Data Source: from January 1992 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 01:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
2.31%
1 Day
Jul 05 2022, 01:59PM Eastern Time
1.44%
Current Month
July 2022

The US Stocks Momentum Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.

It's exposed for 100% on the Stock Market.

In the last 30 Years, the US Stocks Momentum Portfolio obtained a 9.27% compound annual return, with a 15.89% standard deviation.

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 implemented 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.

According to the available data source, let's assume we built the portfolio on January 1992.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
US STOCKS MOMENTUM PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 01:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
US Stocks Momentum Portfolio -2.31 -1.44 -11.18 -27.95 -24.01 7.95 10.30 9.27
US Inflation Adjusted return -11.18 -30.76 -29.36 4.20 7.65 6.63
Components
PDP
Invesco DWA Momentum ETF
-2.31 01:59PM
Jul 05 2022
-1.44 -11.18 -27.95 -24.01 7.95 10.30 9.27
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

Historical Returns as of Jun 30, 2022

Historical returns and stats of US Stocks Momentum Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

US STOCKS MOMENTUM PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from January 1992 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-11.18
-11.18
-11.18
Jun 2022 - Jun 2022
0 - 1
3M
-15.95
-17.03
-15.95
Apr 2022 - Jun 2022
1 - 2
6M
-27.95
-30.76
-27.95
Jan 2022 - Jun 2022
2 - 4
YTD
-27.95
-30.76
-27.95
Jan 2022 - Jun 2022
2 - 4
1Y
-24.01
-29.36
21.83
-30.28
Nov 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
4.26
-0.24
20.74
-30.28
Nov 2021 - Jun 2022
21 - 15
58% pos
5Y(*)
7.95
4.20
18.92
-30.28
Nov 2021 - Jun 2022
37 - 23
62% pos
10Y(*)
10.30
7.65
15.13
-30.28
Nov 2021 - Jun 2022
76 - 44
63% pos
15Y(*)
6.49
4.10
17.87
-57.15
Nov 2007 - Feb 2009
111 - 69
62% pos
20Y(*)
7.52
4.95
16.50
-57.15
Nov 2007 - Feb 2009
153 - 87
64% pos
25Y(*)
6.72
4.19
16.73
-57.15
Nov 2007 - Feb 2009
182 - 118
61% pos
30Y(*)
9.27
6.63
15.89
-57.15
Nov 2007 - Feb 2009
230 - 130
64% pos
MAX(*)
01 Jan 1992
8.95
6.31
15.81
-57.15
Nov 2007 - Feb 2009
232 - 134
63% pos
(*) Returns over 1 year are annualized

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 14271.84$, with a total return of 1327.18% (9.27% annualized).

The Inflation Adjusted Capital now would be 6859.91$, with a net total return of 585.99% (6.63% annualized).
An investment of 1000$, since January 1992, now would be worth 13642.76$, with a total return of 1264.28% (8.95% annualized).

