Data Source: from September 2005 to November 2023 (~18 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)
0.83%
1 Day
Dec 01 2023
0.83%
Current Month
December 2023
The US Stocks ESG 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 10 Years, the US Stocks ESG Portfolio obtained a 9.49% compound annual return, with a 16.06% standard deviation.
Table of contents
Asset Allocation and ETFs
The US Stocks ESG Portfolio has the following asset allocation:
100% Stocks
0% Fixed Income
0% Commodities
The US Stocks ESG Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 100.00 |
ESGV
|
USD | Vanguard ESG U.S. Stock ETF | Equity, U.S., Large Cap, Growth |
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 ESG Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
US STOCKS ESG 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 |
MAX
(~18Y) |
|||
| US Stocks ESG Portfolio | 0.83 | 0.83 | 10.33 | 10.29 | 15.83 | 12.59 | 9.49 | 8.84 | |||
| US Inflation Adjusted return | 10.33 | 9.02 | 12.08 | 8.19 | 6.49 | 6.20 | |||||
Returns over 1 year are annualized | Available data source: since Sep 2005
(*) 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%
Live update: World Markets and Indexes
In 2022, the US Stocks ESG Portfolio granted a 1.07% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks ESG Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 2013,
now would be worth 2.48$, with a total return of 147.59% (9.49% annualized).
The Inflation Adjusted Capital now would be 1.88$, with a net total return of 87.56% (6.49% annualized).
The Inflation Adjusted Capital now would be 1.88$, with a net total return of 87.56% (6.49% annualized).
An investment of 1$, since September 2005,
now would be worth 4.69$, with a total return of 369.29% (8.84% annualized).
The Inflation Adjusted Capital now would be 3.00$, with a net total return of 199.57% (6.20% annualized).
The Inflation Adjusted Capital now would be 3.00$, with a net total return of 199.57% (6.20% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of US Stocks ESG 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 ESG PORTFOLIO
Advanced Metrics
Data Source: 1 September 2005 - 30 November 2023 (~18 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~18Y) |
|
| Investment Return (%) | 10.33 | 2.04 | 10.29 | 15.83 | 7.47 | 12.59 | 9.49 | 8.84 |
| Infl. Adjusted Return (%) details | 10.33 | 1.83 | 9.02 | 12.08 | 1.63 | 8.19 | 6.49 | 6.20 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.49 |
| 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 | MAX | |||
| Deepest Drawdown Depth (%) | -9.36 | -27.79 | -27.79 | -27.79 | -52.70 | |||
| Start to Recovery (# months) details | 4 | 23* | 23* | 23* | 45 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 24 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2011 02 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 24 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2011 02 | |||
| Longest negative period (# months) details | 5 | 30 | 30 | 43 | 65 | |||
| Period Start (yyyy mm) | 2023 06 | 2021 05 | 2021 05 | 2015 06 | 2006 05 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2018 12 | 2011 09 | |||
| Annualized Return (%) | -0.09 | -1.29 | -1.29 | -0.28 | -0.35 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
| Deepest Drawdown Depth (%) | -9.95 | -32.17 | -32.17 | -32.17 | -53.65 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 68 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 47 | |||
| End (yyyy mm) | - | - | - | - | 2013 01 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 47 | |||
