Last Update: 31 July 2022
The US Stocks ESG Portfolio obtained a 7.88% compound annual return, with a 17.89% standard deviation, in the last 15 Years.
The US Stocks Momentum Portfolio obtained a 7.46% compound annual return, with a 18.04% standard deviation, in the last 15 Years.
Summary
| US Stocks ESG Portfolio | US Stocks Momentum Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 15 Years Stats | Return | +7.88% | +7.46% |
| Std Dev | 17.89% | 18.04% | |
| Max Drawdown | -51.80% | -57.15% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from September 2005
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|
| US Stocks ESG Portfolio | +9.59 | -10.32 | -10.32 | +9.80 | +12.23 | +8.78 |
| US Stocks Momentum Portfolio | +10.97 | -7.32 | -17.46 | +9.71 | +11.41 | +7.91 |
Capital Growth as of Jul 31, 2022
US Stocks ESG Portfolio: an investment of 1000$, since August 2007, now would be worth 3121.16$, with a total return of 212.12% (7.88% annualized).
US Stocks Momentum Portfolio: an investment of 1000$, since August 2007, now would be worth 2943.21$, with a total return of 194.32% (7.46% annualized).
US Stocks ESG Portfolio: an investment of 1000$, since September 2005, now would be worth 4153.79$, with a total return of 315.38% (8.78% annualized).
US Stocks Momentum Portfolio: an investment of 1000$, since September 2005, now would be worth 3627.47$, with a total return of 262.75% (7.91% annualized).
Drawdowns
Drawdown comparison chart since July 2007.
US Stocks ESG Portfolio |
US Stocks Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -57.15% | Nov 2007 | Feb 2009 | |||
| -51.80% | Nov 2007 | Feb 2009 | |||
| -30.28% | Nov 2021 | Jun 2022 | |||
| -24.04% | Jan 2022 | Jun 2022 | |||
| -23.59% | May 2011 | Sep 2011 | |||
| -19.14% | Feb 2020 | Mar 2020 | |||
| -18.89% | Sep 2018 | Dec 2018 | |||
| -18.04% | Feb 2020 | Mar 2020 | |||
| -17.80% | Feb 2018 | Dec 2018 | |||
| -13.26% | Jul 2015 | Jan 2016 | |||
| -12.87% | Aug 2015 | Jan 2016 | |||
| -5.81% | Sep 2020 | Oct 2020 | |||
| -5.21% | Sep 2021 | Sep 2021 | |||
| -5.09% | Sep 2021 | Sep 2021 | |||
| -4.63% | Sep 2014 | Sep 2014 | |||
| -4.10% | Feb 2018 | Mar 2018 | |||
| -3.54% | Jul 2014 | Jul 2014 | |||
| -3.17% | Aug 2013 | Aug 2013 | |||
| -3.16% | Jan 2014 | Jan 2014 | |||
| -3.10% | Mar 2014 | Apr 2014 | |||
Drawdown comparison chart since September 2005.
US Stocks ESG Portfolio |
US Stocks Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -57.15% | Nov 2007 | Feb 2009 | |||
| -52.70% | Jun 2007 | Feb 2009 | |||
| -30.28% | Nov 2021 | Jun 2022 | |||
| -24.04% | Jan 2022 | Jun 2022 | |||
| -23.59% | May 2011 | Sep 2011 | |||
| -19.14% | Feb 2020 | Mar 2020 | |||
| -18.89% | Sep 2018 | Dec 2018 | |||
| -18.04% | Feb 2020 | Mar 2020 | |||
| -17.80% | Feb 2018 | Dec 2018 | |||
| -13.26% | Jul 2015 | Jan 2016 | |||
| -12.87% | Aug 2015 | Jan 2016 | |||
| -5.81% | Sep 2020 | Oct 2020 | |||
| -5.21% | Sep 2021 | Sep 2021 | |||
| -5.09% | Sep 2021 | Sep 2021 | |||
| -4.63% | Sep 2014 | Sep 2014 | |||
| -4.55% | Jun 2007 | Jul 2007 | |||
| -4.10% | Feb 2018 | Mar 2018 | |||
| -3.54% | Jul 2014 | Jul 2014 | |||
| -3.43% | Oct 2005 | Oct 2005 | |||
| -3.17% | Aug 2013 | Aug 2013 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from September 2005.
| Year | US Stocks ESG Portfolio | US Stocks Momentum Portfolio |
|---|---|---|
| 2022 |
-16.75% | -20.05% |
| 2021 |
+26.20% | +7.72% |
| 2020 |
+25.67% | +36.60% |
| 2019 |
+33.37% | +33.13% |
| 2018 |
-15.69% | -5.96% |
| 2017 |
+13.03% | +23.30% |
| 2016 |
+11.65% | +2.35% |
| 2015 |
+2.12% | +1.13% |
| 2014 |
+9.13% | +12.21% |
| 2013 |
+38.98% | +31.68% |
| 2012 |
+17.37% | +18.18% |
| 2011 |
-5.78% | +1.53% |
| 2010 |
+19.88% | +26.57% |
| 2009 |
+39.10% | +28.02% |
| 2008 |
-39.83% | -46.21% |
| 2007 |
+5.81% | +5.14% |
| 2006 |
+18.46% | +15.85% |