The Inflation Adjusted Capital now would be 6468.60$, with a net total return of 546.86% (6.31% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.15% Nov 2007 Feb 2009 16 Jan 2013 47 63
-44.71% Sep 2000 Sep 2002 25 Nov 2006 50 75
-30.28% Nov 2021 Jun 2022 8 in progress 8
-18.89% Sep 2018 Dec 2018 4 Jun 2019 6 10
-18.04% Feb 2020 Mar 2020 2 May 2020 2 4
-15.28% Jul 1998 Aug 1998 2 Nov 1998 3 5
-12.87% Aug 2015 Jan 2016 6 Feb 2017 13 19
-6.98% Feb 1994 Mar 1994 2 Aug 1994 5 7
-6.43% Jan 2000 Feb 2000 2 Mar 2000 1 3
-5.76% Jul 1999 Sep 1999 3 Oct 1999 1 4
-5.18% Aug 1997 Aug 1997 1 Nov 1997 3 4
-5.09% Sep 2021 Sep 2021 1 Oct 2021 1 2
-5.03% Apr 2000 May 2000 2 Aug 2000 3 5
-4.55% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.49% Jul 1996 Jul 1996 1 Sep 1996 2 3
-4.41% Mar 1997 Mar 1997 1 Apr 1997 1 2
-4.10% Feb 2018 Mar 2018 2 May 2018 2 4
-3.98% Nov 1994 Nov 1994 1 Feb 1995 3 4
-3.40% Apr 1993 Apr 1993 1 May 1993 1 2
-3.37% Nov 1993 Nov 1993 1 Jan 1994 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.15% Nov 2007 Feb 2009 16 Jan 2013 47 63
-44.71% Sep 2000 Sep 2002 25 Nov 2006 50 75
-30.28% Nov 2021 Jun 2022 8 in progress 8
-18.89% Sep 2018 Dec 2018 4 Jun 2019 6 10
-18.04% Feb 2020 Mar 2020 2 May 2020 2 4
-15.28% Jul 1998 Aug 1998 2 Nov 1998 3 5
-12.87% Aug 2015 Jan 2016 6 Feb 2017 13 19
-6.98% Feb 1994 Mar 1994 2 Aug 1994 5 7
-6.43% Jan 2000 Feb 2000 2 Mar 2000 1 3
-5.76% Jul 1999 Sep 1999 3 Oct 1999 1 4
-5.45% Mar 1992 Jun 1992 4 Nov 1992 5 9
-5.18% Aug 1997 Aug 1997 1 Nov 1997 3 4
-5.09% Sep 2021 Sep 2021 1 Oct 2021 1 2
-5.03% Apr 2000 May 2000 2 Aug 2000 3 5
-4.55% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.49% Jul 1996 Jul 1996 1 Sep 1996 2 3
-4.41% Mar 1997 Mar 1997 1 Apr 1997 1 2
-4.10% Feb 2018 Mar 2018 2 May 2018 2 4
-3.98% Nov 1994 Nov 1994 1 Feb 1995 3 4
-3.40% Apr 1993 Apr 1993 1 May 1993 1 2

Rolling Returns ( more details)

US Stocks Momentum Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
11.87 57.82
Apr 2020 - Mar 2021
-50.61
Mar 2008 - Feb 2009
20.00%
2 Years
11.02 43.39
Mar 2009 - Feb 2011
-30.98
Mar 2007 - Feb 2009
16.62%
3 Years
10.42 32.35
Apr 1995 - Mar 1998
-18.91
Mar 2006 - Feb 2009
18.73%
5 Years
9.65 28.45
Jan 1995 - Dec 1999
-9.22
Mar 2004 - Feb 2009
21.50%
7 Years
8.68 23.86
Jul 1992 - Jun 1999
-5.79
Mar 2002 - Feb 2009
3.18%
10 Years
7.66 16.66
Mar 2009 - Feb 2019
-4.78
Mar 1999 - Feb 2009
10.12%
15 Years
6.88 12.11
Jul 1992 - Jun 2007
3.61
Sep 2000 - Aug 2015
0.00%
20 Years
7.45 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

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

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

For further information about the seasonality, check the Asset Class Seasonality page.
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 %
0.23
58%
0.59
65%
0.99
65%
1.82
68%
1.30
65%
-0.06
61%
1.19
63%
0.11
60%
-0.50
50%
1.27
67%
1.95
77%
0.99
63%
Best
Year
8.3
2019
7.9
2010
9.7
2000
12.4
2020
9.8
2020
6.0
2019
9.9
2009
6.5
2000
11.2
2010
9.7
2011
10.9
2020
6.5
1998
Worst
Year
-13.7
2022
-9.5
2001
-12.1
2020
-8.0
2022
-7.2
2010
-11.2
2022
-7.9
2002
-14.1
1998
-17.6
2008
-20.4
2008
-9.6
2008
-9.2
2018
Statistics calculated for the period Jan 1992 - Jun 2022

