Data Source: from January 1994 to September 2021

Last Update: 30 September 2021

The US Stocks Momentum Portfolio is exposed for 100% on the Stock Market.

It's a Very High Risk portfolio and it can be replicated with 1 ETF.

In the last 10 years, the portfolio obtained a 15.49% compound annual return, with a 13.80% standard deviation.

In the last 25 years, a 9.04% compound annual return, with a 16.32% standard deviation.

In 2020, the portfolio granted a 0.15% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Momentum Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The US Stocks Momentum Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The US Stocks Momentum Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 % PDP Invesco DWA Momentum ETF Equity, U.S., Growth
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The US Stocks Momentum Portfolio guaranteed the following returns.

US STOCKS MOMENTUM PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
US Stocks Momentum Portfolio -5.09 -0.18 +5.09 +17.02 +14.71 +16.42 +15.49 +8.76 +9.04
Components
PDP
Invesco DWA Momentum ETF
-5.09 -0.18 +5.09 +17.02 +14.71 +16.42 +15.49 +8.76 +9.04
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

If you are interested in getting periodic income, please refer to the US Stocks Momentum Portfolio: Dividend Yield page.

Historical Returns

US Stocks Momentum Portfolio - Historical returns and stats.

US STOCKS MOMENTUM PORTFOLIO
Last Update: 30 September 2021
Swipe left to see all data
Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-5.09%
-5.09%
Sep 2021 - Sep 2021
0 - 1
3M
-0.18%
-5.09%
Sep 2021 - Sep 2021
2 - 1
6M
+5.09%
-5.09%
Sep 2021 - Sep 2021
4 - 2
YTD
+1.95%
-5.09%
Sep 2021 - Sep 2021
5 - 4
1Y
+17.02%
13.98%
-5.09%
Sep 2021 - Sep 2021
7 - 5
3Y
+14.71%
annualized
19.31%
-18.59%
Oct 2018 - Dec 2018
24 - 12
5Y
+16.42%
annualized
15.96%
-18.89%
Sep 2018 - Dec 2018
42 - 18
10Y
+15.49%
annualized
13.80%
-18.89%
Sep 2018 - Dec 2018
80 - 40
20Y
+8.76%
annualized
15.96%
-57.15%
Nov 2007 - Feb 2009
154 - 86
25Y
+9.04%
annualized
16.32%
-57.15%
Nov 2007 - Feb 2009
186 - 114
MAX
01 Jan 1994
+9.88%
annualized
15.77%
-57.15%
Nov 2007 - Feb 2009
212 - 121
* Annualized St.Dev. of monthly returns

Similar portfolios, ordered by 5 Years annualized return.

These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
US Stocks
+16.88% -20.84% 100 0 0 Compare
US Stocks Momentum
+16.42% -18.89% 100 0 0
US Stocks ESG
+13.87% -19.14% 100 0 0 Compare

Best Classic Portfolios, with Very High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Technology
+13.30% -81.08% 100 0 0 Compare
US Stocks
+9.79% -50.84% 100 0 0 Compare
Warren Buffett
+9.32% -45.53% 90 10 0 Compare
Aggressive Global Income
+9.18% -52.62% 80 20 0 Compare
Stocks/Bonds 80/20
+9.12% -41.09% 80 20 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

US Stocks Momentum Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+11.98% +57.82%
Apr 2020 - Mar 2021
-50.61%
Mar 2008 - Feb 2009
20.19%
2 Years
+10.64% +43.39%
Mar 2009 - Feb 2011
-30.99%
Mar 2007 - Feb 2009
18.39%
3 Years
+9.75% +32.35%
Apr 1995 - Mar 1998
-18.91%
Mar 2006 - Feb 2009
20.81%
5 Years
+8.46% +28.45%
Jan 1995 - Dec 1999
-9.22%
Mar 2004 - Feb 2009
24.09%
7 Years
+7.38% +18.32%
Mar 2009 - Feb 2016
-5.79%
Mar 2002 - Feb 2009
3.60%
10 Years
+7.04% +16.66%
Mar 2009 - Feb 2019
-4.78%
Mar 1999 - Feb 2009
11.68%
15 Years
+6.27% +9.99%
Sep 2006 - Aug 2021
+3.61%
Sep 2000 - Aug 2015
0.00%
20 Years
+7.10% +9.58%
Dec 1994 - Nov 2014
+4.22%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the US Stocks Momentum Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

