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 Larry Swedroe Eliminate Fat Tails Portfolio obtained a 5.48% compound annual return, with a 6.24% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | Larry Swedroe Eliminate Fat Tails Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 100% | 30% |
| Fixed Income | 0% | 70% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.15% | +5.48% |
| Std Dev | 16.50% | 6.24% | |
| Max Drawdown | -57.00% | -18.42% | |
| All time Stats (Since Jan 1985) |
Return | +8.04% | +7.18% |
| Std Dev | 17.53% | 6.98% | |
| Max Drawdown | -57.00% | -18.42% | |
| 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 |
| Larry Swedroe Eliminate Fat Tails Portfolio | +1.26 | +6.64 | +5.07 | +3.13 | +2.98 | +5.48 | +7.18 |
| 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).
Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since April 1994, now would be worth 4.95$, with a total return of 395.33% (5.48% annualized).
Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since April 1994, now would be worth 4.95$, with a total return of 395.33% (5.48% 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).
Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since January 1985, now would be worth 15.19$, with a total return of 1418.96% (7.18% annualized).
Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since January 1985, now would be worth 15.19$, with a total return of 1418.96% (7.18% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Larry Swedroe Eliminate Fat Tails 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 | |||||
| -18.42% | Jun 2008 | Feb 2009 (9) | Nov 2009 (18) | 9.58 | |||||
| -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 | |||||
| -12.62% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.00 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -8.68% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 3.71 | |||||
| -7.91% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 3.66 | |||||
| -6.64% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 3.83 | |||||
| -6.05% | Aug 2011 | Sep 2011 (2) | Jan 2012 (6) | 2.70 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -5.32% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.68 | |||||
| -4.47% | Jul 2001 | Sep 2001 (3) | Dec 2001 (6) | 1.91 | |||||
| -4.31% | May 2002 | Jul 2002 (3) | May 2003 (13) | 2.36 | |||||
| -4.28% | May 1999 | May 1999 (1) | Jun 1999 (2) | 2.47 | |||||
| -3.79% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 2.19 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Larry Swedroe Eliminate Fat Tails 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 | |||||
| -18.42% | Jun 2008 | Feb 2009 (9) | Nov 2009 (18) | 9.58 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.68% | Mar 1987 | Nov 1987 (9) | Jan 1989 (23) | 6.12 | |||||
| -13.46% | Sep 1987 | Oct 1987 (2) | Mar 1988 (7) | 8.36 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -12.62% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.00 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -9.43% | May 1988 | Aug 1988 (4) | Nov 1988 (7) | 4.81 | |||||
| -8.81% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.97 | |||||
| -8.70% | Sep 1986 | Oct 1986 (2) | Dec 1986 (4) | 4.29 | |||||
| -8.68% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 3.71 | |||||
| -7.94% | Mar 1989 | Jun 1989 (4) | Jul 1989 (5) | 4.12 | |||||
| -7.91% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 3.66 | |||||
| -7.61% | Feb 1994 | Jun 1994 (5) | Jun 1995 (17) | 5.27 | |||||
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% |
+1.11%
|
-1.00% |
| 2023 |
+17.94%
|
-10.71% |
+6.63%
|
-5.10% |
| 2022 |
-15.36%
|
-27.52% |
-9.61%
|
-12.62% |
| 2021 |
+11.67%
|
-4.89% |
+5.40%
|
-1.26% |
| 2020 |
+9.74%
|
-23.99% |
+8.18%
|
-7.91% |
| 2019 |
+22.62%
|
-5.21% |
+9.79%
|
-1.93% |
| 2018 |
-14.75%
|
-18.62% |
-3.46%
|
-5.32% |
| 2017 |
+26.42%
|
0.00% |
+8.83%
|
0.00% |
| 2016 |
+2.67%
|
-8.44% |
+7.30%
|
-1.12% |
| 2015 |
-0.38%
|
-12.39% |
-3.40%
|
-5.77% |
| 2014 |
-5.98%
|
-10.04% |
+1.52%
|
-2.92% |
| 2013 |
+21.83%
|
-5.66% |
+2.64%
|
-3.45% |
| 2012 |
+18.56%
|
-13.28% |
+7.53%
|
-2.29% |
| 2011 |
-12.30%
|
-23.95% |
+1.93%
|
-6.05% |
| 2010 |
+8.35%
|
-15.54% |
+8.60%
|
-3.33% |
| 2009 |
+27.49%
|
-22.68% |
+17.45%
|
-6.28% |
| 2008 |
-40.65%
|
-45.54% |
-11.49%
|
-16.27% |
| 2007 |
+11.15%
|
-6.29% |
+10.73%
|
-1.33% |
| 2006 |
+26.27%
|
-3.73% |
+8.72%
|
-2.40% |
| 2005 |
+13.60%
|
-4.72% |
+7.94%
|
-2.01% |
| 2004 |
+20.25%
|
-3.59% |
+10.37%
|
-3.79% |
| 2003 |
+38.67%
|
-8.24% |
+17.58%
|
-0.78% |
| 2002 |
-15.62%
|
-23.19% |
+3.12%
|
-4.31% |
| 2001 |
-21.94%
|
-26.63% |
+4.53%
|
-4.47% |
| 2000 |
-14.29%
|
-17.14% |
+3.70%
|
-3.62% |
| 1999 |
+37.96%
|
-4.28% |
+12.78%
|
-1.79% |
| 1998 |
+16.51%
|
-14.47% |
+1.83%
|
-8.68% |
| 1997 |
-1.39%
|
-11.23% |
+7.45%
|
-2.49% |
| 1996 |
+4.68%
|
-4.13% |
+7.38%
|
-2.25% |
| 1995 |
+3.98%
|
-8.89% |
+14.41%
|
-0.69% |
| 1994 |
+9.76%
|
-5.55% |
-3.92%
|
-7.61% |
| 1993 |
+29.92%
|
-10.94% |
+24.39%
|
-1.41% |
| 1992 |
-14.79%
|
-15.85% |
+5.38%
|
-2.50% |
| 1991 |
+9.48%
|
-9.97% |
+32.01%
|
-2.36% |
| 1990 |
-24.79%
|
-31.21% |
+2.61%
|
-8.81% |
| 1989 |
+12.85%
|
-7.94% |
+26.09%
|
-0.58% |
| 1988 |
+25.66%
|
-9.43% |
+13.59%
|
-1.87% |
| 1987 |
+30.48%
|
-13.46% |
-6.14%
|
-13.68% |
| 1986 |
+63.38%
|
-8.70% |
+11.79%
|
-3.42% |
| 1985 |
+56.04%
|
-1.19% |
+21.01%
|
-1.07% |
