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

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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

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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 +13.49
US Stocks Value Portfolio -3.89 +7.01 -5.39 +7.51 +10.82 +9.51 +11.33
(*) 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 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.

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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.

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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.

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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%
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