Data Source: from January 1975 to May 2023 (~48 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.86%
1 Day
Jun 02 2023
2.78%
Current Month
June 2023
The US Stocks Value 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 30 Years, the US Stocks Value Portfolio obtained a 9.50% compound annual return, with a 15.19% standard deviation.
Asset Allocation and ETFs
The US Stocks Value Portfolio has the following asset allocation:
100% Stocks
0% Fixed Income
0% Commodities
The US Stocks Value Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 100.00 |
IUSV
|
iShares Core S&P U.S. Value ETF | Equity, U.S., Large Cap, Value |
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 May 31, 2023
The US Stocks Value Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
US STOCKS VALUE PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of May 31, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~48Y) |
||
| US Stocks Value Portfolio | 1.86 | 2.78 | -2.04 | 0.34 | 2.38 | 9.02 | 9.61 | 9.50 | 11.94 | ||
| US Inflation Adjusted return | -2.04 | -1.53 | -1.36 | 5.01 | 6.75 | 6.82 | 7.93 | ||||
| Components | |||||||||||
|
IUSV
|
iShares Core S&P U.S. Value ETF | 1.86 | Jun 02 2023 | 2.78 | -2.04 | 0.34 | 2.38 | 9.02 | 9.61 | 9.50 | 11.94 |
Returns over 1 year are annualized | Available data source: since Jan 1975
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023.
Waiting for updates, inflation of May 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.79%
, 5Y: 3.81%
, 10Y: 2.68%
, 30Y: 2.51%
Live update: World Markets and Indexes
In 2022, the US Stocks Value Portfolio granted a 2.07% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Value Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of US Stocks Value Portfolio, updated as of 31 May 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
US STOCKS VALUE PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1975 - 31 May 2023 (~48 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~48Y) |
|
| Portfolio Return (%) | -2.04 | 0.41 | 0.34 | 2.38 | 13.96 | 9.02 | 9.61 | 8.80 | 9.50 | 11.94 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 3.71 |
| Infl. Adjusted Return (%) | -2.04 | -0.42 | -1.53 | -1.36 | 7.75 | 5.01 | 6.75 | 6.10 | 6.82 | 7.93 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 20.93 | 16.76 | 18.80 | 15.15 | 15.38 | 15.19 | 15.29 | |||
| Sharpe Ratio | -0.04 | 0.77 | 0.41 | 0.58 | 0.50 | 0.48 | 0.52 | |||
| Sortino Ratio | -0.05 | 1.13 | 0.55 | 0.79 | 0.65 | 0.63 | 0.69 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -13.59 | -16.63 | -26.06 | -26.06 | -55.41 | -55.41 | -55.41 | |||
| Start (yyyy mm) | 2022 06 | 2022 01 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 2007 06 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 4 | 9 | 3 | 3 | 21 | 21 | 21 | |||
| Start to Recovery (# months) in progress |
6
|
13
|
12
|
12
|
68
|
68
|
68
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 61.11 | 32.95 | 30.12 | 18.99 | 17.59 | 14.67 | ||||
| Worst Return (%) | -46.81 | -17.39 | -6.77 | -1.23 | 5.17 | 8.88 | ||||
| % Positive Periods | 81% | 91% | 93% | 99% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 6 | 20 | 37 | 77 | 156 | 232 | 371 |
| Negative | 1 | 1 | 3 | 6 | 16 | 23 | 43 | 84 | 128 | 210 |
| % Positive | 0% | 67% | 50% | 50% | 56% | 62% | 64% | 65% | 64% | 64% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 42.48 | 23.51 | 15.00 | 8.69 | 9.19 | 10.36 | ||||
| Perpetual WR (%) | 7.19 | 4.77 | 6.32 | 5.75 | 6.38 | 7.35 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- 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).
- Maximum Drawdown: 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.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative 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).
Readings that may interest you
Capital Growth as of May 31, 2023
An investment of 1000$, since June 1993,
now would be worth 15216.37$, with a total return of 1421.64% (9.50% annualized).
The Inflation Adjusted Capital now would be 7232.92$, with a net total return of 623.29% (6.82% annualized).
