Last Update: 31 December 2022
The US Stocks Momentum Portfolio obtained a 8.99% compound annual return, with a 16.64% standard deviation, in the last 15 Years.
The US Stocks Equal Weight Portfolio obtained a 9.36% compound annual return, with a 18.57% standard deviation, in the last 15 Years.
Summary
| US Stocks Momentum Portfolio | US Stocks Equal Weight Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 15 Years Stats | Return | +8.99% | +9.36% |
| Std Dev | 16.64% | 18.57% | |
| Max Drawdown | -52.51% | -51.24% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from May 2003
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|
| US Stocks Momentum Portfolio | -3.93 | +8.46 | -18.26 | +8.53 | +13.83 | +11.14 |
| US Stocks Equal Weight Portfolio | -4.69 | +6.14 | -11.62 | +8.90 | +12.08 | +10.82 |
Capital Growth as of Dec 31, 2022
US Stocks Momentum Portfolio: an investment of 1000$, since January 2008, now would be worth 3639.58$, with a total return of 263.96% (8.99% annualized).
US Stocks Equal Weight Portfolio: an investment of 1000$, since January 2008, now would be worth 3829.69$, with a total return of 282.97% (9.36% annualized).
US Stocks Momentum Portfolio: an investment of 1000$, since May 2003, now would be worth 7984.10$, with a total return of 698.41% (11.14% annualized).
US Stocks Equal Weight Portfolio: an investment of 1000$, since May 2003, now would be worth 7544.84$, with a total return of 654.48% (10.82% annualized).
Drawdowns
Drawdown comparison chart since December 2007.
US Stocks Momentum Portfolio |
US Stocks Equal Weight Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -52.51% | Jan 2008 | Feb 2009 | |||
| -51.24% | Jan 2008 | Feb 2009 | |||
| -30.16% | Nov 2021 | Sep 2022 | |||
| -26.65% | Jan 2020 | Mar 2020 | |||
| -20.69% | Jan 2022 | Sep 2022 | |||
| -19.88% | May 2011 | Sep 2011 | |||
| -17.90% | Feb 2020 | Mar 2020 | |||
| -15.44% | Oct 2018 | Dec 2018 | |||
| -13.90% | Oct 2018 | Dec 2018 | |||
| -10.58% | Jun 2015 | Jan 2016 | |||
| -7.82% | Sep 2020 | Oct 2020 | |||
| -7.78% | Aug 2015 | Sep 2015 | |||
| -7.69% | Apr 2012 | May 2012 | |||
| -6.93% | May 2019 | May 2019 | |||
| -5.28% | Feb 2018 | Mar 2018 | |||
| -4.85% | Feb 2018 | Mar 2018 | |||
| -4.38% | Mar 2014 | Apr 2014 | |||
| -3.79% | Sep 2021 | Sep 2021 | |||
| -3.50% | Aug 2016 | Nov 2016 | |||
| -3.47% | Sep 2021 | Sep 2021 | |||
Drawdown comparison chart since May 2003.
US Stocks Momentum Portfolio |
US Stocks Equal Weight Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -55.58% | Jun 2007 | Feb 2009 | |||
| -53.85% | Nov 2007 | Feb 2009 | |||
| -30.16% | Nov 2021 | Sep 2022 | |||
| -26.65% | Jan 2020 | Mar 2020 | |||
| -20.69% | Jan 2022 | Sep 2022 | |||
| -19.88% | May 2011 | Sep 2011 | |||
| -17.90% | Feb 2020 | Mar 2020 | |||
| -15.44% | Oct 2018 | Dec 2018 | |||
| -13.90% | Oct 2018 | Dec 2018 | |||
| -10.58% | Jun 2015 | Jan 2016 | |||
| -7.82% | Sep 2020 | Oct 2020 | |||
| -7.78% | Aug 2015 | Sep 2015 | |||
| -7.69% | Apr 2012 | May 2012 | |||
| -6.93% | May 2019 | May 2019 | |||
| -5.49% | Jan 2005 | Apr 2005 | |||
| -5.28% | Feb 2018 | Mar 2018 | |||
| -4.85% | Feb 2018 | Mar 2018 | |||
| -4.67% | Jul 2004 | Aug 2004 | |||
| -4.52% | May 2006 | Jul 2006 | |||
| -4.38% | Mar 2014 | Apr 2014 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from May 2003.
| Year | US Stocks Momentum Portfolio | US Stocks Equal Weight Portfolio |
|---|---|---|
| 2022 |
-18.26% | -11.62% |
| 2021 |
+13.37% | +29.41% |
| 2020 |
+29.85% | +12.71% |
| 2019 |
+27.26% | +28.91% |
| 2018 |
-1.66% | -7.82% |
| 2017 |
+37.50% | +18.51% |
| 2016 |
+5.00% | +14.50% |
| 2015 |
+8.93% | -2.66% |
| 2014 |
+14.61% | +14.06% |
| 2013 |
+34.58% | +35.54% |
| 2012 |
+14.94% | +17.16% |
| 2011 |
+5.93% | -0.67% |
| 2010 |
+18.02% | +21.37% |
| 2009 |
+17.45% | +44.64% |
| 2008 |
-40.96% | -40.07% |
| 2007 |
+17.64% | +0.90% |
| 2006 |
+10.56% | +15.46% |
| 2005 |
+19.14% | +7.41% |
| 2004 |
+16.70% | +16.48% |