Last Update: 31 March 2024
The Developed World ex-US Stocks Momentum Portfolio obtained a 5.68% compound annual return, with a 13.68% standard deviation, in the last 10 Years.
The US Stocks ESG Portfolio obtained a 10.36% compound annual return, with a 16.05% standard deviation, in the last 10 Years.
Summary
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| Developed World ex-US Stocks Momentum Portfolio | US Stocks ESG Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +5.68% | +10.36% |
| Std Dev | 13.68% | 16.05% | |
| Max Drawdown | -28.57% | -27.79% | |
| All time Stats (Since Aug 2009) |
Return | +6.89% | +12.86% |
| Std Dev | 15.25% | 16.11% | |
| Max Drawdown | -28.57% | -27.79% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from August 2009
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Momentum Portfolio | +5.32 | +25.94 | +24.32 | +9.51 | +5.68 | +6.89 |
| US Stocks ESG Portfolio | +2.82 | +24.68 | +31.57 | +15.07 | +10.36 | +12.86 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since April 2014,
now would be worth 1.74$, with a total return of 73.68%
(5.68% annualized).
US Stocks ESG Portfolio: an investment of 1$, since April 2014, now would be worth 2.68$, with a total return of 167.99% (10.36% annualized).
US Stocks ESG Portfolio: an investment of 1$, since April 2014, now would be worth 2.68$, with a total return of 167.99% (10.36% annualized).
Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009,
now would be worth 2.66$, with a total return of 165.81%
(6.89% annualized).
US Stocks ESG Portfolio: an investment of 1$, since August 2009, now would be worth 5.90$, with a total return of 489.52% (12.86% annualized).
US Stocks ESG Portfolio: an investment of 1$, since August 2009, now would be worth 5.90$, with a total return of 489.52% (12.86% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Developed World ex-US Stocks Momentum Portfolio
|
US Stocks ESG Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -28.57% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 13.63 | |||||
| -27.79% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 15.67 | |||||
| -19.22% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 8.58 | |||||
| -19.14% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.48 | |||||
| -17.80% | Feb 2018 | Dec 2018 (11) | Jul 2019 (18) | 7.36 | |||||
| -16.18% | Jul 2014 | Feb 2016 (20) | May 2017 (35) | 8.46 | |||||
| -15.97% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 8.38 | |||||
| -13.26% | Jul 2015 | Jan 2016 (7) | Nov 2016 (17) | 6.04 | |||||
| -5.81% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.48 | |||||
| -5.21% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 3.01 | |||||
| -4.63% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 2.61 | |||||
| -3.90% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.96 | |||||
| -3.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.13 | |||||
| -3.54% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 2.04 | |||||
| -2.13% | Dec 2014 | Jan 2015 (2) | Feb 2015 (3) | 1.07 | |||||
| -1.80% | Jun 2021 | Jun 2021 (1) | Aug 2021 (3) | 0.96 | |||||
| -1.76% | Aug 2019 | Aug 2019 (1) | Oct 2019 (3) | 0.89 | |||||
| -1.52% | Mar 2017 | May 2017 (3) | Jun 2017 (4) | 0.87 | |||||
| -1.22% | Aug 2017 | Aug 2017 (1) | Sep 2017 (2) | 0.70 | |||||
| -1.08% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 0.63 | |||||
Drawdown comparison chart since August 2009.
Swipe left to see all data
|
Developed World ex-US Stocks Momentum Portfolio
|
US Stocks ESG Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -28.57% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 13.63 | |||||
| -27.79% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 15.67 | |||||
| -26.91% | May 2011 | Sep 2011 (5) | Apr 2013 (24) | 14.61 | |||||
| -23.59% | May 2011 | Sep 2011 (5) | Jan 2013 (21) | 9.88 | |||||
| -19.22% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 8.58 | |||||
| -19.14% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.48 | |||||
| -17.80% | Feb 2018 | Dec 2018 (11) | Jul 2019 (18) | 7.36 | |||||
| -16.18% | Jul 2014 | Feb 2016 (20) | May 2017 (35) | 8.46 | |||||
| -15.97% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 8.38 | |||||
| -14.08% | Apr 2010 | Jun 2010 (3) | Sep 2010 (6) | 8.07 | |||||
| -13.26% | Jul 2015 | Jan 2016 (7) | Nov 2016 (17) | 6.04 | |||||
| -12.90% | May 2010 | Jun 2010 (2) | Oct 2010 (6) | 7.68 | |||||
| -7.18% | Jan 2010 | Jan 2010 (1) | Mar 2010 (3) | 4.79 | |||||
| -6.52% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 4.30 | |||||
| -5.81% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.48 | |||||
| -5.21% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 3.01 | |||||
| -5.15% | Jan 2014 | Jan 2014 (1) | Jun 2014 (6) | 2.47 | |||||
| -4.63% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 2.61 | |||||
| -3.90% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.96 | |||||
| -3.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.13 | |||||
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 |
+14.41%
|
0.00% |
+9.83%
|
0.00% |
| 2023 |
+13.91%
|
-8.35% |
+30.80%
|
-9.36% |
| 2022 |
-16.80%
|
-28.32% |
-24.04%
|
-27.79% |
| 2021 |
+6.60%
|
-4.63% |
+26.20%
|
-5.21% |
| 2020 |
+22.16%
|
-15.97% |
+25.67%
|
-19.14% |
| 2019 |
+24.51%
|
-2.38% |
+33.37%
|
-6.25% |
| 2018 |
-14.30%
|
-19.22% |
-15.69%
|
-17.80% |
| 2017 |
+25.46%
|
-0.73% |
+13.03%
|
-1.52% |
| 2016 |
+0.47%
|
-7.09% |
+11.65%
|
-6.66% |
| 2015 |
-1.60%
|
-12.26% |
+2.12%
|
-10.78% |
| 2014 |
-9.19%
|
-9.77% |
+9.13%
|
-4.63% |
| 2013 |
+22.20%
|
-6.52% |
+38.98%
|
-3.17% |
| 2012 |
+17.94%
|
-8.24% |
+17.37%
|
-9.30% |
| 2011 |
-14.36%
|
-26.91% |
-5.78%
|
-23.59% |
| 2010 |
+14.14%
|
-14.08% |
+19.88%
|
-12.90% |