The Inflation Adjusted Capital now would be 7232.92$, with a net total return of 623.29% (6.82% annualized).
An investment of 1000$, since January 1975,
now would be worth 235082.64$, with a total return of 23408.26% (11.94% annualized).
The Inflation Adjusted Capital now would be 40218.45$, with a net total return of 3921.84% (7.93% annualized).
The Inflation Adjusted Capital now would be 40218.45$, with a net total return of 3921.84% (7.93% annualized).
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 VALUE PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -55.41% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 |
| -32.49% | Sep 2000 | Sep 2002 | 25 | Feb 2004 | 17 | 42 |
| -26.06% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
| -17.60% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 |
| -16.63% | Jan 2022 | Sep 2022 | 9 | Jan 2023 | 4 | 13 |
| -12.56% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -10.70% | Jun 2015 | Jan 2016 | 8 | Jun 2016 | 5 | 13 |
| -8.88% | Jul 1999 | Sep 1999 | 3 | Dec 1999 | 3 | 6 |
| -7.76% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 |
| -6.99% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
| -5.25% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 |
| -4.48% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
| -4.43% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
| -4.20% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -4.19% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 |
| -3.99% | Jan 2015 | Jan 2015 | 1 | Feb 2015 | 1 | 2 |
| -3.99% | Nov 1994 | Nov 1994 | 1 | Jan 1995 | 2 | 3 |
| -3.90% | Aug 2013 | Aug 2013 | 1 | Oct 2013 | 2 | 3 |
| -3.67% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
| -3.59% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -55.41% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 |
| -32.49% | Sep 2000 | Sep 2002 | 25 | Feb 2004 | 17 | 42 |
| -30.17% | Sep 1987 | Nov 1987 | 3 | Apr 1989 | 17 | 20 |
| -26.06% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
| -17.60% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 |
| -16.63% | Jan 2022 | Sep 2022 | 9 | Jan 2023 | 4 | 13 |
| -16.02% | Jun 1990 | Oct 1990 | 5 | Feb 1991 | 4 | 9 |
| -13.50% | Jan 1977 | Feb 1978 | 14 | Jul 1978 | 5 | 19 |
| -12.56% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -11.39% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 |
| -11.12% | Dec 1981 | Jul 1982 | 8 | Sep 1982 | 2 | 10 |
| -10.70% | Jun 2015 | Jan 2016 | 8 | Jun 2016 | 5 | 13 |
| -10.15% | Mar 1980 | Mar 1980 | 1 | Jun 1980 | 3 | 4 |
| -9.56% | Sep 1978 | Oct 1978 | 2 | Mar 1979 | 5 | 7 |
