Data Source: from January 1975 to November 2023 (~49 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)
1.01%
1 Day
Dec 01 2023
1.01%
Current Month
December 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 9.71% compound annual return, with a 15.36% standard deviation.
Table of contents
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 | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 100.00 |
IUSV
|
USD | 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 Nov 30, 2023
The US Stocks Value Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
US STOCKS VALUE 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 | 30Y |
MAX
(~49Y) |
|||
| US Stocks Value Portfolio | 1.01 | 1.01 | 9.56 | 10.18 | 10.56 | 10.48 | 9.54 | 9.71 | 12.03 | |||
| US Inflation Adjusted return | 9.56 | 8.91 | 6.98 | 6.16 | 6.54 | 7.01 | 8.03 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1975
(*) 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%
, 30Y: 2.52%
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.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 16.10$, with a total return of 1510.05% (9.71% annualized).
The Inflation Adjusted Capital now would be 7.63$, with a net total return of 662.97% (7.01% annualized).
The Inflation Adjusted Capital now would be 7.63$, with a net total return of 662.97% (7.01% annualized).
An investment of 1$, since January 1975,
now would be worth 259.02$, with a total return of 25801.90% (12.03% annualized).
The Inflation Adjusted Capital now would be 43.69$, with a net total return of 4269.31% (8.03% annualized).
The Inflation Adjusted Capital now would be 43.69$, with a net total return of 4269.31% (8.03% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of US Stocks Value 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 VALUE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1975 - 30 November 2023 (~49 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~49Y) |
|
| Investment Return (%) | 9.56 | 2.33 | 10.18 | 10.56 | 12.21 | 10.48 | 9.54 | 8.69 | 9.71 | 12.03 |
| Infl. Adjusted Return (%) details | 9.56 | 2.12 | 8.91 | 6.98 | 6.11 | 6.16 | 6.54 | 5.95 | 7.01 | 8.03 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 3.71 |
| 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 | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -9.27 | -16.63 | -26.06 | -26.06 | -55.41 | -55.41 | -55.41 | |||
| Start to Recovery (# months) details | 4* | 13 | 12 | 12 | 68 | 68 | 68 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 2007 06 | |||
| Start to Bottom (# months) | 3 | 9 | 3 | 3 | 21 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 4 | 9 | 9 | 47 | 47 | 47 | |||
| End (yyyy mm) | - | 2023 01 | 2020 12 | 2020 12 | 2013 01 | 2013 01 | 2013 01 | |||
| Longest Drawdown Depth (%) | -3.08 |
same as deepest |
-16.63 | -12.56 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 5 | 13 | 15 | |||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2018 02 | 2007 06 | 2007 06 | 2007 06 | |||
| Start to Bottom (# months) | 1 | 9 | 9 | 11 | 21 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 09 | 2022 09 | 2018 12 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 4 | 4 | 4 | 4 | 47 | 47 | 47 | |||
