Developed World ex-US 40/60 vs Credit Suisse Global Market Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Portfolio obtained a 5.26% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

The Credit Suisse Global Market Portfolio obtained a 6.89% compound annual return, with a 8.28% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 40/60 Portfolio Credit Suisse Global Market Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 45%
Fixed Income 60% 55%
Commodities 0% 0%
30 Years Stats Return +5.26% +6.89%
Std Dev 7.40% 8.28%
Max Drawdown -26.17% -25.90%
All time Stats
(Since Jan 1985)
Return +7.62% +8.83%
Std Dev 8.10% 8.61%
Max Drawdown -26.17% -25.90%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 40/60 Portfolio +0.77 +5.57 +9.58 +3.02 +3.29 +5.26 +7.62
Credit Suisse Global Market Portfolio +0.97 +5.73 +10.19 +4.35 +4.86 +6.89 +8.83
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 4.65$, with a total return of 364.83% (5.26% annualized).

Credit Suisse Global Market Portfolio: an investment of 1$, since March 1994, now would be worth 7.38$, with a total return of 638.23% (6.89% annualized).

Developed World ex-US 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 17.76$, with a total return of 1675.86% (7.62% annualized).

Credit Suisse Global Market Portfolio: an investment of 1$, since January 1985, now would be worth 27.49$, with a total return of 2648.75% (8.83% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 40/60 Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-26.17% Nov 2007 Feb 2009 (16) Aug 2010 (34) 11.47
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-23.10% Jan 2022 Sep 2022 (9) In progress (26) 14.49
-19.57% Sep 2021 Sep 2022 (13) In progress (30) 10.00
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-8.00% Apr 2000 Sep 2002 (30) May 2003 (38) 3.91
-7.71% May 2011 Sep 2011 (5) Feb 2012 (10) 3.70
-6.62% Dec 1996 Apr 1997 (5) Jun 1997 (7) 4.07
-6.28% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.57
-6.05% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.08
-5.70% Mar 1994 Feb 1995 (12) May 1995 (15) 2.69
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61
-5.62% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.67
-5.53% May 2015 Feb 2016 (10) Jul 2016 (15) 3.12
-5.32% May 2013 Aug 2013 (4) Nov 2013 (7) 3.21
-5.24% Jul 1997 Dec 1997 (6) Feb 1998 (8) 2.97
-4.79% May 2013 Jun 2013 (2) Sep 2013 (5) 2.81
-4.63% Apr 2012 May 2012 (2) Aug 2012 (5) 2.07

Drawdown comparison chart since January 1985.

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Developed World ex-US 40/60 Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-26.17% Nov 2007 Feb 2009 (16) Aug 2010 (34) 11.47
-25.90% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.61
-23.10% Jan 2022 Sep 2022 (9) In progress (26) 14.49
-19.57% Sep 2021 Sep 2022 (13) In progress (30) 10.00
-12.17% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.44
-11.04% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.43
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-9.84% Aug 1990 Sep 1990 (2) Jan 1991 (6) 5.37
-8.34% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.77
-8.00% Apr 2000 Sep 2002 (30) May 2003 (38) 3.91
-7.84% Jan 1990 Apr 1990 (4) Jul 1990 (7) 4.17
-7.71% May 2011 Sep 2011 (5) Feb 2012 (10) 3.70
-6.97% Feb 1994 Feb 1995 (13) Jul 1995 (18) 3.55
-6.85% Feb 1994 Nov 1994 (10) May 1995 (16) 4.92
-6.62% Dec 1996 Apr 1997 (5) Jun 1997 (7) 4.07
-6.45% Jan 1992 Apr 1992 (4) Aug 1992 (8) 3.63
-6.28% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.57
-6.05% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.08
-5.95% Sep 1987 Oct 1987 (2) Feb 1988 (6) 3.46

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
-0.02%
-0.79%
+0.03%
-0.93%
2023
+12.45%
-5.52%
+12.57%
-8.81%
2022
-13.80%
-18.75%
-19.25%
-23.10%
2021
+3.30%
-2.38%
+7.49%
-2.99%
2020
+6.69%
-9.84%
+12.06%
-8.34%
2019
+13.77%
-1.47%
+19.24%
-1.07%
2018
-4.22%
-5.69%
-4.76%
-6.00%
2017
+12.01%
-0.03%
+13.93%
0.00%
2016
+3.84%
-3.04%
+6.49%
-4.41%
2015
+0.56%
-5.49%
-1.54%
-6.05%
2014
+2.85%
-1.71%
+10.70%
-2.47%
2013
+8.25%
-4.79%
+5.77%
-5.32%
2012
+13.14%
-4.63%
+12.25%
-2.32%
2011
+0.24%
-7.71%
+6.64%
-3.80%
2010
+8.45%
-4.11%
+11.92%
-3.33%
2009
+20.17%
-8.82%
+17.08%
-12.90%
2008
-17.67%
-22.03%
-12.93%
-20.63%
2007
+7.46%
-1.65%
+7.60%
-2.29%
2006
+12.27%
-1.46%
+12.00%
-2.16%
2005
+8.43%
-1.59%
+7.92%
-2.32%
2004
+11.76%
-1.58%
+11.74%
-4.15%
2003
+17.83%
-1.98%
+19.38%
-1.62%
2002
-0.67%
-6.61%
-0.18%
-5.20%
2001
-2.28%
-6.43%
-0.30%
-6.28%
2000
-0.20%
-3.33%
+2.79%
-3.32%
1999
+15.36%
-2.65%
+9.76%
-2.51%
1998
+16.87%
-3.91%
+13.06%
-5.62%
1997
-3.46%
-5.63%
+10.21%
-3.97%
1996
+4.67%
-1.05%
+8.88%
-1.37%
1995
+14.33%
-2.75%
+21.92%
0.00%
1994
-0.47%
-4.38%
-3.16%
-6.85%
1993
+21.82%
-4.00%
+20.70%
-2.78%
1992
+1.22%
-6.45%
+4.18%
-4.17%
1991
+16.64%
-2.93%
+25.49%
-2.87%
1990
-5.59%
-12.17%
-1.53%
-9.84%
1989
+11.80%
-2.73%
+21.42%
-0.61%
1988
+15.54%
-3.13%
+14.53%
-2.19%
1987
+14.28%
-5.95%
+3.66%
-11.04%
1986
+35.17%
-4.19%
+25.89%
-4.02%
1985
+37.39%
-0.82%
+31.49%
-1.25%