Developed World ex-US Stocks vs Developed World ex-US 20/80 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 Developed World ex-US 20/80 Portfolio obtained a 5.08% compound annual return, with a 5.25% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Developed World ex-US 20/80 Portfolio
Portfolio Risk Very High Low
Asset Allocation Stocks 100% 20%
Fixed Income 0% 80%
Commodities 0% 0%
30 Years Stats Return +4.92% +5.08%
Std Dev 16.50% 5.25%
Max Drawdown -57.00% -16.80%
All time Stats
(Since Jan 1985)
Return +7.96% +7.18%
Std Dev 17.54% 5.84%
Max Drawdown -57.00% -16.80%
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
Developed World ex-US 20/80 Portfolio +0.11 +4.57 +8.13 +1.74 +2.72 +5.08 +7.18
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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.42$, with a total return of 341.69% (5.08% 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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.11$, with a total return of 1411.21% (7.18% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Developed World ex-US 20/80 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
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-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
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-4.61% Mar 1994 Feb 1995 (12) May 1995 (15) 3.30
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47
-3.73% May 2006 Jun 2006 (2) Sep 2006 (5) 2.35
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-3.02% Mar 1994 Mar 1994 (1) Apr 1994 (2) 1.74
-2.93% Jun 2007 Aug 2007 (3) Sep 2007 (4) 1.66

Drawdown comparison chart since January 1985.

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Developed World ex-US Stocks Portfolio
Developed World ex-US 20/80 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
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-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
-8.70% Sep 1986 Oct 1986 (2) Dec 1986 (4) 4.29
-7.94% Mar 1989 Jun 1989 (4) Jul 1989 (5) 4.12
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79

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%
-0.57%
-0.69%
2023
+17.94%
-10.71%
+10.62%
-3.65%
2022
-15.36%
-27.52%
-13.28%
-15.82%
2021
+11.67%
-4.89%
+0.51%
-1.64%
2020
+9.74%
-23.99%
+5.67%
-5.99%
2019
+22.62%
-5.21%
+10.82%
-0.13%
2018
-14.75%
-18.62%
-0.71%
-1.97%
2017
+26.42%
0.00%
+7.20%
-0.28%
2016
+2.67%
-8.44%
+4.23%
-2.76%
2015
-0.38%
-12.39%
+0.88%
-3.06%
2014
-5.98%
-10.04%
+5.80%
-0.91%
2013
+21.83%
-5.66%
+3.72%
-4.48%
2012
+18.56%
-13.28%
+11.34%
-1.93%
2011
-12.30%
-23.95%
+4.42%
-2.68%
2010
+8.35%
-15.54%
+8.49%
-1.80%
2009
+27.49%
-22.68%
+17.74%
-4.20%
2008
-40.65%
-45.54%
-10.01%
-15.55%
2007
+11.15%
-6.29%
+6.22%
-0.75%
2006
+26.27%
-3.73%
+7.61%
-0.62%
2005
+13.60%
-4.72%
+6.71%
-1.16%
2004
+20.25%
-3.59%
+8.93%
-1.18%
2003
+38.67%
-8.24%
+10.88%
-0.98%
2002
-15.62%
-23.19%
+4.31%
-1.24%
2001
-21.94%
-26.63%
+4.28%
-1.41%
2000
-14.29%
-17.14%
+4.50%
-1.64%
1999
+37.96%
-4.28%
+7.82%
-2.07%
1998
+16.51%
-14.47%
+16.99%
-0.92%
1997
-1.39%
-11.23%
-4.15%
-6.74%
1996
+4.68%
-4.13%
+4.66%
-1.36%
1995
+3.98%
-8.89%
+17.78%
-0.82%
1994
+9.76%
-5.55%
-3.88%
-6.31%
1993
+29.92%
-10.94%
+19.11%
-1.94%
1992
-14.79%
-15.85%
+6.56%
-4.18%
1991
+9.48%
-9.97%
+19.03%
-1.69%
1990
-24.79%
-31.21%
+0.80%
-7.02%
1989
+12.85%
-7.94%
+11.45%
-2.33%
1988
+25.66%
-9.43%
+12.16%
-0.98%
1987
+30.48%
-13.46%
+8.87%
-2.58%
1986
+63.38%
-8.70%
+25.77%
-3.32%
1985
+56.04%
-1.19%
+31.17%
-2.24%