, since August 2009, now would be worth 2.04$, with a total return of 103.93% (4.89% annualized).
Developed World ex-US 40/60 Portfolio: an investment of 1$, since August 2009, now would be worth 2.04$, with a total return of 103.93% (4.89% annualized).
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Drawdowns
Drawdown comparison chart since July 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 (34) | 9.47 | |||||
| -19.40% | Sep 2021 | Sep 2022 (13) | In progress (34) | 9.79 | |||||
| -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 | |||||
| -0.27% | May 2019 | May 2019 (1) | Jun 2019 (2) | 0.16 | |||||
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
|
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|---|---|---|---|---|---|---|---|---|---|
| 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 (34) | 9.47 | |||||
| -19.40% | Sep 2021 | Sep 2022 (13) | In progress (34) | 9.79 | |||||
| -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.
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% |
+1.59%
|
-2.23% |
| 2023 |
+10.83%
|
-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% |
