Developed World ex-US 60/40 vs Marvin Appel One-Decision Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 60/40 Portfolio obtained a 5.29% compound annual return, with a 10.17% standard deviation, in the last 30 Years.

The Marvin Appel One-Decision Portfolio obtained a 6.99% compound annual return, with a 8.42% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 60/40 Portfolio Marvin Appel One-Decision Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 50%
Fixed Income 40% 50%
Commodities 0% 0%
30 Years Stats Return +5.29% +6.99%
Std Dev 10.17% 8.42%
Max Drawdown -37.49% -31.96%
All time Stats
(Since Jan 1985)
Return +7.90% +8.02%
Std Dev 10.99% 8.21%
Max Drawdown -37.49% -31.96%
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 60/40 Portfolio +1.43 +6.56 +11.02 +4.28 +3.79 +5.29 +7.90
Marvin Appel One-Decision Portfolio +1.43 +6.03 +9.54 +5.81 +5.66 +6.99 +8.02
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 4.70$, with a total return of 370.02% (5.29% annualized).

Marvin Appel One-Decision Portfolio: an investment of 1$, since March 1994, now would be worth 7.59$, with a total return of 658.76% (6.99% annualized).

Developed World ex-US 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 19.67$, with a total return of 1867.49% (7.90% annualized).

Marvin Appel One-Decision Portfolio: an investment of 1$, since January 1985, now would be worth 20.55$, with a total return of 1954.90% (8.02% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 60/40 Portfolio
Marvin Appel One-Decision Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-31.96% Jun 2007 Feb 2009 (21) Oct 2010 (41) 13.28
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.52% Jun 2011 Sep 2011 (4) Jan 2012 (8) 3.61
-8.13% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.91
-7.33% Nov 1994 Feb 1995 (4) Jul 1995 (9) 3.33
-7.23% Apr 2002 Sep 2002 (6) May 2003 (14) 4.72
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.99% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.10
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-5.78% Dec 1996 Apr 1997 (5) Jun 1997 (7) 3.79
-5.09% May 2013 Jun 2013 (2) Sep 2013 (5) 2.77
-4.76% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.77

Drawdown comparison chart since January 1985.

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Developed World ex-US 60/40 Portfolio
Marvin Appel One-Decision Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-31.96% Jun 2007 Feb 2009 (21) Oct 2010 (41) 13.28
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-18.51% Jan 1990 Sep 1990 (9) Dec 1991 (24) 8.68
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-12.38% Sep 1987 Nov 1987 (3) Sep 1988 (13) 5.77
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.82% Sep 1987 Oct 1987 (2) Feb 1988 (6) 5.47
-8.78% Jan 1992 Apr 1992 (4) Mar 1993 (15) 5.11
-8.52% Jun 2011 Sep 2011 (4) Jan 2012 (8) 3.61
-8.13% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.91
-7.55% Feb 1994 Feb 1995 (13) Jul 1995 (18) 2.81
-7.50% Jul 1990 Oct 1990 (4) Jan 1991 (7) 4.35
-7.23% Apr 2002 Sep 2002 (6) May 2003 (14) 4.72
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90

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
+0.53%
-0.89%
+0.21%
-1.20%
2023
+14.28%
-7.32%
+12.43%
-7.22%
2022
-14.32%
-21.67%
-13.18%
-16.74%
2021
+6.09%
-3.26%
+16.51%
-2.73%
2020
+7.71%
-14.56%
+5.32%
-13.04%
2019
+16.72%
-2.77%
+18.51%
-2.02%
2018
-7.73%
-10.09%
-3.64%
-6.99%
2017
+16.81%
0.00%
+8.07%
-0.59%
2016
+3.45%
-4.03%
+8.52%
-3.21%
2015
+0.25%
-7.87%
-0.25%
-4.76%
2014
-0.09%
-4.31%
+11.14%
-2.54%
2013
+12.77%
-5.09%
+10.43%
-2.72%
2012
+14.95%
-7.61%
+10.65%
-2.81%
2011
-3.94%
-13.28%
+3.87%
-8.52%
2010
+8.42%
-7.69%
+13.01%
-6.14%
2009
+22.61%
-13.44%
+15.30%
-14.35%
2008
-25.33%
-29.87%
-16.74%
-22.59%
2007
+8.69%
-3.28%
-0.68%
-5.17%
2006
+16.94%
-2.26%
+14.45%
-1.98%
2005
+10.15%
-2.01%
+5.08%
-2.36%
2004
+14.59%
-2.01%
+12.05%
-4.65%
2003
+24.77%
-4.07%
+18.87%
-1.57%
2002
-5.65%
-12.16%
-2.42%
-7.23%
2001
-8.83%
-13.08%
+4.32%
-3.58%
2000
-4.89%
-7.85%
+9.42%
-2.13%
1999
+22.89%
-3.20%
+4.70%
-3.16%
1998
+16.75%
-6.93%
+5.32%
-8.13%
1997
-2.77%
-7.06%
+17.36%
-1.24%
1996
+4.67%
-1.39%
+15.52%
-1.31%
1995
+10.88%
-4.80%
+19.02%
-0.66%
1994
+2.94%
-3.27%
-1.28%
-5.02%
1993
+24.52%
-6.35%
+11.41%
-1.82%
1992
-4.11%
-8.78%
+9.68%
-0.89%
1991
+14.26%
-5.21%
+23.01%
-1.99%
1990
-11.99%
-18.51%
-1.89%
-7.50%
1989
+12.15%
-3.14%
+15.28%
-0.97%
1988
+18.91%
-5.35%
+12.57%
-1.14%
1987
+19.68%
-8.82%
+2.00%
-12.38%
1986
+44.57%
-5.90%
+13.98%
-2.95%
1985
+43.60%
-0.36%
+20.92%
-1.32%