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 Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | Stocks/Bonds 20/80 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Low | |
| Asset Allocation | Stocks | 100% | 20% |
| Fixed Income | 0% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.15% | +6.34% |
| Std Dev | 16.50% | 4.92% | |
| Max Drawdown | -57.00% | -17.91% | |
| All time Stats (Since Jan 1982) |
Return | +8.12% | +8.17% |
| Std Dev | 17.39% | 5.49% | |
| Max Drawdown | -57.00% | -17.91% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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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 | +8.12 |
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +6.34 | +8.17 |
| 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).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1982,
now would be worth 27.04$, with a total return of 2604.33%
(8.12% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.58$, with a total return of 2657.97% (8.17% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.58$, with a total return of 2657.97% (8.17% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Stocks/Bonds 20/80 Momentum 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 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -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 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -4.28% | May 1999 | May 1999 (1) | Jun 1999 (2) | 2.47 | |||||
| -3.73% | May 2006 | Jun 2006 (2) | Sep 2006 (5) | 2.35 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.12% | Sep 2018 | Oct 2018 (2) | Feb 2019 (6) | 1.75 | |||||
| -2.95% | Jan 2021 | Mar 2021 (3) | Jun 2021 (6) | 1.39 | |||||
| -2.93% | Jun 2007 | Aug 2007 (3) | Sep 2007 (4) | 1.66 | |||||
| -2.83% | Oct 2005 | Oct 2005 (1) | Dec 2005 (3) | 1.51 | |||||
| -2.48% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.41 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Stocks/Bonds 20/80 Momentum 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 | |||||
| -22.97% | Jan 1982 | Jul 1982 (7) | Jan 1983 (13) | 11.85 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -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 | |||||
| -9.43% | May 1988 | Aug 1988 (4) | Nov 1988 (7) | 4.81 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.70% | Sep 1986 | Oct 1986 (2) | Dec 1986 (4) | 4.29 | |||||
| -7.94% | Mar 1989 | Jun 1989 (4) | Jul 1989 (5) | 4.12 | |||||
| -6.84% | Dec 1983 | May 1984 (6) | Aug 1984 (9) | 3.62 | |||||
| -6.53% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.65 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -5.47% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 2.67 | |||||
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% |
+3.35%
|
0.00% |
| 2023 |
+17.94%
|
-10.71% |
+6.16%
|
-5.43% |
| 2022 |
-15.36%
|
-27.52% |
-14.14%
|
-17.00% |
| 2021 |
+11.67%
|
-4.89% |
+1.18%
|
-2.95% |
| 2020 |
+9.74%
|
-23.99% |
+12.14%
|
-3.46% |
| 2019 |
+22.62%
|
-5.21% |
+12.52%
|
-0.69% |
| 2018 |
-14.75%
|
-18.62% |
-0.42%
|
-3.12% |
| 2017 |
+26.42%
|
0.00% |
+10.35%
|
0.00% |
| 2016 |
+2.67%
|
-8.44% |
+3.02%
|
-3.64% |
| 2015 |
-0.38%
|
-12.39% |
+2.23%
|
-1.48% |
| 2014 |
-5.98%
|
-10.04% |
+7.58%
|
-0.83% |
| 2013 |
+21.83%
|
-5.66% |
+5.23%
|
-2.48% |
| 2012 |
+18.56%
|
-13.28% |
+5.51%
|
-0.69% |
| 2011 |
-12.30%
|
-23.95% |
+7.52%
|
-0.70% |
| 2010 |
+8.35%
|
-15.54% |
+8.56%
|
-0.70% |
| 2009 |
+27.49%
|
-22.68% |
+6.40%
|
-6.03% |
| 2008 |
-40.65%
|
-45.54% |
-2.70%
|
-9.00% |
| 2007 |
+11.15%
|
-6.29% |
+9.07%
|
-0.41% |
| 2006 |
+26.27%
|
-3.73% |
+5.53%
|
-1.33% |
| 2005 |
+13.60%
|
-4.72% |
+5.74%
|
-1.35% |
| 2004 |
+20.25%
|
-3.59% |
+6.73%
|
-2.37% |
| 2003 |
+38.67%
|
-8.24% |
+8.38%
|
-2.29% |
| 2002 |
-15.62%
|
-23.19% |
+4.15%
|
-1.79% |
| 2001 |
-21.94%
|
-26.63% |
+3.27%
|
-2.01% |
| 2000 |
-14.29%
|
-17.14% |
+7.19%
|
-1.52% |
| 1999 |
+37.96%
|
-4.28% |
+7.48%
|
-1.73% |
| 1998 |
+16.51%
|
-14.47% |
+16.62%
|
-1.24% |
| 1997 |
-1.39%
|
-11.23% |
+14.93%
|
-1.81% |
| 1996 |
+4.68%
|
-4.13% |
+8.83%
|
-1.37% |
| 1995 |
+3.98%
|
-8.89% |
+23.01%
|
0.00% |
| 1994 |
+9.76%
|
-5.55% |
-2.34%
|
-5.46% |
| 1993 |
+29.92%
|
-10.94% |
+10.39%
|
-0.92% |
| 1992 |
-14.79%
|
-15.85% |
+6.58%
|
-1.69% |
| 1991 |
+9.48%
|
-9.97% |
+19.58%
|
-0.95% |
| 1990 |
-24.79%
|
-31.21% |
+7.22%
|
-2.90% |
| 1989 |
+12.85%
|
-7.94% |
+19.47%
|
-0.82% |
| 1988 |
+25.66%
|
-9.43% |
+7.30%
|
-2.80% |
| 1987 |
+30.48%
|
-13.46% |
+1.70%
|
-6.53% |
| 1986 |
+63.38%
|
-8.70% |
+16.62%
|
-3.15% |
| 1985 |
+56.04%
|
-1.19% |
+24.27%
|
-1.28% |
| 1984 |
+7.32%
|
-6.40% |
+11.85%
|
-5.47% |
| 1983 |
+23.61%
|
-3.06% |
+7.57%
|
-3.28% |
| 1982 |
-1.94%
|
-22.97% |
+31.00%
|
-1.71% |
