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 ESG Portfolio obtained a 7.45% compound annual return, with a 18.28% standard deviation, in the last 15 Years.

Summary

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US Stocks Momentum Portfolio US Stocks ESG Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
15 Years Stats Return +8.99% +7.45%
Std Dev 16.64% 18.28%
Max Drawdown -52.51% -49.31%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from September 2005

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1M 6M 1Y 5Y(*) 10Y(*) MAX(*)
US Stocks Momentum Portfolio -3.93 +8.46 -18.26 +8.53 +13.83 +9.79
US Stocks ESG Portfolio -6.46 -0.00 -24.04 +6.26 +10.23 +7.99
(*) 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 ESG Portfolio: an investment of 1000$, since January 2008, now would be worth 2937.94$, with a total return of 193.79% (7.45% annualized).

US Stocks Momentum Portfolio: an investment of 1000$, since September 2005, now would be worth 5046.16$, with a total return of 404.62% (9.79% annualized).

US Stocks ESG Portfolio: an investment of 1000$, since September 2005, now would be worth 3790.06$, with a total return of 279.01% (7.99% annualized).

Drawdowns

Drawdown comparison chart since December 2007.

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US Stocks Momentum Portfolio
US Stocks ESG Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-52.51% Jan 2008 Feb 2009
-49.31% Jan 2008 Feb 2009
-30.16% Nov 2021 Sep 2022
-27.79% Jan 2022 Sep 2022
-23.59% May 2011 Sep 2011
-19.14% Feb 2020 Mar 2020
-17.90% Feb 2020 Mar 2020
-17.80% Feb 2018 Dec 2018
-15.44% Oct 2018 Dec 2018
-13.26% Jul 2015 Jan 2016
-7.82% Sep 2020 Oct 2020
-7.78% Aug 2015 Sep 2015
-5.81% Sep 2020 Oct 2020
-5.21% Sep 2021 Sep 2021
-4.85% Feb 2018 Mar 2018
-4.63% Sep 2014 Sep 2014
-4.38% Mar 2014 Apr 2014
-3.54% Jul 2014 Jul 2014
-3.50% Aug 2016 Nov 2016
-3.47% Sep 2021 Sep 2021

Drawdown comparison chart since September 2005.

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US Stocks Momentum Portfolio
US Stocks ESG Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-53.85% Nov 2007 Feb 2009
-52.70% Jun 2007 Feb 2009
-30.16% Nov 2021 Sep 2022
-27.79% Jan 2022 Sep 2022
-23.59% May 2011 Sep 2011
-19.14% Feb 2020 Mar 2020
-17.90% Feb 2020 Mar 2020
-17.80% Feb 2018 Dec 2018
-15.44% Oct 2018 Dec 2018
-13.26% Jul 2015 Jan 2016
-7.82% Sep 2020 Oct 2020
-7.78% Aug 2015 Sep 2015
-5.81% Sep 2020 Oct 2020
-5.21% Sep 2021 Sep 2021
-4.85% Feb 2018 Mar 2018
-4.63% Sep 2014 Sep 2014
-4.38% Mar 2014 Apr 2014
-3.64% May 2006 Jun 2006
-3.54% Jul 2014 Jul 2014
-3.50% Aug 2016 Nov 2016

Yearly Returns

Yearly return comparison. Common historical serie start from September 2005.

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Year US Stocks Momentum Portfolio US Stocks ESG Portfolio
2022
-18.26% -24.04%
2021
+13.37% +26.20%
2020
+29.85% +25.67%
2019
+27.26% +33.37%
2018
-1.66% -15.69%
2017
+37.50% +13.03%
2016
+5.00% +11.65%
2015
+8.93% +2.12%
2014
+14.61% +9.13%
2013
+34.58% +38.98%
2012
+14.94% +17.37%
2011
+5.93% -5.78%
2010
+18.02% +19.88%
2009
+17.45% +39.10%
2008
-40.96% -39.83%
2007
+17.64% +5.81%
2006
+10.56% +18.46%
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