Last Update: 31 March 2024
The Aggressive Global Income Portfolio obtained a 8.89% compound annual return, with a 14.40% standard deviation, in the last 30 Years.
The US Stocks Value Portfolio obtained a 10.28% compound annual return, with a 15.35% standard deviation, in the last 30 Years.
Summary
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| Aggressive Global Income Portfolio | US Stocks Value Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 80% | 100% |
| Fixed Income | 20% | 0% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.89% | +10.28% |
| Std Dev | 14.40% | 15.35% | |
| Max Drawdown | -52.63% | -55.41% | |
| All time Stats (Since Jan 1979) |
Return | +11.03% | +11.94% |
| Std Dev | 13.99% | 15.32% | |
| Max Drawdown | -52.63% | -55.41% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1979
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Aggressive Global Income Portfolio | +3.39 | +13.34 | +12.89 | +5.97 | +5.53 | +8.89 | +11.03 |
| US Stocks Value Portfolio | +4.69 | +22.40 | +24.99 | +13.06 | +10.43 | +10.28 | +11.94 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Aggressive Global Income Portfolio: an investment of 1$, since April 1994,
now would be worth 12.86$, with a total return of 1186.15%
(8.89% annualized).
US Stocks Value Portfolio: an investment of 1$, since April 1994, now would be worth 18.84$, with a total return of 1784.17% (10.28% annualized).
US Stocks Value Portfolio: an investment of 1$, since April 1994, now would be worth 18.84$, with a total return of 1784.17% (10.28% annualized).
Aggressive Global Income Portfolio: an investment of 1$, since January 1979,
now would be worth 113.78$, with a total return of 11278.18%
(11.03% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1979, now would be worth 164.48$, with a total return of 16347.75% (11.94% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1979, now would be worth 164.48$, with a total return of 16347.75% (11.94% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Aggressive Global Income Portfolio
|
US Stocks Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -55.41% | Jun 2007 | Feb 2009 (21) | Jan 2013 (68) | 25.46 | |||||
| -52.63% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 23.73 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -27.39% | Mar 2000 | Sep 2002 (31) | Dec 2003 (46) | 15.98 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -23.84% | Jan 2020 | Mar 2020 (3) | Feb 2021 (14) | 11.83 | |||||
| -18.06% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 7.09 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -17.13% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 6.79 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -15.46% | May 1998 | Aug 1998 (4) | Jun 1999 (14) | 7.15 | |||||
| -13.63% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 7.95 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -10.70% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.85 | |||||
| -9.93% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.94 | |||||
| -9.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.98 | |||||
| -8.88% | Jul 1999 | Sep 1999 (3) | Dec 1999 (6) | 4.59 | |||||
| -7.76% | May 2019 | May 2019 (1) | Jul 2019 (3) | 3.88 | |||||
| -5.25% | Aug 1997 | Aug 1997 (1) | Nov 1997 (4) | 2.78 | |||||
| -5.15% | Mar 2005 | Apr 2005 (2) | Jul 2005 (5) | 2.52 | |||||
Drawdown comparison chart since January 1979.
