Data Source: from January 1871 to November 2023 (~153 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)
0.84%
1 Day
Dec 01 2023
0.84%
Current Month
December 2023
The US Stocks 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 Portfolio obtained a 9.90% compound annual return, with a 15.52% standard deviation.
Table of contents
Asset Allocation and ETFs
The US Stocks Portfolio has the following asset allocation:
100% Stocks
0% Fixed Income
0% Commodities
The US Stocks Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 100.00 |
VTI
|
USD | Vanguard Total Stock Market | Equity, U.S., Large Cap |
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 Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
US STOCKS 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
(~153Y) |
|||
| US Stocks Portfolio | 0.84 | 0.84 | 9.42 | 10.04 | 12.72 | 11.71 | 11.16 | 9.90 | 9.08 | |||
| US Inflation Adjusted return | 9.42 | 8.77 | 9.07 | 7.34 | 8.12 | 7.19 | 6.82 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) 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 Portfolio granted a 1.33% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 16.96$, with a total return of 1596.43% (9.90% annualized).
The Inflation Adjusted Capital now would be 8.04$, with a net total return of 703.91% (7.19% annualized).
The Inflation Adjusted Capital now would be 8.04$, with a net total return of 703.91% (7.19% annualized).
An investment of 1$, since January 1871,
now would be worth 590344.78$, with a total return of 59034377.90% (9.08% annualized).
The Inflation Adjusted Capital now would be 23932.96$, with a net total return of 2393195.60% (6.82% annualized).
The Inflation Adjusted Capital now would be 23932.96$, with a net total return of 2393195.60% (6.82% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of US Stocks 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 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~153Y) |
|
| Investment Return (%) | 9.42 | 1.41 | 10.04 | 12.72 | 8.22 | 11.71 | 11.16 | 9.71 | 9.90 | 9.08 |
| Infl. Adjusted Return (%) details | 9.42 | 1.20 | 8.77 | 9.07 | 2.35 | 7.34 | 8.12 | 6.94 | 7.19 | 6.82 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 2.12 |
| 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 (%) | -9.10 | -24.81 | -24.81 | -24.81 | -50.84 | -50.84 | -84.60 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 53 | 53 | 184 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 34 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 06 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 37 | 37 | 150 | |||
| End (yyyy mm) | - | - | - | - | 2012 03 | 2012 03 | 1944 12 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-43.94 |
same as deepest |
|||
| Start to Recovery (# months) details | 67 | |||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 25 | 34 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 1932 06 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 37 | 42 | 150 | |||
| End (yyyy mm) | - | - | - | - | 2012 03 | 2006 03 | 1944 12 | |||
| Longest negative period (# months) details | 4 | 30 | 30 | 30 | 66 | 139 | 188 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 05 | 2021 05 | 2021 05 | 2003 12 | 1997 08 | 1916 11 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2009 05 | 2009 02 | 1932 06 | |||
| Annualized Return (%) | -16.34 | -0.44 | -0.44 | -0.44 | -0.02 | -0.09 | -0.16 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -9.69 | -29.37 | -29.37 | -29.37 | -51.59 | -51.59 | -80.55 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 63 | 63 | 90 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 47 | 47 | 57 | |||
