Last Update: 31 March 2024
The Developed World ex-US Stocks Portfolio obtained a 5.15% compound annual return, with a 16.50% standard deviation, in the last 30 Years.
The 10-year Treasury Portfolio obtained a 4.85% compound annual return, with a 6.78% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | 10-year Treasury Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Low | |
| Asset Allocation | Stocks | 100% | 0% |
| Fixed Income | 0% | 100% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.15% | +4.85% |
| Std Dev | 16.50% | 6.78% | |
| Max Drawdown | -57.00% | -23.18% | |
| All time Stats (Since Jan 1970) |
Return | +8.27% | +6.83% |
| Std Dev | 17.12% | 7.90% | |
| Max Drawdown | -57.00% | -23.18% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1970
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Portfolio | +3.66 | +16.93 | +15.02 | +7.39 | +5.05 | +5.15 | +8.27 |
| 10-year Treasury Portfolio | +0.73 | +5.02 | -1.56 | -0.61 | +1.16 | +4.85 | +6.83 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.52$, with a total return of 351.61%
(5.15% annualized).
10-year Treasury Portfolio: an investment of 1$, since April 1994, now would be worth 4.14$, with a total return of 314.12% (4.85% annualized).
10-year Treasury Portfolio: an investment of 1$, since April 1994, now would be worth 4.14$, with a total return of 314.12% (4.85% annualized).
Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1970,
now would be worth 74.59$, with a total return of 7359.18%
(8.27% annualized).
10-year Treasury Portfolio: an investment of 1$, since January 1970, now would be worth 36.05$, with a total return of 3504.96% (6.83% annualized).
10-year Treasury Portfolio: an investment of 1$, since January 1970, now would be worth 36.05$, with a total return of 3504.96% (6.83% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
10-year Treasury Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -23.18% | Aug 2020 | Oct 2023 (39) | In progress (44) | 13.61 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -9.34% | Oct 1998 | Jan 2000 (16) | Aug 2000 (23) | 5.17 | |||||
| -7.60% | May 2013 | Dec 2013 (8) | Nov 2014 (19) | 4.38 | |||||
| -7.18% | Aug 2016 | Apr 2018 (21) | May 2019 (34) | 4.82 | |||||
| -6.90% | Feb 1996 | May 1996 (4) | Nov 1996 (10) | 4.58 | |||||
| -6.65% | Jan 2009 | Jun 2009 (6) | Jun 2010 (18) | 4.33 | |||||
| -6.60% | Nov 2001 | Mar 2002 (5) | Jul 2002 (9) | 3.77 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -5.68% | Jun 2003 | Jul 2003 (2) | Dec 2003 (7) | 2.83 | |||||
| -4.85% | Apr 2004 | May 2004 (2) | Oct 2004 (7) | 2.96 | |||||
| -4.67% | Sep 2010 | Mar 2011 (7) | Jul 2011 (11) | 2.74 | |||||
| -4.28% | May 1999 | May 1999 (1) | Jun 1999 (2) | 2.47 | |||||
Drawdown comparison chart since January 1970.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
10-year Treasury Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -41.73% | Jan 1973 | Sep 1974 (21) | Sep 1977 (57) | 16.13 | |||||
| -31.21% | Jan 1990 | Sep 1990 (9) | Jan 1994 (49) | 20.31 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -27.77% | Dec 1980 | Jul 1982 (20) | Mar 1983 (28) | 12.17 | |||||
