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
| 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
| 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 |
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.
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.
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.
| 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% |