Developed World ex-US Stocks vs Dynamic 40/60 Income 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 Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Dynamic 40/60 Income Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 40%
Fixed Income 0% 60%
Commodities 0% 0%
30 Years Stats Return +5.15% +7.11%
Std Dev 16.50% 8.10%
Max Drawdown -57.00% -29.84%
All time Stats
(Since Jan 1992)		 Return +5.34% +7.38%
Std Dev 16.62% 7.89%
Max Drawdown -57.00% -29.84%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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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 +5.34
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
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).

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1992, now would be worth 5.35$, with a total return of 435.21% (5.34% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Developed World ex-US Stocks Portfolio
Dynamic 40/60 Income 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
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-3.73% May 2006 Jun 2006 (2) Sep 2006 (5) 2.35

Drawdown comparison chart since January 1992.

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Developed World ex-US Stocks Portfolio
Dynamic 40/60 Income 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
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-15.85% Jan 1992 Oct 1992 (10) Apr 1993 (16) 10.98
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.94% Sep 1993 Nov 1993 (3) Jan 1994 (5) 5.21
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47

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%
+3.47%
 0.00%
2023
+17.94%
 -10.71%
+11.97%
 -4.99%
2022
-15.36%
 -27.52%
-14.37%
 -17.33%
2021
+11.67%
 -4.89%
+6.72%
 -1.83%
2020
+9.74%
 -23.99%
+8.28%
 -12.42%
2019
+22.62%
 -5.21%
+15.91%
 -1.51%
2018
-14.75%
 -18.62%
-3.18%
 -5.09%
2017
+26.42%
 0.00%
+9.18%
 0.00%
2016
+2.67%
 -8.44%
+7.53%
 -1.95%
2015
-0.38%
 -12.39%
+0.21%
 -4.06%
2014
-5.98%
 -10.04%
+7.01%
 -1.44%
2013
+21.83%
 -5.66%
+6.13%
 -3.06%
2012
+18.56%
 -13.28%
+12.70%
 -2.72%
2011
-12.30%
 -23.95%
+2.96%
 -7.19%
2010
+8.35%
 -15.54%
+11.25%
 -3.72%
2009
+27.49%
 -22.68%
+22.37%
 -15.04%
2008
-40.65%
 -45.54%
-14.80%
 -23.51%
2007
+11.15%
 -6.29%
+0.88%
 -3.23%
2006
+26.27%
 -3.73%
+9.18%
 -1.29%
2005
+13.60%
 -4.72%
+5.23%
 -1.76%
2004
+20.25%
 -3.59%
+8.41%
 -3.31%
2003
+38.67%
 -8.24%
+21.64%
 -1.30%
2002
-15.62%
 -23.19%
+1.03%
 -6.73%
2001
-21.94%
 -26.63%
+8.71%
 -3.24%
2000
-14.29%
 -17.14%
+3.43%
 -4.13%
1999
+37.96%
 -4.28%
+11.02%
 -2.15%
1998
+16.51%
 -14.47%
+6.04%
 -9.38%
1997
-1.39%
 -11.23%
+16.36%
 -2.49%
1996
+4.68%
 -4.13%
+16.81%
 -1.12%
1995
+3.98%
 -8.89%
+23.17%
 0.00%
1994
+9.76%
 -5.55%
-3.19%
 -5.36%
1993
+29.92%
 -10.94%
+14.73%
 -0.57%
1992
-14.79%
 -15.85%
+12.95%
 -0.70%