Last Update: 31 July 2022
The US Stocks ESG Portfolio obtained a 9.80% compound annual return, with a 17.88% standard deviation, in the last 5 Years.
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.
Summary
| US Stocks ESG Portfolio | Robert Shiller Cape US Sector Value Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 5 Years Stats | Return | +9.80% | +14.16% |
| Std Dev | 17.88% | 17.71% | |
| Max Drawdown | -24.04% | -21.00% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from November 2012
| 1M | 6M | 1Y | 5Y(*) | MAX(*) | |
|---|---|---|---|---|---|
| US Stocks ESG Portfolio | +9.59 | -10.32 | -10.32 | +9.80 | +11.86 |
| Robert Shiller Cape US Sector Value Portfolio | +13.28 | -2.62 | -0.75 | +14.16 | +16.08 |
Capital Growth as of Jul 31, 2022
US Stocks ESG Portfolio: an investment of 1000$, since August 2017, now would be worth 1596.13$, with a total return of 59.61% (9.80% annualized).
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 ESG Portfolio: an investment of 1000$, since November 2012, now would be worth 2983.53$, with a total return of 198.35% (11.86% 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).
Drawdowns
Drawdown comparison chart since July 2017.
US Stocks ESG Portfolio |
Robert Shiller Cape US Sector Value Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -24.04% | Jan 2022 | Jun 2022 | |||
| -21.00% | Feb 2020 | Mar 2020 | |||
| -19.14% | Feb 2020 | Mar 2020 | |||
| -17.93% | Jan 2022 | Jun 2022 | |||
| -17.80% | Feb 2018 | Dec 2018 | |||
| -15.27% | Oct 2018 | Dec 2018 | |||
| -5.96% | May 2019 | May 2019 | |||
| -5.81% | Sep 2020 | Oct 2020 | |||
| -5.62% | Feb 2018 | Mar 2018 | |||
| -5.21% | Sep 2021 | Sep 2021 | |||
| -5.00% | Sep 2021 | Sep 2021 | |||
| -4.02% | Sep 2020 | Oct 2020 | |||
| -2.04% | Aug 2019 | Aug 2019 | |||
| -2.03% | Nov 2021 | Nov 2021 | |||
| -1.76% | Aug 2019 | Aug 2019 | |||
| -1.22% | Aug 2017 | Aug 2017 | |||
| -1.08% | Nov 2021 | Nov 2021 | |||
| -1.07% | Jan 2021 | Jan 2021 | |||
| -0.54% | Jan 2021 | Jan 2021 | |||
| -0.08% | May 2021 | May 2021 | |||
Drawdown comparison chart since November 2012.
US Stocks ESG Portfolio |
Robert Shiller Cape US Sector Value Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -24.04% | Jan 2022 | Jun 2022 | |||
| -21.00% | Feb 2020 | Mar 2020 | |||
| -19.14% | Feb 2020 | Mar 2020 | |||
| -17.93% | Jan 2022 | Jun 2022 | |||
| -17.80% | Feb 2018 | Dec 2018 | |||
| -15.27% | Oct 2018 | Dec 2018 | |||
| -13.26% | Jul 2015 | Jan 2016 | |||
| -8.74% | Aug 2015 | Sep 2015 | |||
| -5.96% | May 2019 | May 2019 | |||
| -5.81% | Sep 2020 | Oct 2020 | |||
| -5.62% | Feb 2018 | Mar 2018 | |||
| -5.21% | Sep 2021 | Sep 2021 | |||
| -5.00% | Sep 2021 | Sep 2021 | |||
| -4.63% | Sep 2014 | Sep 2014 | |||
| -4.58% | Jan 2016 | Jan 2016 | |||
| -4.02% | Sep 2020 | Oct 2020 | |||
| -3.84% | Jan 2014 | Jan 2014 | |||
| -3.54% | Jul 2014 | Jul 2014 | |||
| -3.17% | Aug 2013 | Aug 2013 | |||
| -3.16% | Jan 2014 | Jan 2014 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from November 2012.
| Year | US Stocks ESG Portfolio | Robert Shiller Cape US Sector Value Portfolio |
|---|---|---|
| 2022 |
-16.75% | -7.03% |
| 2021 |
+26.20% | +27.80% |
| 2020 |
+25.67% | +19.47% |
| 2019 |
+33.37% | +32.61% |
| 2018 |
-15.69% | -3.51% |
| 2017 |
+13.03% | +21.38% |
| 2016 |
+11.65% | +18.06% |
| 2015 |
+2.12% | +4.57% |
| 2014 |
+9.13% | +15.77% |
| 2013 |
+38.98% | +33.36% |