Data Source: from May 2003 to November 2023 (~21 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.50%
1 Day
Dec 01 2023
1.50%
Current Month
December 2023
The US Stocks Equal Weight Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.
It's exposed for 100% on the Stock Market.
In the last 20 Years, the US Stocks Equal Weight Portfolio obtained a 9.59% compound annual return, with a 17.05% standard deviation.
Table of contents
Asset Allocation and ETFs
The US Stocks Equal Weight Portfolio has the following asset allocation:
100% Stocks
0% Fixed Income
0% Commodities
The US Stocks Equal Weight Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 100.00 |
RSP
|
USD | Invesco S&P 500® Equal Weight ETF | Equity, U.S. |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Nov 30, 2023
The US Stocks Equal Weight Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
US STOCKS EQUAL WEIGHT PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 20Y |
MAX
(~21Y) |
|||
| US Stocks Equal Weight Portfolio | 1.50 | 1.50 | 9.18 | 7.15 | 1.44 | 9.86 | 9.71 | 9.59 | 10.65 | |||
| US Inflation Adjusted return | 9.18 | 5.92 | -1.84 | 5.56 | 6.71 | 6.83 | 7.92 | |||||
Returns over 1 year are annualized | Available data source: since May 2003
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 20Y: 2.59%
Live update: World Markets and Indexes
In 2022, the US Stocks Equal Weight Portfolio granted a 1.59% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Equal Weight Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 2003,
now would be worth 6.25$, with a total return of 524.87% (9.59% annualized).
The Inflation Adjusted Capital now would be 3.75$, with a net total return of 274.72% (6.83% annualized).
The Inflation Adjusted Capital now would be 3.75$, with a net total return of 274.72% (6.83% annualized).
An investment of 1$, since May 2003,
now would be worth 8.03$, with a total return of 703.04% (10.65% annualized).
The Inflation Adjusted Capital now would be 4.80$, with a net total return of 379.73% (7.92% annualized).
The Inflation Adjusted Capital now would be 4.80$, with a net total return of 379.73% (7.92% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of US Stocks Equal Weight Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
US STOCKS EQUAL WEIGHT PORTFOLIO
Advanced Metrics
Data Source: 1 May 2003 - 30 November 2023 (~21 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y |
MAX
(~21Y) |
|
| Investment Return (%) | 9.18 | -0.65 | 7.15 | 1.44 | 8.23 | 9.86 | 9.71 | 9.59 | 10.65 |
| Infl. Adjusted Return (%) details | 9.18 | -0.86 | 5.92 | -1.84 | 2.36 | 5.56 | 6.71 | 6.83 | 7.92 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.53 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Deepest Drawdown Depth (%) | -11.92 | -20.69 | -26.65 | -26.65 | -55.58 | -55.58 | |||
| Start to Recovery (# months) details | 4* | 23* | 11 | 11 | 45 | 45 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | |||
| Start to Bottom (# months) | 3 | 9 | 3 | 3 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 8 | 8 | 24 | 24 | |||
| End (yyyy mm) | - | - | 2020 11 | 2020 11 | 2011 02 | 2011 02 | |||
| Longest Drawdown Depth (%) | -7.53 |
same as deepest |
-20.69 | -20.69 |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 6 | 23* | 23* | ||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2007 06 | |||