| -8.88% | Jul 1999 | Sep 1999 | 3 | Dec 1999 | 3 | 6 |
| -8.41% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
| -8.38% | Aug 1981 | Sep 1981 | 2 | Nov 1981 | 2 | 4 |
| -7.76% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 |
| -7.04% | Dec 1980 | Jan 1981 | 2 | Jul 1981 | 6 | 8 |
| -6.99% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
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 VALUE PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1975 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
12.70 | 2.38 |
61.11 Jul 1982 - Jun 1983 |
-46.81 Mar 2008 - Feb 2009 |
18.95% |
| 2 Years |
12.04 | 2.23 |
38.27 Mar 2009 - Feb 2011 |
-30.38 Mar 2007 - Feb 2009 |
8.96% |
| 3 Years |
11.80 | 13.96 |
32.95 Aug 1984 - Jul 1987 |
-17.39 Mar 2006 - Feb 2009 |
9.16% |
| 5 Years |
11.75 | 9.02 |
30.12 Aug 1982 - Jul 1987 |
-6.77 Mar 2004 - Feb 2009 |
7.47% |
| 7 Years |
11.71 | 9.93 |
23.41 Aug 1982 - Jul 1989 |
-2.83 Mar 2002 - Feb 2009 |
0.80% |
| 10 Years |
11.68 | 9.61 |
18.99 Sep 1977 - Aug 1987 |
-1.23 Mar 1999 - Feb 2009 |
0.65% |
| 15 Years |
11.19 | 7.96 |
19.53 Aug 1982 - Jul 1997 |
4.97 Aug 1997 - Jul 2012 |
0.00% |
| 20 Years |
11.31 | 8.80 |
17.59 Apr 1978 - Mar 1998 |
5.17 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
11.24 | 9.50 |
14.67 Jan 1975 - Dec 2004 |
8.88 Apr 1990 - Mar 2020 |
0.00% |
Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the US Stocks Value Portfolio: Rolling Returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
US STOCKS VALUE PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 9.61% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in US Stocks Value 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 |
2.00
40% |
-1.03
40% |
-0.96
80% |
3.08
80% |
-0.45
60% |
-0.35
40% |
3.18
100% |
0.20
60% |
-1.99
40% |
2.25
60% |
4.48
80% |
0.04
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.00
|
100.95
|
99.98
|
103.06
|
102.60
|
102.24
|
105.49
|
105.70
|
103.60
|
105.93
|
110.68
|
110.72
|
| Best |
8.8 2019 |
6.2 2021 |
6.4 2021 |
11.0 2020 |
3.4 2020 |
8.2 2019 |
6.1 2022 |
3.4 2020 |
3.9 2019 |
11.4 2022 |
13.0 2020 |
6.9 2021 |
| Worst |
-2.8 2020 |
-9.4 2020 |
-16.1 2020 |
-5.1 2022 |
-7.8 2019 |
-8.4 2022 |
0.7 2021 |
-2.8 2022 |
-8.5 2022 |
-5.6 2018 |
-3.1 2021 |
-9.6 2018 |
Monthly Seasonality over the period Jun 2018 - May 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 |
0.16
40% |
0.22
60% |
0.08
60% |
1.91
80% |
0.22
70% |
0.06
50% |
2.45
90% |
-0.56
50% |
-0.94
40% |
2.51
70% |
3.75
90% |
0.51
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.16
|
