αc Developed Markets (CH)

17 August 1979  –  29 July 2021
Compare with
S&P 500 (US Large Cap) (SP500.X)

Performance

Annualized Return
20.26%
αc Developed Markets (CH)
11.1%
S&P 500 (US Large Cap)
Sharpe Ratio
1.35
αc Developed Markets (CH)
0.67
S&P 500 (US Large Cap)
Maximum Drawdown
-23.15%
αc Developed Markets (CH)
-55.2%
S&P 500 (US Large Cap)

Metrics

Metric αc Developed Markets (CH) S&P 500 (US Large Cap)
Initial Balance $10,000 $10,000
Final Balance $23,102,749 $829,704
Returns
Month-To-Date 2.93% 2.94%
Year-To-Date 15.7% 18.25%
3M 4.3% 5.54%
6M 12.74% 15.19%
Annual Return (1Y) 36.64% 38.8%
Annual Return (3Y) 22.07% 18.13%
Annual Return (5Y) 20.59% 17.33%
Annual Return (10Y) 18.71% 15.16%
Annual Return (All) 20.26% 11.1%
Enh Ann Return 20.31% 12.6%
Best Year 67.55% 38.03%
Worst Year -9.09% -36.81%
Risk
Annual Volatility 14.43% 18.1%
Max Drawdown -23.15% -55.2%
Sharpe Ratio 1.35 0.67
Sortino Ratio 1.98 0.94
Enhanced Sortino 2.81 1.41

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on August 1979.
  • Final balance: The amount of capital we've accrued over time as of July 2021.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 42 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.

Chart

Table

Year αc Developed Markets (CH) S&P 500 (US Large Cap) Won
1979 -4.15% -1.94%
1980 24.95% 28.17%
1981 28.91% -8.47%
1982 43.95% 19.3%
1983 30.3% 17.15%
1984 19.47% 3.69%
1985 67.55% 22.71%
1986 39.1% 9.31%
1987 8.62% 4.7%
1988 0.39% 16.22%
1989 40.05% 31.37%
1990 3.95% -3.33%
1991 24.11% 30.19%
1992 11.23% 8.21%
1993 29.11% 8.75%
1994 -9.09% 0.4%
1995 35.15% 38.03%
1996 20.42% 22.55%
1997 35.31% 33.48%
1998 17.85% 28.69%
1999 40.6% 20.39%
2000 6.69% -9.73%
2001 -6.85% -11.75%
2002 6.54% -21.59%
2003 35.83% 28.18%
2004 18.21% 10.7%
2005 2.54% 4.83%
2006 27.54% 15.85%
2007 13.24% 5.14%
2008 39.49% -36.81%
2009 37.72% 26.37%
2010 14.77% 15.06%
2011 14.24% 1.89%
2012 25.88% 15.99%
2013 14.13% 32.31%
2014 23.71% 13.46%
2015 -0.23% 1.25%
2016 15.71% 12%
2017 23.43% 21.7%
2018 8.73% -4.56%
2019 14.5% 31.22%
2020 31.95% 18.37%
2021 15.7% 18.25%

αc Developed Markets (CH) had 39 positive years and 4 negative years. That's a positive ratio of 91%.

S&P 500 (US Large Cap) had 35 positive years and 8 negative years. That's a positive ratio of 81%.

αc Developed Markets (CH) had a better yearly return 67% of the time compared to S&P 500 (US Large Cap).

