Developed World ex-US Stocks vs Developed World ex-US Stocks Momentum Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Portfolio obtained a 4.64% compound annual return, with a 15.31% standard deviation, in the last 10 Years.

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Portfolio Developed World ex-US Stocks Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
10 Years Stats Return +4.64% +5.00%
Std Dev 15.31% 13.60%
Max Drawdown -28.08% -28.57%
All time Stats
(Since Aug 2009)
Return +6.20% +6.55%
Std Dev 16.19% 15.24%
Max Drawdown -28.08% -28.57%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +6.20
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since March 2014, now would be worth 1.57$, with a total return of 57.32% (4.64% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since August 2009, now would be worth 2.40$, with a total return of 140.28% (6.20% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Portfolio
Developed World ex-US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.01% Jan 2021 Jan 2021 (1) Apr 2021 (4) 0.54
-0.93% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.51
-0.73% Nov 2017 Nov 2017 (1) Jan 2018 (3) 0.37
-0.72% Jan 2021 Jan 2021 (1) Feb 2021 (2) 0.42
-0.37% Mar 2014 Mar 2014 (1) Apr 2014 (2) 0.21

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Portfolio
Developed World ex-US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-23.95% May 2011 Sep 2011 (5) Apr 2013 (24) 13.06
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-15.54% Apr 2010 Jun 2010 (3) Oct 2010 (7) 8.36
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.66% May 2013 Jun 2013 (2) Sep 2013 (5) 2.80
-5.44% Jan 2010 Jan 2010 (1) Mar 2010 (3) 3.61
-5.21% Jan 2014 Jan 2014 (1) Feb 2014 (2) 3.01
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.90% Nov 2010 Nov 2010 (1) Dec 2010 (2) 2.83
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13

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
+1.63%
-1.09%
+8.63%
0.00%
2023
+17.94%
-10.71%
+13.91%
-8.35%
2022
-15.36%
-27.52%
-16.80%
-28.32%
2021
+11.67%
-4.89%
+6.60%
-4.63%
2020
+9.74%
-23.99%
+22.16%
-15.97%
2019
+22.62%
-5.21%
+24.51%
-2.38%
2018
-14.75%
-18.62%
-14.30%
-19.22%
2017
+26.42%
0.00%
+25.46%
-0.73%
2016
+2.67%
-8.44%
+0.47%
-7.09%
2015
-0.38%
-12.39%
-1.60%
-12.26%
2014
-5.98%
-10.04%
-9.19%
-9.77%
2013
+21.83%
-5.66%
+22.20%
-6.52%
2012
+18.56%
-13.28%
+17.94%
-8.24%
2011
-12.30%
-23.95%
-14.36%
-26.91%
2010
+8.35%
-15.54%
+14.14%
-14.08%