US Stocks Momentum Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.67
61%
0.61
64%
0.97
64%
2.45
75%
1.15
61%
0.36
64%
1.07
61%
0.04
61%
-0.65
46%
0.95
63%
2.22
81%
0.94
63%
Best
Year
8.3
2019
8.0
2010
9.7
2000
12.4
2020
9.8
2020
6.0
2019
9.9
2009
6.5
2000
11.2
2010
9.8
2011
10.9
2020
6.5
1998
Worst
Year
-9.1
2008
-9.5
2001
-12.1
2020
-5.8
2002
-7.2
2010
-7.4
2002
-7.9
2002
-14.1
1998
-17.6
2008
-20.4
2008
-9.6
2008
-9.2
2018
Statistics calculated for the period Jan 1994 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of US Stocks Momentum Portfolio

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+1.95% -2.4 1.6 -2.1 2.8 -1.1 3.6 2.2 3.0 -5.1
2020
+36.60% 2.5 -6.8 -12.1 12.4 9.8 1.2 9.0 5.8 -1.6 -1.4 10.9 4.9
2019
+33.13% 8.3 4.8 3.0 3.7 -3.1 6.0 2.3 0.8 -2.0 0.2 4.0 1.5
2018
-5.96% 6.4 -3.7 -0.5 0.0 5.2 -0.1 1.5 6.5 -0.4 -11.1 0.8 -9.2
2017
+23.30% 2.1 5.2 0.4 1.2 2.1 0.2 2.4 1.2 0.5 4.4 2.4 -0.6
2016
+2.35% -7.3 1.0 5.3 -0.7 2.7 1.5 2.3 -0.7 -0.8 -2.9 1.8 0.6
2015
+1.13% -0.3 5.5 0.7 -2.3 2.0 -0.4 2.4 -5.8 -3.2 6.5 -0.7 -2.6
2014
+12.21% -1.9 6.0 -2.3 -0.8 3.8 1.7 -2.4 5.6 -2.0 2.7 3.0 -1.2
2013
+31.68% 4.7 1.3 4.4 2.7 0.3 -1.8 5.2 -2.2 5.4 2.5 3.3 2.3
2012
+18.18% 5.0 5.5 3.4 2.1 -5.6 0.6 0.3 3.4 0.7 -0.5 2.2 0.3
2011
+1.53% 2.9 3.3 2.6 3.5 -0.7 -1.0 -1.4 -5.5 -9.6 9.8 0.5 -1.5
2010
+26.57% -5.4 8.0 7.0 4.3 -7.2 -6.7 7.8 -4.7 11.2 5.2 2.5 4.0
2009
+28.02% -7.9 -9.0 6.7 7.7 1.4 2.1 9.9 4.0 7.0 -5.1 5.4 5.1
2008
-46.21% -9.1 0.4 -1.5 5.9 4.7 -5.1 -6.2 -2.7 -17.6 -20.4 -9.6 5.1
2007
+5.14% 1.5 -2.0 1.2 4.4 3.4 -1.5 -3.1 1.3 3.9 1.4 -3.9 -1.1
2006
+15.85% 2.4 0.6 1.7 1.3 -3.0 0.3 0.5 2.2 2.7 3.2 2.0 1.3
2005
+4.83% -2.2 2.1 -1.8 -1.9 3.2 0.2 3.8 -0.9 0.8 -2.4 4.4 -0.2
2004
+10.70% 2.0 1.4 -1.3 -1.9 1.7 1.9 -3.2 0.2 1.0 1.3 4.5 3.0
2003
+28.18% -2.5 -1.4 0.2 8.5 5.5 1.1 1.8 2.1 -1.1 5.4 1.1 5.0
2002
-21.59% -1.0 -1.8 3.3 -5.8 -0.6 -7.4 -7.9 0.7 -10.5 8.2 6.2 -5.7
2001
-11.75% 4.5 -9.5 -5.6 8.5 -0.6 -2.4 -1.0 -5.9 -8.2 1.3 7.8 0.6
2000
-9.73% -5.0 -1.5 9.7 -3.5 -1.6 2.0 -1.6 6.5 -5.5 -0.5 -7.5 -0.5
1999
+20.39% 3.5 -3.2 4.2 3.8 -2.3 5.5 -3.1 -0.5 -2.2 6.4 1.7 5.7
1998
+28.69% 1.3 6.9 4.9 1.3 -2.1 4.3 -1.4 -14.1 6.4 8.1 5.6 6.5
1997
+33.48% 6.2 1.0 -4.4 6.3 6.3 4.1 7.9 -5.2 4.8 -2.5 3.9 1.9
1996
+22.49% 3.6 0.3 1.7 1.1 2.3 0.9 -4.5 1.9 5.6 3.2 7.3 -2.4
1995
+38.05% 3.4 4.1 2.8 3.0 4.0 2.0 3.2 0.5 4.2 -0.3 4.5 1.6
1994
+0.40% 3.5 -2.9 -4.2 1.1 1.6 -2.3 3.2 3.8 -2.5 2.8 -4.0 0.7

* Note:
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • PDP - Invesco DWA Momentum ETF: simulated historical serie, up to December 2007
Share this page