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
| 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
| 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 |
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.
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.
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.
| 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% |