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 Portfolio obtained a 9.54% compound annual return, with a 15.33% 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 | +12.26% | +9.54% |
Std Dev | 15.09% | 15.33% | |
Max Drawdown | -53.85% | -50.84% |
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 Portfolio | -5.85 | +2.30 | -19.51 | +8.68 | +12.07 | +9.54 | +11.04 |
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 Portfolio: an investment of 1000$, since January 1993, now would be worth 15383.42$, with a total return of 1438.34% (9.54% 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 Portfolio: an investment of 1000$, since January 1982, now would be worth 73121.06$, with a total return of 7212.11% (11.04% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
US Stocks Momentum Portfolio |
US Stocks Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-53.85% | Nov 2007 | Feb 2009 | |||
-50.84% | Nov 2007 | Feb 2009 | |||
-43.94% | Sep 2000 | Sep 2002 | |||
-43.19% | Sep 2000 | Sep 2002 | |||
-30.16% | Nov 2021 | Sep 2022 | |||
-24.81% | Jan 2022 | Sep 2022 | |||
-20.84% | Jan 2020 | Mar 2020 | |||
-17.90% | Feb 2020 | Mar 2020 | |||
-17.57% | Jul 1998 | Aug 1998 | |||
-15.44% | Oct 2018 | Dec 2018 | |||
-14.20% | Oct 2018 | Dec 2018 | |||
-11.51% | Aug 1998 | Aug 1998 | |||
-8.84% | Jun 2015 | Sep 2015 | |||
-8.44% | Apr 2000 | May 2000 | |||
-7.82% | Sep 2020 | Oct 2020 | |||
-7.78% | Aug 2015 | Sep 2015 | |||
-7.43% | Feb 1994 | Jun 1994 | |||
-7.23% | Feb 1994 | Jun 1994 | |||
-6.82% | Apr 2012 | May 2012 | |||
-6.45% | May 2019 | May 2019 |
Drawdown comparison chart since January 1982.
US Stocks Momentum Portfolio |
US Stocks Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-53.85% | Nov 2007 | Feb 2009 | |||
-50.84% | Nov 2007 | Feb 2009 | |||
-43.94% | Sep 2000 | Sep 2002 | |||
-43.19% | Sep 2000 | Sep 2002 | |||
-30.55% | Sep 1987 | Nov 1987 | |||
-30.16% | Nov 2021 | Sep 2022 | |||
-29.34% | Sep 1987 | Nov 1987 | |||
-24.81% | Jan 2022 | Sep 2022 | |||
-20.84% | Jan 2020 | Mar 2020 | |||
-17.90% | Feb 2020 | Mar 2020 | |||
-17.57% | Jul 1998 | Aug 1998 | |||
-16.20% | Jun 1990 | Oct 1990 | |||
-15.44% | Oct 2018 | Dec 2018 | |||
-14.20% | Oct 2018 | Dec 2018 | |||
-12.56% | Jun 1990 | Sep 1990 | |||
-12.00% | Jul 1983 | Jul 1984 | |||
-11.51% | Aug 1998 | Aug 1998 | |||
-11.21% | Jan 1982 | Jul 1982 | |||
-10.97% | Jul 1983 | May 1984 | |||
-8.84% | Jun 2015 | Sep 2015 |
Yearly Returns
Yearly return comparison. Common historical serie start from January 1982.
Year | US Stocks Momentum Portfolio | US Stocks Portfolio |
---|---|---|
2022 |
-18.26% | -19.51% |
2021 |
+13.37% | +25.67% |
2020 |
+29.85% | +21.03% |
2019 |
+27.26% | +30.67% |
2018 |
-1.66% | -5.21% |
2017 |
+37.50% | +21.21% |
2016 |
+5.00% | +12.83% |
2015 |
+8.93% | +0.36% |
2014 |
+14.61% | +12.54% |
2013 |
+34.58% | +33.45% |
2012 |
+14.94% | +16.45% |
2011 |
+5.93% | +0.97% |
2010 |
+18.02% | +17.42% |
2009 |
+17.45% | +28.89% |
2008 |
-40.96% | -36.98% |
2007 |
+17.64% | +5.37% |
2006 |
+10.56% | +15.69% |
2005 |
+19.14% | +6.31% |
2004 |
+16.70% | +12.79% |
2003 |
+25.99% | +30.75% |
2002 |
-12.28% | -20.47% |
2001 |
-17.35% | -10.97% |
2000 |
-9.61% | -10.57% |
1999 |
+40.42% | +23.81% |
1998 |
+48.76% | +23.26% |
1997 |
+36.86% | +30.99% |
1996 |
+29.83% | +20.96% |
1995 |
+42.32% | +35.79% |
1994 |
-1.09% | -0.17% |
1993 |
+13.22% | +10.62% |
1992 |
+4.32% | +9.11% |
1991 |
+36.90% | +32.39% |
1990 |
+1.49% | -6.08% |
1989 |
+42.76% | +28.12% |
1988 |
+7.07% | +17.32% |
1987 |
+2.34% | +2.61% |
1986 |
+22.70% | +14.57% |
1985 |
+32.38% | +31.27% |
1984 |
-0.83% | +2.19% |
1983 |
+16.95% | +22.66% |
1982 |
+30.44% | +20.50% |