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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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