Last Update: 31 December 2022

The US Stocks Momentum Portfolio obtained a 12.26% compound annual return, with a 15.09% standard deviation, in the last 30 Years.

The Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.02% compound annual return, with a 12.16% standard deviation, in the last 30 Years.

Summary

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US Stocks Momentum Portfolio Stocks/Bonds 80/20 Momentum Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
30 Years Stats Return +12.26% +11.02%
Std Dev 15.09% 12.16%
Max Drawdown -53.85% -43.61%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 1982

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
US Stocks Momentum Portfolio -3.93 +8.46 -18.26 +8.53 +13.83 +12.26 +13.49
Stocks/Bonds 80/20 Momentum Portfolio -3.29 +5.81 -17.23 +6.90 +11.38 +11.02 +12.37
(*) Returns over 1 year are annualized

Capital Growth as of Dec 31, 2022

US Stocks Momentum Portfolio: an investment of 1000$, since January 1993, now would be worth 32144.45$, with a total return of 3114.45% (12.26% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1000$, since January 1993, now would be worth 22999.50$, with a total return of 2199.95% (11.02% annualized).

US Stocks Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 179103.49$, with a total return of 17810.35% (13.49% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 119357.99$, with a total return of 11835.80% (12.37% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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US Stocks Momentum Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-53.85% Nov 2007 Feb 2009
-43.61% Nov 2007 Feb 2009
-43.19% Sep 2000 Sep 2002
-32.75% Sep 2000 Sep 2002
-30.16% Nov 2021 Sep 2022
-27.23% Nov 2021 Sep 2022
-17.90% Feb 2020 Mar 2020
-15.44% Oct 2018 Dec 2018
-14.33% Feb 2020 Mar 2020
-12.46% Oct 2018 Dec 2018
-11.51% Aug 1998 Aug 1998
-9.24% Aug 1998 Aug 1998
-7.82% Sep 2020 Oct 2020
-7.78% Aug 2015 Sep 2015
-7.23% Feb 1994 Jun 1994
-6.80% Feb 1994 Jun 1994
-6.55% Sep 2020 Oct 2020
-6.40% Jan 2000 Feb 2000
-6.22% Aug 2015 Sep 2015
-5.19% Apr 2012 May 2012

Drawdown comparison chart since January 1982.

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US Stocks Momentum Portfolio
Stocks/Bonds 80/20 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-53.85% Nov 2007 Feb 2009
-43.61% Nov 2007 Feb 2009
-43.19% Sep 2000 Sep 2002
-32.75% Sep 2000 Sep 2002
-30.55% Sep 1987 Nov 1987
-30.16% Nov 2021 Sep 2022
-27.23% Nov 2021 Sep 2022
-25.63% Sep 1987 Nov 1987
-17.90% Feb 2020 Mar 2020
-15.44% Oct 2018 Dec 2018
-14.33% Feb 2020 Mar 2020
-12.56% Jun 1990 Sep 1990
-12.46% Oct 2018 Dec 2018
-12.00% Jul 1983 Jul 1984
-11.51% Aug 1998 Aug 1998
-10.02% Aug 1990 Sep 1990
-9.41% Jul 1983 May 1984
-9.24% Aug 1998 Aug 1998
-7.82% Sep 2020 Oct 2020
-7.79% Sep 1986 Sep 1986

Yearly Returns

Yearly return comparison. Common historical serie start from January 1982.

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Year US Stocks Momentum Portfolio Stocks/Bonds 80/20 Momentum Portfolio
2022
-18.26% -17.23%
2021
+13.37% +10.32%
2020
+29.85% +25.42%
2019
+27.26% +23.57%
2018
-1.66% -1.35%
2017
+37.50% +30.71%
2016
+5.00% +4.51%
2015
+8.93% +7.25%
2014
+14.61% +12.86%
2013
+34.58% +27.24%
2012
+14.94% +12.58%
2011
+5.93% +6.33%
2010
+18.02% +15.66%
2009
+17.45% +14.68%
2008
-40.96% -31.40%
2007
+17.64% +15.50%
2006
+10.56% +9.30%
2005
+19.14% +15.79%
2004
+16.70% +14.21%
2003
+25.99% +21.59%
2002
-12.28% -8.17%
2001
-17.35% -12.19%
2000
-9.61% -5.41%
1999
+40.42% +32.18%
1998
+48.76% +40.72%
1997
+36.86% +31.37%
1996
+29.83% +24.58%
1995
+42.32% +37.49%
1994
-1.09% -1.40%
1993
+13.22% +12.52%
1992
+4.32% +4.88%
1991
+36.90% +32.57%
1990
+1.49% +2.93%
1989
+42.76% +36.94%
1988
+7.07% +7.13%
1987
+2.34% +2.18%
1986
+22.70% +21.18%
1985
+32.38% +30.36%
1984
-0.83% +2.34%
1983
+16.95% +14.60%
1982
+30.44% +30.58%
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