Developed World ex-US 40/60 Momentum vs Zefiro SCF Zefiro 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 Zefiro SCF Zefiro Portfolio obtained a 3.74% compound annual return, with a 7.42% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Zefiro SCF Zefiro Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 20%
Fixed Income 60% 50%
Commodities 0% 30%
10 Years Stats Return +3.47% +3.74%
Std Dev 6.79% 7.42%
Max Drawdown -19.40% -15.09%
All time Stats
(Since Aug 2009)
Return +5.07% +5.19%
Std Dev 6.96% 7.16%
Max Drawdown -19.40% -15.09%
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
Zefiro SCF Zefiro Portfolio +0.52 +3.69 +7.73 +5.94 +3.74 +5.19
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).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since March 2014, now would be worth 1.44$, with a total return of 44.35% (3.74% 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).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since August 2009, now would be worth 2.09$, with a total return of 109.15% (5.19% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Zefiro SCF Zefiro 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
-15.09% Apr 2022 Sep 2022 (6) In progress (23) 8.73
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.85
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.57% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.80
-2.55% Feb 2018 Feb 2018 (1) Aug 2018 (7) 1.25
-1.77% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.02
-1.67% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.96
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.53% Jan 2021 Mar 2021 (3) Apr 2021 (4) 0.80
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-1.10% Jan 2022 Jan 2022 (1) Feb 2022 (2) 0.64
-1.09% Sep 2021 Sep 2021 (1) Oct 2021 (2) 0.63
-0.84% Sep 2019 Sep 2019 (1) Nov 2019 (3) 0.42

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Zefiro SCF Zefiro 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
-15.09% Apr 2022 Sep 2022 (6) In progress (23) 8.73
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.24% Oct 2012 Jun 2013 (9) Apr 2014 (19) 3.17
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.85
-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
-3.57% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.80
-3.41% Dec 2009 Jan 2010 (2) Apr 2010 (5) 1.92
-2.72% May 2011 Jun 2011 (2) Jul 2011 (3) 1.43
-2.55% Feb 2018 Feb 2018 (1) Aug 2018 (7) 1.25
-2.23% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.29
-2.07% May 2010 May 2010 (1) Aug 2010 (4) 1.08
-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%
+0.84%
0.00%
2023
+10.84%
-4.47%
+7.77%
-5.88%
2022
-14.37%
-19.07%
-10.59%
-15.09%
2021
+1.27%
-2.17%
+11.11%
-1.77%
2020
+11.65%
-7.72%
+11.22%
-6.38%
2019
+14.52%
-0.27%
+16.48%
-0.84%
2018
-4.03%
-6.00%
-4.16%
-5.38%
2017
+11.62%
-0.20%
+9.46%
-0.77%
2016
+2.96%
-4.27%
+6.93%
-4.62%
2015
+0.07%
-5.38%
-7.52%
-9.67%
2014
+1.57%
-1.52%
+3.77%
-4.11%
2013
+8.39%
-5.17%
-3.05%
-6.81%
2012
+12.90%
-3.09%
+6.64%
-1.98%
2011
-0.59%
-8.94%
+11.91%
-2.72%
2010
+10.77%
-4.04%
+12.60%
-2.07%