Last Update: 31 October 2021

The Developed World ex-US Stocks Momentum Portfolio obtained a 11.76% compound annual return, with a 12.95% standard deviation, in the last 5 Years.

The US Stocks Portfolio obtained a 18.93% compound annual return, with a 15.68% standard deviation, in the last 5 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio US Stocks Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
5 Years Stats Return +11.76% +18.93%
Std Dev 12.95% 15.68%
Max Drawdown -19.22% -20.84%

Last Update: 31 October 2021

Historical Returns

Comparison period starts from February 2015

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1M 3M 6M 1Y 5Y(*) MAX(*)
Developed World ex-US Stocks Momentum Portfolio +4.94 +2.10 +3.19 +23.53 +11.76 +8.42
US Stocks Portfolio +6.69 +4.84 +9.80 +43.80 +18.93 +15.20
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from February 2015.

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Year Developed World ex-US Stocks Momentum Portfolio US Stocks Portfolio
2021
+6.97% +22.88%
2020
+22.16% +21.03%
2019
+24.51% +30.67%
2018
-14.30% -5.21%
2017
+25.46% +21.21%
2016
+0.47% +12.83%
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