100.38
|
100.46
|
102.38
|
102.60
|
102.66
|
105.18
|
104.59
|
103.61
|
106.20
|
110.19
|
110.75
|
| Best |
8.8 2019 |
6.2 2021 |
7.4 2016 |
11.0 2020 |
3.4 2020 |
8.2 2019 |
6.1 2022 |
3.5 2014 |
3.9 2019 |
11.4 2022 |
13.0 2020 |
6.9 2021 |
| Worst |
-5.4 2016 |
-9.4 2020 |
-16.1 2020 |
-5.1 2022 |
-7.8 2019 |
-8.4 2022 |
-1.9 2014 |
-5.8 2015 |
-8.5 2022 |
-5.6 2018 |
-3.1 2021 |
-9.6 2018 |
Monthly Seasonality over the period Jun 2013 - May 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 |
1.29
57% |
0.49
61% |
1.30
69% |
1.96
71% |
1.07
67% |
0.61
58% |
0.95
58% |
0.39
60% |
-0.55
50% |
0.94
63% |
2.32
73% |
1.71
77% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.29
|
101.79
|
103.11
|
105.14
|
106.26
|
106.91
|
107.93
|
108.35
|
107.76
|
108.77
|
111.30
|
113.20
|
| Best |
13.2 1987 |
7.5 1986 |
10.6 2000 |
11.6 2009 |
9.5 1990 |
8.2 2019 |
8.9 1989 |
12.4 1982 |
8.0 2010 |
11.5 2011 |
13.0 2020 |
11.4 1991 |
| Worst |
-11.6 2009 |
-13.4 2009 |
-16.1 2020 |
-5.1 2022 |
-8.3 2010 |
-9.5 2008 |
-10.3 2002 |
-15.7 1998 |
-10.5 2002 |
-22.0 1987 |
-8.4 1987 |
-9.6 2018 |
Monthly Seasonality over the period Jan 1975 - May 2023
Monthly/Yearly Returns
US Stocks Value Portfolio data source starts from January 1975: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1975 - May 2023
371 Positive Months (64%) - 210 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1975 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+4.41 | +2.15 | 7.3 | -3.1 | 1.0 | 1.5 | -2.0 | |||||||
| 2022 |
-5.39 | -11.12 | -1.9 | -1.2 | 3.0 | -5.1 | 1.8 | -8.4 | 6.1 | -2.8 | -8.5 | 11.4 | 6.0 | -3.9 |
| 2021 |
+25.21 | +16.98 | -1.4 | 6.2 | 6.4 | 3.8 | 2.4 | -1.4 | 0.7 | 1.8 | -3.3 | 4.5 | -3.1 | 6.9 |
| 2020 |
+1.55 | +0.19 | -2.8 | -9.4 | -16.1 | 11.0 | 3.4 | -0.9 | 3.7 | 3.4 | -2.4 | -1.6 | 13.0 | 3.7 |
| 2019 |
+31.48 | +28.54 | 8.8 | 2.3 | 0.9 | 4.2 | -7.8 | 8.2 | 1.6 | -2.8 | 3.9 | 2.5 | 3.8 | 3.1 |
| 2018 |
-9.18 | -10.89 | 3.9 | -5.5 | -1.8 | 0.5 | 0.5 | 0.7 | 3.8 | 1.4 | 0.3 | -5.6 | 2.6 | -9.6 |
| 2017 |
+15.08 | +12.70 | 0.7 | 3.7 | -1.1 | -0.1 | -0.4 | 1.9 | 1.4 | -1.3 | 3.4 | 1.2 | 3.5 | 1.6 |
| 2016 |
+18.48 | +16.07 | -5.4 | 0.1 | 7.4 | 2.0 | 1.5 | 0.7 | 3.4 | 0.8 | -0.1 | -1.8 | 6.4 | 2.6 |
| 2015 |
-4.32 | -5.02 | -4.0 | 4.8 | -1.2 | 0.5 | 1.4 | -2.1 | 0.2 | -5.8 | -3.2 | 7.5 | 0.6 | -2.5 |
| 2014 |
+12.75 | +11.90 | -3.6 | 4.3 | 2.2 | 0.7 | 1.3 | 2.8 | -1.9 | 3.5 | -2.2 | 2.4 | 1.9 | 0.9 |
| 2013 |
+32.19 | +30.23 | 6.4 | 1.1 | 4.0 | 1.4 | 2.6 | -1.0 | 5.7 | -3.9 | 2.7 | 4.5 | 2.8 | 2.3 |
| 2012 |
+17.36 | +15.36 | 3.9 | 3.8 | 2.9 | -1.0 | -5.8 | 4.5 | 1.4 | 2.1 | 3.1 | -0.5 | -0.1 | 2.3 |
