Last Update: 31 July 2022
The US Stocks Momentum Portfolio obtained a 9.49% compound annual return, with a 15.99% standard deviation, in the last 30 Years.
The US Stocks Portfolio obtained a 10.00% compound annual return, with a 15.09% standard deviation, in the last 30 Years.
Summary
| US Stocks Momentum Portfolio | US Stocks Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +9.49% | +10.00% |
| Std Dev | 15.99% | 15.09% | |
| Max Drawdown | -57.15% | -50.84% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from January 1992
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| US Stocks Momentum Portfolio | +10.97 | -7.32 | -17.46 | +9.71 | +11.41 | +9.49 | +9.29 |
| US Stocks Portfolio | +9.35 | -8.42 | -7.75 | +12.11 | +13.43 | +10.00 | +9.90 |
Capital Growth as of Jul 31, 2022
US Stocks Momentum Portfolio: an investment of 1000$, since August 1992, now would be worth 15159.71$, with a total return of 1415.97% (9.49% annualized).
US Stocks Portfolio: an investment of 1000$, since August 1992, now would be worth 17465.33$, with a total return of 1646.53% (10.00% annualized).
US Stocks Momentum Portfolio: an investment of 1000$, since January 1992, now would be worth 15139.26$, with a total return of 1413.93% (9.29% annualized).
US Stocks Portfolio: an investment of 1000$, since January 1992, now would be worth 17940.89$, with a total return of 1694.09% (9.90% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
US Stocks Momentum Portfolio |
US Stocks Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -57.15% | Nov 2007 | Feb 2009 | |||
| -50.84% | Nov 2007 | Feb 2009 | |||
| -44.71% | Sep 2000 | Sep 2002 | |||
| -43.94% | Sep 2000 | Sep 2002 | |||
| -30.28% | Nov 2021 | Jun 2022 | |||
| -21.32% | Jan 2022 | Jun 2022 | |||
| -20.84% | Jan 2020 | Mar 2020 | |||
| -18.89% | Sep 2018 | Dec 2018 | |||
| -18.04% | Feb 2020 | Mar 2020 | |||
| -17.57% | Jul 1998 | Aug 1998 | |||
| -15.28% | Jul 1998 | Aug 1998 | |||
| -14.20% | Oct 2018 | Dec 2018 | |||
| -12.87% | Aug 2015 | Jan 2016 | |||
| -8.84% | Jun 2015 | Sep 2015 | |||
| -8.44% | Apr 2000 | May 2000 | |||
| -7.43% | Feb 1994 | Jun 1994 | |||
| -6.98% | Feb 1994 | Mar 1994 | |||
| -6.82% | Apr 2012 | May 2012 | |||
| -6.45% | May 2019 | May 2019 | |||
| -6.43% | Jan 2000 | Feb 2000 | |||
Drawdown comparison chart since January 1992.
US Stocks Momentum Portfolio |
US Stocks Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -57.15% | Nov 2007 | Feb 2009 | |||
| -50.84% | Nov 2007 | Feb 2009 | |||
| -44.71% | Sep 2000 | Sep 2002 | |||
| -43.94% | Sep 2000 | Sep 2002 | |||
| -30.28% | Nov 2021 | Jun 2022 | |||
| -21.32% | Jan 2022 | Jun 2022 | |||
| -20.84% | Jan 2020 | Mar 2020 | |||
| -18.89% | Sep 2018 | Dec 2018 | |||
| -18.04% | Feb 2020 | Mar 2020 | |||
| -17.57% | Jul 1998 | Aug 1998 | |||
| -15.28% | Jul 1998 | Aug 1998 | |||
| -14.20% | Oct 2018 | Dec 2018 | |||
| -12.87% | Aug 2015 | Jan 2016 | |||
| -8.84% | Jun 2015 | Sep 2015 | |||
| -8.44% | Apr 2000 | May 2000 | |||
| -7.43% | Feb 1994 | Jun 1994 | |||
| -6.98% | Feb 1994 | Mar 1994 | |||
| -6.82% | Apr 2012 | May 2012 | |||
| -6.45% | May 2019 | May 2019 | |||
| -6.43% | Jan 2000 | Feb 2000 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1992.
| Year | US Stocks Momentum Portfolio | US Stocks Portfolio |
|---|---|---|
| 2022 |
-20.05% | -13.97% |
| 2021 |
+7.72% | +25.67% |
| 2020 |
+36.60% | +21.03% |
| 2019 |
+33.13% | +30.67% |
| 2018 |
-5.96% | -5.21% |
| 2017 |
+23.30% | +21.21% |
| 2016 |
+2.35% | +12.83% |
| 2015 |
+1.13% | +0.36% |
| 2014 |
+12.21% | +12.54% |
| 2013 |
+31.68% | +33.45% |
| 2012 |
+18.18% | +16.45% |
| 2011 |
+1.53% | +0.97% |
| 2010 |
+26.57% | +17.42% |
| 2009 |
+28.02% | +28.89% |
| 2008 |
-46.21% | -36.98% |
| 2007 |
+5.14% | +5.37% |
| 2006 |
+15.85% | +15.69% |
| 2005 |
+4.83% | +6.31% |
| 2004 |
+10.70% | +12.79% |
| 2003 |
+28.18% | +30.75% |
| 2002 |
-21.59% | -20.47% |
| 2001 |
-11.75% | -10.97% |
| 2000 |
-9.73% | -10.57% |
| 1999 |
+20.39% | +23.81% |
| 1998 |
+28.69% | +23.26% |
| 1997 |
+33.48% | +30.99% |
| 1996 |
+22.49% | +20.96% |
| 1995 |
+38.05% | +35.79% |
| 1994 |
+0.40% | -0.17% |
| 1993 |
+21.58% | +10.62% |
| 1992 |
+7.92% | +9.11% |