| End (yyyy mm) | 2023 06 | 2023 01 | 2023 01 | 2019 04 | 2013 01 | 2013 01 | 2013 01 | |||
| Longest negative period (# months) details | 9 | 22 | 22 | 37 | 79 | 132 | 132 | |||
| Period Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2017 03 | 2005 03 | 1998 03 | 1998 03 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2020 03 | 2011 09 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -2.82 | -0.36 | -0.36 | -0.87 | -0.15 | -0.36 | -0.36 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -9.86 | -21.68 | -26.38 | -26.38 | -56.30 | -56.30 | -56.30 | |||
| Start to Recovery (# months) details | 4* | 23* | 12 | 12 | 74 | 74 | 74 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 2007 06 | |||
| Start to Bottom (# months) | 3 | 9 | 3 | 3 | 21 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 9 | 9 | 53 | 53 | 53 | |||
| End (yyyy mm) | - | - | 2020 12 | 2020 12 | 2013 07 | 2013 07 | 2013 07 | |||
| Longest Drawdown Depth (%) | -4.26 |
same as deepest |
-21.68 | -21.68 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 5 | 23* | 23* | |||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2007 06 | 2007 06 | |||
| Start to Bottom (# months) | 4 | 9 | 9 | 9 | 21 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 53 | 53 | 53 | |||
| End (yyyy mm) | 2023 06 | - | - | - | 2013 07 | 2013 07 | 2013 07 | |||
| Longest negative period (# months) details | 11 | 31 | 35 | 40 | 93 | 153 | 153 | |||
| Period Start (yyyy mm) | 2022 12 | 2021 04 | 2019 11 | 2016 12 | 2004 01 | 1999 01 | 1999 01 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2022 09 | 2020 03 | 2011 09 | 2011 09 | 2011 09 | |||
| Annualized Return (%) | -2.57 | -1.50 | -0.56 | -0.76 | -0.67 | -0.01 | -0.01 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 16.18 | 16.70 | 19.42 | 15.49 | 15.60 | 15.36 | 15.33 | |||
| Sharpe Ratio | 0.35 | 0.62 | 0.45 | 0.55 | 0.47 | 0.49 | 0.52 | |||
| Sortino Ratio | 0.56 | 0.88 | 0.61 | 0.75 | 0.62 | 0.64 | 0.70 | |||
| Ulcer Index | 3.78 | 4.81 | 7.28 | 5.82 | 14.25 | 13.16 | 11.03 | |||
| Ratio: Return / Standard Deviation | 0.65 | 0.73 | 0.54 | 0.62 | 0.56 | 0.63 | 0.78 | |||
| Ratio: Return / Deepest Drawdown | 1.14 | 0.73 | 0.40 | 0.37 | 0.16 | 0.18 | 0.22 | |||
| % Positive Months details | 50% | 55% | 58% | 63% | 64% | 64% | 63% | |||
| Positive Months | 6 | 20 | 35 | 76 | 154 | 232 | 374 | |||
| Negative Months | 6 | 16 | 25 | 44 | 86 | 128 | 213 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 9.54 | 15.32 | 15.32 | 18.99 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.88 | -1.23 | -1.23 | |||||||
| Best 10 Years Return (%) - Annualized | 6.54 | 13.32 | 13.32 | 15.26 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.04 | -3.71 | -3.71 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 56.37 | 31.55 | 24.16 | 15.32 | 10.49 | 9.71 | ||||
| Worst Rolling Return (%) - Annualized | -46.81 | -17.39 | -6.77 | -1.23 | 5.17 | |||||
| % Positive Periods | 78% | 84% | 87% | 98% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 53.09 | 28.56 | 21.32 | 13.32 | 8.03 | 7.01 | ||||
| Worst Rolling Return (%) - Annualized | -46.94 | -19.18 | -9.17 | -3.71 | 3.03 | |||||
