Developed World ex-US 80/20 vs Dynamic 60/40 Income Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 80/20 Portfolio obtained a 5.19% compound annual return, with a 13.24% standard deviation, in the last 30 Years.

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 80/20 Portfolio Dynamic 60/40 Income Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
30 Years Stats Return +5.19% +6.98%
Std Dev 13.24% 9.36%
Max Drawdown -47.74% -41.44%
All time Stats
(Since Jan 1992)
Return +5.54% +7.40%
Std Dev 13.37% 9.11%
Max Drawdown -47.74% -41.44%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 80/20 Portfolio +2.08 +7.55 +12.46 +5.52 +4.24 +5.19 +5.54
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 4.56$, with a total return of 355.77% (5.19% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Developed World ex-US 80/20 Portfolio: an investment of 1$, since January 1992, now would be worth 5.66$, with a total return of 465.99% (5.54% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 80/20 Portfolio
Dynamic 60/40 Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.40% Dec 1996 Jan 1997 (2) May 1997 (6) 3.83
-5.30% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.03

Drawdown comparison chart since January 1992.

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Developed World ex-US 80/20 Portfolio
Dynamic 60/40 Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.62% Jan 1992 Oct 1992 (10) Mar 1993 (15) 8.08
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-8.74% Sep 1993 Nov 1993 (3) Jan 1994 (5) 4.04
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86

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
+1.08%
-0.99%
+1.48%
-0.14%
2023
+16.11%
-9.05%
+12.28%
-6.45%
2022
-14.84%
-24.60%
-15.89%
-18.21%
2021
+8.88%
-4.09%
+15.27%
-2.58%
2020
+8.72%
-19.27%
+6.26%
-14.24%
2019
+19.67%
-4.01%
+18.59%
-1.55%
2018
-11.24%
-14.39%
-3.28%
-6.80%
2017
+21.61%
0.00%
+8.11%
-0.39%
2016
+3.06%
-6.24%
+7.39%
-2.92%
2015
-0.06%
-10.16%
+0.49%
-4.42%
2014
-3.03%
-7.17%
+11.87%
-2.32%
2013
+17.30%
-5.38%
+8.15%
-3.78%
2012
+16.75%
-10.50%
+12.84%
-3.09%
2011
-8.12%
-18.69%
+3.16%
-10.41%
2010
+8.38%
-11.60%
+14.75%
-5.96%
2009
+25.05%
-18.06%
+25.31%
-19.50%
2008
-32.99%
-37.70%
-21.78%
-30.14%
2007
+9.92%
-4.83%
-3.54%
-7.01%
2006
+21.60%
-3.01%
+14.28%
-1.89%
2005
+11.88%
-3.26%
+5.27%
-2.10%
2004
+17.42%
-2.80%
+12.11%
-4.29%
2003
+31.72%
-6.16%
+22.26%
0.00%
2002
-10.63%
-17.69%
-0.78%
-6.19%
2001
-15.38%
-19.79%
+5.55%
-3.29%
2000
-9.59%
-12.40%
+5.79%
-3.60%
1999
+30.43%
-3.75%
+4.89%
-3.30%
1998
+16.63%
-10.17%
+5.13%
-7.02%
1997
-2.08%
-9.05%
+16.74%
-0.91%
1996
+4.67%
-2.78%
+16.21%
-0.78%
1995
+7.43%
-6.85%
+20.42%
-0.12%
1994
+6.35%
-4.29%
-3.20%
-6.80%
1993
+27.22%
-8.74%
+14.00%
-1.75%
1992
-9.45%
-11.62%
+13.92%
-0.48%