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 Developed World ex-US 40/60 Portfolio obtained a 5.41% compound annual return, with a 7.39% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | Developed World ex-US 40/60 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 100% | 40% |
| Fixed Income | 0% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.15% | +5.41% |
| Std Dev | 16.50% | 7.39% | |
| Max Drawdown | -57.00% | -26.17% | |
| All time Stats (Since Jan 1985) |
Return | +8.04% | +7.66% |
| Std Dev | 17.53% | 8.10% | |
| Max Drawdown | -57.00% | -26.17% | |
| 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 |
| Developed World ex-US 40/60 Portfolio | +2.15 | +10.71 | +9.11 | +3.20 | +3.50 | +5.41 | +7.66 |
| 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).
Developed World ex-US 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 4.86$, with a total return of 385.97% (5.41% annualized).
Developed World ex-US 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 4.86$, with a total return of 385.97% (5.41% 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).
Developed World ex-US 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 18.14$, with a total return of 1714.08% (7.66% annualized).
Developed World ex-US 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 18.14$, with a total return of 1714.08% (7.66% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Developed World ex-US 40/60 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 | |||||
| -26.17% | Nov 2007 | Feb 2009 (16) | Aug 2010 (34) | 11.47 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -19.57% | Sep 2021 | Sep 2022 (13) | In progress (31) | 9.85 | |||||
| -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 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -9.84% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 3.87 | |||||
| -8.00% | Apr 2000 | Sep 2002 (30) | May 2003 (38) | 3.91 | |||||
| -7.71% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 3.70 | |||||
| -6.62% | Dec 1996 | Apr 1997 (5) | Jun 1997 (7) | 4.07 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -5.69% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 2.61 | |||||
| -5.53% | May 2015 | Feb 2016 (10) | Jul 2016 (15) | 3.12 | |||||
| -5.24% | Jul 1997 | Dec 1997 (6) | Feb 1998 (8) | 2.97 | |||||
| -4.79% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 2.81 | |||||
| -4.63% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.07 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Developed World ex-US 40/60 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 | |||||
| -26.17% | Nov 2007 | Feb 2009 (16) | Aug 2010 (34) | 11.47 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -19.57% | Sep 2021 | Sep 2022 (13) | In progress (31) | 9.85 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.46% | Sep 1987 | Oct 1987 (2) | Mar 1988 (7) | 8.36 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -12.17% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 6.44 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -9.84% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 3.87 | |||||
| -9.43% | May 1988 | Aug 1988 (4) | Nov 1988 (7) | 4.81 | |||||
| -8.70% | Sep 1986 | Oct 1986 (2) | Dec 1986 (4) | 4.29 | |||||
| -8.00% | Apr 2000 | Sep 2002 (30) | May 2003 (38) | 3.91 | |||||
| -7.94% | Mar 1989 | Jun 1989 (4) | Jul 1989 (5) | 4.12 | |||||
| -7.71% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 3.70 | |||||
| -6.97% | Feb 1994 | Feb 1995 (13) | Jul 1995 (18) | 3.55 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.35%
|
-1.09% |
+2.13%
|
-0.79% |
| 2023 |
+17.94%
|
-10.71% |
+12.45%
|
-5.52% |
| 2022 |
-15.36%
|
-27.52% |
-13.80%
|
-18.75% |
| 2021 |
+11.67%
|
-4.89% |
+3.30%
|
-2.38% |
| 2020 |
+9.74%
|
-23.99% |
+6.69%
|
-9.84% |
| 2019 |
+22.62%
|
-5.21% |
+13.77%
|
-1.47% |
| 2018 |
-14.75%
|
-18.62% |
-4.22%
|
-5.69% |
| 2017 |
+26.42%
|
0.00% |
+12.01%
|
-0.03% |
| 2016 |
+2.67%
|
-8.44% |
+3.84%
|
-3.04% |
| 2015 |
-0.38%
|
-12.39% |
+0.56%
|
-5.49% |
| 2014 |
-5.98%
|
-10.04% |
+2.85%
|
-1.71% |
| 2013 |
+21.83%
|
-5.66% |
+8.25%
|
-4.79% |
| 2012 |
+18.56%
|
-13.28% |
+13.14%
|
-4.63% |
| 2011 |
-12.30%
|
-23.95% |
+0.24%
|
-7.71% |
| 2010 |
+8.35%
|
-15.54% |
+8.45%
|
-4.11% |
| 2009 |
+27.49%
|
-22.68% |
+20.17%
|
-8.82% |
| 2008 |
-40.65%
|
-45.54% |
-17.67%
|
-22.03% |
| 2007 |
+11.15%
|
-6.29% |
+7.46%
|
-1.65% |
| 2006 |
+26.27%
|
-3.73% |
+12.27%
|
-1.46% |
| 2005 |
+13.60%
|
-4.72% |
+8.43%
|
-1.59% |
| 2004 |
+20.25%
|
-3.59% |
+11.76%
|
-1.58% |
| 2003 |
+38.67%
|
-8.24% |
+17.83%
|
-1.98% |
| 2002 |
-15.62%
|
-23.19% |
-0.67%
|
-6.61% |
| 2001 |
-21.94%
|
-26.63% |
-2.28%
|
-6.43% |
| 2000 |
-14.29%
|
-17.14% |
-0.20%
|
-3.33% |
| 1999 |
+37.96%
|
-4.28% |
+15.36%
|
-2.65% |
| 1998 |
+16.51%
|
-14.47% |
+16.87%
|
-3.91% |
| 1997 |
-1.39%
|
-11.23% |
-3.46%
|
-5.63% |
| 1996 |
+4.68%
|
-4.13% |
+4.67%
|
-1.05% |
| 1995 |
+3.98%
|
-8.89% |
+14.33%
|
-2.75% |
| 1994 |
+9.76%
|
-5.55% |
-0.47%
|
-4.38% |
| 1993 |
+29.92%
|
-10.94% |
+21.82%
|
-4.00% |
| 1992 |
-14.79%
|
-15.85% |
+1.22%
|
-6.45% |
| 1991 |
+9.48%
|
-9.97% |
+16.64%
|
-2.93% |
| 1990 |
-24.79%
|
-31.21% |
-5.59%
|
-12.17% |
| 1989 |
+12.85%
|
-7.94% |
+11.80%
|
-2.73% |
| 1988 |
+25.66%
|
-9.43% |
+15.54%
|
-3.13% |
| 1987 |
+30.48%
|
-13.46% |
+14.28%
|
-5.95% |
| 1986 |
+63.38%
|
-8.70% |
+35.17%
|
-4.19% |
| 1985 |
+56.04%
|
-1.19% |
+37.39%
|
-0.82% |