| End (yyyy mm) | - | - | - | - | 2013 01 | |||
| Longest negative period (# months) details | 5 | 35 | 38 | 58 | 74 | |||
| Period Start (yyyy mm) | 2023 06 | 2020 12 | 2020 09 | 2015 06 | 2006 04 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2020 03 | 2012 05 | |||
| Annualized Return (%) | -2.83 | -1.69 | -0.14 | -0.26 | -0.15 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Standard Deviation (%) | 17.35 | 18.24 | 19.66 | 16.06 | 17.22 | |||
| Sharpe Ratio | 0.63 | 0.30 | 0.56 | 0.53 | 0.28 | |||
| Sortino Ratio | 0.92 | 0.41 | 0.74 | 0.71 | 0.37 | |||
| Ulcer Index | 3.78 | 13.16 | 10.78 | 8.48 | 13.52 | |||
| Ratio: Return / Standard Deviation | 0.91 | 0.41 | 0.64 | 0.59 | 0.51 | |||
| Ratio: Return / Deepest Drawdown | 1.69 | 0.27 | 0.45 | 0.34 | 0.17 | |||
| % Positive Months details | 58% | 55% | 61% | 60% | 61% | |||
| Positive Months | 7 | 20 | 37 | 72 | 134 | |||
| Negative Months | 5 | 16 | 23 | 48 | 85 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 9.49 | 15.13 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.19 | |||||||
| Best 10 Years Return (%) - Annualized | 6.49 | 13.03 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.47 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Over the latest 10Y | ||||||||
| Best Rolling Return (%) - Annualized | 63.07 | 28.37 | 15.75 | 9.49 | ||||
| Worst Rolling Return (%) - Annualized | -24.04 | 0.12 | 2.34 | |||||
| % Positive Periods | 76% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 58.90 | 23.99 | 12.68 | 6.49 | ||||
| Worst Rolling Return (%) - Annualized | -28.65 | -1.77 | 0.53 | |||||
| % Positive Periods | 73% | 98% | 100% | 100% | ||||
| Over all the available data source (Sep 2005 - Nov 2023) | ||||||||
| Best Rolling Return (%) - Annualized | 66.18 | 28.37 | 25.38 | 15.13 | ||||
| Worst Rolling Return (%) - Annualized | -46.37 | -15.10 | -1.90 | 6.19 | ||||
| % Positive Periods | 73% | 85% | 97% | 100% | ||||
| Best Rolling Return (%) - Annualized | 62.69 | 25.09 | 22.86 | 13.03 | ||||
| Worst Rolling Return (%) - Annualized | -46.50 | -16.94 | -3.84 | 4.47 | ||||
| % Positive Periods | 71% | 84% | 89% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Safe WR (%) | 34.43 | 24.95 | 13.57 | 8.16 | ||||
| Perpetual WR (%) | 1.60 | 7.57 | 6.10 | 5.83 | ||||
- 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 ESG PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 September 2005 - 30 November 2023 (~18 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -27.79% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 16.31 |
| -19.14% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 | 8.48 |
| -17.80% | Feb 2018 | Dec 2018 | 11 | Jul 2019 | 7 | 18 | 7.36 |
| -13.26% | Jul 2015 | Jan 2016 | 7 | Nov 2016 | 10 | 17 | 6.04 |
| -5.81% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.48 |
| -5.21% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 3.01 |
| -4.63% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 | 2.61 |
| -3.54% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 | 2.04 |
| -3.16% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 1.82 |
| -2.13% | Dec 2014 | Jan 2015 | 2 | Feb 2015 | 1 | 3 | 1.07 |
| -1.76% | Aug 2019 | Aug 2019 | 1 | Oct 2019 | 2 | 3 | 0.89 |
| -1.52% | Mar 2017 | May 2017 | 3 | Jun 2017 | 1 | 4 | 0.87 |
| -1.22% | Aug 2017 | Aug 2017 | 1 | Sep 2017 | 1 | 2 | 0.70 |
| -1.08% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 | 0.63 |
| -0.54% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 | 0.31 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -32.17% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 21.37 |