| % Positive Periods | 72% | 80% | 79% | 91% | 100% | 100% | ||||
| Over all the available data source (Jan 1975 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 61.11 | 32.95 | 30.12 | 18.99 | 17.59 | 14.67 | ||||
| Worst Rolling Return (%) - Annualized | -46.81 | -17.39 | -6.77 | -1.23 | 5.17 | 8.88 | ||||
| % Positive Periods | 81% | 90% | 92% | 99% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 57.06 | 29.06 | 26.16 | 15.26 | 13.19 | 9.80 | ||||
| Worst Rolling Return (%) - Annualized | -46.94 | -19.18 | -9.17 | -3.71 | 3.03 | 6.38 | ||||
| % Positive Periods | 72% | 83% | 86% | 95% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 36.80 | 22.81 | 13.53 | 7.73 | 8.83 | 10.36 | ||||
| Perpetual WR (%) | 5.76 | 5.80 | 6.14 | 5.61 | 6.55 | 7.43 | ||||
- 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 VALUE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1975 - 30 November 2023 (~49 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -55.41% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 | 25.46 |
| -32.49% | Sep 2000 | Sep 2002 | 25 | Feb 2004 | 17 | 42 | 17.09 |
| -26.06% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 13.06 |
| -17.60% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 | 8.56 |
| -16.63% | Jan 2022 | Sep 2022 | 9 | Jan 2023 | 4 | 13 | 6.87 |
| -12.56% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 5.22 |
| -10.70% | Jun 2015 | Jan 2016 | 8 | Jun 2016 | 5 | 13 | 5.85 |
| -9.27% | Aug 2023 | Oct 2023 | 3 | in progress | 1 | 4 | 5.46 |
| -8.88% | Jul 1999 | Sep 1999 | 3 | Dec 1999 | 3 | 6 | 4.59 |
| -7.76% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 | 3.88 |
| -6.99% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 | 4.61 |
| -5.25% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 | 2.78 |
| -4.48% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 | 2.59 |
| -4.43% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 | 2.56 |
| -4.20% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 | 2.17 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -56.30% | Jun 2007 | Feb 2009 | 21 | Jul 2013 | 53 | 74 | 27.50 |
| -35.55% | Sep 2000 | Sep 2002 | 25 | Dec 2004 | 27 | 52 | 18.45 |
| -26.38% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 13.45 |
| -21.68% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 9.43 |
| -17.80% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 | 8.76 |
| -13.73% | Feb 2018 | Dec 2018 | 11 | Jul 2019 | 7 | 18 | 6.12 |
| -11.00% | Mar 2015 | Sep 2015 | 7 | Jul 2016 | 10 | 17 | 5.49 |
| -9.81% | Jul 1999 | Sep 1999 | 3 | Dec 1999 | 3 | 6 | 5.21 |
| -7.77% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 | 4.82 |
| -5.43% | Aug 1997 | Aug 1997 | 1 | Dec 1997 | 4 | 5 | 2.77 |
| -5.06% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 2.45 |
| -5.03% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 | 3.26 |
| -4.72% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 | 2.72 |
| -4.61% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 | 2.73 |
| -4.32% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 | 2.29 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -55.41% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 | 25.46 |
