Last Update: 31 July 2022

The Robert Shiller Cape US Sector Value Portfolio obtained a 14.16% compound annual return, with a 17.71% standard deviation, in the last 5 Years.

The Stocks/Bonds 80/20 Portfolio obtained a 10.07% compound annual return, with a 14.41% standard deviation, in the last 5 Years.

Summary

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Robert Shiller Cape US Sector Value Portfolio Stocks/Bonds 80/20 Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
5 Years Stats Return +14.16% +10.07%
Std Dev 17.71% 14.41%
Max Drawdown -21.00% -19.13%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from November 2012

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1M 6M 1Y 5Y(*) MAX(*)
Robert Shiller Cape US Sector Value Portfolio +13.28 -2.62 -0.75 +14.16 +16.08
Stocks/Bonds 80/20 Portfolio +7.80 -7.97 -7.81 +10.07 +11.14
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Robert Shiller Cape US Sector Value Portfolio: an investment of 1000$, since August 2017, now would be worth 1939.33$, with a total return of 93.93% (14.16% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1000$, since August 2017, now would be worth 1615.45$, with a total return of 61.54% (10.07% annualized).

Robert Shiller Cape US Sector Value Portfolio: an investment of 1000$, since November 2012, now would be worth 4278.20$, with a total return of 327.82% (16.08% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1000$, since November 2012, now would be worth 2801.34$, with a total return of 180.13% (11.14% annualized).

Drawdowns

Drawdown comparison chart since July 2017.

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Robert Shiller Cape US Sector Value Portfolio
Stocks/Bonds 80/20 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-21.00% Feb 2020 Mar 2020
-19.13% Jan 2022 Jun 2022
-17.93% Jan 2022 Jun 2022
-16.53% Feb 2020 Mar 2020
-15.27% Oct 2018 Dec 2018
-11.32% Oct 2018 Dec 2018
-5.96% May 2019 May 2019
-5.62% Feb 2018 Mar 2018
-5.00% Sep 2021 Sep 2021
-4.97% May 2019 May 2019
-4.64% Feb 2018 Mar 2018
-4.49% Sep 2020 Oct 2020
-4.02% Sep 2020 Oct 2020
-3.88% Sep 2021 Sep 2021
-2.04% Aug 2019 Aug 2019
-2.03% Nov 2021 Nov 2021
-1.21% Aug 2019 Aug 2019
-1.18% Nov 2021 Nov 2021
-1.07% Jan 2021 Jan 2021
-0.44% Jan 2021 Jan 2021

Drawdown comparison chart since November 2012.

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Robert Shiller Cape US Sector Value Portfolio
Stocks/Bonds 80/20 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-21.00% Feb 2020 Mar 2020
-19.13% Jan 2022 Jun 2022
-17.93% Jan 2022 Jun 2022
-16.53% Feb 2020 Mar 2020
-15.27% Oct 2018 Dec 2018
-11.32% Oct 2018 Dec 2018
-8.74% Aug 2015 Sep 2015
-7.05% Jun 2015 Sep 2015
-5.96% May 2019 May 2019
-5.62% Feb 2018 Mar 2018
-5.00% Sep 2021 Sep 2021
-4.97% May 2019 May 2019
-4.64% Feb 2018 Mar 2018
-4.58% Jan 2016 Jan 2016
-4.49% Sep 2020 Oct 2020
-4.02% Sep 2020 Oct 2020
-3.88% Sep 2021 Sep 2021
-3.84% Jan 2014 Jan 2014
-3.14% Oct 2016 Oct 2016
-2.99% Aug 2013 Aug 2013

Yearly Returns

Yearly return comparison. Common historical serie start from November 2012.

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Year Robert Shiller Cape US Sector Value Portfolio Stocks/Bonds 80/20 Portfolio
2022
-7.03% -12.82%
2021
+27.80% +20.16%
2020
+19.47% +18.36%
2019
+32.61% +26.30%
2018
-3.51% -4.19%
2017
+21.38% +17.68%
2016
+18.06% +10.77%
2015
+4.57% +0.40%
2014
+15.77% +11.20%
2013
+33.36% +26.34%
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