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1979 0% 0% 0% 0% 0% 0% 0% 1.2% 1.3% -9.3% 2.2% 0.9% -4.1%
1980 8.5% 0.4% -12.7% -2.2% 2.5% 7.2% 2.1% 1.7% 3.2% 5.7% 14.6% -5.7% 24.4%
1981 -1.4% 5.3% 7.4% 3% 4.5% 2.4% -0.7% -0.7% -3.4% 0.5% 9% 0.6% 25.9%
1982 5.2% -1.9% 3.2% 4% 0.9% 2.6% 1.5% 7.4% 0.9% 12% 1.1% 0.7% 38.1%
1983 3.9% 2.5% 4.6% 9.8% -0% 3% -0.6% -2% 1.9% -0.8% 4.7% 0.4% 27.2%
1984 3.4% -0.6% 3.1% 0.8% -7.2% 2.5% 2.8% 5.7% 4.5% -2.2% 2.2% 3.6% 18.1%
1985 10.8% 1.5% -6.5% 4.2% 3.4% 1.2% 9.4% 5.1% 1.6% 11.1% 7.8% 4.4% 51.9%
1986 1.9% 11.9% 8.2% 9.3% -8.8% 4.4% -0.9% 11.2% -6.3% 0.6% 2% 2.4% 33.2%
1987 4.4% 3.6% 4.9% 3.9% -0.6% 2.9% 5.4% 3.8% -2.3% -16.8% 1% 0.3% 8.7%
1988 0.1% 0.4% 0.1% 0.7% -0.7% 3.3% 3% -4.1% -3.7% -0.2% 1.3% 0.5% 0.7%
1989 5% -0.2% 3.1% 5% 5.9% -1.9% 7.5% 3.6% -2.9% -3.7% 2% 11.7% 34.3%
1990 -0.3% -2.4% 1.4% -2.7% 8.1% 5.4% 4.5% -10.4% -1.6% -0.2% 1.3% 1.9% 4.3%
1991 6.6% 7.1% 7.5% 1.6% 6.6% -2.6% 2.2% 1% -2.9% -4.2% -3.4% 3.6% 22.6%
1992 -1.5% 0.5% -2% 2.9% 4.3% -0.8% -3.7% -2% 1.2% 1.2% 6.7% 4.5% 11.2%
1993 2.6% 1.2% -1% -1.1% 2.9% 3% -1.1% 6.9% 0.6% 6.4% -2.1% 8.1% 26.2%
1994 5.2% -5.2% -3.1% 3.9% -4.1% -1.1% -0% 2% -4.1% 1.7% -4% 0.1% -8.9%
1995 3.4% 4.1% 2.8% 3% 4% 2% 3.2% -3.8% 4.1% -1.1% 6% 3.2% 30.5%
1996 4.4% 0.4% 2.5% 1.9% 1% -0.2% -4.8% 2.5% 2% 2.2% 7.2% 0.1% 19.3%
1997 4.8% 2.3% -2.5% 2.1% 8.6% 6% 10.9% -7.5% 2.9% -2.1% 1.7% 4.7% 32%
1998 1.4% 7.5% 7.2% 0.1% 2.6% 1.2% 1% -12.5% 2.4% 0.4% 0.1% 6.7% 17.8%
1999 3.5% -0.8% 6.8% 5.2% -1.2% 7.1% -6.4% 0.6% -1.8% 5.7% 6.6% 10.5% 36.1%
2000 -4.6% 6.2% 4.1% -0.2% -3.9% -0.7% 3.7% 4.1% -1.9% 6.3% -0.5% -5.2% 8.5%
2001 -1.5% 1% 0.5% -2.6% 6.4% -0% -0.9% -4% 1.5% -2.3% -3.2% -1.6% -6.6%
2002 3.2% 1.4% -1.2% -4.8% -0% -3.4% 1.7% 3.7% 3.6% -2.4% 0.6% 4.5% 7%
2003 4.7% 2.5% -3% 0.6% 7.4% 1% 2% -0.2% -0.8% 4.9% 4.3% 8.2% 31.4%
2004 1.1% 2.9% -3.1% -0.8% -1% 1.9% -2.7% 3.1% 2% 2.4% 7.3% 4.2% 17.5%
2005 -1.9% 4.9% -2.6% -2.2% 2.6% 2.1% -0.7% -1.9% 1.3% -1.9% 3.1% -0.1% 3.2%
2006 1.8% 1.7% 2.1% 5.3% -2.9% 1% 1% 3.2% 1.1% 3.7% 3.8% 3.1% 25.4%