| -32.49% | Sep 2000 | Sep 2002 | 25 | Feb 2004 | 17 | 42 | 17.09 |
| -30.17% | Sep 1987 | Nov 1987 | 3 | Apr 1989 | 17 | 20 | 15.87 |
| -26.06% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 13.06 |
| -17.60% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 | 8.56 |
| -16.63% | Jan 2022 | Sep 2022 | 9 | Jan 2023 | 4 | 13 | 6.87 |
| -16.02% | Jun 1990 | Oct 1990 | 5 | Feb 1991 | 4 | 9 | 9.06 |
| -13.50% | Jan 1977 | Feb 1978 | 14 | Jul 1978 | 5 | 19 | 7.20 |
| -12.56% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 5.22 |
| -11.39% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 | 6.02 |
| -11.12% | Dec 1981 | Jul 1982 | 8 | Sep 1982 | 2 | 10 | 6.41 |
| -10.70% | Jun 2015 | Jan 2016 | 8 | Jun 2016 | 5 | 13 | 5.85 |
| -10.15% | Mar 1980 | Mar 1980 | 1 | Jun 1980 | 3 | 4 | 5.44 |
| -9.56% | Sep 1978 | Oct 1978 | 2 | Mar 1979 | 5 | 7 | 5.07 |
| -9.27% | Aug 2023 | Oct 2023 | 3 | in progress | 1 | 4 | 5.46 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -56.30% | Jun 2007 | Feb 2009 | 21 | Jul 2013 | 53 | 74 | 27.50 |
| -35.55% | Sep 2000 | Sep 2002 | 25 | Dec 2004 | 27 | 52 | 18.45 |
| -30.78% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 | 16.82 |
| -26.38% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 | 13.45 |
| -21.68% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 9.43 |
| -20.90% | Jan 1977 | Mar 1980 | 39 | Nov 1980 | 8 | 47 | 12.76 |
| -20.89% | Dec 1980 | Jul 1982 | 20 | Nov 1982 | 4 | 24 | 11.05 |
| -18.92% | Sep 1989 | Oct 1990 | 14 | May 1991 | 7 | 21 | 8.30 |
| -17.80% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 | 8.76 |
| -13.73% | Feb 2018 | Dec 2018 | 11 | Jul 2019 | 7 | 18 | 6.12 |
| -13.01% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 | 7.53 |
| -11.00% | Mar 2015 | Sep 2015 | 7 | Jul 2016 | 10 | 17 | 5.49 |
| -9.81% | Jul 1999 | Sep 1999 | 3 | Dec 1999 | 3 | 6 | 5.21 |
| -8.83% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 4.33 |
| -8.27% | Jul 1983 | May 1984 | 11 | Aug 1984 | 3 | 14 | 3.99 |
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
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1975 - 30 November 2023 (~49 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 | -46.81 |
03/2008 02/2009 |
0.53$ | -4.59 | 0.95$ | 12.72 | 1.12$ | 26.11 | 1.26$ | 56.37 |
03/2009 02/2010 |
1.56$ | 10.56 | 21.78% |
| 2Y | -30.38 |
03/2007 02/2009 |
0.48$ | 0.56 | 1.01$ | 11.10 | 1.23$ | 22.37 | 1.49$ | 38.27 |
03/2009 02/2011 |
1.91$ | 7.88 | 14.54% |
| 3Y | -17.39 |
03/2006 02/2009 |
0.56$ | -0.11 | 0.99$ | 10.65 | 1.35$ | 18.77 | 1.67$ | 31.55 |
04/1995 03/1998 |
2.27$ | 12.21 | 15.38% |
| 5Y | -6.77 |
03/2004 02/2009 |
0.70$ | 0.73 | 1.03$ | 9.04 | 1.54$ | 15.19 | 2.02$ | 24.16 |
07/1994 06/1999 |
2.95$ | 10.48 | 12.96% |
| 7Y | -2.83 |
03/2002 02/2009 |
0.81$ | 4.17 | 1.33$ | 7.88 | 1.70$ | 12.71 | 2.31$ | 17.53 |
07/1994 06/2001 |
3.09$ | 10.02 | 1.44% |
| 10Y | -1.23 |
03/1999 02/2009 |
0.88$ | 4.13 | 1.49$ | 8.09 | 2.17$ | 12.08 | 3.12$ | 15.32 |
03/2009 02/2019 |
4.15$ | 9.54 | 1.24% |
| 15Y | 4.97 |
08/1997 07/2012 |
2.07$ | 5.91 | 2.36$ | 7.34 | 2.89$ | 8.46 | 3.38$ | 11.79 |
12/2008 11/2023 |
