US Stocks vs US Stocks Value Portfolio Comparison

Last Update: 29 February 2024

The US Stocks Portfolio obtained a 10.22% compound annual return, with a 15.55% standard deviation, in the last 30 Years.

The US Stocks Value Portfolio obtained a 9.96% compound annual return, with a 15.37% standard deviation, in the last 30 Years.

Summary

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US Stocks Portfolio US Stocks Value Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
30 Years Stats Return +10.22% +9.96%
Std Dev 15.55% 15.37%
Max Drawdown -50.84% -55.41%
All time Stats
(Since Jan 1975)
Return +12.18% +12.16%
Std Dev 15.53% 15.31%
Max Drawdown -50.84% -55.41%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1975

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1M 6M 1Y 5Y 10Y 30Y MAX
US Stocks Portfolio +5.30 +13.69 +28.61 +13.82 +11.96 +10.22 +12.18
US Stocks Value Portfolio +2.83 +11.48 +20.53 +12.23 +10.17 +9.96 +12.16
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 18.52$, with a total return of 1752.12% (10.22% annualized).

US Stocks Value Portfolio: an investment of 1$, since March 1994, now would be worth 17.24$, with a total return of 1624.28% (9.96% annualized).

US Stocks Portfolio: an investment of 1$, since January 1975, now would be worth 284.30$, with a total return of 28329.90% (12.18% annualized).

US Stocks Value Portfolio: an investment of 1$, since January 1975, now would be worth 282.18$, with a total return of 28117.88% (12.16% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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US Stocks Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-55.41% Jun 2007 Feb 2009 (21) Jan 2013 (68) 25.46
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-43.94% Sep 2000 Sep 2002 (25) Mar 2006 (67) 23.71
-32.49% Sep 2000 Sep 2002 (25) Feb 2004 (42) 17.09
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-17.60% Jul 1998 Aug 1998 (2) Dec 1998 (6) 8.56
-17.57% Jul 1998 Aug 1998 (2) Nov 1998 (5) 9.03
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-12.56% Feb 2018 Dec 2018 (11) Apr 2019 (15) 5.22
-10.70% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.85
-9.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.98
-8.88% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.59
-8.84% Jun 2015 Sep 2015 (4) May 2016 (12) 4.72
-8.44% Apr 2000 May 2000 (2) Aug 2000 (5) 5.11
-7.76% May 2019 May 2019 (1) Jul 2019 (3) 3.88
-6.82% Apr 2012 May 2012 (2) Aug 2012 (5) 3.19
-6.45% May 2019 May 2019 (1) Jun 2019 (2) 3.72

Drawdown comparison chart since January 1975.

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US Stocks Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-55.41% Jun 2007 Feb 2009 (21) Jan 2013 (68) 25.46
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-43.94% Sep 2000 Sep 2002 (25) Mar 2006 (67) 23.71
-32.49% Sep 2000 Sep 2002 (25) Feb 2004 (42) 17.09
-30.17% Sep 1987 Nov 1987 (3) Apr 1989 (20) 15.87
-29.34% Sep 1987 Nov 1987 (3) May 1989 (21) 14.96
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-17.85% Dec 1980 Jul 1982 (20) Oct 1982 (23) 9.42
-17.60% Jul 1998 Aug 1998 (2) Dec 1998 (6) 8.56
-17.57% Jul 1998 Aug 1998 (2) Nov 1998 (5) 9.03
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-16.20% Jun 1990 Oct 1990 (5) Feb 1991 (9) 8.96
-16.02% Jun 1990 Oct 1990 (5) Feb 1991 (9) 9.06
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-13.50% Jan 1977 Feb 1978 (14) Jul 1978 (19) 7.20
-12.56% Feb 2018 Dec 2018 (11) Apr 2019 (15) 5.22
-11.98% Mar 1980 Mar 1980 (1) Jun 1980 (4) 6.35
-11.74% Jul 1975 Sep 1975 (3) Jan 1976 (7) 6.40

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+6.47%
0.00%
+2.94%
0.00%
2023
+26.05%
-9.10%
+21.75%
-9.27%
2022
-19.51%
-24.81%
-5.39%
-16.63%
2021
+25.67%
-4.46%
+25.21%
-3.32%
2020
+21.03%
-20.84%
+1.55%
-26.06%
2019
+30.67%
-6.45%
+31.48%
-7.76%
2018
-5.21%
-14.20%
-9.18%
-12.56%
2017
+21.21%
0.00%
+15.08%
-1.63%
2016
+12.83%
-5.73%
+18.48%
-5.38%
2015
+0.36%
-8.84%
-4.32%
-10.50%
2014
+12.54%
-3.17%
+12.75%
-3.59%
2013
+33.45%
-3.03%
+32.19%
-3.90%
2012
+16.45%
-6.82%
+17.36%
-6.74%
2011
+0.97%
-17.58%
-0.29%
-19.14%
2010
+17.42%
-13.26%
+15.81%
-13.77%
2009
+28.89%
-17.72%
+19.61%
-23.38%
2008
-36.98%
-38.08%
-36.01%
-37.37%
2007
+5.37%
-5.23%
-1.38%
-9.05%
2006
+15.69%
-3.22%
+21.90%
-2.74%
2005
+6.31%
-4.48%
+6.59%
-3.67%
2004
+12.79%
-3.56%
+16.71%
-3.14%
2003
+30.75%
-4.27%
+31.72%
-5.06%
2002
-20.47%
-27.18%
-16.07%
-25.33%
2001
-10.97%
-23.65%
-4.82%
-13.49%
2000
-10.57%
-15.87%
+3.67%
-8.97%
1999
+23.81%
-6.42%
+8.54%
-8.88%
1998
+23.26%
-17.57%
+17.96%
-17.60%
1997
+30.99%
-4.56%
+32.64%
-5.25%
1996
+20.96%
-6.17%
+23.15%
-4.43%
1995
+35.79%
-1.17%
+39.35%
-0.21%
1994
-0.17%
-7.43%
+0.35%
-6.99%
1993
+10.62%
-2.77%
+10.42%
-2.38%
1992
+9.11%
-2.40%
+8.69%
-2.26%
1991
+32.39%
-4.47%
+29.07%
-4.66%
1990
-6.08%
-16.20%
-6.16%
-16.02%
1989
+28.12%
-3.05%
+28.73%
-3.12%
1988
+17.32%
-3.42%
+19.63%
-3.20%
1987
+2.61%
-29.34%
+3.51%
-30.17%
1986
+14.57%
-7.92%
+17.17%
-8.41%
1985
+31.27%
-4.77%
+32.40%
-3.74%
1984
+2.19%
-9.02%
+8.57%
-5.86%
1983
+22.66%
-4.00%
+24.55%
-2.99%
1982
+20.50%
-11.21%
+21.31%
-9.40%
1981
-4.15%
-12.79%
+3.13%
-8.38%
1980
+33.15%
-11.98%
+28.37%
-10.15%
1979
+24.25%
-7.22%
+16.21%
-6.74%
1978
+8.45%
-11.64%
+5.15%
-9.56%
1977
-3.36%
-8.29%
-6.25%
-10.08%
1976
+26.47%
-2.10%
+31.05%
-1.56%
1975
+37.82%
-11.74%
+39.03%
-11.39%