Developed World ex-US 40/60 Momentum vs Paul Boyer Portfolio Comparison

Period: August 2009 - August 2024 (~15 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond August 2024.
Reset settings
Close
Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
September 2014
1.45$
Final Capital
August 2024
3.81%
Yearly Return
6.93
Std Deviation
-19.40%
Max Drawdown
35 months
Recovery Period
Paul Boyer Portfolio
1.00$
Initial Capital
September 2014
1.44$
Final Capital
August 2024
3.72%
Yearly Return
7.77
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
August 2009
2.18$
Final Capital
August 2024
5.30%
Yearly Return
6.95
Std Deviation
-19.40%
Max Drawdown
35 months
Recovery Period
Paul Boyer Portfolio
1.00$
Initial Capital
August 2009
2.10$
Final Capital
August 2024
5.05%
Yearly Return
7.46
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.81% compound annual return, with a 6.93% standard deviation, in the last 10 Years.

The Paul Boyer Portfolio obtained a 3.72% compound annual return, with a 7.77% standard deviation, in the last 10 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 August 2009 - 31 August 2024 (~15 years)
Swipe left to see all data
Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Developed World ex-US 40/60 Momentum 8.83 1.02 5.89 14.61 3.57 3.81 5.30
Paul Boyer Portfolio
Paul Boyer 		8.13 1.20 9.83 13.31 3.33 3.72 5.05
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since September 2014, now would be worth 1.45$, with a total return of 45.36% (3.81% annualized).

Paul Boyer Portfolio: an investment of 1$, since September 2014, now would be worth 1.44$, with a total return of 44.06% (3.72% annualized).


Loading data
Please wait
Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.18$, with a total return of 117.83% (5.30% annualized).

Paul Boyer Portfolio: an investment of 1$, since August 2009, now would be worth 2.10$, with a total return of 110.38% (5.05% annualized).


Loading data
Please wait

Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 August 2009 - 31 August 2024 (~15 years)
Swipe left to see all data
Developed World ex-US 40/60 Momentum Paul Boyer Portfolio
Author Paul Boyer
ASSET ALLOCATION
Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 14.61 13.31
Infl. Adjusted Return (%) 11.92 10.66
DRAWDOWN
Deepest Drawdown Depth (%) -3.18 -4.74
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -2.55 -4.74
Start to Recovery (months) 4 3
Longest Negative Period (months) 3 2
RISK INDICATORS
Standard Deviation (%) 7.68 9.57
Sharpe Ratio 1.21 0.83
Sortino Ratio 1.64 1.15
Ulcer Index 1.33 1.95
Ratio: Return / Standard Deviation 1.90 1.39
Ratio: Return / Deepest Drawdown 4.60 2.81
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
Developed World ex-US 40/60 Momentum Paul Boyer Portfolio
Author Paul Boyer
ASSET ALLOCATION
Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 3.57 3.33
Infl. Adjusted Return (%) -0.55 -0.78
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -18.04
Start to Recovery (months) 35 39
Longest Drawdown Depth (%) -19.40 -18.04
Start to Recovery (months) 35 39
Longest Negative Period (months) 48 50
RISK INDICATORS
Standard Deviation (%) 8.62 8.87
Sharpe Ratio 0.17 0.14
Sortino Ratio 0.22 0.20
Ulcer Index 7.52 7.42
Ratio: Return / Standard Deviation 0.41 0.38
Ratio: Return / Deepest Drawdown 0.18 0.18
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
Developed World ex-US 40/60 Momentum Paul Boyer Portfolio
Author Paul Boyer
ASSET ALLOCATION
Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 3.81 3.72
Infl. Adjusted Return (%) 0.97 0.88
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -18.04
Start to Recovery (months) 35 39
Longest Drawdown Depth (%) -19.40 -18.04
Start to Recovery (months) 35 39
Longest Negative Period (months) 56 50
RISK INDICATORS
Standard Deviation (%) 6.93 7.77
Sharpe Ratio 0.34 0.29
Sortino Ratio 0.45 0.43
Ulcer Index 5.55 5.87
Ratio: Return / Standard Deviation 0.55 0.48
Ratio: Return / Deepest Drawdown 0.20 0.21
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
Developed World ex-US 40/60 Momentum Paul Boyer Portfolio
Author Paul Boyer
ASSET ALLOCATION
Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 5.30 5.05
Infl. Adjusted Return (%) 2.69 2.45
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -18.04
Start to Recovery (months) 35 39
Longest Drawdown Depth (%) -19.40 -18.04
Start to Recovery (months) 35 39
Longest Negative Period (months) 56 50
RISK INDICATORS
Standard Deviation (%) 6.95 7.46
Sharpe Ratio 0.63 0.55
Sortino Ratio 0.83 0.80
Ulcer Index 4.73 5.03
Ratio: Return / Standard Deviation 0.76 0.68
Ratio: Return / Deepest Drawdown 0.27 0.28
Metrics calculated over the period 1 August 2009 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 August 2009 - 31 August 2024 (~15 years)

Loading data
Please wait
Swipe left to see all data
Developed World ex-US 40/60 Momentum Paul Boyer Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-18.04 39 Jun 2021
Aug 2024
-9.15 17 Feb 2015
Jun 2016
-7.72 5 Feb 2020
Jun 2020
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-4.27 8 Aug 2016
Mar 2017
-3.72 5 Sep 2014
Jan 2015
-3.38 5 Jan 2021
May 2021
-3.07 5 Aug 2020
Dec 2020
-2.09 2 Mar 2020
Apr 2020
-1.62 5 Jan 2021
May 2021
-1.52 6 Sep 2014
Feb 2015

Loading data
Please wait
Swipe left to see all data
Developed World ex-US 40/60 Momentum Paul Boyer Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-18.04 39 Jun 2021
Aug 2024
-9.15 17 Feb 2015
Jun 2016
-8.94 15 May 2011
Jul 2012
-8.62 21 Oct 2012
Jun 2014
-7.72 5 Feb 2020
Jun 2020
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-5.17 6 May 2013
Oct 2013
-4.27 8 Aug 2016
Mar 2017
-4.04 3 May 2010
Jul 2010
-3.72 5 Sep 2014
Jan 2015
-3.38 5 Jan 2021
May 2021

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 2009 - 31 August 2024 (~15 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
Developed World ex-US 40/60 Momentum Paul Boyer Portfolio
Year Return Drawdown Return Drawdown
2024
 8.83% -2.55% 8.13% -1.89%
2023
 10.83% -4.47% 7.92% -7.34%
2022
 -14.37% -19.07% -13.57% -17.86%
2021
 1.27% -2.17% 0.51% -3.38%
2020
 11.65% -7.72% 15.04% -3.07%
2019
 14.52% -0.27% 13.97% -1.05%
2018
 -4.03% -6.00% -3.50% -6.72%
2017
 11.62% -0.20% 11.87% -0.61%
2016
 2.96% -4.27% 7.19% -6.74%
2015
 0.07% -5.38% -5.29% -9.15%
2014
 1.57% -1.52% 6.63% -3.72%
2013
 8.39% -5.17% -5.67% -8.07%
2012
 12.90% -3.09% 6.80% -2.93%
2011
 -0.59% -8.94% 8.99% -2.80%
2010
 10.77% -4.04% 15.54% -0.81%