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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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