Emerging Markets Stocks vs US Stocks Momentum Portfolio Comparison

Last Update: 29 February 2024

The Emerging Markets Stocks Portfolio obtained a 4.45% compound annual return, with a 22.53% standard deviation, in the last 30 Years.

The US Stocks Momentum Portfolio obtained a 12.68% compound annual return, with a 15.38% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Emerging Markets Stocks Portfolio US Stocks Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
30 Years Stats Return +4.45% +12.68%
Std Dev 22.53% 15.38%
Max Drawdown -60.44% -53.85%
All time Stats
(Since Jan 1982)
Return +7.78% +13.73%
Std Dev 25.08% 15.39%
Max Drawdown -60.44% -53.85%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Emerging Markets Stocks Portfolio +4.17 +4.06 +7.46 +1.11 +2.35 +4.45 +7.78
US Stocks Momentum Portfolio +10.00 +24.44 +32.84 +12.02 +12.68 +12.68 +13.73
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Emerging Markets Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 3.69$, with a total return of 268.88% (4.45% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 35.91$, with a total return of 3491.37% (12.68% annualized).

Emerging Markets Stocks Portfolio: an investment of 1$, since January 1982, now would be worth 23.59$, with a total return of 2259.17% (7.78% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 227.06$, with a total return of 22606.23% (13.73% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Emerging Markets Stocks Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-53.99% Aug 1997 Aug 1998 (13) Jan 2004 (78) 29.43
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-27.16% Sep 1994 Mar 1995 (7) Jan 1997 (29) 14.80
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-14.20% Mar 1994 Mar 1994 (1) Aug 1994 (6) 7.46
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-6.40% Jan 2000 Feb 2000 (2) Mar 2000 (3) 4.05
-6.34% Oct 2005 Oct 2005 (1) Dec 2005 (3) 3.20
-5.01% Apr 2000 May 2000 (2) Aug 2000 (5) 3.38

Drawdown comparison chart since January 1982.

Swipe left to see all data
Emerging Markets Stocks Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-55.33% Mar 1987 Dec 1987 (10) Sep 1989 (31) 35.10
-54.22% Feb 1994 Aug 1998 (55) Jan 2004 (120) 26.65
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-40.30% Jan 1982 Jul 1982 (7) May 1985 (41) 22.09
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-34.47% Aug 1990 Sep 1990 (2) Feb 1991 (7) 19.05
-30.55% Sep 1987 Nov 1987 (3) Jul 1989 (23) 18.49
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-23.01% Jun 1992 Dec 1992 (7) Apr 1993 (11) 13.98
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-12.56% Jun 1990 Sep 1990 (4) Jan 1991 (8) 7.07
-12.00% Jul 1983 Jul 1984 (13) Jan 1985 (19) 5.40
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-10.62% Jan 1990 Apr 1990 (4) Jun 1990 (6) 6.39

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
-0.55%
-4.53%
+16.14%
0.00%
2023
+8.99%
-12.51%
+9.16%
-6.59%
2022
-20.56%
-29.40%
-18.26%
-26.94%
2021
-3.61%
-11.44%
+13.37%
-4.41%
2020
+17.03%
-23.94%
+29.85%
-17.90%
2019
+18.20%
-7.82%
+27.26%
-2.20%
2018
-15.31%
-22.75%
-1.66%
-15.44%
2017
+37.28%
-0.39%
+37.50%
0.00%
2016
+10.87%
-5.81%
+5.00%
-5.03%
2015
-16.18%
-23.20%
+8.93%
-7.78%
2014
-3.93%
-11.58%
+14.61%
-4.38%
2013
-3.69%
-13.17%
+34.58%
-2.81%
2012
+19.10%
-14.96%
+14.94%
-6.80%
2011
-18.82%
-29.09%
+5.93%
-14.50%
2010
+16.51%
-10.81%
+18.02%
-12.13%
2009
+68.93%
-14.98%
+17.45%
-19.56%
2008
-48.88%
-53.98%
-40.96%
-41.23%
2007
+33.31%
-8.97%
+17.64%
-2.82%
2006
+31.19%
-11.14%
+10.56%
-3.64%
2005
+32.62%
-9.06%
+19.14%
-1.25%
2004
+24.63%
-11.25%
+16.70%
-2.66%
2003
+57.65%
-5.76%
+25.99%
-4.14%
2002
-7.43%
-24.27%
-12.28%
-22.85%
2001
-2.88%
-30.79%
-17.35%
-26.75%
2000
-27.56%
-31.63%
-9.61%
-13.35%
1999
+61.57%
-4.87%
+40.42%
-1.57%
1998
-18.12%
-40.98%
+48.76%
-11.51%
1997
-16.82%
-27.85%
+36.86%
-4.89%
1996
+15.83%
-6.73%
+29.83%
-3.81%
1995
+0.56%
-11.22%
+42.32%
-0.02%
1994
-20.17%
-25.83%
-1.09%
-7.23%
1993
+100.42%
-5.91%
+13.22%
-2.14%
1992
-10.90%
-23.01%
+4.32%
-3.35%
1991
+111.70%
-7.61%
+36.90%
-4.00%
1990
-1.92%
-34.47%
+1.49%
-12.56%
1989
+98.20%
-6.54%
+42.76%
-1.57%
1988
+36.81%
-6.67%
+7.07%
-5.33%
1987
-46.69%
-55.33%
+2.34%
-30.55%
1986
+11.58%
-9.07%
+22.70%
-7.79%
1985
+27.58%
-4.87%
+32.38%
-3.74%
1984
+16.85%
-4.31%
-0.83%
-10.30%
1983
+14.20%
-3.85%
+16.95%
-3.61%
1982
-31.65%
-40.30%
+30.44%
-4.93%