| 2011 |
-0.29 | -3.16 | 2.1 | 3.6 | 0.6 | 2.4 | -1.0 | -2.1 | -3.5 | -6.4 | -7.7 | 11.5 | -0.4 | 1.9 |
| 2010 |
+15.81 | +14.10 | -2.8 | 3.1 | 6.7 | 3.0 | -8.3 | -6.0 | 6.8 | -4.5 | 8.0 | 3.1 | -0.4 | 7.9 |
| 2009 |
+19.61 | +16.44 | -11.6 | -13.4 | 7.9 | 11.6 | 5.8 | -0.8 | 8.4 | 5.3 | 3.9 | -3.5 | 5.5 | 2.3 |
| 2008 |
-36.01 | -36.07 | -4.2 | -3.8 | -0.7 | 4.7 | 0.1 | -9.5 | 0.1 | 2.0 | -7.2 | -17.5 | -7.6 | 2.2 |
| 2007 |
-1.38 | -5.25 | 1.3 | -1.6 | 1.5 | 3.5 | 3.5 | -2.5 | -4.8 | 1.1 | 3.2 | 0.1 | -5.0 | -1.3 |
| 2006 |
+21.90 | +18.88 | 4.0 | 0.5 | 1.9 | 2.2 | -2.7 | 0.8 | 2.1 | 1.7 | 1.9 | 3.3 | 2.4 | 2.1 |
| 2005 |
+6.59 | +3.07 | -2.1 | 3.2 | -1.4 | -2.3 | 2.9 | 1.3 | 3.1 | -0.3 | 0.9 | -2.6 | 3.5 | 0.5 |
| 2004 |
+16.71 | +13.03 | 2.0 | 2.1 | -0.8 | -2.4 | 0.8 | 2.5 | -1.8 | 1.0 | 2.1 | 1.6 | 5.6 | 3.3 |
| 2003 |
+31.72 | +29.29 | -2.9 | -2.2 | 1.1 | 8.3 | 6.1 | 1.7 | 1.6 | 1.7 | -0.9 | 6.2 | 1.6 | 6.2 |
| 2002 |
-16.07 | -18.02 | -1.4 | 0.5 | 4.6 | -2.9 | 0.7 | -5.5 | -10.3 | 0.7 | -10.5 | 6.5 | 7.1 | -5.0 |
| 2001 |
-4.82 | -6.27 | -0.3 | -2.6 | -3.9 | 5.1 | 2.4 | -1.7 | 0.2 | -3.9 | -8.0 | -0.6 | 6.5 | 2.9 |
| 2000 |
+3.67 | +0.27 | -3.9 | -0.3 | 10.6 | -2.4 | -0.4 | 3.0 | -0.4 | 7.1 | -4.1 | 0.6 | -5.7 | 0.6 |
| 1999 |
+8.54 | +5.71 | 2.5 | -4.2 | 3.2 | 2.9 | -3.3 | 4.8 | -4.2 | -1.5 | -3.4 | 6.0 | 0.9 | 5.4 |
| 1998 |
+17.96 | +16.09 | 0.4 | 6.1 | 4.1 | 0.5 | -2.9 | 3.6 | -2.2 | -15.7 | 5.9 | 7.9 | 5.2 | 6.3 |
| 1997 |
+32.64 | +30.42 | 6.1 | 0.9 | -4.5 | 6.2 | 6.3 | 4.1 | 7.9 | -5.3 | 4.8 | -2.5 | 3.8 | 1.9 |
| 1996 |
+23.15 | +19.19 | 3.6 | 0.4 | 1.8 | 1.1 | 2.3 | 0.9 | -4.4 | 2.0 | 5.6 | 3.3 | 7.3 | -2.3 |
| 1995 |
+39.35 | +35.90 | 3.5 | 4.2 | 2.9 | 3.1 | 4.1 | 2.1 | 3.3 | 0.5 | 4.3 | -0.2 | 4.5 | 1.6 |
| 1994 |
+0.35 | -2.26 | 3.5 | -2.9 | -4.2 | 1.1 | 1.6 | -2.3 | 3.2 | 3.8 | -2.5 | 2.8 | -4.0 | 0.7 |
| 1993 |
+10.42 | +7.46 | 0.9 | 1.4 | 2.2 | -2.4 | 2.7 | 0.3 | -0.4 | 3.8 | -0.8 | 2.1 | -1.0 | 1.3 |
| 1992 |
+8.69 | +5.63 | -1.8 | 1.4 | -1.8 | 3.0 | 0.6 | -1.4 | 4.1 | -2.0 | 1.3 | 0.4 | 3.5 | 1.3 |
| 1991 |
+29.07 | +25.23 | 4.3 | 7.0 | 2.3 | 0.1 | 4.2 | -4.7 | 4.6 | 2.3 | -1.8 | 1.3 | -4.1 | 11.4 |
| 1990 |
-6.16 | -11.56 | -7.0 | 1.0 | 2.4 | -2.8 | 9.5 | -0.9 | -0.6 | -9.4 | -5.3 | -0.7 | 6.3 | 2.5 |
| 1989 |
+28.73 | +23.02 | 7.1 | -2.7 | 2.1 | 5.0 | 3.9 | -0.8 | 8.9 | 1.7 | -0.6 | -2.6 | 1.9 | 2.3 |
| 1988 |
+19.63 | +14.57 | 4.5 | 4.9 | -2.8 | 1.3 | 1.1 | 4.8 | -0.1 | -3.1 | 4.4 | 2.9 | -1.2 | 1.9 |
| 1987 |
+3.51 | -0.89 | 13.2 | 3.9 | 2.8 | -1.1 | 1.0 | 5.0 | 4.9 | 3.8 | -2.4 | -22.0 | -8.4 | 7.5 |
