Developed World ex-US Stocks vs All Country World 20/80 Portfolio Comparison

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 All Country World 20/80 Portfolio obtained a 5.85% compound annual return, with a 5.60% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio All Country World 20/80 Portfolio
Portfolio Risk Very High Low
Asset Allocation Stocks 100% 20%
Fixed Income 0% 80%
Commodities 0% 0%
30 Years Stats Return +5.15% +5.85%
Std Dev 16.50% 5.60%
Max Drawdown -57.00% -17.97%
All time Stats
(Since Jan 1985)		 Return +8.04% +7.29%
Std Dev 17.53% 5.88%
Max Drawdown -57.00% -17.97%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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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 +8.04
All Country World 20/80 Portfolio +1.55 +9.57 +7.69 +2.51 +3.35 +5.85 +7.29
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).

All Country World 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.51$, with a total return of 450.53% (5.85% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 20.79$, with a total return of 1979.01% (8.04% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.82$, with a total return of 1481.57% (7.29% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Developed World ex-US Stocks Portfolio
All Country World 20/80 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
-17.97% Sep 2021 Sep 2022 (13) In progress (31) 10.54
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47
-3.73% May 2006 Jun 2006 (2) Sep 2006 (5) 2.35
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.93% Jun 2007 Aug 2007 (3) Sep 2007 (4) 1.66

Drawdown comparison chart since January 1985.

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Developed World ex-US Stocks Portfolio
All Country World 20/80 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
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-17.97% Sep 2021 Sep 2022 (13) In progress (31) 10.54
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-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
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81
-8.70% Sep 1986 Oct 1986 (2) Dec 1986 (4) 4.29
-7.94% Mar 1989 Jun 1989 (4) Jul 1989 (5) 4.12
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-6.27% Feb 1994 Jun 1994 (5) May 1995 (16) 4.39
-6.26% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.48
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.58% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.94

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
+5.35%
 -1.09%
+1.47%
 -0.38%
2023
+17.94%
 -10.71%
+10.25%
 -5.13%
2022
-15.36%
 -27.52%
-14.66%
 -17.51%
2021
+11.67%
 -4.89%
+2.00%
 -1.92%
2020
+9.74%
 -23.99%
+8.36%
 -6.55%
2019
+22.62%
 -5.21%
+12.96%
 -0.19%
2018
-14.75%
 -18.62%
-1.87%
 -2.77%
2017
+26.42%
 0.00%
+8.23%
 -0.08%
2016
+2.67%
 -8.44%
+5.12%
 -2.99%
2015
-0.38%
 -12.39%
+0.31%
 -3.05%
2014
-5.98%
 -10.04%
+6.24%
 -1.20%
2013
+21.83%
 -5.66%
+2.59%
 -4.30%
2012
+18.56%
 -13.28%
+9.39%
 -1.73%
2011
-12.30%
 -23.95%
+4.99%
 -2.61%
2010
+8.35%
 -15.54%
+8.78%
 -1.65%
2009
+27.49%
 -22.68%
+14.11%
 -6.27%
2008
-40.65%
 -45.54%
-6.88%
 -14.04%
2007
+11.15%
 -6.29%
+6.77%
 -0.67%
2006
+26.27%
 -3.73%
+7.46%
 -1.15%
2005
+13.60%
 -4.72%
+5.53%
 -1.32%
2004
+20.25%
 -3.59%
+7.53%
 -2.82%
2003
+38.67%
 -8.24%
+12.92%
 -1.93%
2002
-15.62%
 -23.19%
+3.34%
 -3.57%
2001
-21.94%
 -26.63%
+6.33%
 -1.65%
2000
-14.29%
 -17.14%
+5.87%
 -1.99%
1999
+37.96%
 -4.28%
+7.97%
 -2.31%
1998
+16.51%
 -14.47%
+10.80%
 -4.73%
1997
-1.39%
 -11.23%
+7.03%
 -1.93%
1996
+4.68%
 -4.13%
+9.34%
 -1.45%
1995
+3.98%
 -8.89%
+19.70%
 0.00%
1994
+9.76%
 -5.55%
-3.54%
 -6.27%
1993
+29.92%
 -10.94%
+15.69%
 -1.44%
1992
-14.79%
 -15.85%
+6.02%
 -2.92%
1991
+9.48%
 -9.97%
+18.43%
 -1.65%
1990
-24.79%
 -31.21%
+2.13%
 -5.58%
1989
+12.85%
 -7.94%
+13.30%
 -1.73%
1988
+25.66%
 -9.43%
+10.56%
 -1.30%
1987
+30.48%
 -13.46%
+4.29%
 -6.26%
1986
+63.38%
 -8.70%
+20.59%
 -2.84%
1985
+56.04%
 -1.19%
+26.72%
 -1.78%