| -27.31% | Jan 1970 | Jun 1970 (6) | Mar 1971 (15) | 15.11 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -23.18% | Aug 2020 | Oct 2023 (39) | In progress (44) | 13.61 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -15.76% | Jul 1979 | Feb 1980 (8) | May 1980 (11) | 7.54 | |||||
| -14.57% | Jul 1980 | Sep 1981 (15) | Nov 1981 (17) | 9.19 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.46% | Sep 1987 | Oct 1987 (2) | Mar 1988 (7) | 8.36 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -11.03% | Feb 1980 | Mar 1980 (2) | Jul 1980 (6) | 5.29 | |||||
| -10.87% | Mar 1987 | Sep 1987 (7) | Jan 1988 (11) | 5.88 | |||||
| -10.14% | Nov 1993 | Nov 1994 (13) | May 1995 (19) | 6.64 | |||||
| -9.43% | May 1988 | Aug 1988 (4) | Nov 1988 (7) | 4.81 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.35%
|
-1.09% |
-1.30%
|
-2.08% |
| 2023 |
+17.94%
|
-10.71% |
+3.64%
|
-8.81% |
| 2022 |
-15.36%
|
-27.52% |
-15.19%
|
-16.91% |
| 2021 |
+11.67%
|
-4.89% |
-3.33%
|
-5.73% |
| 2020 |
+9.74%
|
-23.99% |
+10.01%
|
-2.02% |
| 2019 |
+22.62%
|
-5.21% |
+8.03%
|
-2.59% |
| 2018 |
-14.75%
|
-18.62% |
+0.99%
|
-3.19% |
| 2017 |
+26.42%
|
0.00% |
+2.55%
|
-1.90% |
| 2016 |
+2.67%
|
-8.44% |
+1.00%
|
-6.50% |
| 2015 |
-0.38%
|
-12.39% |
+1.51%
|
-4.25% |
| 2014 |
-5.98%
|
-10.04% |
+9.07%
|
-1.05% |
| 2013 |
+21.83%
|
-5.66% |
-6.09%
|
-7.60% |
| 2012 |
+18.56%
|
-13.28% |
+3.66%
|
-2.67% |
| 2011 |
-12.30%
|
-23.95% |
+15.64%
|
-1.29% |
| 2010 |
+8.35%
|
-15.54% |
+9.37%
|
-4.30% |
| 2009 |
+27.49%
|
-22.68% |
-6.59%
|
-6.65% |
| 2008 |
-40.65%
|
-45.54% |
+17.91%
|
-4.15% |
| 2007 |
+11.15%
|
-6.29% |
+10.37%
|
-1.85% |
| 2006 |
+26.27%
|
-3.73% |
+2.52%
|
-2.87% |
| 2005 |
+13.60%
|
-4.72% |
+2.64%
|
-3.19% |
| 2004 |
+20.25%
|
-3.59% |
+4.12%
|
-4.85% |
| 2003 |
+38.67%
|
-8.24% |
+5.29%
|
-5.68% |
| 2002 |
-15.62%
|
-23.19% |
+15.45%
|
-4.13% |
| 2001 |
-21.94%
|
-26.63% |
+5.40%
|
-5.21% |
| 2000 |
-14.29%
|
-17.14% |
+17.28%
|
-1.12% |
| 1999 |
+37.96%
|
-4.28% |
-7.83%
|
-8.11% |
| 1998 |
+16.51%
|
-14.47% |
+14.64%
|
-1.61% |
| 1997 |
-1.39%
|
-11.23% |
+11.97%
|
-2.02% |
| 1996 |
+4.68%
|
-4.13% |
-0.00%
|
-6.90% |
| 1995 |
+3.98%
|
-8.89% |
+25.55%
|
-1.23% |
| 1994 |
+9.76%
|
-5.55% |
-7.19%
|
-9.56% |
| 1993 |
+29.92%
|
-10.94% |
+12.97%
|
-2.55% |
| 1992 |
-14.79%
|
-15.85% |
+7.23%
|
-4.02% |
| 1991 |
+9.48%
|
-9.97% |
+18.91%
|
-0.54% |
| 1990 |
-24.79%
|
-31.21% |
+7.70%
|
-4.48% |
| 1989 |
+12.85%
|
-7.94% |
+17.84%
|
-2.30% |
| 1988 |
+25.66%
|
-9.43% |
+6.90%
|
-4.60% |
| 1987 |
+30.48%
|
-13.46% |
-2.64%
|
-10.87% |
| 1986 |
+63.38%
|
-8.70% |
+21.35%
|
-3.93% |
| 1985 |
+56.04%
|
-1.19% |
+29.85%
|
-3.33% |
| 1984 |
+7.32%
|
-6.40% |
+14.87%
|
-7.99% |
| 1983 |
+23.61%
|
-3.06% |
+2.30%
|
-6.29% |
| 1982 |
-1.94%
|
-22.97% |
+39.57%
|
-2.66% |
| 1981 |
-2.36%
|
-10.87% |
+5.28%
|
-7.42% |
| 1980 |
+22.48%
|
-11.03% |
-1.29%
|
-11.52% |
| 1979 |
+4.69%
|
-8.91% |
+1.83%
|
-8.62% |
| 1978 |
+32.52%
|
-5.86% |
-0.74%
|
-2.31% |
| 1977 |
+17.99%
|
-2.80% |
+0.53%
|
-3.55% |
| 1976 |
+2.46%
|
-11.28% |
+15.29%
|
-1.33% |
| 1975 |
+35.29%
|
-12.20% |
+5.52%
|
-4.42% |
| 1974 |
-23.23%
|
-31.46% |
+4.05%
|
-3.79% |
| 1973 |
-14.99%
|
-16.30% |
+3.29%
|
-3.40% |
| 1972 |
+36.24%
|
-0.55% |
+2.35%
|
-2.01% |
| 1971 |
+29.49%
|
-3.82% |
+11.24%
|
-7.34% |
| 1970 |
-11.71%
|
-27.31% |
+18.93%
|
-5.54% |