| Start to Bottom (# months) | 4 | 9 | 9 | 9 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 14 | 14 | 14 | 24 | 24 | |||
| End (yyyy mm) | 2023 07 | - | - | - | 2011 02 | 2011 02 | |||
| Longest negative period (# months) details | 11 | 31 | 31 | 37 | 66 | 70 | |||
| Period Start (yyyy mm) | 2022 12 | 2021 04 | 2021 04 | 2017 03 | 2004 01 | 2003 05 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2020 03 | 2009 06 | 2009 02 | |||
| Annualized Return (%) | -7.71 | -0.03 | -0.03 | -0.60 | -0.40 | -0.68 | |||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
| Deepest Drawdown Depth (%) | -12.48 | -25.50 | -26.98 | -26.98 | -56.47 | -56.47 | |||
| Start to Recovery (# months) details | 4* | 23* | 11 | 11 | 67 | 67 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | |||
| Start to Bottom (# months) | 3 | 9 | 3 | 3 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 8 | 8 | 46 | 46 | |||
| End (yyyy mm) | - | - | 2020 11 | 2020 11 | 2012 12 | 2012 12 | |||
| Longest Drawdown Depth (%) | -9.04 |
same as deepest |
-25.50 | -25.50 |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 6 | 23* | 23* | ||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2007 06 | |||
| Start to Bottom (# months) | 4 | 9 | 9 | 9 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 14 | 14 | 14 | 46 | 46 | |||
| End (yyyy mm) | 2023 07 | - | - | - | 2012 12 | 2012 12 | |||
| Longest negative period (# months) details | 12* | 35 | 35 | 40 | 81 | 81 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2020 12 | 2016 12 | 2005 01 | 2005 01 | |||
| Period End (yyyy mm) | 2023 11 | 2023 10 | 2023 10 | 2020 03 | 2011 09 | 2011 09 | |||
| Annualized Return (%) | -1.84 | -0.61 | -0.61 | -0.71 | -0.34 | -0.34 | |||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Standard Deviation (%) | 17.65 | 17.97 | 20.93 | 16.46 | 17.05 | 17.03 | |||
| Sharpe Ratio | -0.19 | 0.35 | 0.39 | 0.53 | 0.49 | 0.39 | |||
| Sortino Ratio | -0.32 | 0.50 | 0.53 | 0.72 | 0.65 | 0.52 | |||
| Ulcer Index | 5.23 | 7.95 | 8.03 | 6.22 | 12.16 | 11.99 | |||
| Ratio: Return / Standard Deviation | 0.08 | 0.46 | 0.47 | 0.59 | 0.56 | 0.63 | |||
| Ratio: Return / Deepest Drawdown | 0.12 | 0.40 | 0.37 | 0.36 | 0.17 | 0.19 | |||
| % Positive Months details | 41% | 55% | 60% | 66% | 65% | 65% | |||
| Positive Months | 5 | 20 | 36 | 80 | 156 | 162 | |||
| Negative Months | 7 | 16 | 24 | 40 | 84 | 85 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 9.71 | 18.33 | 18.33 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.90 | 6.90 | |||||||
| Best 10 Years Return (%) - Annualized | 6.71 | 16.27 | 16.27 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.01 | 5.01 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Over the latest 20Y | |||||||||
| Best Rolling Return (%) - Annualized | 79.06 | 33.05 | 28.31 | 18.33 | 9.59 | ||||
| Worst Rolling Return (%) - Annualized | -47.46 | -18.35 | -7.39 | 6.90 | |||||
| % Positive Periods | 78% | 86% | 95% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 75.30 | 29.97 | 25.74 | 16.27 | 6.83 | ||||
| Worst Rolling Return (%) - Annualized | -47.58 | -20.12 | -9.78 | 5.01 | |||||
| % Positive Periods | 72% | 84% | 85% | 100% | 100% | ||||
| Over all the available data source (May 2003 - Nov 2023) | |||||||||
| Best Rolling Return (%) - Annualized | 79.06 | 33.05 | 28.31 | 18.33 | 10.81 | ||||