5.32$ | 11.79 | 0.00% |
| 20Y | 5.17 |
04/2000 03/2020 |
2.74$ | 6.72 | 3.67$ | 8.18 | 4.81$ | 9.61 | 6.26$ | 10.49 |
01/1995 12/2014 |
7.34$ | 8.69 | 0.00% |
| 30Y | 9.71 |
12/1993 11/2023 |
16.10$ | 9.71 | 16.10$ | 9.71 | 16.10$ | 9.71 | 16.10$ | 9.71 |
12/1993 11/2023 |
16.10$ | 9.71 | 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 | -46.94 |
03/2008 02/2009 |
0.53$ | -6.61 | 0.93$ | 9.98 | 1.09$ | 22.97 | 1.22$ | 53.09 |
03/2009 02/2010 |
1.53$ | 6.98 | 27.51% |
| 2Y | -31.82 |
03/2007 02/2009 |
0.46$ | -2.10 | 0.95$ | 8.30 | 1.17$ | 20.17 | 1.44$ | 35.39 |
03/2009 02/2011 |
1.83$ | 2.53 | 20.18% |
| 3Y | -19.18 |
03/2006 02/2009 |
0.52$ | -2.39 | 0.93$ | 8.17 | 1.26$ | 16.16 | 1.56$ | 28.56 |
04/1995 03/1998 |
2.12$ | 6.11 | 19.38% |
| 5Y | -9.17 |
03/2004 02/2009 |
0.61$ | -1.34 | 0.93$ | 6.69 | 1.38$ | 13.13 | 1.85$ | 21.32 |
07/1994 06/1999 |
2.62$ | 6.16 | 20.60% |
| 7Y | -5.25 |
03/2002 02/2009 |
0.68$ | 1.76 | 1.12$ | 5.60 | 1.46$ | 10.85 | 2.05$ | 14.47 |
07/1994 06/2001 |
2.57$ | 6.27 | 4.33% |
| 10Y | -3.71 |
03/1999 02/2009 |
0.68$ | 1.66 | 1.17$ | 5.84 | 1.76$ | 9.65 | 2.51$ | 13.32 |
03/2009 02/2019 |
3.49$ | 6.54 | 8.30% |
| 15Y | 2.51 |
08/1997 07/2012 |
1.45$ | 3.55 | 1.68$ | 4.95 | 2.06$ | 6.01 | 2.40$ | 9.06 |
12/2008 11/2023 |
3.67$ | 9.06 | 0.00% |
| 20Y | 3.03 |
04/2000 03/2020 |
1.81$ | 4.44 | 2.38$ | 5.74 | 3.05$ | 6.96 | 3.84$ | 8.03 |
01/1995 12/2014 |
4.68$ | 5.95 | 0.00% |
| 30Y | 7.01 |
12/1993 11/2023 |
7.62$ | 7.01 | 7.62$ | 7.01 | 7.62$ | 7.01 | 7.62$ | 7.01 |
12/1993 11/2023 |
7.62$ | 7.01 | 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 | -46.81 |
03/2008 02/2009 |
0.53$ | -3.02 | 0.96$ | 13.21 | 1.13$ | 28.33 | 1.28$ | 61.11 |
07/1982 06/1983 |
1.61$ | 10.56 | 18.75% |
| 2Y | -30.38 |
03/2007 02/2009 |
0.48$ | 3.32 | 1.06$ | 12.16 | 1.25$ | 22.91 | 1.51$ | 38.27 |
03/2009 02/2011 |
1.91$ | 7.88 | 8.87% |
| 3Y | -17.39 |
03/2006 02/2009 |
0.56$ | 4.33 | 1.13$ | 12.64 | 1.42$ | 19.31 | 1.69$ | 32.95 |
08/1984 07/1987 |
2.34$ | 12.21 | 9.06% |
| 5Y | -6.77 |
03/2004 02/2009 |
0.70$ | 3.91 | 1.21$ | 12.35 | 1.78$ | 18.69 | 2.35$ | 30.12 |
08/1982 07/1987 |
3.73$ | 10.48 | 7.39% |
| 7Y | -2.83 |
03/2002 02/2009 |
0.81$ | 5.77 | 1.48$ | 12.19 | 2.23$ | 17.53 | 3.09$ | 23.41 |
08/1982 07/1989 |
4.36$ | 10.02 | 0.79% |
| 10Y | -1.23 |
03/1999 02/2009 |
0.88$ | 5.94 | 1.78$ | 12.58 | 3.27$ | 16.57 | 4.63$ | 18.99 |
09/1977 08/1987 |
5.68$ | 9.54 | 0.64% |
| 15Y | 4.97 |
08/1997 07/2012 |
2.07$ | 6.60 | 2.60$ | 11.69 | 5.25$ | 15.81 | 9.03$ | 19.53 |
08/1982 07/1997 |
14.52$ | 11.79 | 0.00% |
| 20Y | 5.17 |
04/2000 03/2020 |
2.74$ | 7.92 | 4.59$ | 10.16 | 6.92$ | 15.45 | 17.69$ | 17.59 |
04/1978 03/1998 |
25.54$ | 8.69 | 0.00% |
| 30Y | 8.88 |
04/1990 03/2020 |
12.83$ | 9.79 | 16.46$ | 11.15 | 23.85$ | 13.33 | 42.73$ | 14.67 |
01/1975 12/2004 |
60.66$ | 9.71 | 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 | -46.94 |
03/2008 02/2009 |
0.53$ | -6.30 | 0.93$ | 8.97 | 1.08$ | 24.11 | 1.24$ | 57.06 |
07/1982 06/1983 |
1.57$ | 6.98 | 27.78% |
| 2Y | -31.82 |
03/2007 02/2009 |
0.46$ | -1.05 | 0.97$ | 7.86 | 1.16$ | 19.39 | 1.42$ | 35.39 |
03/2009 02/2011 |
1.83$ | 2.53 | 17.73% |