Swipe left to see all data
|
Aggressive Global Income Portfolio
|
US Stocks Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -55.41% | Jun 2007 | Feb 2009 (21) | Jan 2013 (68) | 25.46 | |||||
| -52.63% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 23.73 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -30.17% | Sep 1987 | Nov 1987 (3) | Apr 1989 (20) | 15.87 | |||||
| -27.39% | Mar 2000 | Sep 2002 (31) | Dec 2003 (46) | 15.98 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -23.84% | Jan 2020 | Mar 2020 (3) | Feb 2021 (14) | 11.83 | |||||
| -21.38% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 10.01 | |||||
| -19.23% | Jan 1990 | Sep 1990 (9) | May 1991 (17) | 9.50 | |||||
| -18.06% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 7.09 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -17.13% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 6.79 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -16.02% | Jun 1990 | Oct 1990 (5) | Feb 1991 (9) | 9.06 | |||||
| -15.46% | May 1998 | Aug 1998 (4) | Jun 1999 (14) | 7.15 | |||||
| -13.63% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 7.95 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -11.49% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 5.68 | |||||
| -11.12% | Dec 1981 | Jul 1982 (8) | Sep 1982 (10) | 6.41 | |||||
| -10.70% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.85 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.17%
|
-0.95% |
+7.77%
|
0.00% |
| 2023 |
+11.91%
|
-7.58% |
+21.75%
|
-9.27% |
| 2022 |
-8.43%
|
-18.06% |
-5.39%
|
-16.63% |
| 2021 |
+17.07%
|
-3.13% |
+25.21%
|
-3.32% |
| 2020 |
-1.13%
|
-23.84% |
+1.55%
|
-26.06% |
| 2019 |
+19.97%
|
-4.74% |
+31.48%
|
-7.76% |
| 2018 |
-8.07%
|
-9.93% |
-9.18%
|
-12.56% |
| 2017 |
+13.53%
|
-0.18% |
+15.08%
|
-1.63% |
| 2016 |
+18.29%
|
-3.34% |
+18.48%
|
-5.38% |
| 2015 |
-6.99%
|
-13.07% |
-4.32%
|
-10.50% |
| 2014 |
+3.96%
|
-4.21% |
+12.75%
|
-3.59% |
| 2013 |
+19.30%
|
-3.15% |
+32.19%
|
-3.90% |
| 2012 |
+12.95%
|
-7.73% |
+17.36%
|
-6.74% |
| 2011 |
+0.62%
|
-17.13% |
-0.29%
|
-19.14% |
| 2010 |
+14.37%
|
-10.71% |
+15.81%
|
-13.77% |
| 2009 |
+33.97%
|
-22.88% |
+19.61%
|
-23.38% |
| 2008 |
-34.21%
|
-38.73% |
-36.01%
|
-37.37% |
| 2007 |
+3.78%
|
-6.63% |
-1.38%
|
-9.05% |
| 2006 |
+21.69%
|
-3.86% |
+21.90%
|
-2.74% |
| 2005 |
+12.70%
|
-5.15% |
+6.59%
|
-3.67% |
| 2004 |
+16.76%
|
-2.82% |
+16.71%
|
-3.14% |
| 2003 |
+32.98%
|
-2.92% |
+31.72%
|
-5.06% |
| 2002 |
-7.54%
|
-18.13% |
-16.07%
|
-25.33% |
| 2001 |
-4.83%
|
-16.72% |
-4.82%
|
-13.49% |
| 2000 |
-0.62%
|
-14.41% |
+3.67%
|
-8.97% |
| 1999 |
+48.88%
|
-3.02% |
+8.54%
|
-8.88% |
| 1998 |
+8.84%
|
-15.46% |
+17.96%
|
-17.60% |
| 1997 |
+18.82%
|
-3.75% |
+32.64%
|
-5.25% |
| 1996 |
+13.71%
|
-4.27% |
+23.15%
|
-4.43% |
| 1995 |
+24.10%
|
-1.27% |
+39.35%
|
-0.21% |
| 1994 |
+2.10%
|
-5.06% |
+0.35%
|
-6.99% |
| 1993 |
+19.15%
|
-4.01% |
+10.42%
|
-2.38% |
| 1992 |
+3.24%
|
-3.34% |
+8.69%
|
-2.26% |
| 1991 |
+24.91%
|
-4.27% |
+29.07%
|
-4.66% |
| 1990 |
-13.87%
|
-19.23% |
-6.16%
|
-16.02% |
| 1989 |
+17.94%
|
-3.26% |
+28.73%
|
-3.12% |
| 1988 |
+21.28%
|
-3.17% |
+19.63%
|
-3.20% |
| 1987 |
+8.36%
|
-21.38% |
+3.51%
|
-30.17% |
| 1986 |
+32.40%
|
-3.91% |
+17.17%
|
-8.41% |
| 1985 |
+37.47%
|
-2.20% |
+32.40%
|
-3.74% |
| 1984 |
+6.06%
|
-6.93% |
+8.57%
|
-5.86% |
| 1983 |
+24.33%
|
-2.44% |
+24.55%
|
-2.99% |
| 1982 |
+20.53%
|
-7.77% |
+21.31%
|
-9.40% |
| 1981 |
+4.76%
|
-9.45% |
+3.13%
|
-8.38% |
| 1980 |
+21.29%
|
-11.49% |
+28.37%
|
-10.15% |
| 1979 |
+17.54%
|
-7.85% |
+16.21%
|
-6.74% |