| -19.19% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 | 9.10 |
| -18.90% | Feb 2018 | Dec 2018 | 11 | Nov 2019 | 11 | 22 | 8.05 |
| -12.84% | Jun 2015 | Jan 2016 | 8 | Nov 2016 | 10 | 18 | 5.94 |
| -5.98% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.59 |
| -5.47% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 3.16 |
| -4.70% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 | 2.60 |
| -3.52% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 2.03 |
| -3.50% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 | 2.02 |
| -1.98% | Mar 2017 | May 2017 | 3 | Jul 2017 | 2 | 5 | 1.05 |
| -1.57% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 | 0.91 |
| -1.57% | Jan 2015 | Jan 2015 | 1 | Feb 2015 | 1 | 2 | 0.90 |
| -1.51% | Aug 2017 | Aug 2017 | 1 | Sep 2017 | 1 | 2 | 0.87 |
| -0.96% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 | 0.56 |
| -0.87% | May 2021 | May 2021 | 1 | Jun 2021 | 1 | 2 | 0.50 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -52.70% | Jun 2007 | Feb 2009 | 21 | Feb 2011 | 24 | 45 | 25.25 |
| -27.79% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 16.31 |
| -23.59% | May 2011 | Sep 2011 | 5 | Jan 2013 | 16 | 21 | 9.88 |
| -19.14% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 | 8.48 |
| -17.80% | Feb 2018 | Dec 2018 | 11 | Jul 2019 | 7 | 18 | 7.36 |
| -13.26% | Jul 2015 | Jan 2016 | 7 | Nov 2016 | 10 | 17 | 6.04 |
| -5.81% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.48 |
| -5.21% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 3.01 |
| -4.63% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 | 2.61 |
| -3.54% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 | 2.04 |
| -3.43% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 | 1.83 |
| -3.17% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 | 1.83 |
| -3.16% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 1.82 |
| -2.59% | May 2006 | May 2006 | 1 | Aug 2006 | 3 | 4 | 1.30 |
| -2.13% | Dec 2014 | Jan 2015 | 2 | Feb 2015 | 1 | 3 | 1.07 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -53.65% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 | 23.49 |
| -32.17% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 21.37 |
| -19.19% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 | 9.10 |
| -18.90% | Feb 2018 | Dec 2018 | 11 | Nov 2019 | 11 | 22 | 8.05 |
| -12.84% | Jun 2015 | Jan 2016 | 8 | Nov 2016 | 10 | 18 | 5.94 |
| -5.98% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.59 |
| -5.47% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 3.16 |
| -4.70% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 | 2.60 |
| -3.62% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 | 1.84 |
| -3.52% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 | 2.03 |
| -3.50% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 | 2.02 |
| -3.29% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 | 1.90 |
| -3.07% | May 2006 | May 2006 | 1 | Aug 2006 | 3 | 4 | 1.72 |
| -1.98% | Mar 2017 | May 2017 | 3 | Jul 2017 | 2 | 5 | 1.05 |
| -1.65% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 | 0.95 |
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 ESG PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 September 2005 - 30 November 2023 (~18 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 | -24.04 |
01/2022 12/2022 |
0.75$ | -5.82 | 0.94$ | 9.48 | 1.09$ | 23.15 | 1.23$ | 63.07 |
04/2020 03/2021 |
1.63$ | 15.83 | 23.85% |
| 2Y | -6.37 |
11/2021 10/2023 |