| Worst Rolling Return (%) - Annualized | -47.46 | -18.35 | -7.39 | 6.90 | 9.23 | ||||
| % Positive Periods | 79% | 86% | 95% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 75.30 | 29.97 | 25.74 | 16.27 | 8.07 | ||||
| Worst Rolling Return (%) - Annualized | -47.58 | -20.12 | -9.78 | 5.01 | 6.49 | ||||
| % Positive Periods | 72% | 85% | 85% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Safe WR (%) | 36.89 | 23.75 | 14.15 | 8.35 | 10.73 | ||||
| Perpetual WR (%) | 2.30 | 5.27 | 6.29 | 6.39 | 7.34 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
US STOCKS EQUAL WEIGHT PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 2003 - 30 November 2023 (20 Years)
Data Source: 1 May 2003 - 30 November 2023 (~21 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -55.58% | Jun 2007 | Feb 2009 | 21 | Feb 2011 | 24 | 45 | 25.46 |
| -26.65% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 10.97 |
| -20.69% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 9.82 |
| -19.88% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 8.65 |
| -13.90% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 6.16 |
| -10.58% | Jun 2015 | Jan 2016 | 8 | May 2016 | 4 | 12 | 5.57 |
| -7.69% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 | 3.67 |
| -6.93% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 4.00 |
| -5.49% | Jan 2005 | Apr 2005 | 4 | Jun 2005 | 2 | 6 | 2.61 |
| -5.28% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 | 3.60 |
| -4.67% | Jul 2004 | Aug 2004 | 2 | Oct 2004 | 2 | 4 | 3.09 |
| -4.52% | May 2006 | Jul 2006 | 3 | Sep 2006 | 2 | 5 | 2.69 |
| -3.79% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.19 |
| -3.27% | Aug 2019 | Aug 2019 | 1 | Oct 2019 | 2 | 3 | 1.63 |
| -3.05% | Aug 2005 | Oct 2005 | 3 | Nov 2005 | 1 | 4 | 1.43 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -56.47% | Jun 2007 | Feb 2009 | 21 | Dec 2012 | 46 | 67 | 23.09 |
| -26.98% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 11.24 |
| -25.50% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 15.38 |
| -13.49% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 6.05 |
| -11.26% | Mar 2015 | Jan 2016 | 11 | Jul 2016 | 6 | 17 | 5.48 |
| -7.58% | Jan 2005 | Apr 2005 | 4 | Jul 2005 | 3 | 7 | 3.55 |
| -7.13% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 | 3.57 |
| -5.94% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 | 4.14 |
| -5.46% | May 2006 | Jul 2006 | 3 | Oct 2006 | 3 | 6 | 3.08 |
| -4.90% | Aug 2005 | Oct 2005 | 3 | Nov 2005 | 1 | 4 | 2.46 |
| -4.77% | Mar 2004 | Aug 2004 | 6 | Nov 2004 | 3 | 9 | 2.76 |
| -4.05% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.34 |
| -3.32% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 1.92 |
| -3.26% | Aug 2019 | Aug 2019 | 1 | Oct 2019 | 2 | 3 | 1.63 |
| -3.12% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 | 1.80 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -55.58% | Jun 2007 | Feb 2009 | 21 | Feb 2011 | 24 | 45 | 25.46 |
| -26.65% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 10.97 |
| -20.69% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 9.82 |
| -19.88% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 | 8.65 |
| -13.90% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 6.16 |
| -10.58% | Jun 2015 | Jan 2016 | 8 | May 2016 | 4 | 12 | 5.57 |
| -7.69% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 | 3.67 |
