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 Value Portfolio obtained a 9.51% compound annual return, with a 15.13% standard deviation, in the last 30 Years.
Summary
| US Stocks Momentum Portfolio | US Stocks Value Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +12.26% | +9.51% |
| Std Dev | 15.09% | 15.13% | |
| Max Drawdown | -53.85% | -55.41% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1982
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| US Stocks Momentum Portfolio | -3.93 | +8.46 | -18.26 | +8.53 | +13.83 | +12.26 | +13.49 |
| US Stocks Value Portfolio | -3.89 | +7.01 | -5.39 | +7.51 | +10.82 | +9.51 | +11.33 |
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 Value Portfolio: an investment of 1000$, since January 1993, now would be worth 15261.27$, with a total return of 1426.13% (9.51% annualized).
US Stocks Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 179103.49$, with a total return of 17810.35% (13.49% annualized).
US Stocks Value Portfolio: an investment of 1000$, since January 1982, now would be worth 81482.37$, with a total return of 8048.24% (11.33% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
US Stocks Momentum Portfolio |
US Stocks Value Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -55.41% | Jun 2007 | Feb 2009 | |||
| -53.85% | Nov 2007 | Feb 2009 | |||
| -43.19% | Sep 2000 | Sep 2002 | |||
| -32.49% | Sep 2000 | Sep 2002 | |||
| -30.16% | Nov 2021 | Sep 2022 | |||
| -26.06% | Jan 2020 | Mar 2020 | |||
| -17.90% | Feb 2020 | Mar 2020 | |||
| -17.60% | Jul 1998 | Aug 1998 | |||
| -16.63% | Jan 2022 | Sep 2022 | |||
| -15.44% | Oct 2018 | Dec 2018 | |||
| -12.56% | Feb 2018 | Dec 2018 | |||
| -11.51% | Aug 1998 | Aug 1998 | |||
| -10.70% | Jun 2015 | Jan 2016 | |||
| -8.88% | Jul 1999 | Sep 1999 | |||
| -7.82% | Sep 2020 | Oct 2020 | |||
| -7.78% | Aug 2015 | Sep 2015 | |||
| -7.76% | May 2019 | May 2019 | |||
| -7.23% | Feb 1994 | Jun 1994 | |||
| -6.99% | Feb 1994 | Mar 1994 | |||
| -6.40% | Jan 2000 | Feb 2000 | |||
Drawdown comparison chart since January 1982.
US Stocks Momentum Portfolio |
US Stocks Value Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -55.41% | Jun 2007 | Feb 2009 | |||
| -53.85% | Nov 2007 | Feb 2009 | |||
| -43.19% | Sep 2000 | Sep 2002 | |||
| -32.49% | Sep 2000 | Sep 2002 | |||
| -30.55% | Sep 1987 | Nov 1987 | |||
| -30.17% | Sep 1987 | Nov 1987 | |||
| -30.16% | Nov 2021 | Sep 2022 | |||
| -26.06% | Jan 2020 | Mar 2020 | |||
| -17.90% | Feb 2020 | Mar 2020 | |||
| -17.60% | Jul 1998 | Aug 1998 | |||
| -16.63% | Jan 2022 | Sep 2022 | |||
| -16.02% | Jun 1990 | Oct 1990 | |||
| -15.44% | Oct 2018 | Dec 2018 | |||
| -12.56% | Feb 2018 | Dec 2018 | |||
| -12.56% | Jun 1990 | Sep 1990 | |||
| -12.00% | Jul 1983 | Jul 1984 | |||
| -11.51% | Aug 1998 | Aug 1998 | |||
| -10.70% | Jun 2015 | Jan 2016 | |||
| -9.40% | Jan 1982 | Jul 1982 | |||
| -8.88% | Jul 1999 | Sep 1999 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1982.
| Year | US Stocks Momentum Portfolio | US Stocks Value Portfolio |
|---|---|---|
| 2022 |
-18.26% | -5.39% |
| 2021 |
+13.37% | +25.21% |
| 2020 |
+29.85% | +1.55% |
| 2019 |
+27.26% | +31.48% |
| 2018 |
-1.66% | -9.18% |
| 2017 |
+37.50% | +15.08% |
| 2016 |
+5.00% | +18.48% |
| 2015 |
+8.93% | -4.32% |
| 2014 |
+14.61% | +12.75% |
| 2013 |
+34.58% | +32.19% |
| 2012 |
+14.94% | +17.36% |
| 2011 |
+5.93% | -0.29% |
| 2010 |
+18.02% | +15.81% |
| 2009 |
+17.45% | +19.61% |
| 2008 |
-40.96% | -36.01% |
| 2007 |
+17.64% | -1.38% |
| 2006 |
+10.56% | +21.90% |
| 2005 |
+19.14% | +6.59% |
| 2004 |
+16.70% | +16.71% |
| 2003 |
+25.99% | +31.72% |
| 2002 |
-12.28% | -16.07% |
| 2001 |
-17.35% | -4.82% |
| 2000 |
-9.61% | +3.67% |
| 1999 |
+40.42% | +8.54% |
| 1998 |
+48.76% | +17.96% |
| 1997 |
+36.86% | +32.64% |
| 1996 |
+29.83% | +23.15% |
| 1995 |
+42.32% | +39.35% |
| 1994 |
-1.09% | +0.35% |
| 1993 |
+13.22% | +10.42% |
| 1992 |
+4.32% | +8.69% |
| 1991 |
+36.90% | +29.07% |
| 1990 |
+1.49% | -6.16% |
| 1989 |
+42.76% | +28.73% |
| 1988 |
+7.07% | +19.63% |
| 1987 |
+2.34% | +3.51% |
| 1986 |
+22.70% | +17.17% |
| 1985 |
+32.38% | +32.40% |
| 1984 |
-0.83% | +8.57% |
| 1983 |
+16.95% | +24.55% |
| 1982 |
+30.44% | +21.31% |