0.87$ | 1.70 | 1.03$ | 6.05 | 1.12$ | 21.10 | 1.46$ | 34.40 |
04/2020 03/2022 |
1.80$ | -1.12 | 11.34% |
| 3Y | 0.12 |
04/2017 03/2020 |
1.00$ | 5.82 | 1.18$ | 8.32 | 1.27$ | 15.92 | 1.55$ | 28.37 |
01/2019 12/2021 |
2.11$ | 7.47 | 0.00% |
| 5Y | 2.34 |
04/2015 03/2020 |
1.12$ | 5.58 | 1.31$ | 8.96 | 1.53$ | 13.70 | 1.89$ | 15.75 |
11/2016 10/2021 |
2.07$ | 12.59 | 0.00% |
| 7Y | 6.84 |
07/2015 06/2022 |
1.58$ | 8.26 | 1.74$ | 10.22 | 1.97$ | 11.76 | 2.17$ | 12.62 |
01/2015 12/2021 |
2.29$ | 9.78 | 0.00% |
| 10Y | 9.49 |
12/2013 11/2023 |
2.47$ | 9.49 | 2.47$ | 9.49 | 2.47$ | 9.49 | 2.47$ | 9.49 |
12/2013 11/2023 |
2.47$ | 9.49 | 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 | -28.65 |
01/2022 12/2022 |
0.71$ | -8.65 | 0.91$ | 7.12 | 1.07$ | 19.07 | 1.19$ | 58.90 |
04/2020 03/2021 |
1.58$ | 12.08 | 26.61% |
| 2Y | -11.23 |
11/2021 10/2023 |
0.78$ | -4.28 | 0.91$ | 4.79 | 1.09$ | 18.26 | 1.39$ | 27.35 |
04/2020 03/2022 |
1.62$ | -6.01 | 20.62% |
| 3Y | -1.77 |
04/2017 03/2020 |
0.94$ | 2.56 | 1.07$ | 5.87 | 1.18$ | 12.17 | 1.41$ | 23.99 |
01/2019 12/2021 |
1.90$ | 1.63 | 1.18% |
| 5Y | 0.53 |
04/2015 03/2020 |
1.02$ | 3.42 | 1.18$ | 5.69 | 1.31$ | 11.00 | 1.68$ | 12.68 |
11/2016 10/2021 |
1.81$ | 8.19 | 0.00% |
| 7Y | 3.58 |
07/2015 06/2022 |
1.27$ | 4.96 | 1.40$ | 6.76 | 1.58$ | 9.41 | 1.87$ | 10.15 |
11/2014 10/2021 |
1.96$ | 6.04 | 0.00% |
| 10Y | 6.49 |
12/2013 11/2023 |
1.87$ | 6.49 | 1.87$ | 6.49 | 1.87$ | 6.49 | 1.87$ | 6.49 |
12/2013 11/2023 |
1.87$ | 6.49 | 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 | -46.37 |
03/2008 02/2009 |
0.53$ | -6.78 | 0.93$ | 12.16 | 1.12$ | 26.48 | 1.26$ | 66.18 |
03/2009 02/2010 |
1.66$ | 15.83 | 26.44% |
| 2Y | -28.39 |
03/2007 02/2009 |
0.51$ | -1.91 | 0.96$ | 7.92 | 1.16$ | 23.82 | 1.53$ | 45.43 |
03/2009 02/2011 |
2.11$ | -1.12 | 18.88% |
| 3Y | -15.10 |
03/2006 02/2009 |
0.61$ | 0.11 | 1.00$ | 9.32 | 1.30$ | 17.80 | 1.63$ | 28.37 |
01/2019 12/2021 |
2.11$ | 7.47 | 14.67% |
| 5Y | -1.90 |
06/2007 05/2012 |
0.90$ | 3.94 | 1.21$ | 9.92 | 1.60$ | 15.04 | 2.01$ | 25.38 |
03/2009 02/2014 |
3.09$ | 12.59 | 2.50% |
| 7Y | 4.49 |
10/2005 09/2012 |
1.35$ | 6.57 | 1.56$ | 10.03 | 1.95$ | 12.70 | 2.30$ | 18.10 |
03/2009 02/2016 |
3.20$ | 9.78 | 0.00% |
| 10Y | 6.19 |
06/2007 05/2017 |
1.82$ | 7.27 | 2.01$ | 10.23 | 2.64$ | 12.64 | 3.28$ | 15.13 |
01/2012 12/2021 |
4.09$ | 9.49 | 0.00% |
| 15Y | 6.80 |
10/2007 09/2022 |
2.68$ | 7.64 | 3.01$ | 9.01 | 3.64$ | 9.88 | 4.10$ | 13.19 |
12/2008 11/2023 |
6.41$ | 13.19 | 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 | -46.50 |
03/2008 02/2009 |
0.53$ | -10.53 | 0.89$ | 10.14 | 1.10$ | 24.00 | 1.24$ | 62.69 |
03/2009 02/2010 |
1.62$ | 12.08 | 28.37% |
| 2Y | -29.87 |
03/2007 02/2009 |
0.49$ | -6.01 | 0.88$ | 5.61 | 1.11$ | 21.45 | 1.47$ | 42.40 |
03/2009 02/2011 |
2.02$ | -6.01 | 23.98% |
| 3Y | -16.94 |
03/2006 02/2009 |
0.57$ | -1.77 | 0.94$ | 6.79 | 1.21$ | 15.01 | 1.52$ | 25.09 |
03/2009 02/2012 |
1.95$ | 1.63 | 15.76% |
| 5Y | -3.84 |
06/2007 05/2012 |
0.82$ | 2.01 | 1.10$ | 7.31 | 1.42$ | 13.08 | 1.84$ | 22.86 |
03/2009 02/2014 |
2.79$ | 8.19 | 10.63% |
| 7Y | 2.14 |
09/2005 08/2012 |
1.15$ | 4.39 | 1.35$ | 8.22 | 1.73$ | 10.92 | 2.06$ | 16.24 |
03/2009 02/2016 |
2.86$ | 6.04 | 0.00% |
| 10Y | 4.47 |
06/2007 05/2017 |
1.54$ | 5.43 | 1.69$ | 7.63 | 2.08$ | 10.58 | 2.73$ | 13.03 |
03/2009 02/2019 |
3.40$ | 6.49 | 0.00% |
| 15Y | 4.31 |
10/2007 09/2022 |
1.88$ | 5.13 | 2.11$ | 6.92 | 2.72$ | 7.62 | 3.00$ | 10.43 |
12/2008 11/2023 |
