Developed World ex-US 80/20 vs Stocks/Bonds 40/60 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 40/60 Portfolio obtained a 7.00% compound annual return, with a 6.99% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 80/20 Portfolio Stocks/Bonds 40/60 Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
30 Years Stats Return +5.19% +7.00%
Std Dev 13.24% 6.99%
Max Drawdown -47.74% -19.17%
All time Stats
(Since Jan 1985)
Return +8.02% +8.24%
Std Dev 14.17% 7.26%
Max Drawdown -47.74% -19.17%
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 40/60 Portfolio +1.32 +6.96 +13.37 +6.01 +5.74 +7.00 +8.24
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 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 7.61$, with a total return of 661.45% (7.00% 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 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 22.26$, with a total return of 2126.34% (8.24% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 80/20 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
-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
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-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
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-5.40% Dec 1996 Jan 1997 (2) May 1997 (6) 3.83
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-5.30% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.03
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-4.10% Mar 1994 Jun 1994 (4) Jan 1995 (11) 2.30

Drawdown comparison chart since January 1985.

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Developed World ex-US 80/20 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
-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
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-13.08% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.07
-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
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-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

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%
+1.67%
0.00%
2023
+16.11%
-9.05%
+13.66%
-6.58%
2022
-14.84%
-24.60%
-15.67%
-18.63%
2021
+8.88%
-4.09%
+9.15%
-2.56%
2020
+8.72%
-19.27%
+13.04%
-8.09%
2019
+19.67%
-4.01%
+17.57%
-1.77%
2018
-11.24%
-14.39%
-2.15%
-5.36%
2017
+21.61%
0.00%
+10.63%
-0.00%
2016
+3.06%
-6.24%
+6.64%
-1.57%
2015
-0.06%
-10.16%
+0.48%
-3.41%
2014
-3.03%
-7.17%
+8.51%
-1.20%
2013
+17.30%
-5.38%
+12.12%
-1.84%
2012
+16.75%
-10.50%
+8.47%
-2.11%
2011
-8.12%
-18.69%
+5.14%
-4.76%
2010
+8.38%
-11.60%
+10.69%
-3.96%
2009
+25.05%
-18.06%
+13.74%
-8.68%
2008
-32.99%
-37.70%
-10.67%
-14.39%
2007
+9.92%
-4.83%
+6.30%
-1.93%
2006
+21.60%
-3.01%
+8.84%
-1.40%
2005
+11.88%
-3.26%
+3.96%
-1.77%
2004
+17.42%
-2.80%
+7.66%
-2.46%
2003
+31.72%
-6.16%
+14.68%
-1.08%
2002
-10.63%
-17.69%
-3.23%
-6.97%
2001
-15.38%
-19.79%
+0.67%
-5.62%
2000
-9.59%
-12.40%
+2.61%
-4.51%
1999
+30.43%
-3.75%
+9.07%
-2.57%
1998
+16.63%
-10.17%
+14.45%
-6.25%
1997
-2.08%
-9.05%
+18.06%
-2.41%
1996
+4.67%
-2.78%
+10.53%
-2.15%
1995
+7.43%
-6.85%
+25.22%
0.00%
1994
+6.35%
-4.29%
-1.66%
-5.98%
1993
+27.22%
-8.74%
+10.06%
-1.23%
1992
-9.45%
-11.62%
+7.93%
-1.27%
1991
+11.87%
-7.63%
+22.10%
-1.98%
1990
-18.39%
-24.86%
+2.76%
-5.70%
1989
+12.50%
-5.01%
+19.43%
-1.12%
1988
+22.29%
-7.44%
+11.34%
-1.71%
1987
+25.08%
-11.30%
+1.97%
-13.08%
1986
+53.97%
-7.39%
+14.89%
-4.37%
1985
+49.82%
-0.79%
+25.86%
-1.17%