| End (yyyy mm) | - | - | - | - | 2013 01 | 2013 01 | 1937 02 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-46.68 | -54.53 | |||
| Start to Recovery (# months) details | 91 | 124 | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 1973 01 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 30 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 1974 09 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 47 | 61 | 103 | |||
| End (yyyy mm) | - | - | - | - | 2013 01 | 2007 10 | 1983 04 | |||
| Longest negative period (# months) details | 11 | 35 | 35 | 35 | 92 | 161 | 316 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2020 12 | 2020 12 | 2004 02 | 1998 05 | 1906 02 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2011 09 | 2011 09 | 1932 05 | |||
| Annualized Return (%) | -0.35 | -0.69 | -0.69 | -0.69 | -0.01 | -0.05 | -0.02 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 16.21 | 17.40 | 19.38 | 15.49 | 15.34 | 15.52 | 16.60 | |||
| Sharpe Ratio | 0.48 | 0.36 | 0.52 | 0.65 | 0.55 | 0.49 | 0.31 | |||
| Sortino Ratio | 0.72 | 0.49 | 0.69 | 0.88 | 0.72 | 0.64 | 0.43 | |||
| Ulcer Index | 3.63 | 10.83 | 9.20 | 6.95 | 12.02 | 14.32 | 17.89 | |||
| Ratio: Return / Standard Deviation | 0.78 | 0.47 | 0.60 | 0.72 | 0.63 | 0.64 | 0.55 | |||
| Ratio: Return / Deepest Drawdown | 1.40 | 0.33 | 0.47 | 0.45 | 0.19 | 0.19 | 0.11 | |||
| % Positive Months details | 58% | 58% | 61% | 67% | 66% | 65% | 60% | |||
| Positive Months | 7 | 21 | 37 | 81 | 160 | 235 | 1114 | |||
| Negative Months | 5 | 15 | 23 | 39 | 80 | 125 | 721 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 11.16 | 16.86 | 16.86 | 20.50 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.50 | -2.47 | -5.29 | |||||||
| Best 10 Years Return (%) - Annualized | 8.12 | 14.83 | 14.83 | 19.53 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.64 | -4.92 | -4.92 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 62.90 | 30.70 | 26.84 | 16.86 | 10.56 | 9.90 | ||||
| Worst Rolling Return (%) - Annualized | -43.33 | -16.22 | -6.14 | -2.47 | 4.98 | |||||
| % Positive Periods | 78% | 83% | 87% | 94% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 58.74 | 27.73 | 23.91 | 14.83 | 7.88 | 7.19 | ||||
| Worst Rolling Return (%) - Annualized | -43.46 | -18.24 | -8.56 | -4.92 | 2.84 | |||||
| % Positive Periods | 75% | 80% | 73% | 89% | 100% | 100% | ||||
| Over all the available data source (Jan 1871 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 164.11 | 45.34 | 37.25 | 20.50 | 17.30 | 14.81 | ||||
| Worst Rolling Return (%) - Annualized | -67.90 | -43.81 | -19.58 | -5.29 | 1.15 | 2.64 | ||||
| % Positive Periods | 72% | 84% | 89% | 97% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 182.83 | 41.38 | 35.89 | 19.53 | 13.12 | 11.83 | ||||
| Worst Rolling Return (%) - Annualized | -64.35 | -39.36 | -15.64 | -4.92 | -0.59 | 0.85 | ||||
| % Positive Periods | 69% | 79% | 82% | 89% | 99% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 35.15 | 24.32 | 14.59 | 7.91 | 8.25 | 8.53 | ||||
| Perpetual WR (%) | 2.29 | 6.84 | 7.51 | 6.49 | 6.71 | 6.38 | ||||
- 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).
Talking about withdrawal rates, how would you manage your early retirement with the US Stocks Portfolio? Read more here
Analyze your Portfolio: Backtest Now!
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.
