Developed World ex-US Stocks vs Zefiro SCF Zefiro Portfolio Comparison

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 Zefiro SCF Zefiro Portfolio obtained a 6.83% compound annual return, with a 7.45% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Zefiro SCF Zefiro Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 20%
Fixed Income 0% 50%
Commodities 0% 30%
30 Years Stats Return +5.15% +6.83%
Std Dev 16.50% 7.45%
Max Drawdown -57.00% -20.61%
All time Stats
(Since Jan 1985)		 Return +8.04% +7.97%
Std Dev 17.53% 7.24%
Max Drawdown -57.00% -20.61%
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
Zefiro SCF Zefiro Portfolio +2.92 +10.37 +7.19 +6.15 +4.08 +6.83 +7.97
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).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since April 1994, now would be worth 7.25$, with a total return of 624.96% (6.83% 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).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since January 1985, now would be worth 20.25$, with a total return of 1925.06% (7.97% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Developed World ex-US Stocks Portfolio
Zefiro SCF Zefiro 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
-20.61% Jul 2008 Feb 2009 (8) Aug 2010 (26) 10.91
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-15.09% Apr 2022 Sep 2022 (6) In progress (24) 8.56
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-7.24% Oct 2012 Jun 2013 (9) Apr 2014 (19) 3.17
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.85
-5.32% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.29
-5.09% May 1998 Aug 1998 (4) Nov 1998 (7) 1.99
-4.49% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.22
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47
-4.21% Dec 1996 Mar 1997 (4) May 1997 (6) 2.07

Drawdown comparison chart since January 1985.

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Developed World ex-US Stocks Portfolio
Zefiro SCF Zefiro 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
-20.61% Jul 2008 Feb 2009 (8) Aug 2010 (26) 10.91
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-15.09% Apr 2022 Sep 2022 (6) In progress (24) 8.56
-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
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-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
-7.24% Oct 2012 Jun 2013 (9) Apr 2014 (19) 3.17
-6.78% Feb 1994 Nov 1994 (10) Apr 1995 (15) 4.44
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32

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
+5.35%
 -1.09%
+3.79%
 0.00%
2023
+17.94%
 -10.71%
+7.77%
 -5.88%
2022
-15.36%
 -27.52%
-10.59%
 -15.09%
2021
+11.67%
 -4.89%
+11.11%
 -1.77%
2020
+9.74%
 -23.99%
+11.22%
 -6.38%
2019
+22.62%
 -5.21%
+16.48%
 -0.84%
2018
-14.75%
 -18.62%
-4.16%
 -5.38%
2017
+26.42%
 0.00%
+9.46%
 -0.77%
2016
+2.67%
 -8.44%
+6.93%
 -4.62%
2015
-0.38%
 -12.39%
-7.52%
 -9.67%
2014
-5.98%
 -10.04%
+3.77%
 -4.11%
2013
+21.83%
 -5.66%
-3.05%
 -6.81%
2012
+18.56%
 -13.28%
+6.64%
 -1.98%
2011
-12.30%
 -23.95%
+11.91%
 -2.72%
2010
+8.35%
 -15.54%
+12.60%
 -2.07%
2009
+27.49%
 -22.68%
+9.39%
 -8.41%
2008
-40.65%
 -45.54%
-6.72%
 -20.31%
2007
+11.15%
 -6.29%
+16.02%
 -1.07%
2006
+26.27%
 -3.73%
+6.29%
 -2.32%
2005
+13.60%
 -4.72%
+9.47%
 -2.72%
2004
+20.25%
 -3.59%
+9.93%
 -5.32%
2003
+38.67%
 -8.24%
+16.33%
 -4.49%
2002
-15.62%
 -23.19%
+14.45%
 -1.32%
2001
-21.94%
 -26.63%
-3.73%
 -3.79%
2000
-14.29%
 -17.14%
+13.78%
 -1.72%
1999
+37.96%
 -4.28%
+7.95%
 -3.17%
1998
+16.51%
 -14.47%
+4.56%
 -5.09%
1997
-1.39%
 -11.23%
+7.47%
 -3.09%
1996
+4.68%
 -4.13%
+8.74%
 -1.81%
1995
+3.98%
 -8.89%
+23.28%
 0.00%
1994
+9.76%
 -5.55%
-2.84%
 -6.78%
1993
+29.92%
 -10.94%
+11.01%
 -1.88%
1992
-14.79%
 -15.85%
+5.73%
 -2.04%
1991
+9.48%
 -9.97%
+13.34%
 -1.31%
1990
-24.79%
 -31.21%
+6.29%
 -5.20%
1989
+12.85%
 -7.94%
+19.26%
 -0.76%
1988
+25.66%
 -9.43%
+9.15%
 -1.72%
1987
+30.48%
 -13.46%
+7.11%
 -4.72%
1986
+63.38%
 -8.70%
+17.76%
 -2.27%
1985
+56.04%
 -1.19%
+23.85%
 -2.73%