Developed World ex-US Stocks vs Time Inc Tilt Toward Value Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Portfolio obtained a 4.92% compound annual return, with a 16.50% standard deviation, in the last 30 Years.

The Time Inc Tilt Toward Value Portfolio obtained a 7.38% compound annual return, with a 9.44% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Time Inc Tilt Toward Value Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
30 Years Stats Return +4.92% +7.38%
Std Dev 16.50% 9.44%
Max Drawdown -57.00% -34.63%
All time Stats
(Since Jan 1985)
Return +7.96% +8.93%
Std Dev 17.54% 9.39%
Max Drawdown -57.00% -34.63%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +4.92 +7.96
Time Inc Tilt Toward Value Portfolio +1.83 +7.05 +11.86 +6.08 +5.99 +7.38 +8.93
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 4.23$, with a total return of 322.51% (4.92% annualized).

Time Inc Tilt Toward Value Portfolio: an investment of 1$, since March 1994, now would be worth 8.47$, with a total return of 746.88% (7.38% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 20.06$, with a total return of 1905.63% (7.96% annualized).

Time Inc Tilt Toward Value Portfolio: an investment of 1$, since January 1985, now would be worth 28.49$, with a total return of 2749.45% (8.93% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Time Inc Tilt Toward Value 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
-34.63% Nov 2007 Feb 2009 (16) Oct 2010 (36) 15.22
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-20.45% Jan 2022 Sep 2022 (9) In progress (26) 11.35
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.65% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.82
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.06% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.21
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.48% May 2011 Sep 2011 (5) Feb 2012 (10) 4.37
-9.30% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.64
-7.55% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.50
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.68% Mar 2015 Sep 2015 (7) May 2016 (15) 2.86
-4.87% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.33
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47
-4.20% May 2012 May 2012 (1) Aug 2012 (4) 1.97

Drawdown comparison chart since January 1985.

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Developed World ex-US Stocks Portfolio
Time Inc Tilt Toward Value 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
-34.63% Nov 2007 Feb 2009 (16) Oct 2010 (36) 15.22
-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
-20.45% Jan 2022 Sep 2022 (9) In progress (26) 11.35
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.41% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.60
-13.65% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.82
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.06% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.21
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.60% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.29
-10.48% May 2011 Sep 2011 (5) Feb 2012 (10) 4.37
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81
-9.30% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.64
-8.70% Sep 1986 Oct 1986 (2) Dec 1986 (4) 4.29

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%
+1.00%
-0.81%
2023
+17.94%
-10.71%
+13.77%
-8.14%
2022
-15.36%
-27.52%
-15.72%
-20.45%
2021
+11.67%
-4.89%
+13.78%
-3.02%
2020
+9.74%
-23.99%
+9.48%
-13.65%
2019
+22.62%
-5.21%
+19.75%
-2.78%
2018
-14.75%
-18.62%
-4.70%
-7.55%
2017
+26.42%
0.00%
+12.64%
0.00%
2016
+2.67%
-8.44%
+8.44%
-2.65%
2015
-0.38%
-12.39%
-0.49%
-5.68%
2014
-5.98%
-10.04%
+9.15%
-2.45%
2013
+21.83%
-5.66%
+13.63%
-2.68%
2012
+18.56%
-13.28%
+12.28%
-4.20%
2011
-12.30%
-23.95%
+2.21%
-10.48%
2010
+8.35%
-15.54%
+13.64%
-6.76%
2009
+27.49%
-22.68%
+20.60%
-14.20%
2008
-40.65%
-45.54%
-20.90%
-24.97%
2007
+11.15%
-6.29%
+4.31%
-3.67%
2006
+26.27%
-3.73%
+15.11%
-2.19%
2005
+13.60%
-4.72%
+6.98%
-2.03%
2004
+20.25%
-3.59%
+13.17%
-3.74%
2003
+38.67%
-8.24%
+22.49%
-2.07%
2002
-15.62%
-23.19%
-5.34%
-10.72%
2001
-21.94%
-26.63%
-0.93%
-8.48%
2000
-14.29%
-17.14%
+3.38%
-4.87%
1999
+37.96%
-4.28%
+10.63%
-2.63%
1998
+16.51%
-14.47%
+11.41%
-9.30%
1997
-1.39%
-11.23%
+15.12%
-2.77%
1996
+4.68%
-4.13%
+13.03%
-2.08%
1995
+3.98%
-8.89%
+21.70%
-0.67%
1994
+9.76%
-5.55%
-0.98%
-5.58%
1993
+29.92%
-10.94%
+15.63%
-3.08%
1992
-14.79%
-15.85%
+7.03%
-2.08%
1991
+9.48%
-9.97%
+23.14%
-2.96%
1990
-24.79%
-31.21%
-4.76%
-10.60%
1989
+12.85%
-7.94%
+17.35%
-1.11%
1988
+25.66%
-9.43%
+15.07%
-1.80%
1987
+30.48%
-13.46%
+5.60%
-14.41%
1986
+63.38%
-8.70%
+22.92%
-3.61%
1985
+56.04%
-1.19%
+30.01%
-1.51%