| 1986 |
+17.17 | +15.89 | 0.4 | 7.5 | 5.4 | -1.4 | 5.4 | 1.6 | -5.8 | 7.4 | -8.4 | 5.6 | 2.5 | -2.7 |
| 1985 |
+32.40 | +27.55 | 7.7 | 1.5 | 0.1 | -0.2 | 6.1 | 1.5 | -0.1 | -0.6 | -3.0 | 4.5 | 7.0 | 4.7 |
| 1984 |
+8.57 | +4.44 | -0.3 | -3.1 | 1.8 | 0.9 | -5.1 | 2.4 | -1.3 | 11.2 | 0.2 | 0.4 | -0.8 | 2.7 |
| 1983 |
+24.55 | +20.00 | 3.7 | 2.7 | 3.7 | 7.8 | -0.6 | 3.9 | -3.0 | 2.0 | 1.5 | -1.2 | 2.4 | -0.4 |
| 1982 |
+21.31 | +16.83 | -1.5 | -5.1 | -0.7 | 4.2 | -2.8 | -1.6 | -2.2 | 12.4 | 1.0 | 11.1 | 4.2 | 1.8 |
| 1981 |
+3.13 | -5.32 | -3.7 | 2.8 | 4.4 | -1.5 | 1.3 | -0.2 | 0.7 | -4.5 | -4.0 | 5.6 | 4.8 | -1.9 |
| 1980 |
+28.37 | +14.09 | 5.7 | 0.1 | -10.2 | 4.1 | 5.3 | 2.6 | 6.5 | 1.0 | 2.5 | 1.8 | 11.0 | -3.4 |
| 1979 |
+16.21 | +2.57 | 4.0 | -3.0 | 5.6 | 0.2 | -1.8 | 3.9 | 1.0 | 6.0 | 0.1 | -6.7 | 5.1 | 1.7 |
| 1978 |
+5.15 | -3.55 | -6.1 | -1.8 | 2.5 | 8.5 | 1.2 | -1.6 | 5.6 | 3.4 | -0.6 | -9.0 | 2.5 | 1.6 |
| 1977 |
-6.25 | -12.14 | -4.8 | -1.3 | -1.2 | 0.1 | -1.3 | 4.6 | -1.4 | -1.3 | 0.2 | -4.0 | 3.6 | 0.7 |
| 1976 |
+31.05 | +24.97 | 12.8 | -0.3 | 3.2 | -0.5 | -0.5 | 5.4 | -0.2 | 0.7 | 2.9 | -1.6 | 0.7 | 5.6 |
| 1975 |
+39.03 | +30.01 | 12.5 | 6.6 | 2.7 | 5.3 | 5.8 | 5.1 | -6.5 | -1.8 | -3.5 | 6.5 | 3.3 | -1.1 |
Portofolio Returns, up to December 2000, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- IUSV - iShares Core S&P U.S. Value ETF: simulated historical serie, up to December 2000
Portfolio efficiency
Compared to the US Stocks Value Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| US Stocks Momentum | +11.80 | 15.15 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.63 | 12.22 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.70 | 15.36 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.50 | 15.19 | -55.41 | 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 | +11.44 | 19.20 | -21.00 | 100 | 0 | 0 | ||
| US Stocks | +9.99 | 18.95 | -24.81 | 100 | 0 | 0 | ||
| US Stocks ESG | +9.37 | 19.16 | -27.79 | 100 | 0 | 0 | ||
| US Stocks Value | +9.02 | 18.80 | -26.06 | 100 | 0 | 0 | ||
| US Stocks Equal Weight | +8.61 | 20.33 | -26.65 | 100 | 0 | 0 | ||
| US Stocks Minimum Volatility | +8.29 | 14.99 | -19.06 | 100 | 0 | 0 | ||
| US Stocks Momentum | +5.61 | 18.81 | -30.16 | 100 | 0 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.50 | 23.92 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +11.80 | 15.15 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.63 | 12.22 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.70 | 15.36 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.50 | 15.19 | -55.41 | 100 | 0 | 0 | ||