| -6.93% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 4.00 |
| -5.49% | Jan 2005 | Apr 2005 | 4 | Jun 2005 | 2 | 6 | 2.61 |
| -5.28% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 | 3.60 |
| -4.67% | Jul 2004 | Aug 2004 | 2 | Oct 2004 | 2 | 4 | 3.09 |
| -4.52% | May 2006 | Jul 2006 | 3 | Sep 2006 | 2 | 5 | 2.69 |
| -3.79% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.19 |
| -3.27% | Aug 2019 | Aug 2019 | 1 | Oct 2019 | 2 | 3 | 1.63 |
| -3.05% | Aug 2005 | Oct 2005 | 3 | Nov 2005 | 1 | 4 | 1.43 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -56.47% | Jun 2007 | Feb 2009 | 21 | Dec 2012 | 46 | 67 | 23.09 |
| -26.98% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 11.24 |
| -25.50% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 15.38 |
| -13.49% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 6.05 |
| -11.26% | Mar 2015 | Jan 2016 | 11 | Jul 2016 | 6 | 17 | 5.48 |
| -7.58% | Jan 2005 | Apr 2005 | 4 | Jul 2005 | 3 | 7 | 3.55 |
| -7.13% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 | 3.57 |
| -5.94% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 | 4.14 |
| -5.46% | May 2006 | Jul 2006 | 3 | Oct 2006 | 3 | 6 | 3.08 |
| -4.90% | Aug 2005 | Oct 2005 | 3 | Nov 2005 | 1 | 4 | 2.46 |
| -4.77% | Mar 2004 | Aug 2004 | 6 | Nov 2004 | 3 | 9 | 2.76 |
| -4.05% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.34 |
| -3.32% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 1.92 |
| -3.26% | Aug 2019 | Aug 2019 | 1 | Oct 2019 | 2 | 3 | 1.63 |
| -3.12% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 | 1.80 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
US STOCKS EQUAL WEIGHT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 2003 - 30 November 2023 (20 Years)
Data Source: 1 May 2003 - 30 November 2023 (~21 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -47.46 |
03/2008 02/2009 |
0.52$ | -3.40 | 0.96$ | 12.64 | 1.12$ | 25.79 | 1.25$ | 79.06 |
03/2009 02/2010 |
1.79$ | 1.44 | 21.40% |
| 2Y | -30.52 |
03/2007 02/2009 |
0.48$ | 0.45 | 1.00$ | 11.29 | 1.23$ | 20.82 | 1.45$ | 51.38 |
03/2009 02/2011 |
2.29$ | -0.02 | 13.82% |
| 3Y | -18.35 |
03/2006 02/2009 |
0.54$ | 3.02 | 1.09$ | 11.36 | 1.38$ | 17.17 | 1.60$ | 33.05 |
03/2009 02/2012 |
2.35$ | 8.23 | 13.66% |
| 5Y | -7.39 |
03/2004 02/2009 |
0.68$ | 2.07 | 1.10$ | 9.77 | 1.59$ | 15.42 | 2.04$ | 28.31 |
03/2009 02/2014 |
3.47$ | 9.86 | 4.97% |
| 7Y | 3.91 |
01/2005 12/2011 |
1.30$ | 6.41 | 1.54$ | 11.00 | 2.07$ | 13.67 | 2.45$ | 20.10 |
03/2009 02/2016 |
3.60$ | 10.04 | 0.00% |
| 10Y | 6.90 |
02/2006 01/2016 |
1.94$ | 8.17 | 2.19$ | 10.55 | 2.72$ | 13.63 | 3.58$ | 18.33 |
03/2009 02/2019 |
5.38$ | 9.71 | 0.00% |
| 15Y | 7.09 |
04/2005 03/2020 |
2.79$ | 8.41 | 3.35$ | 9.42 | 3.85$ | 10.47 | 4.45$ | 13.86 |
12/2008 11/2023 |
7.01$ | 13.86 | 0.00% |
| 20Y | 9.59 |
12/2003 11/2023 |
6.24$ | 9.59 | 6.24$ | 9.59 | 6.24$ | 9.59 | 6.24$ | 9.59 |
12/2003 11/2023 |
6.24$ | 9.59 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -47.58 |
03/2008 02/2009 |
0.52$ | -8.00 | 0.92$ | 9.85 | 1.09$ | 22.93 | 1.22$ | 75.30 |
03/2009 02/2010 |
1.75$ | -1.84 | 27.95% |
| 2Y | -31.96 |
03/2007 02/2009 |
0.46$ | -3.18 | 0.93$ | 8.19 | 1.17$ | 18.38 | 1.40$ | 48.23 |
03/2009 02/2011 |
2.19$ | -4.97 | 18.43% |
| 3Y | -20.12 |
03/2006 02/2009 |
0.50$ | -0.38 | 0.98$ | 8.89 | 1.29$ | 14.71 | 1.50$ | 29.97 |
03/2009 02/2012 |
2.19$ | 2.36 | 15.12% |
