Last Update: 31 March 2024
The Developed World ex-US 40/60 Portfolio obtained a 5.41% compound annual return, with a 7.39% standard deviation, in the last 30 Years.
The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US 40/60 Portfolio | Stocks/Bonds 20/80 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Low | |
| Asset Allocation | Stocks | 40% | 20% |
| Fixed Income | 60% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.41% | +6.34% |
| Std Dev | 7.39% | 4.92% | |
| Max Drawdown | -26.17% | -17.91% | |
| All time Stats (Since Jan 1985) |
Return | +7.66% | +7.56% |
| Std Dev | 8.10% | 5.27% | |
| Max Drawdown | -26.17% | -17.91% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 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 | +2.15 | +10.71 | +9.11 | +3.20 | +3.50 | +5.41 | +7.66 |
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +6.34 | +7.56 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US 40/60 Portfolio: an investment of 1$, since April 1994,
now would be worth 4.86$, with a total return of 385.97%
(5.41% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Developed World ex-US 40/60 Portfolio: an investment of 1$, since January 1985,
now would be worth 18.14$, with a total return of 1714.08%
(7.66% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.50$, with a total return of 1649.96% (7.56% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.50$, with a total return of 1649.96% (7.56% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US 40/60 Portfolio
|
Stocks/Bonds 20/80 Momentum 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 | |||||
| -19.57% | Sep 2021 | Sep 2022 (13) | In progress (31) | 9.85 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -9.84% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 3.87 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -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 | |||||
| -5.69% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 2.61 | |||||
| -5.53% | May 2015 | Feb 2016 (10) | Jul 2016 (15) | 3.12 | |||||
| -5.24% | 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 | |||||
| -4.31% | May 1994 | Feb 1995 (10) | Apr 1995 (12) | 1.74 | |||||
| -3.91% | Jun 1998 | Aug 1998 (3) | Oct 1998 (5) | 1.65 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -3.04% | Oct 2016 | Nov 2016 (2) | Mar 2017 (6) | 1.54 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Developed World ex-US 40/60 Portfolio
|
Stocks/Bonds 20/80 Momentum 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 | |||||
| -19.57% | Sep 2021 | Sep 2022 (13) | In progress (31) | 9.85 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -12.17% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 6.44 | |||||
| -9.84% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 3.87 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.00% | Apr 2000 | Sep 2002 (30) | May 2003 (38) | 3.91 | |||||
| -7.71% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 3.70 | |||||
| -6.97% | Feb 1994 | Feb 1995 (13) | Jul 1995 (18) | 3.55 | |||||
| -6.62% | Dec 1996 | Apr 1997 (5) | Jun 1997 (7) | 4.07 | |||||
| -6.53% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.65 | |||||
| -6.45% | Jan 1992 | Apr 1992 (4) | Aug 1992 (8) | 3.63 | |||||
| -5.95% | Sep 1987 | Oct 1987 (2) | Feb 1988 (6) | 3.46 | |||||
| -5.69% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 2.61 | |||||
| -5.53% | May 2015 | Feb 2016 (10) | Jul 2016 (15) | 3.12 | |||||
| -5.46% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.79 | |||||
| -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 | |||||
| -4.19% | Sep 1986 | Oct 1986 (2) | Dec 1986 (4) | 2.27 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+2.13%
|
-0.79% |
+3.35%
|
0.00% |
| 2023 |
+12.45%
|
-5.52% |
+6.16%
|
-5.43% |
| 2022 |
-13.80%
|
-18.75% |
-14.14%
|
-17.00% |
| 2021 |
+3.30%
|
-2.38% |
+1.18%
|
-2.95% |
| 2020 |
+6.69%
|
-9.84% |
+12.14%
|
-3.46% |
| 2019 |
+13.77%
|
-1.47% |
+12.52%
|
-0.69% |
| 2018 |
-4.22%
|
-5.69% |
-0.42%
|
-3.12% |
| 2017 |
+12.01%
|
-0.03% |
+10.35%
|
0.00% |
| 2016 |
+3.84%
|
-3.04% |
+3.02%
|
-3.64% |
| 2015 |
+0.56%
|
-5.49% |
+2.23%
|
-1.48% |
| 2014 |
+2.85%
|
-1.71% |
+7.58%
|
-0.83% |
| 2013 |
+8.25%
|
-4.79% |
+5.23%
|
-2.48% |
| 2012 |
+13.14%
|
-4.63% |
+5.51%
|
-0.69% |
| 2011 |
+0.24%
|
-7.71% |
+7.52%
|
-0.70% |
| 2010 |
+8.45%
|
-4.11% |
+8.56%
|
-0.70% |
| 2009 |
+20.17%
|
-8.82% |
+6.40%
|
-6.03% |
| 2008 |
-17.67%
|
-22.03% |
-2.70%
|
-9.00% |
| 2007 |
+7.46%
|
-1.65% |
+9.07%
|
-0.41% |
| 2006 |
+12.27%
|
-1.46% |
+5.53%
|
-1.33% |
| 2005 |
+8.43%
|
-1.59% |
+5.74%
|
-1.35% |
| 2004 |
+11.76%
|
-1.58% |
+6.73%
|
-2.37% |
| 2003 |
+17.83%
|
-1.98% |
+8.38%
|
-2.29% |
| 2002 |
-0.67%
|
-6.61% |
+4.15%
|
-1.79% |
| 2001 |
-2.28%
|
-6.43% |
+3.27%
|
-2.01% |
| 2000 |
-0.20%
|
-3.33% |
+7.19%
|
-1.52% |
| 1999 |
+15.36%
|
-2.65% |
+7.48%
|
-1.73% |
| 1998 |
+16.87%
|
-3.91% |
+16.62%
|
-1.24% |
| 1997 |
-3.46%
|
-5.63% |
+14.93%
|
-1.81% |
| 1996 |
+4.67%
|
-1.05% |
+8.83%
|
-1.37% |
| 1995 |
+14.33%
|
-2.75% |
+23.01%
|
0.00% |
| 1994 |
-0.47%
|
-4.38% |
-2.34%
|
-5.46% |
| 1993 |
+21.82%
|
-4.00% |
+10.39%
|
-0.92% |
| 1992 |
+1.22%
|
-6.45% |
+6.58%
|
-1.69% |
| 1991 |
+16.64%
|
-2.93% |
+19.58%
|
-0.95% |
| 1990 |
-5.59%
|
-12.17% |
+7.22%
|
-2.90% |
| 1989 |
+11.80%
|
-2.73% |
+19.47%
|
-0.82% |
| 1988 |
+15.54%
|
-3.13% |
+7.30%
|
-2.80% |
| 1987 |
+14.28%
|
-5.95% |
+1.70%
|
-6.53% |
| 1986 |
+35.17%
|
-4.19% |
+16.62%
|
-3.15% |
| 1985 |
+37.39%
|
-0.82% |
+24.27%
|
-1.28% |