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 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -50.84% | Nov 2007 | Feb 2009 | 16 | Mar 2012 | 37 | 53 | 23.06 |
| -43.94% | Sep 2000 | Sep 2002 | 25 | Mar 2006 | 42 | 67 | 23.71 |
| -24.81% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 13.42 |
| -20.84% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 9.03 |
| -17.57% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 | 9.03 |
| -14.20% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 6.63 |
| -8.84% | Jun 2015 | Sep 2015 | 4 | May 2016 | 8 | 12 | 4.72 |
| -8.44% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 | 5.11 |
| -7.43% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 | 3.93 |
| -6.82% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 | 3.19 |
| -6.45% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 3.72 |
| -6.42% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 | 3.38 |
| -6.17% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 3.14 |
| -5.64% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 | 3.46 |
| -5.42% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.24 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -51.59% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 23.48 |
| -46.68% | Apr 2000 | Sep 2002 | 30 | Oct 2007 | 61 | 91 | 24.54 |
| -29.37% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 18.60 |
| -21.19% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 9.17 |
| -17.77% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 | 8.55 |
| -13.79% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 | 6.54 |
| -9.40% | Mar 2015 | Sep 2015 | 7 | Jul 2016 | 10 | 17 | 4.36 |
| -8.55% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 | 4.90 |
| -7.37% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 | 3.89 |
| -6.65% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 | 3.32 |
| -6.41% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 3.33 |
| -6.28% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 | 3.96 |
| -5.59% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.35 |
| -5.09% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 | 2.32 |
| -4.72% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 2.73 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -84.60% | Sep 1929 | Jun 1932 | 34 | Dec 1944 | 150 | 184 | 46.31 |
| -50.84% | Nov 2007 | Feb 2009 | 16 | Mar 2012 | 37 | 53 | 23.06 |
| -45.86% | Jan 1973 | Sep 1974 | 21 | Dec 1976 | 27 | 48 | 20.53 |
| -43.94% | Sep 2000 | Sep 2002 | 25 | Mar 2006 | 42 | 67 | 23.71 |
| -34.11% | Apr 1876 | Jun 1877 | 15 | Feb 1879 | 20 | 35 | 17.32 |
| -30.27% | Oct 1906 | Nov 1907 | 14 | Nov 1908 | 12 | 26 | 16.09 |
| -30.06% | Dec 1968 | Jun 1970 | 19 | Mar 1971 | 9 | 28 | 14.60 |
| -29.34% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 | 14.96 |
| -27.16% | Oct 1902 | Oct 1903 | 13 | Nov 1904 | 13 | 26 | 17.06 |
| -26.86% | Feb 1893 | Aug 1893 | 7 | Aug 1897 | 48 | 55 | 14.58 |
