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 Technology Portfolio obtained a 12.57% compound annual return, with a 23.87% standard deviation, in the last 30 Years.

Summary

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US Stocks Momentum Portfolio Technology Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
30 Years Stats Return +12.26% +12.57%
Std Dev 15.09% 23.87%
Max Drawdown -53.85% -81.08%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from November 1985

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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 +13.20
Technology Portfolio -9.01 -4.59 -32.58 +12.09 +16.18 +12.57 +13.45
(*) 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).

Technology Portfolio: an investment of 1000$, since January 1993, now would be worth 34893.03$, with a total return of 3389.30% (12.57% annualized).

US Stocks Momentum Portfolio: an investment of 1000$, since November 1985, now would be worth 100166.31$, with a total return of 9916.63% (13.20% annualized).

Technology Portfolio: an investment of 1000$, since November 1985, now would be worth 108832.28$, with a total return of 10783.23% (13.45% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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US Stocks Momentum Portfolio
Technology Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-81.08% Apr 2000 Sep 2002
-53.85% Nov 2007 Feb 2009
-43.19% Sep 2000 Sep 2002
-32.58% Jan 2022 Dec 2022
-30.16% Nov 2021 Sep 2022
-17.90% Feb 2020 Mar 2020
-17.20% Aug 1998 Aug 1998
-16.96% Sep 2018 Dec 2018
-15.44% Oct 2018 Dec 2018
-13.51% Feb 1997 Mar 1997
-12.97% Feb 1994 Jun 1994
-12.90% Feb 2020 Mar 2020
-11.51% Aug 1998 Aug 1998
-10.50% Aug 1997 Dec 1997
-9.82% Dec 2015 Feb 2016
-9.49% Feb 1999 Feb 1999
-8.88% Aug 2015 Sep 2015
-8.65% Sep 2020 Oct 2020
-8.26% Feb 1993 Apr 1993
-8.23% May 2019 May 2019

Drawdown comparison chart since November 1985.

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US Stocks Momentum Portfolio
Technology Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-81.08% Apr 2000 Sep 2002
-53.85% Nov 2007 Feb 2009
-43.19% Sep 2000 Sep 2002
-34.57% Sep 1987 Nov 1987
-32.58% Jan 2022 Dec 2022
-30.55% Sep 1987 Nov 1987
-30.16% Nov 2021 Sep 2022
-27.64% Jul 1990 Oct 1990
-17.90% Feb 2020 Mar 2020
-17.20% Aug 1998 Aug 1998
-16.96% Sep 2018 Dec 2018
-15.73% Jun 1986 Sep 1986
-15.44% Oct 2018 Dec 2018
-13.51% Feb 1997 Mar 1997
-13.48% Mar 1992 Aug 1992
-12.97% Feb 1994 Jun 1994
-12.90% Feb 2020 Mar 2020
-12.56% Jun 1990 Sep 1990
-11.51% Aug 1998 Aug 1998
-10.80% Oct 1989 Jan 1990

Yearly Returns

Yearly return comparison. Common historical serie start from November 1985.

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Year US Stocks Momentum Portfolio Technology Portfolio
2022
-18.26% -32.58%
2021
+13.37% +27.42%
2020
+29.85% +48.40%
2019
+27.26% +38.96%
2018
-1.66% -0.12%
2017
+37.50% +32.66%
2016
+5.00% +7.10%
2015
+8.93% +9.45%
2014
+14.61% +19.18%
2013
+34.58% +36.63%
2012
+14.94% +18.12%
2011
+5.93% +3.47%
2010
+18.02% +20.14%
2009
+17.45% +54.68%
2008
-40.96% -41.73%
2007
+17.64% +19.02%
2006
+10.56% +7.14%
2005
+19.14% +1.57%
2004
+16.70% +10.54%
2003
+25.99% +49.67%
2002
-12.28% -37.37%
2001
-17.35% -33.34%
2000
-9.61% -36.11%
1999
+40.42% +101.95%
1998
+48.76% +85.30%
1997
+36.86% +20.63%
1996
+29.83% +42.54%
1995
+42.32% +42.54%
1994
-1.09% +1.50%
1993
+13.22% +10.58%
1992
+4.32% +8.86%
1991
+36.90% +64.99%
1990
+1.49% -10.41%
1989
+42.76% +26.17%
1988
+7.07% +13.54%
1987
+2.34% +10.50%
1986
+22.70% +6.89%
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