Last Update: 31 March 2024
The US Stocks ESG Portfolio obtained a 10.36% compound annual return, with a 16.05% standard deviation, in the last 10 Years.
The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.09% compound annual return, with a 12.93% standard deviation, in the last 10 Years.
Summary
Swipe left to see all data
| US Stocks ESG Portfolio | Stocks/Bonds 80/20 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 80% |
| Fixed Income | 0% | 20% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +10.36% | +11.09% |
| Std Dev | 16.05% | 12.93% | |
| Max Drawdown | -27.79% | -27.23% | |
| All time Stats (Since Sep 2005) |
Return | +9.55% | +9.41% |
| Std Dev | 17.13% | 12.76% | |
| Max Drawdown | -52.70% | -43.61% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from September 2005
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| US Stocks ESG Portfolio | +2.82 | +24.68 | +31.57 | +15.07 | +10.36 | +9.55 |
| Stocks/Bonds 80/20 Momentum Portfolio | +2.55 | +28.59 | +28.68 | +9.90 | +11.09 | +9.41 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
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).
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 2.86$, with a total return of 186.35% (11.09% annualized).
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 2.86$, with a total return of 186.35% (11.09% annualized).
US Stocks ESG Portfolio: an investment of 1$, since September 2005,
now would be worth 5.44$, with a total return of 444.48%
(9.55% annualized).
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since September 2005, now would be worth 5.32$, with a total return of 431.88% (9.41% annualized).
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since September 2005, now would be worth 5.32$, with a total return of 431.88% (9.41% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
US Stocks ESG Portfolio
|
Stocks/Bonds 80/20 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -27.79% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 15.67 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -19.14% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.48 | |||||
| -17.80% | Feb 2018 | Dec 2018 (11) | Jul 2019 (18) | 7.36 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -13.26% | Jul 2015 | Jan 2016 (7) | Nov 2016 (17) | 6.04 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
| -6.22% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 3.19 | |||||
| -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 | |||||
| -4.02% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.22 | |||||
| -3.54% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 2.04 | |||||
| -3.53% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.88 | |||||
| -3.03% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.75 | |||||
| -2.13% | Dec 2014 | Jan 2015 (2) | Feb 2015 (3) | 1.07 | |||||
| -1.97% | Feb 2021 | Mar 2021 (2) | Apr 2021 (3) | 1.06 | |||||
| -1.76% | Aug 2019 | Aug 2019 (1) | Oct 2019 (3) | 0.89 | |||||
| -1.63% | Mar 2015 | Apr 2015 (2) | May 2015 (3) | 0.89 | |||||
Drawdown comparison chart since September 2005.
Swipe left to see all data
|
US Stocks ESG Portfolio
|
Stocks/Bonds 80/20 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -52.70% | Jun 2007 | Feb 2009 (21) | Feb 2011 (45) | 25.25 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -27.79% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 15.67 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -23.59% | May 2011 | Sep 2011 (5) | Jan 2013 (21) | 9.88 | |||||
| -19.14% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.48 | |||||
| -17.80% | Feb 2018 | Dec 2018 (11) | Jul 2019 (18) | 7.36 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -13.26% | Jul 2015 | Jan 2016 (7) | Nov 2016 (17) | 6.04 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
| -6.22% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 3.19 | |||||
| -5.81% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.48 | |||||
| -5.21% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 3.01 | |||||
| -5.19% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.34 | |||||
| -4.63% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 2.61 | |||||
| -4.02% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.22 | |||||
| -3.54% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 2.04 | |||||
| -3.53% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.88 | |||||
| -3.43% | Oct 2005 | Oct 2005 (1) | Dec 2005 (3) | 1.83 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+9.83%
|
0.00% |
+15.48%
|
0.00% |
| 2023 |
+30.80%
|
-9.36% |
+8.41%
|
-5.88% |
| 2022 |
-24.04%
|
-27.79% |
-17.23%
|
-24.45% |
| 2021 |
+26.20%
|
-5.21% |
+10.32%
|
-3.67% |
| 2020 |
+25.67%
|
-19.14% |
+25.42%
|
-14.33% |
| 2019 |
+33.37%
|
-6.25% |
+23.57%
|
-1.46% |
| 2018 |
-15.69%
|
-17.80% |
-1.35%
|
-12.46% |
| 2017 |
+13.03%
|
-1.52% |
+30.71%
|
0.00% |
| 2016 |
+11.65%
|
-6.66% |
+4.51%
|
-3.62% |
| 2015 |
+2.12%
|
-10.78% |
+7.25%
|
-6.22% |
| 2014 |
+9.13%
|
-4.63% |
+12.86%
|
-3.39% |
| 2013 |
+38.98%
|
-3.17% |
+27.24%
|
-2.48% |
| 2012 |
+17.37%
|
-9.30% |
+12.58%
|
-5.19% |
| 2011 |
-5.78%
|
-23.59% |
+6.33%
|
-10.88% |
| 2010 |
+19.88%
|
-12.90% |
+15.66%
|
-9.31% |
| 2009 |
+39.10%
|
-15.76% |
+14.68%
|
-16.18% |
| 2008 |
-39.83%
|
-43.27% |
-31.40%
|
-32.66% |
| 2007 |
+5.81%
|
-6.69% |
+15.50%
|
-1.97% |
| 2006 |
+18.46%
|
-2.59% |
+9.30%
|
-2.94% |
