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 US Stocks Minimum Volatility Portfolio obtained a 9.68% compound annual return, with a 13.64% standard deviation, in the last 30 Years.

Summary

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US Stocks Momentum Portfolio US Stocks Minimum Volatility Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
30 Years Stats Return +12.26% +9.68%
Std Dev 15.09% 13.64%
Max Drawdown -53.85% -43.27%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 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 +13.39
US Stocks Minimum Volatility Portfolio -3.75 +3.68 -9.42 +8.40 +11.68 +9.68 +11.09
(*) 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).

US Stocks Minimum Volatility Portfolio: an investment of 1000$, since January 1993, now would be worth 15970.39$, with a total return of 1497.04% (9.68% annualized).

US Stocks Momentum Portfolio: an investment of 1000$, since January 1985, now would be worth 118387.59$, with a total return of 11738.76% (13.39% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1000$, since January 1985, now would be worth 54419.63$, with a total return of 5341.96% (11.09% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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US Stocks Momentum Portfolio
US Stocks Minimum Volatility Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-53.85% Nov 2007 Feb 2009
-43.27% Nov 2007 Feb 2009
-43.19% Sep 2000 Sep 2002
-35.36% Sep 2000 Sep 2002
-30.16% Nov 2021 Sep 2022
-19.06% Feb 2020 Mar 2020
-17.90% Feb 2020 Mar 2020
-17.35% Jan 2022 Sep 2022
-16.52% Jul 1998 Aug 1998
-15.44% Oct 2018 Dec 2018
-11.70% May 2011 Sep 2011
-11.51% Aug 1998 Aug 1998
-9.14% Jul 1999 Sep 1999
-7.82% Sep 2020 Oct 2020
-7.78% Aug 2015 Sep 2015
-7.56% Oct 2018 Dec 2018
-7.23% Feb 1994 Jun 1994
-7.03% Feb 1994 Mar 1994
-6.40% Jan 2000 Feb 2000
-5.47% Aug 1997 Aug 1997

Drawdown comparison chart since January 1985.

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US Stocks Momentum Portfolio
US Stocks Minimum Volatility Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-53.85% Nov 2007 Feb 2009
-43.27% Nov 2007 Feb 2009
-43.19% Sep 2000 Sep 2002
-35.36% Sep 2000 Sep 2002
-30.55% Sep 1987 Nov 1987
-30.16% Nov 2021 Sep 2022
-30.08% Sep 1987 Nov 1987
-19.06% Feb 2020 Mar 2020
-17.90% Feb 2020 Mar 2020
-17.35% Jan 2022 Sep 2022
-16.52% Jul 1998 Aug 1998
-15.44% Oct 2018 Dec 2018
-14.10% Jun 1990 Oct 1990
-12.56% Jun 1990 Sep 1990
-11.70% May 2011 Sep 2011
-11.51% Aug 1998 Aug 1998
-9.14% Jul 1999 Sep 1999
-8.39% Sep 1986 Sep 1986
-7.82% Sep 2020 Oct 2020
-7.79% Sep 1986 Sep 1986

Yearly Returns

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

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Year US Stocks Momentum Portfolio US Stocks Minimum Volatility Portfolio
2022
-18.26% -9.42%
2021
+13.37% +20.84%
2020
+29.85% +5.64%
2019
+27.26% +27.69%
2018
-1.66% +1.36%
2017
+37.50% +18.91%
2016
+5.00% +10.57%
2015
+8.93% +5.45%
2014
+14.61% +16.33%
2013
+34.58% +25.09%
2012
+14.94% +10.82%
2011
+5.93% +12.70%
2010
+18.02% +14.52%
2009
+17.45% +18.18%
2008
-40.96% -25.77%
2007
+17.64% +4.15%
2006
+10.56% +14.77%
2005
+19.14% +6.45%
2004
+16.70% +14.34%
2003
+25.99% +19.79%
2002
-12.28% -15.44%
2001
-17.35% -7.96%
2000
-9.61% +2.67%
1999
+40.42% +7.63%
1998
+48.76% +22.82%
1997
+36.86% +30.20%
1996
+29.83% +14.96%
1995
+42.32% +36.61%
1994
-1.09% +0.13%
1993
+13.22% +11.82%
1992
+4.32% +6.42%
1991
+36.90% +28.86%
1990
+1.49% -2.01%
1989
+42.76% +35.71%
1988
+7.07% +15.74%
1987
+2.34% +3.77%
1986
+22.70% +17.36%
1985
+32.38% +32.55%
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