4.42$ | 10.43 | 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 ESG Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in US Stocks ESG 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.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.86
60% |
-1.50
40% |
-0.13
80% |
2.85
80% |
0.06
40% |
2.35
80% |
4.73
100% |
0.56
40% |
-4.36
20% |
2.31
60% |
5.97
80% |
-0.84
60% |
| Best |
8.7 2019 |
3.3 2019 |
3.5 2021 |
13.3 2020 |
5.9 2020 |
6.9 2019 |
9.6 2022 |
7.7 2020 |
1.6 2019 |
7.1 2021 |
11.2 2020 |
4.6 2020 |
| Worst |
-7.2 2022 |
-7.6 2020 |
-12.5 2020 |
-10.0 2022 |
-6.2 2019 |
-7.8 2022 |
2.0 2019 |
-4.3 2022 |
-9.3 2022 |
-2.6 2023 |
-1.1 2021 |
-9.0 2018 |
Monthly Seasonality over the period Oct 2005 - 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 |
0.22
50% |
0.11
60% |
0.72
60% |
1.86
70% |
0.59
50% |
1.19
70% |
2.63
80% |
0.34
50% |
-2.83
20% |
1.28
60% |
4.47
90% |
-0.19
60% |
| Best |
8.7 2019 |
7.0 2015 |
8.3 2016 |
13.3 2020 |
5.9 2020 |
6.9 2019 |
9.6 2022 |
7.7 2020 |
3.7 2017 |
7.1 2021 |
11.2 2020 |
5.0 2013 |
| Worst |
-7.2 2022 |
-7.6 2020 |
-12.5 2020 |
-10.0 2022 |
-6.2 2019 |
-7.8 2022 |
-3.5 2014 |
-5.3 2015 |
-9.3 2022 |
-7.5 2018 |
-1.1 2021 |
-9.0 2018 |
Monthly Seasonality over the period Oct 2005 - Nov 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.80
56% |
0.30
61% |
1.53
67% |
2.64
72% |
0.23
50% |
-0.28
50% |
2.28
72% |
-0.09
50% |
-1.09
47% |
0.37
63% |
2.41
79% |
0.95
67% |
| Best |
8.7 2019 |
7.0 2015 |
8.3 2009 |
14.6 2009 |
5.9 2020 |
6.9 2019 |
10.4 2009 |
7.7 2020 |
11.0 2010 |
13.1 2011 |
11.2 2020 |
7.3 2010 |
| Worst |
-7.2 2022 |
-9.8 2009 |
-12.5 2020 |
-10.0 2022 |
-7.9 2010 |
-9.1 2008 |
-3.9 2008 |
-7.7 2011 |
-10.6 2011 |
-22.5 2008 |
-7.6 2008 |
-9.0 2018 |
Monthly Seasonality over the period Oct 2005 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the US Stocks ESG Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
US STOCKS ESG PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 September 2005 - 30 November 2023 (~18 years)
72 Positive Months (60%) - 48 Negative Months (40%)
134 Positive Months (61%) - 85 Negative Months (39%)
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(Scroll down to see all data)
Investment Returns, up to September 2018, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- ESGV - Vanguard ESG U.S. Stock ETF, up to September 2018
Portfolio efficiency
The following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.
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10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Cape US Sector Value | +13.36 | 15.80 | -21.00 | 100 | 0 | 0 | ||
| US Stocks | +11.16 | 15.49 | -24.81 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +10.69 | 13.69 | -23.08 | 90 | 10 | 0 | ||
| Dedalo Three | +10.15 | 15.23 | -25.03 | 100 | 0 | 0 | ||
| US Stocks Minimum Volatility | +10.13 | 12.15 | -19.06 | 100 | 0 | 0 | ||
| US Stocks Equal Weight | +9.71 | 16.46 | -26.65 | 100 | 0 | 0 | ||
| US Stocks Value | +9.54 | 15.49 | -26.06 | 100 | 0 | 0 | ||
| US Stocks ESG | +9.49 | 16.06 | -27.79 | 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 10 Years and Very High Risk categorization.
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10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +17.35 | 18.35 | -32.58 | 100 | 0 | 0 | ||
| US Stocks Momentum | +11.25 | 15.49 | -30.16 | 100 | 0 | 0 | ||
| US Stocks | +11.16 | 15.49 | -24.81 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +10.69 | 13.69 | -23.08 | 90 | 10 | 0 | ||
| Dedalo Three | +10.15 | 15.23 | -25.03 | 100 | 0 | 0 | ||
Analyze your Portfolio: Backtest Now!
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