Developed World ex-US 80/20 vs High Yield Bonds 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 High Yield Bonds Income Portfolio obtained a 6.50% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 80/20 Portfolio High Yield Bonds Income Portfolio
Portfolio Risk Very High Low
Asset Allocation Stocks 80% 0%
Fixed Income 20% 100%
Commodities 0% 0%
30 Years Stats Return +5.19% +6.50%
Std Dev 13.24% 8.82%
Max Drawdown -47.74% -23.97%
All time Stats
(Since Jan 1985)
Return +8.02% +7.73%
Std Dev 14.17% 8.21%
Max Drawdown -47.74% -23.97%
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 80/20 Portfolio +2.08 +7.55 +12.46 +5.52 +4.24 +5.19 +8.02
High Yield Bonds Income Portfolio -0.33 +5.35 +8.92 +1.94 +2.90 +6.50 +7.73
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).

High Yield Bonds Income Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.58% (6.50% annualized).

Developed World ex-US 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 20.51$, with a total return of 1951.28% (8.02% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.46$, with a total return of 1745.99% (7.73% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 80/20 Portfolio
High Yield Bonds 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
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-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
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-5.42% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.76
-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 1985.

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Developed World ex-US 80/20 Portfolio
High Yield Bonds 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
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-24.86% Jan 1990 Sep 1990 (9) Apr 1993 (40) 14.35
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-11.30% Sep 1987 Oct 1987 (2) Mar 1988 (7) 6.82
-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
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16
-7.44% May 1988 Aug 1988 (4) Oct 1988 (6) 3.96

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%
-0.74%
-0.74%
2023
+16.11%
-9.05%
+11.21%
-5.58%
2022
-14.84%
-24.60%
-16.88%
-21.38%
2021
+8.88%
-4.09%
+0.88%
-3.16%
2020
+8.72%
-19.27%
+7.08%
-11.99%
2019
+19.67%
-4.01%
+16.98%
-0.39%
2018
-11.24%
-14.39%
-4.53%
-4.53%
2017
+21.61%
0.00%
+8.78%
-0.17%
2016
+3.06%
-6.24%
+12.01%
-3.93%
2015
-0.06%
-10.16%
-3.94%
-6.90%
2014
-3.03%
-7.17%
+6.28%
-2.37%
2013
+17.30%
-5.38%
-0.40%
-6.71%
2012
+16.75%
-10.50%
+12.61%
-1.87%
2011
-8.12%
-18.69%
+9.07%
-4.40%
2010
+8.38%
-11.60%
+11.52%
-3.24%
2009
+25.05%
-18.06%
+23.52%
-10.62%
2008
-32.99%
-37.70%
-10.54%
-23.59%
2007
+9.92%
-4.83%
+3.36%
-3.84%
2006
+21.60%
-3.01%
+7.28%
-2.69%
2005
+11.88%
-3.26%
+5.61%
-2.30%
2004
+17.42%
-2.80%
+9.55%
-4.56%
2003
+31.72%
-6.16%
+18.30%
-3.91%
2002
-10.63%
-17.69%
+7.38%
-6.70%
2001
-15.38%
-19.79%
+10.89%
-3.49%
2000
-9.59%
-12.40%
+6.15%
-3.14%
1999
+30.43%
-3.75%
+6.34%
-3.60%
1998
+16.63%
-10.17%
+2.17%
-8.48%
1997
-2.08%
-9.05%
+13.61%
-2.54%
1996
+4.67%
-2.78%
+14.28%
-2.87%
1995
+7.43%
-6.85%
+22.64%
-0.20%
1994
+6.35%
-4.29%
-4.27%
-7.41%
1993
+27.22%
-8.74%
+18.58%
-0.44%
1992
-9.45%
-11.62%
+12.00%
-2.11%
1991
+11.87%
-7.63%
+25.88%
0.00%
1990
-18.39%
-24.86%
-0.59%
-7.89%
1989
+12.50%
-5.01%
+8.29%
-0.68%
1988
+22.29%
-7.44%
+11.12%
-1.52%
1987
+25.08%
-11.30%
+0.07%
-7.63%
1986
+53.97%
-7.39%
+15.01%
-0.64%
1985
+49.82%
-0.79%
+21.64%
-1.39%