| -24.81% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 13.42 |
| -23.91% | Jul 1881 | Jan 1885 | 43 | Nov 1885 | 10 | 53 | 13.47 |
| -23.13% | Nov 1919 | Jun 1921 | 20 | Apr 1922 | 10 | 30 | 13.60 |
| -22.72% | Nov 1912 | Oct 1914 | 24 | Sep 1915 | 11 | 35 | 9.77 |
| -22.67% | Jan 1962 | Jun 1962 | 6 | Apr 1963 | 10 | 16 | 12.17 |
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Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -80.55% | Sep 1929 | May 1932 | 33 | Feb 1937 | 57 | 90 | 47.01 |
| -54.53% | Jan 1973 | Sep 1974 | 21 | Apr 1983 | 103 | 124 | 28.71 |
| -51.59% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 | 23.48 |
| -50.28% | Mar 1937 | Mar 1938 | 13 | Feb 1945 | 83 | 96 | 27.52 |
| -46.68% | Apr 2000 | Sep 2002 | 30 | Oct 2007 | 61 | 91 | 24.54 |
| -44.02% | Dec 1916 | Jul 1920 | 44 | Jun 1924 | 47 | 91 | 27.54 |
| -37.64% | Jun 1946 | Feb 1948 | 21 | Dec 1950 | 34 | 55 | 26.00 |
| -36.19% | Dec 1968 | Jun 1970 | 19 | Nov 1972 | 29 | 48 | 16.29 |
| -33.93% | Feb 1906 | Nov 1907 | 22 | May 1909 | 18 | 40 | 16.09 |
| -29.95% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 | 16.39 |
| -29.37% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 18.60 |
| -29.16% | Jul 1876 | Jun 1877 | 12 | Mar 1878 | 9 | 21 | 16.39 |
| -28.60% | Jul 1911 | Oct 1914 | 40 | Nov 1915 | 13 | 53 | 13.04 |
| -28.08% | Jul 1901 | Oct 1903 | 28 | Feb 1905 | 16 | 44 | 15.23 |
| -24.74% | Jun 1892 | Jul 1893 | 14 | Aug 1895 | 25 | 39 | 11.86 |
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 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 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 | -43.33 |
03/2008 02/2009 |
0.56$ | -8.02 | 0.91$ | 14.08 | 1.14$ | 26.74 | 1.26$ | 62.90 |
04/2020 03/2021 |
1.62$ | 12.72 | 21.49% |
| 2Y | -26.16 |
03/2007 02/2009 |
0.54$ | -2.66 | 0.94$ | 12.11 | 1.25$ | 23.33 | 1.52$ | 39.52 |
03/2009 02/2011 |
1.94$ | 0.01 | 17.80% |
| 3Y | -16.22 |
04/2000 03/2003 |
0.58$ | -1.94 | 0.94$ | 11.94 | 1.40$ | 19.72 | 1.71$ | 30.70 |
04/1995 03/1998 |
2.23$ | 8.22 | 16.92% |
| 5Y | -6.14 |
03/2004 02/2009 |
0.72$ | 0.34 | 1.01$ | 10.18 | 1.62$ | 16.94 | 2.18$ | 26.84 |
01/1995 12/1999 |
3.28$ | 11.71 | 12.62% |
| 7Y | -2.98 |
03/2002 02/2009 |
0.80$ | 3.78 | 1.29$ | 7.30 | 1.63$ | 13.95 | 2.49$ | 17.40 |
03/2009 02/2016 |
3.07$ | 12.24 | 2.17% |
| 10Y | -2.47 |
03/1999 02/2009 |
0.77$ | 3.88 | 1.46$ | 8.55 | 2.27$ | 13.36 | 3.50$ | 16.86 |
03/2009 02/2019 |
4.75$ | 11.16 | 5.81% |
| 15Y | 4.37 |
09/2000 08/2015 |
1.89$ | 5.30 | 2.16$ | 7.55 | 2.98$ | 10.03 | 4.19$ | 13.61 |
12/2008 11/2023 |
6.77$ | 13.61 | 0.00% |
| 20Y | 4.98 |
04/2000 03/2020 |
2.64$ | 6.66 | 3.63$ | 8.33 | 4.95$ | 9.91 | 6.61$ | 10.56 |
04/2003 03/2023 |
7.44$ | 9.71 | 0.00% |
| 30Y | 9.90 |
12/1993 11/2023 |
16.96$ | 9.90 | 16.96$ | 9.90 | 16.96$ | 9.90 | 16.96$ | 9.90 |
12/1993 11/2023 |
16.96$ | 9.90 | 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 | -43.46 |
03/2008 02/2009 |
0.56$ | -10.95 | 0.89$ | 11.57 | 1.11$ | 23.04 | 1.23$ | 58.74 |