| 5Y | -9.78 |
03/2004 02/2009 |
0.59$ | -0.06 | 0.99$ | 7.58 | 1.44$ | 13.58 | 1.89$ | 25.74 |
03/2009 02/2014 |
3.14$ | 5.56 | 14.92% |
| 7Y | 1.31 |
10/2004 09/2011 |
1.09$ | 3.93 | 1.30$ | 8.63 | 1.78$ | 11.86 | 2.19$ | 18.21 |
03/2009 02/2016 |
3.22$ | 6.29 | 0.00% |
| 10Y | 5.01 |
02/2006 01/2016 |
1.63$ | 6.26 | 1.83$ | 8.25 | 2.20$ | 11.37 | 2.93$ | 16.27 |
03/2009 02/2019 |
4.51$ | 6.71 | 0.00% |
| 15Y | 5.04 |
04/2005 03/2020 |
2.09$ | 6.31 | 2.50$ | 7.23 | 2.84$ | 8.08 | 3.20$ | 11.09 |
12/2008 11/2023 |
4.84$ | 11.09 | 0.00% |
| 20Y | 6.83 |
12/2003 11/2023 |
3.74$ | 6.83 | 3.74$ | 6.83 | 3.74$ | 6.83 | 3.74$ | 6.83 |
12/2003 11/2023 |
3.74$ | 6.83 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -47.46 |
03/2008 02/2009 |
0.52$ | -3.22 | 0.96$ | 12.75 | 1.12$ | 26.05 | 1.26$ | 79.06 |
03/2009 02/2010 |
1.79$ | 1.44 | 20.76% |
| 2Y | -30.52 |
03/2007 02/2009 |
0.48$ | 0.49 | 1.00$ | 11.76 | 1.24$ | 20.82 | 1.45$ | 51.38 |
03/2009 02/2011 |
2.29$ | -0.02 | 13.39% |
| 3Y | -18.35 |
03/2006 02/2009 |
0.54$ | 3.61 | 1.11$ | 11.71 | 1.39$ | 17.17 | 1.60$ | 33.05 |
03/2009 02/2012 |
2.35$ | 8.23 | 13.21% |
| 5Y | -7.39 |
03/2004 02/2009 |
0.68$ | 2.07 | 1.10$ | 9.74 | 1.59$ | 15.41 | 2.04$ | 28.31 |
03/2009 02/2014 |
3.47$ | 9.86 | 4.79% |
| 7Y | 3.91 |
01/2005 12/2011 |
1.30$ | 6.26 | 1.52$ | 10.73 | 2.04$ | 13.62 | 2.44$ | 20.10 |
03/2009 02/2016 |
3.60$ | 10.04 | 0.00% |
| 10Y | 6.90 |
02/2006 01/2016 |
1.94$ | 8.19 | 2.19$ | 10.24 | 2.65$ | 13.59 | 3.57$ | 18.33 |
03/2009 02/2019 |
5.38$ | 9.71 | 0.00% |
| 15Y | 7.09 |
04/2005 03/2020 |
2.79$ | 8.44 | 3.37$ | 9.50 | 3.90$ | 10.51 | 4.48$ | 13.86 |
12/2008 11/2023 |
7.01$ | 13.86 | 0.00% |
| 20Y | 9.23 |
11/2003 10/2023 |
5.84$ | 9.23 | 5.84$ | 10.02 | 6.75$ | 10.44 | 7.29$ | 10.81 |
05/2003 04/2023 |
7.79$ | 9.59 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -47.58 |
03/2008 02/2009 |
0.52$ | -7.99 | 0.92$ | 10.09 | 1.10$ | 22.96 | 1.22$ | 75.30 |
03/2009 02/2010 |
1.75$ | -1.84 | 27.12% |
| 2Y | -31.96 |
03/2007 02/2009 |
0.46$ | -3.10 | 0.93$ | 8.27 | 1.17$ | 18.38 | 1.40$ | 48.23 |
03/2009 02/2011 |
2.19$ | -4.97 | 17.86% |
| 3Y | -20.12 |
03/2006 02/2009 |
0.50$ | 0.27 | 1.00$ | 9.06 | 1.29$ | 14.71 | 1.50$ | 29.97 |
03/2009 02/2012 |
2.19$ | 2.36 | 14.62% |
| 5Y | -9.78 |
03/2004 02/2009 |
0.59$ | -0.06 | 0.99$ | 7.51 | 1.43$ | 13.55 | 1.88$ | 25.74 |
03/2009 02/2014 |
3.14$ | 5.56 | 14.89% |
| 7Y | 1.31 |
10/2004 09/2011 |
1.09$ | 3.70 | 1.28$ | 7.83 | 1.69$ | 11.85 | 2.18$ | 18.21 |
03/2009 02/2016 |
3.22$ | 6.29 | 0.00% |
| 10Y | 5.01 |
02/2006 01/2016 |
1.63$ | 6.26 | 1.83$ | 8.05 | 2.16$ | 11.32 | 2.92$ | 16.27 |
03/2009 02/2019 |
4.51$ | 6.71 | 0.00% |
| 15Y | 5.04 |
04/2005 03/2020 |
2.09$ | 6.32 | 2.50$ | 7.25 | 2.85$ | 8.26 | 3.28$ | 11.09 |
12/2008 11/2023 |
4.84$ | 11.09 | 0.00% |
| 20Y | 6.49 |
11/2003 10/2023 |
3.51$ | 6.49 | 3.51$ | 7.27 | 4.06$ | 7.67 | 4.38$ | 8.07 |
05/2003 04/2023 |
4.72$ | 6.83 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the US Stocks Equal Weight Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in US Stocks Equal Weight Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
2.03
40% |
-0.68
40% |
-1.86
60% |
3.31
80% |
-0.61
60% |
1.46
80% |
3.86
100% |
-0.66
40% |
-3.45
20% |
2.30
60% |
6.17
80% |
-0.22
60% |
| Best |
9.8 2019 |
6.1 2021 |
6.0 2021 |
14.4 2020 |
4.8 2020 |
7.7 2023 |
8.6 2022 |