2007 1.6% -1.2% 3.7% 5.8% 2.1% -0.4% -2.8% 0.3% 5.2% 4.7% -3.8% -2.1% 14.4%
2008 3.6% 2.2% -1.3% -2.5% 3% 4% -0.3% 2.7% 3.7% 12.7% 11.8% -4.4% 34.9%
2009 5.1% 3.4% -0.6% -1.8% 3.9% -3.2% 11.3% 5.5% 4.8% -2.6% 4.5% 3% 34.7%
2010 -2.9% 6.1% 6.8% 2.8% -1% 4% -7.5% 8.2% -4.1% 3.3% -7.8% 7.7% 15.5%
2011 2.3% 3.5% 0% 2.9% -2.9% -2.1% -4.6% 4.1% 9.4% -0.3% 6.2% -4.2% 15.2%
2012 2% 2.3% 3.9% 0.4% 0.1% 2.5% 3.7% -0.2% 0.1% 1.8% 2.5% 4.3% 24.1%
2013 4.3% -3.4% 3.2% 0% 0.8% -3.6% 4.5% -3% 3.2% 3.9% 1% 2.9% 14%
2014 -4.6% 4.7% 0.5% 1.2% 0.6% 1.4% 0.7% 5.5% 3.4% 2.8% 3.1% 2.6% 22.2%
2015 4.2% 6.2% 2.8% -3.1% 2.4% -5.2% 4.7% -7.9% -1.6% -0.6% 3.8% -4.8% 1.6%
2016 -5.3% 8.6% -3.1% 1.1% 1.7% 0.3% 3.6% 0.1% 0% -1.3% 6.7% 2.9% 15.8%
2017 -0.2% 5.5% -0.8% 1.9% 4.8% -0.5% 2.8% 0.1% 3.2% 0.5% 3% 1.2% 21.5%
2018 5.6% -3.6% -2.7% 0.5% 0.8% 0.1% 3% 3.9% 1.2% -4.8% 0.6% 4.3% 9.4%
2019 2.1% 0.1% 2.4% 4.2% -5.8% 3.9% 1.3% -0.6% 3.3% -0.2% 3% 0.3% 14.3%
2020 1.6% -7.3% 5.6% 8.3% -0.1% 0.2% 5.3% 7% -3.7% -2.5% 10.9% 4.3% 30.1%
2021 -0.9% 2.6% 3.3% 5.6% 3.9% -2.5% 2.9% 0% 0% 0% 0% 0% 15.1%
Pos 73.8% 76.2% 64.3% 73.8% 64.3% 64.3% 64.3% 64.3% 66.7% 52.4% 83.3% 81% 93%
Avg 2.2% 2.1% 1.3% 1.9% 1.3% 1.1% 1.6% 1% 0.8% 0.8% 3.1% 2.2% 19%

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolios/assets in question.

αc Developed Markets (CH)

start valley end Drawdown days
2015-04-16 2016-01-20 2016-12-20 -23.15% 614
2000-10-27 2002-06-24 2003-03-04 -22.63% 858
1980-02-14 1980-05-01 1980-09-22 -21.43% 221
1987-08-26 1987-12-10 1989-07-26 -21.01% 700
2020-02-20 2020-03-18 2020-04-16 -18.93% 56

The αc Developed Markets (CH) took approximately 16 months on average to recover from a major drawdown.

S&P 500 (US Large Cap)

start valley end Drawdown days
2007-10-10 2009-03-09 2012-08-16 -55.2% 1772
2000-03-27 2002-10-09 2006-10-26 -47.5% 2404
2020-02-20 2020-03-23 2020-08-10 -33.7% 172
1987-08-26 1987-10-19 1989-05-19 -33.08% 632
1980-12-01 1982-08-12 1982-10-13 -25.09% 681

The S&P 500 (US Large Cap) took approximately 38 months on average to recover from a major drawdown.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.