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 US Stocks Momentum Portfolio obtained a 9.71% compound annual return, with a 19.44% standard deviation, in the last 5 Years.

Summary

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Robert Shiller Cape US Sector Value Portfolio US Stocks Momentum Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
5 Years Stats Return +14.16% +9.71%
Std Dev 17.71% 19.44%
Max Drawdown -21.00% -30.28%

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
US Stocks Momentum Portfolio +10.97 -7.32 -17.46 +9.71 +11.33
(*) 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).

US Stocks Momentum Portfolio: an investment of 1000$, since August 2017, now would be worth 1589.30$, with a total return of 58.93% (9.71% 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).

US Stocks Momentum Portfolio: an investment of 1000$, since November 2012, now would be worth 2846.47$, with a total return of 184.65% (11.33% annualized).

Drawdowns

Drawdown comparison chart since July 2017.

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Robert Shiller Cape US Sector Value Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-30.28% Nov 2021 Jun 2022
-21.00% Feb 2020 Mar 2020
-18.89% Sep 2018 Dec 2018
-18.04% Feb 2020 Mar 2020
-17.93% Jan 2022 Jun 2022
-15.27% Oct 2018 Dec 2018
-5.96% May 2019 May 2019
-5.62% Feb 2018 Mar 2018
-5.09% Sep 2021 Sep 2021
-5.00% Sep 2021 Sep 2021
-4.10% Feb 2018 Mar 2018
-4.02% Sep 2020 Oct 2020
-2.99% Jan 2021 Mar 2021
-2.90% Sep 2020 Oct 2020
-2.04% Aug 2019 Aug 2019
-2.03% Nov 2021 Nov 2021
-2.01% Sep 2019 Sep 2019
-1.07% Jan 2021 Jan 2021
-0.64% Dec 2017 Dec 2017
-0.07% Jun 2018 Jun 2018

Drawdown comparison chart since November 2012.

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Robert Shiller Cape US Sector Value Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-30.28% Nov 2021 Jun 2022
-21.00% Feb 2020 Mar 2020
-18.89% Sep 2018 Dec 2018
-18.04% Feb 2020 Mar 2020
-17.93% Jan 2022 Jun 2022
-15.27% Oct 2018 Dec 2018
-12.87% Aug 2015 Jan 2016
-8.74% Aug 2015 Sep 2015
-5.96% May 2019 May 2019
-5.62% Feb 2018 Mar 2018
-5.09% Sep 2021 Sep 2021
-5.00% Sep 2021 Sep 2021
-4.58% Jan 2016 Jan 2016
-4.10% Feb 2018 Mar 2018
-4.02% Sep 2020 Oct 2020
-3.84% Jan 2014 Jan 2014
-3.14% Oct 2016 Oct 2016
-3.10% Mar 2014 Apr 2014
-2.99% Aug 2013 Aug 2013
-2.99% Jan 2021 Mar 2021

Yearly Returns

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

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Year Robert Shiller Cape US Sector Value Portfolio US Stocks Momentum Portfolio
2022
-7.03% -20.05%
2021
+27.80% +7.72%
2020
+19.47% +36.60%
2019
+32.61% +33.13%
2018
-3.51% -5.96%
2017
+21.38% +23.30%
2016
+18.06% +2.35%
2015
+4.57% +1.13%
2014
+15.77% +12.21%
2013
+33.36% +31.68%
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