Monthly/Yearly Returns

US Stocks Momentum Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
232 Positive Months (63%) - 134 Negative Months (37%)
Jan 1992 - Jun 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-27.95 -30.76 -13.7 -2.6 2.1 -8.0 2.9 -11.2
2021
+7.72 +0.58 -2.4 1.6 -2.1 2.8 -1.1 3.6 2.2 2.9 -5.1 9.2 -2.3 -0.9
2020
+36.60 +34.88 2.5 -6.8 -12.1 12.4 9.8 1.2 9.0 5.8 -1.6 -1.3 10.9 4.9
2019
+33.13 +30.19 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 -7.73 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 +20.72 2.1 5.2 0.4 1.2 2.1 0.2 2.4 1.1 0.4 4.4 2.4 -0.6
2016
+2.35 +0.29 -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 +0.49 -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 +11.48 -1.9 6.0 -2.3 -0.8 3.8 1.7 -2.4 5.6 -2.0 2.6 2.9 -1.2
2013
+31.68 +29.72 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 +16.13 5.0 5.5 3.4 2.1 -5.6 0.6 0.3 3.4 0.6 -0.5 2.2 0.3
2011
+1.53 -1.49 2.9 3.3 2.6 3.5 -0.7 -1.0 -1.4 -5.5 -9.6 9.7 0.5 -1.5
2010
+26.57 +24.78 -5.4 7.9 7.0 4.3 -7.2 -6.7 7.8 -4.7 11.2 5.2 2.5 4.0
2009
+28.02 +24.52 -7.9 -9.0 6.7 7.7 1.3 2.1 9.9 3.9 7.0 -5.1 5.4 5.1
2008
-46.21 -46.20 -9.1 0.4 -1.4 5.9 4.7 -5.1 -6.2 -2.7 -17.6 -20.4 -9.6 5.1
2007
+5.14 +0.99 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 +13.00 2.4 0.6 1.7 1.3 -3.0 0.3 0.4 2.2 2.7 3.2 2.0 1.3
2005
+4.83 +1.44 -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 +7.12 2.0 1.4 -1.3 -1.9 1.7 1.8 -3.2 0.2 1.0 1.3 4.5 3.0
2003
+28.18 +25.62 -2.5 -1.3 0.2 8.5 5.5 1.1 1.8 2.1 -1.1 5.4 1.1 5.0
2002
-21.59 -23.49 -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 -13.15 4.4 -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 -12.73 -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 +17.25 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 +26.65 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 +31.25 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 +18.49 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 +34.64 3.4 4.1 2.8 3.0 4.0 2.0 3.2 0.4 4.2 -0.3 4.4 1.6
1994
+0.40 -2.14 3.5 -2.9 -4.2 1.1 1.6 -2.3 3.2 3.8 -2.5 2.8 -4.0 0.7
1993
+21.58 +18.26 3.6 1.3 4.4 -3.4 3.8 2.5 1.1 5.6 1.7 0.4 -3.4 2.7
1992
+7.92 +4.81 -1.4 2.6 -2.8 -0.7 1.5 -3.5 4.5 -3.3 1.3 2.9 4.4 2.7

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

Portfolio efficiency

Is the US Stocks Momentum Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The US Stocks Momentum Portfolio is classified as Very High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Very High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+6.72%
(+4.19%)
Poor : 1 / 5
Average : 2.6 / 5
Standard Deviation
over 25 Years
16.73%
Average : 2.6 / 5
Bad : 1.8 / 5
Maximum Drawdown
over 25 Years
-57.15%
Bad : 1.8 / 5
Bad : 1.2 / 5
Easy to manage 1 ETF
Excellent : 5 / 5
Excellent : 5 / 5
Rating assigned considering all the Very High Risk Portfolios Rating assigned considering all the Portfolios in the database

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 02:00PM Eastern Time.

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 02:00PM Eastern Time.
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