| 3Y | -19.18 |
03/2006 02/2009 |
0.52$ | -0.28 | 0.99$ | 8.27 | 1.26$ | 15.59 | 1.54$ | 29.06 |
08/1984 07/1987 |
2.14$ | 6.11 | 16.12% |
| 5Y | -9.17 |
03/2004 02/2009 |
0.61$ | 0.55 | 1.02$ | 8.23 | 1.48$ | 14.45 | 1.96$ | 26.16 |
08/1982 07/1987 |
3.19$ | 6.16 | 13.83% |
| 7Y | -5.25 |
03/2002 02/2009 |
0.68$ | 2.81 | 1.21$ | 7.83 | 1.69$ | 13.55 | 2.43$ | 19.19 |
08/1982 07/1989 |
3.41$ | 6.27 | 2.58% |
| 10Y | -3.71 |
03/1999 02/2009 |
0.68$ | 4.02 | 1.48$ | 9.06 | 2.38$ | 11.72 | 3.02$ | 15.26 |
11/1990 10/2000 |
4.13$ | 6.54 | 4.27% |
| 15Y | 2.51 |
08/1997 07/2012 |
1.45$ | 4.27 | 1.87$ | 7.94 | 3.14$ | 11.08 | 4.83$ | 15.62 |
08/1982 07/1997 |
8.82$ | 9.06 | 0.00% |
| 20Y | 3.03 |
04/2000 03/2020 |
1.81$ | 5.36 | 2.84$ | 7.60 | 4.32$ | 11.22 | 8.38$ | 13.19 |
04/1980 03/2000 |
11.91$ | 5.95 | 0.00% |
| 30Y | 6.38 |
04/1990 03/2020 |
6.39$ | 7.03 | 7.68$ | 7.86 | 9.67$ | 8.74 | 12.36$ | 9.80 |
01/1975 12/2004 |
16.54$ | 7.01 | 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 Value Portfolio: Rolling Returns page.
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% |
0.92
40% |
3.13
100% |
-0.66
40% |
-2.98
20% |
2.95
60% |
5.86
80% |
0.04
60% |
| 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 |
-2.9 2023 |
-8.5 2022 |
-2.1 2023 |
-3.1 2021 |
-9.6 2018 |
Monthly Seasonality over the period Feb 1975 - 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 |
0.16
40% |
0.22
60% |
0.08
60% |
1.91
80% |
0.22
70% |
0.86
60% |
2.24
90% |
-0.46
50% |
-1.67
30% |
1.85
60% |
4.43
90% |
0.51
70% |
| 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 Feb 1975 - 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 |
1.29
57% |
0.49
61% |
1.30
69% |
1.96
71% |
1.07
67% |
0.74
59% |
1.00
59% |
0.33
59% |
-0.63
49% |
0.88
61% |
2.47
73% |
1.71
77% |
| 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 Feb 1975 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the US Stocks Value Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
US STOCKS VALUE PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1975 - 30 November 2023 (~49 years)
232 Positive Months (64%) - 128 Negative Months (36%)
374 Positive Months (64%) - 213 Negative Months (36%)
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(Scroll down to see all data)
Investment Returns, up to December 2000, 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:
- IUSV - iShares Core S&P U.S. Value ETF, up to December 2000
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| US Stocks Momentum | +12.01 | 15.28 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.71 | 15.36 | -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 | +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 30 Years and Very High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.75 | 24.01 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +12.01 | 15.28 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.76 | 12.35 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.90 | 15.52 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.71 | 15.36 | -55.41 | 100 | 0 | 0 | ||
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Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
