Last Update: 31 December 2022
The US Stocks Momentum Portfolio obtained a 13.83% compound annual return, with a 15.10% standard deviation, in the last 10 Years.
The Robert Shiller Cape US Sector Value Portfolio obtained a 14.32% compound annual return, with a 15.30% standard deviation, in the last 10 Years.
Summary
| US Stocks Momentum 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% | |
| 10 Years Stats | Return | +13.83% | +14.32% |
| Std Dev | 15.10% | 15.30% | |
| Max Drawdown | -30.16% | -21.00% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from November 2012
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|
| US Stocks Momentum Portfolio | -3.93 | +8.46 | -18.26 | +8.53 | +13.83 | +13.74 |
| Robert Shiller Cape US Sector Value Portfolio | -7.28 | +1.56 | -15.62 | +10.51 | +14.32 | +14.28 |
Capital Growth as of Dec 31, 2022
US Stocks Momentum Portfolio: an investment of 1000$, since January 2013, now would be worth 3652.85$, with a total return of 265.28% (13.83% annualized).
Robert Shiller Cape US Sector Value Portfolio: an investment of 1000$, since January 2013, now would be worth 3813.64$, with a total return of 281.36% (14.32% annualized).
US Stocks Momentum Portfolio: an investment of 1000$, since November 2012, now would be worth 3701.21$, with a total return of 270.12% (13.74% annualized).
Robert Shiller Cape US Sector Value Portfolio: an investment of 1000$, since November 2012, now would be worth 3883.03$, with a total return of 288.30% (14.28% annualized).
Drawdowns
Drawdown comparison chart since December 2012.
US Stocks Momentum Portfolio |
Robert Shiller Cape US Sector Value Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -30.16% | Nov 2021 | Sep 2022 | |||
| -21.00% | Feb 2020 | Mar 2020 | |||
| -20.07% | Jan 2022 | Sep 2022 | |||
| -17.90% | Feb 2020 | Mar 2020 | |||
| -15.44% | Oct 2018 | Dec 2018 | |||
| -15.27% | Oct 2018 | Dec 2018 | |||
| -8.74% | Aug 2015 | Sep 2015 | |||
| -7.82% | Sep 2020 | Oct 2020 | |||
| -7.78% | Aug 2015 | Sep 2015 | |||
| -5.96% | May 2019 | May 2019 | |||
| -5.62% | Feb 2018 | Mar 2018 | |||
| -5.00% | Sep 2021 | Sep 2021 | |||
| -4.85% | Feb 2018 | Mar 2018 | |||
| -4.58% | Jan 2016 | Jan 2016 | |||
| -4.38% | Mar 2014 | Apr 2014 | |||
| -4.02% | Sep 2020 | Oct 2020 | |||
| -3.84% | Jan 2014 | Jan 2014 | |||
| -3.50% | Aug 2016 | Nov 2016 | |||
| -3.47% | Sep 2021 | Sep 2021 | |||
| -3.14% | Oct 2016 | Oct 2016 | |||
Drawdown comparison chart since November 2012.
US Stocks Momentum Portfolio |
Robert Shiller Cape US Sector Value Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -30.16% | Nov 2021 | Sep 2022 | |||
| -21.00% | Feb 2020 | Mar 2020 | |||
| -20.07% | Jan 2022 | Sep 2022 | |||
| -17.90% | Feb 2020 | Mar 2020 | |||
| -15.44% | Oct 2018 | Dec 2018 | |||
| -15.27% | Oct 2018 | Dec 2018 | |||
| -8.74% | Aug 2015 | Sep 2015 | |||
| -7.82% | Sep 2020 | Oct 2020 | |||
| -7.78% | Aug 2015 | Sep 2015 | |||
| -5.96% | May 2019 | May 2019 | |||
| -5.62% | Feb 2018 | Mar 2018 | |||
| -5.00% | Sep 2021 | Sep 2021 | |||
| -4.85% | Feb 2018 | Mar 2018 | |||
| -4.58% | Jan 2016 | Jan 2016 | |||
| -4.38% | Mar 2014 | Apr 2014 | |||
| -4.02% | Sep 2020 | Oct 2020 | |||
| -3.84% | Jan 2014 | Jan 2014 | |||
| -3.50% | Aug 2016 | Nov 2016 | |||
| -3.47% | Sep 2021 | Sep 2021 | |||
| -3.14% | Oct 2016 | Oct 2016 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from November 2012.
| Year | US Stocks Momentum Portfolio | Robert Shiller Cape US Sector Value Portfolio |
|---|---|---|
| 2022 |
-18.26% | -15.62% |
| 2021 |
+13.37% | +27.80% |
| 2020 |
+29.85% | +19.47% |
| 2019 |
+27.26% | +32.61% |
| 2018 |
-1.66% | -3.51% |
| 2017 |
+37.50% | +21.38% |
| 2016 |
+5.00% | +18.06% |
| 2015 |
+8.93% | +4.57% |
| 2014 |
+14.61% | +15.77% |
| 2013 |
+34.58% | +33.36% |