Developed World ex-US 80/20 vs Stocks/Bonds 20/80 Momentum 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 Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.20% compound annual return, with a 4.95% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 80/20 Portfolio Stocks/Bonds 20/80 Momentum Portfolio
Portfolio Risk Very High Low
Asset Allocation Stocks 80% 20%
Fixed Income 20% 80%
Commodities 0% 0%
30 Years Stats Return +5.19% +6.20%
Std Dev 13.24% 4.95%
Max Drawdown -47.74% -17.91%
All time Stats
(Since Jan 1985)
Return +8.02% +7.55%
Std Dev 14.17% 5.28%
Max Drawdown -47.74% -17.91%
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
Stocks/Bonds 20/80 Momentum Portfolio +1.01 +6.71 +9.00 +2.91 +3.73 +6.20 +7.55
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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 6.08$, with a total return of 507.85% (6.20% 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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.27$, with a total return of 1627.20% (7.55% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 80/20 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
-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
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-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
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-5.40% Dec 1996 Jan 1997 (2) May 1997 (6) 3.83
-5.30% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.03
-3.88% Jan 2014 Jan 2014 (1) Feb 2014 (2) 2.24
-3.75% May 1999 May 1999 (1) Jul 1999 (3) 1.87
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.49% Mar 1994 Jun 1994 (4) Jan 1995 (11) 2.25
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.26% Mar 2005 May 2005 (3) Jul 2005 (5) 2.18

Drawdown comparison chart since January 1985.

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Developed World ex-US 80/20 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
-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
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.30% 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
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-8.74% Sep 1993 Nov 1993 (3) Jan 1994 (5) 4.04
-7.44% May 1988 Aug 1988 (4) Oct 1988 (6) 3.96
-7.39% Sep 1986 Oct 1986 (2) Dec 1986 (4) 3.69
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-5.40% Dec 1996 Jan 1997 (2) May 1997 (6) 3.83

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%
+2.01%
0.00%
2023
+16.11%
-9.05%
+6.16%
-5.43%
2022
-14.84%
-24.60%
-14.14%
-17.00%
2021
+8.88%
-4.09%
+1.18%
-2.95%
2020
+8.72%
-19.27%
+12.14%
-3.46%
2019
+19.67%
-4.01%
+12.52%
-0.69%
2018
-11.24%
-14.39%
-0.42%
-3.12%
2017
+21.61%
0.00%
+10.35%
0.00%
2016
+3.06%
-6.24%
+3.02%
-3.64%
2015
-0.06%
-10.16%
+2.23%
-1.48%
2014
-3.03%
-7.17%
+7.58%
-0.83%
2013
+17.30%
-5.38%
+5.23%
-2.48%
2012
+16.75%
-10.50%
+5.51%
-0.69%
2011
-8.12%
-18.69%
+7.52%
-0.70%
2010
+8.38%
-11.60%
+8.56%
-0.70%
2009
+25.05%
-18.06%
+6.40%
-6.03%
2008
-32.99%
-37.70%
-2.70%
-9.00%
2007
+9.92%
-4.83%
+9.07%
-0.41%
2006
+21.60%
-3.01%
+5.53%
-1.33%
2005
+11.88%
-3.26%
+5.74%
-1.35%
2004
+17.42%
-2.80%
+6.73%
-2.37%
2003
+31.72%
-6.16%
+8.38%
-2.29%
2002
-10.63%
-17.69%
+4.15%
-1.79%
2001
-15.38%
-19.79%
+3.27%
-2.01%
2000
-9.59%
-12.40%
+7.19%
-1.52%
1999
+30.43%
-3.75%
+7.48%
-1.73%
1998
+16.63%
-10.17%
+16.62%
-1.24%
1997
-2.08%
-9.05%
+14.93%
-1.81%
1996
+4.67%
-2.78%
+8.83%
-1.37%
1995
+7.43%
-6.85%
+23.01%
0.00%
1994
+6.35%
-4.29%
-2.34%
-5.46%
1993
+27.22%
-8.74%
+10.39%
-0.92%
1992
-9.45%
-11.62%
+6.58%
-1.69%
1991
+11.87%
-7.63%
+19.58%
-0.95%
1990
-18.39%
-24.86%
+7.22%
-2.90%
1989
+12.50%
-5.01%
+19.47%
-0.82%
1988
+22.29%
-7.44%
+7.30%
-2.80%
1987
+25.08%
-11.30%
+1.70%
-6.53%
1986
+53.97%
-7.39%
+16.62%
-3.15%
1985
+49.82%
-0.79%
+24.27%
-1.28%