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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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