4.3 2020 |
3.3 2019 |
9.6 2022 |
14.3 2020 |
6.3 2021 |
| Worst |
-4.4 2022 |
-8.9 2020 |
-18.0 2020 |
-6.5 2022 |
-6.9 2019 |
-9.4 2022 |
0.8 2019 |
-3.5 2022 |
-9.2 2022 |
-4.1 2023 |
-2.6 2021 |
-9.5 2018 |
Monthly Seasonality over the period Jun 2003 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.51
40% |
0.74
60% |
-0.26
60% |
1.96
90% |
0.32
80% |
1.00
70% |
2.68
90% |
-0.35
50% |
-1.97
40% |
1.29
60% |
4.55
90% |
0.20
70% |
| Best |
9.8 2019 |
6.1 2021 |
8.0 2016 |
14.4 2020 |
4.8 2020 |
7.7 2023 |
8.6 2022 |
4.3 2020 |
3.3 2019 |
9.6 2022 |
14.3 2020 |
6.3 2021 |
| Worst |
-5.6 2016 |
-8.9 2020 |
-18.0 2020 |
-6.5 2022 |
-6.9 2019 |
-9.4 2022 |
-2.3 2014 |
-5.5 2015 |
-9.2 2022 |
-7.2 2018 |
-2.6 2021 |
-9.5 2018 |
Monthly Seasonality over the period Jun 2003 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.46
50% |
0.51
65% |
1.07
65% |
2.52
80% |
0.83
71% |
-0.16
52% |
2.00
71% |
0.02
52% |
-0.53
57% |
0.95
62% |
2.63
81% |
1.38
80% |
| Best |
9.8 2019 |
6.1 2021 |
10.3 2009 |
18.7 2009 |
10.9 2003 |
7.7 2023 |
9.2 2009 |
5.6 2009 |
10.2 2010 |
13.1 2011 |
14.3 2020 |
7.2 2010 |
| Worst |
-8.3 2009 |
-11.2 2009 |
-18.0 2020 |
-6.5 2022 |
-7.4 2010 |
-9.8 2008 |
-4.6 2004 |
-6.4 2011 |
-10.9 2008 |
-20.9 2008 |
-9.6 2008 |
-9.5 2018 |
Monthly Seasonality over the period Jun 2003 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the US Stocks Equal Weight Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
US STOCKS EQUAL WEIGHT PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 2003 - 30 November 2023 (20 Years)
Data Source: 1 May 2003 - 30 November 2023 (~21 years)
156 Positive Months (65%) - 84 Negative Months (35%)
162 Positive Months (66%) - 85 Negative Months (34%)
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(Scroll down to see all data)
Portfolio efficiency
The following portfolios granted a higher return over 20 Years and a less severe drawdown at the same time.
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20 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.61 | 18.33 | -49.74 | 100 | 0 | 0 | ||
| US Stocks Momentum | +10.37 | 15.16 | -53.85 | 100 | 0 | 0 | ||
| US Stocks | +9.71 | 15.34 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Equal Weight | +9.59 | 17.05 | -55.58 | 100 | 0 | 0 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Cape US Sector Value | +13.49 | 19.60 | -21.00 | 100 | 0 | 0 | ||
| US Stocks ESG | +12.59 | 19.66 | -27.79 | 100 | 0 | 0 | ||
| US Stocks | +11.71 | 19.38 | -24.81 | 100 | 0 | 0 | ||
| US Stocks Value | +10.48 | 19.42 | -26.06 | 100 | 0 | 0 | ||
| US Stocks Equal Weight | +9.86 | 20.93 | -26.65 | 100 | 0 | 0 | ||
| US Stocks Minimum Volatility | +8.15 | 15.13 | -19.06 | 100 | 0 | 0 | ||
| US Stocks Momentum | +8.09 | 18.85 | -30.16 | 100 | 0 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 20 Years and Very High Risk categorization.
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20 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.61 | 18.33 | -49.74 | 100 | 0 | 0 | ||
| US Stocks Momentum | +10.37 | 15.16 | -53.85 | 100 | 0 | 0 | ||
| US Stocks | +9.71 | 15.34 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Minimum Volatility | +9.55 | 12.92 | -43.27 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +9.17 | 13.43 | -45.52 | 90 | 10 | 0 | ||
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