US Stocks Minimum Volatility vs US Stocks Equal Weight Portfolio Comparison

Last Update: 31 March 2024

The US Stocks Minimum Volatility Portfolio obtained a 9.69% compound annual return, with a 12.90% standard deviation, in the last 20 Years.

The US Stocks Equal Weight Portfolio obtained a 9.90% compound annual return, with a 17.11% standard deviation, in the last 20 Years.

Summary

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US Stocks Minimum Volatility Portfolio US Stocks Equal Weight Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
20 Years Stats Return +9.69% +9.90%
Std Dev 12.90% 17.11%
Max Drawdown -43.27% -55.58%
All time Stats
(Since May 2003)		 Return +10.25% +11.22%
Std Dev 12.73% 16.98%
Max Drawdown -43.27% -55.58%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from May 2003

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1M 6M 1Y 5Y 10Y MAX
US Stocks Minimum Volatility Portfolio +3.14 +16.63 +17.12 +9.24 +10.87 +10.25
US Stocks Equal Weight Portfolio +4.47 +20.50 +19.09 +12.15 +10.64 +11.22
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

US Stocks Minimum Volatility Portfolio: an investment of 1$, since April 2004, now would be worth 6.36$, with a total return of 535.78% (9.69% annualized).

US Stocks Equal Weight Portfolio: an investment of 1$, since April 2004, now would be worth 6.60$, with a total return of 560.15% (9.90% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since May 2003, now would be worth 7.70$, with a total return of 670.03% (10.25% annualized).

US Stocks Equal Weight Portfolio: an investment of 1$, since May 2003, now would be worth 9.25$, with a total return of 824.53% (11.22% annualized).

Drawdowns

Drawdown comparison chart since April 2004.

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US Stocks Minimum Volatility Portfolio
US Stocks Equal Weight Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-55.58% Jun 2007 Feb 2009 (21) Feb 2011 (45) 25.46
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-26.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.97
-20.69% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.62
-19.88% May 2011 Sep 2011 (5) Mar 2012 (11) 8.65
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-13.90% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.16
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-10.58% Jun 2015 Jan 2016 (8) May 2016 (12) 5.57
-7.69% Apr 2012 May 2012 (2) Sep 2012 (6) 3.67
-7.56% Oct 2018 Dec 2018 (3) Feb 2019 (5) 3.65
-6.93% May 2019 May 2019 (1) Jun 2019 (2) 4.00
-5.49% Jan 2005 Apr 2005 (4) Jun 2005 (6) 2.61
-5.28% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.60
-5.27% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.90
-5.12% Aug 2015 Sep 2015 (2) Oct 2015 (3) 3.42
-4.99% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.88
-4.72% Jun 2007 Jul 2007 (2) Sep 2007 (4) 2.74
-4.67% Jul 2004 Aug 2004 (2) Oct 2004 (4) 3.09

Drawdown comparison chart since May 2003.

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US Stocks Minimum Volatility Portfolio
US Stocks Equal Weight Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-55.58% Jun 2007 Feb 2009 (21) Feb 2011 (45) 25.46
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-26.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.97
-20.69% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.62
-19.88% May 2011 Sep 2011 (5) Mar 2012 (11) 8.65
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-13.90% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.16
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-10.58% Jun 2015 Jan 2016 (8) May 2016 (12) 5.57
-7.69% Apr 2012 May 2012 (2) Sep 2012 (6) 3.67
-7.56% Oct 2018 Dec 2018 (3) Feb 2019 (5) 3.65
-6.93% May 2019 May 2019 (1) Jun 2019 (2) 4.00
-5.49% Jan 2005 Apr 2005 (4) Jun 2005 (6) 2.61
-5.28% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.60
-5.27% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.90
-5.12% Aug 2015 Sep 2015 (2) Oct 2015 (3) 3.42
-4.99% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.88
-4.72% Jun 2007 Jul 2007 (2) Sep 2007 (4) 2.74
-4.67% Jul 2004 Aug 2004 (2) Oct 2004 (4) 3.09

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.
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Year Return Drawdown Return Drawdown
2024
+7.58%
 0.00%
+7.78%
 -0.85%
2023
+10.34%
 -4.29%
+13.70%
 -11.92%
2022
-9.42%
 -17.35%
-11.62%
 -20.69%
2021
+20.84%
 -4.99%
+29.41%
 -3.79%
2020
+5.64%
 -19.06%
+12.71%
 -26.65%
2019
+27.69%
 -1.61%
+28.91%
 -6.93%
2018
+1.36%
 -7.56%
-7.82%
 -13.90%
2017
+18.91%
 -0.35%
+18.51%
 -1.00%
2016
+10.57%
 -5.27%
+14.50%
 -5.56%
2015
+5.45%
 -5.12%
-2.66%
 -9.53%
2014
+16.33%
 -3.04%
+14.06%
 -2.96%
2013
+25.09%
 -3.26%
+35.54%
 -2.92%
2012
+10.82%
 -2.17%
+17.16%
 -7.69%
2011
+12.70%
 -11.70%
-0.67%
 -19.88%
2010
+14.52%
 -12.81%
+21.37%
 -13.21%
2009
+18.18%
 -19.43%
+44.64%
 -18.63%
2008
-25.77%
 -28.06%
-40.07%
 -41.86%
2007
+4.15%
 -5.15%
+0.90%
 -8.90%
2006
+14.77%
 -3.11%
+15.46%
 -4.52%
2005
+6.45%
 -3.39%
+7.41%
 -5.49%
2004
+14.34%
 -2.88%
+16.48%
 -4.67%