Developed World ex-US 40/60 vs Stocks/Bonds 40/60 Portfolio Comparison

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 40/60 Portfolio obtained a 7.18% compound annual return, with a 6.96% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 40/60 Portfolio Stocks/Bonds 40/60 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
30 Years Stats Return +5.41% +7.18%
Std Dev 7.39% 6.96%
Max Drawdown -26.17% -19.17%
All time Stats
(Since Jan 1985)		 Return +7.66% +8.27%
Std Dev 8.10% 7.25%
Max Drawdown -26.17% -19.17%
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 40/60 Portfolio +1.71 +12.72 +12.29 +6.01 +5.91 +7.18 +8.27
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 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 8.00$, with a total return of 699.72% (7.18% 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 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 22.64$, with a total return of 2164.35% (8.27% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Developed World ex-US 40/60 Portfolio
Stocks/Bonds 40/60 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
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (27) 10.80
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-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
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61
-5.53% May 2015 Feb 2016 (10) Jul 2016 (15) 3.12
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-5.24% Jul 1997 Dec 1997 (6) Feb 1998 (8) 2.97
-4.79% May 2013 Jun 2013 (2) Sep 2013 (5) 2.81
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-4.63% Apr 2012 May 2012 (2) Aug 2012 (5) 2.07
-4.31% May 1994 Feb 1995 (10) Apr 1995 (12) 1.74
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10

Drawdown comparison chart since January 1985.

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Developed World ex-US 40/60 Portfolio
Stocks/Bonds 40/60 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
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (27) 10.80
-13.08% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.07
-12.17% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.44
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-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
-6.45% Jan 1992 Apr 1992 (4) Aug 1992 (8) 3.63
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-5.98% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.72
-5.95% Sep 1987 Oct 1987 (2) Feb 1988 (6) 3.46
-5.70% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.67
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61
-5.53% May 2015 Feb 2016 (10) Jul 2016 (15) 3.12

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
+2.13%
 -0.79%
+3.41%
 0.00%
2023
+12.45%
 -5.52%
+13.66%
 -6.58%
2022
-13.80%
 -18.75%
-15.67%
 -18.63%
2021
+3.30%
 -2.38%
+9.15%
 -2.56%
2020
+6.69%
 -9.84%
+13.04%
 -8.09%
2019
+13.77%
 -1.47%
+17.57%
 -1.77%
2018
-4.22%
 -5.69%
-2.15%
 -5.36%
2017
+12.01%
 -0.03%
+10.63%
 -0.00%
2016
+3.84%
 -3.04%
+6.64%
 -1.57%
2015
+0.56%
 -5.49%
+0.48%
 -3.41%
2014
+2.85%
 -1.71%
+8.51%
 -1.20%
2013
+8.25%
 -4.79%
+12.12%
 -1.84%
2012
+13.14%
 -4.63%
+8.47%
 -2.11%
2011
+0.24%
 -7.71%
+5.14%
 -4.76%
2010
+8.45%
 -4.11%
+10.69%
 -3.96%
2009
+20.17%
 -8.82%
+13.74%
 -8.68%
2008
-17.67%
 -22.03%
-10.67%
 -14.39%
2007
+7.46%
 -1.65%
+6.30%
 -1.93%
2006
+12.27%
 -1.46%
+8.84%
 -1.40%
2005
+8.43%
 -1.59%
+3.96%
 -1.77%
2004
+11.76%
 -1.58%
+7.66%
 -2.46%
2003
+17.83%
 -1.98%
+14.68%
 -1.08%
2002
-0.67%
 -6.61%
-3.23%
 -6.97%
2001
-2.28%
 -6.43%
+0.67%
 -5.62%
2000
-0.20%
 -3.33%
+2.61%
 -4.51%
1999
+15.36%
 -2.65%
+9.07%
 -2.57%
1998
+16.87%
 -3.91%
+14.45%
 -6.25%
1997
-3.46%
 -5.63%
+18.06%
 -2.41%
1996
+4.67%
 -1.05%
+10.53%
 -2.15%
1995
+14.33%
 -2.75%
+25.22%
 0.00%
1994
-0.47%
 -4.38%
-1.66%
 -5.98%
1993
+21.82%
 -4.00%
+10.06%
 -1.23%
1992
+1.22%
 -6.45%
+7.93%
 -1.27%
1991
+16.64%
 -2.93%
+22.10%
 -1.98%
1990
-5.59%
 -12.17%
+2.76%
 -5.70%
1989
+11.80%
 -2.73%
+19.43%
 -1.12%
1988
+15.54%
 -3.13%
+11.34%
 -1.71%
1987
+14.28%
 -5.95%
+1.97%
 -13.08%
1986
+35.17%
 -4.19%
+14.89%
 -4.37%
1985
+37.39%
 -0.82%
+25.86%
 -1.17%