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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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