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

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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 +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

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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 Portfolio -5.85 +2.30 -19.51 +8.68 +12.07 +9.54 +11.04
(*) 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 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.

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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.

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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.

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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%
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