US Stocks Momentum vs Technology Portfolio Comparison

Last Update: 29 February 2024

The US Stocks Momentum Portfolio obtained a 12.68% compound annual return, with a 15.38% standard deviation, in the last 30 Years.

The Technology Portfolio obtained a 13.98% compound annual return, with a 24.02% standard deviation, in the last 30 Years.

Summary

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US Stocks Momentum Portfolio Technology Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
30 Years Stats Return +12.68% +13.98%
Std Dev 15.38% 24.02%
Max Drawdown -53.85% -81.08%
All time Stats
(Since Jan 1982)
Return +13.73% +14.20%
Std Dev 15.39% 23.25%
Max Drawdown -53.85% -81.08%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
US Stocks Momentum Portfolio +10.00 +24.44 +32.84 +12.02 +12.68 +12.68 +13.73
Technology Portfolio +5.28 +16.60 +50.57 +21.24 +18.10 +13.98 +14.20
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

US Stocks Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 35.91$, with a total return of 3491.37% (12.68% annualized).

Technology Portfolio: an investment of 1$, since March 1994, now would be worth 50.62$, with a total return of 4961.70% (13.98% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 227.06$, with a total return of 22606.23% (13.73% annualized).

Technology Portfolio: an investment of 1$, since January 1982, now would be worth 269.83$, with a total return of 26883.04% (14.20% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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US Stocks Momentum Portfolio
Technology Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-81.08% Apr 2000 Sep 2002 (30) Oct 2014 (175) 56.07
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-32.58% Jan 2022 Dec 2022 (12) Dec 2023 (24) 19.19
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-17.20% Aug 1998 Aug 1998 (1) Oct 1998 (3) 8.68
-16.96% Sep 2018 Dec 2018 (4) Apr 2019 (8) 8.13
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-13.51% Feb 1997 Mar 1997 (2) May 1997 (4) 7.32
-12.90% Feb 2020 Mar 2020 (2) Apr 2020 (3) 7.13
-12.58% Mar 1994 Jun 1994 (4) Oct 1994 (8) 7.44
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-10.50% Aug 1997 Dec 1997 (5) Feb 1998 (7) 5.23
-9.82% Dec 2015 Feb 2016 (3) Jul 2016 (8) 5.36
-9.49% Feb 1999 Feb 1999 (1) Apr 1999 (3) 4.77
-8.88% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.60
-8.65% Sep 2020 Oct 2020 (2) Nov 2020 (3) 5.20
-8.23% May 2019 May 2019 (1) Jul 2019 (3) 4.16
-8.14% Jun 1996 Jul 1996 (2) Sep 1996 (4) 4.20

Drawdown comparison chart since January 1982.

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US Stocks Momentum Portfolio
Technology Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-81.08% Apr 2000 Sep 2002 (30) Oct 2014 (175) 56.07
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-34.57% Sep 1987 Nov 1987 (3) May 1989 (21) 17.23
-32.58% Jan 2022 Dec 2022 (12) Dec 2023 (24) 19.19
-30.55% Sep 1987 Nov 1987 (3) Jul 1989 (23) 18.49
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-27.93% Jul 1983 Jul 1984 (13) Nov 1985 (29) 16.11
-27.64% Jul 1990 Oct 1990 (4) Feb 1991 (8) 16.50
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-17.20% Aug 1998 Aug 1998 (1) Oct 1998 (3) 8.68
-16.96% Sep 2018 Dec 2018 (4) Apr 2019 (8) 8.13
-15.73% Jun 1986 Sep 1986 (4) Jan 1987 (8) 9.55
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-14.55% Jan 1982 Jul 1982 (7) Oct 1982 (10) 8.38
-13.51% Feb 1997 Mar 1997 (2) May 1997 (4) 7.32
-13.48% Mar 1992 Aug 1992 (6) Nov 1992 (9) 8.98
-12.97% Feb 1994 Jun 1994 (5) Feb 1995 (13) 6.32
-12.90% Feb 2020 Mar 2020 (2) Apr 2020 (3) 7.13
-12.56% Jun 1990 Sep 1990 (4) Jan 1991 (8) 7.07

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+16.14%
0.00%
+7.20%
0.00%
2023
+9.16%
-6.59%
+54.85%
-8.42%
2022
-18.26%
-26.94%
-32.58%
-32.58%
2021
+13.37%
-4.41%
+27.42%
-5.68%
2020
+29.85%
-17.90%
+48.40%
-12.90%
2019
+27.26%
-2.20%
+38.96%
-8.23%
2018
-1.66%
-15.44%
-0.12%
-16.96%
2017
+37.50%
0.00%
+32.66%
-2.32%
2016
+5.00%
-5.03%
+7.10%
-8.37%
2015
+8.93%
-7.78%
+9.45%
-8.88%
2014
+14.61%
-4.38%
+19.18%
-3.04%
2013
+34.58%
-2.81%
+36.63%
-2.39%
2012
+14.94%
-6.80%
+18.12%
-8.13%
2011
+5.93%
-14.50%
+3.47%
-10.79%
2010
+18.02%
-12.13%
+20.14%
-12.93%
2009
+17.45%
-19.56%
+54.68%
-7.43%
2008
-40.96%
-41.23%
-41.73%
-43.03%
2007
+17.64%
-2.82%
+19.02%
-6.83%
2006
+10.56%
-3.64%
+7.14%
-11.54%
2005
+19.14%
-1.25%
+1.57%
-12.37%
2004
+16.70%
-2.66%
+10.54%
-9.86%
2003
+25.99%
-4.14%
+49.67%
-2.90%
2002
-12.28%
-22.85%
-37.37%
-46.75%
2001
-17.35%
-26.75%
-33.34%
-54.93%
2000
-9.61%
-13.35%
-36.11%
-46.69%
1999
+40.42%
-1.57%
+101.95%
-9.49%
1998
+48.76%
-11.51%
+85.30%
-17.20%
1997
+36.86%
-4.89%
+20.63%
-13.51%
1996
+29.83%
-3.81%
+42.54%
-8.14%
1995
+42.32%
-0.02%
+42.54%
-3.77%
1994
-1.09%
-7.23%
+1.50%
-12.97%
1993
+13.22%
-2.14%
+10.58%
-8.26%
1992
+4.32%
-3.35%
+8.86%
-13.48%
1991
+36.90%
-4.00%
+64.99%
-8.89%
1990
+1.49%
-12.56%
-10.41%
-27.64%
1989
+42.76%
-1.57%
+26.17%
-4.64%
1988
+7.07%
-5.33%
+13.54%
-10.50%
1987
+2.34%
-30.55%
+10.50%
-34.57%
1986
+22.70%
-7.79%
+6.89%
-15.73%
1985
+32.38%
-3.74%
+35.61%
-6.97%
1984
-0.83%
-10.30%
-11.31%
-17.55%
1983
+16.95%
-3.61%
+19.87%
-13.85%
1982
+30.44%
-4.93%
+18.67%
-14.55%