04/2020 03/2021 |
1.58$ | 9.07 | 24.07% |
| 2Y | -27.69 |
03/2007 02/2009 |
0.52$ | -6.21 | 0.87$ | 9.16 | 1.19$ | 20.59 | 1.45$ | 36.62 |
03/2009 02/2011 |
1.86$ | -4.95 | 22.55% |
| 3Y | -18.24 |
04/2000 03/2003 |
0.54$ | -4.37 | 0.87$ | 9.37 | 1.30$ | 16.52 | 1.58$ | 27.73 |
04/1995 03/1998 |
2.08$ | 2.35 | 20.00% |
| 5Y | -8.56 |
03/2004 02/2009 |
0.63$ | -1.96 | 0.90$ | 7.40 | 1.42$ | 14.56 | 1.97$ | 23.91 |
01/1995 12/1999 |
2.92$ | 7.34 | 26.25% |
| 7Y | -5.40 |
03/2002 02/2009 |
0.67$ | 1.18 | 1.08$ | 4.94 | 1.40$ | 12.01 | 2.21$ | 15.55 |
03/2009 02/2016 |
2.75$ | 8.41 | 6.86% |
| 10Y | -4.92 |
03/1999 02/2009 |
0.60$ | 1.37 | 1.14$ | 6.18 | 1.82$ | 11.23 | 2.89$ | 14.83 |
03/2009 02/2019 |
3.98$ | 8.12 | 10.79% |
| 15Y | 2.16 |
09/2000 08/2015 |
1.37$ | 2.90 | 1.53$ | 5.14 | 2.12$ | 7.75 | 3.06$ | 10.84 |
12/2008 11/2023 |
4.67$ | 10.84 | 0.00% |
| 20Y | 2.84 |
04/2000 03/2020 |
1.75$ | 4.49 | 2.40$ | 6.01 | 3.21$ | 7.33 | 4.11$ | 7.88 |
11/2001 10/2021 |
4.55$ | 6.94 | 0.00% |
| 30Y | 7.19 |
12/1993 11/2023 |
8.03$ | 7.19 | 8.03$ | 7.19 | 8.03$ | 7.19 | 8.03$ | 7.19 |
12/1993 11/2023 |
8.03$ | 7.19 | 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 | -67.90 |
07/1931 06/1932 |
0.32$ | -7.86 | 0.92$ | 10.96 | 1.10$ | 29.23 | 1.29$ | 164.11 |
07/1932 06/1933 |
2.64$ | 12.72 | 27.08% |
| 2Y | -55.42 |
06/1930 05/1932 |
0.19$ | -2.24 | 0.95$ | 10.03 | 1.21$ | 23.28 | 1.51$ | 59.68 |
07/1932 06/1934 |
2.54$ | 0.01 | 19.65% |
| 3Y | -43.81 |
07/1929 06/1932 |
0.17$ | -0.56 | 0.98$ | 10.03 | 1.33$ | 19.68 | 1.71$ | 45.34 |
03/1933 02/1936 |
3.07$ | 8.22 | 15.89% |
| 5Y | -19.58 |
06/1927 05/1932 |
0.33$ | 1.38 | 1.07$ | 9.88 | 1.60$ | 17.41 | 2.23$ | 37.25 |
06/1932 05/1937 |
4.86$ | 11.71 | 10.08% |
| 7Y | -9.49 |
07/1925 06/1932 |
0.49$ | 3.29 | 1.25$ | 9.33 | 1.86$ | 15.19 | 2.69$ | 24.63 |
02/1922 01/1929 |
4.66$ | 12.24 | 4.17% |
| 10Y | -5.29 |
09/1929 08/1939 |
0.58$ | 4.35 | 1.53$ | 8.82 | 2.32$ | 14.99 | 4.04$ | 20.50 |
06/1949 05/1959 |
6.45$ | 11.16 | 2.91% |
| 15Y | -0.35 |
09/1929 08/1944 |
0.94$ | 5.49 | 2.23$ | 8.60 | 3.44$ | 13.98 | 7.11$ | 18.24 |
05/1942 04/1957 |
12.34$ | 13.61 | 0.12% |
| 20Y | 1.15 |
07/1912 06/1932 |
1.25$ | 6.18 | 3.31$ | 8.23 | 4.86$ | 13.20 | 11.94$ | 17.30 |
04/1980 03/2000 |
24.32$ | 9.71 | 0.00% |
| 30Y | 2.64 |
06/1902 05/1932 |
2.18$ | 6.51 | 6.64$ | 9.80 | 16.54$ | 11.84 | 28.73$ | 14.81 |
06/1932 05/1962 |
63.04$ | 9.90 | 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 | -64.35 |
07/1931 06/1932 |
0.35$ | -11.29 | 0.88$ | 8.92 | 1.08$ | 27.46 | 1.27$ | 182.83 |
07/1932 06/1933 |
2.82$ | 9.07 | 30.87% |
| 2Y | -50.48 |
06/1930 05/1932 |
0.24$ | -4.81 | 0.90$ | 7.45 | 1.15$ | 20.98 | 1.46$ | 60.87 |
07/1932 06/1934 |
2.58$ | -4.95 | 24.78% |
| 3Y | -39.36 |
07/1929 06/1932 |
0.22$ | -2.49 | 0.92$ | 7.53 | 1.24$ | 17.12 | 1.60$ | 41.38 |
03/1933 02/1936 |
2.82$ | 2.35 | 20.72% |
| 5Y | -15.64 |
06/1927 05/1932 |
0.42$ | -1.14 | 0.94$ | 7.28 | 1.42$ | 14.56 | 1.97$ | 35.89 |
06/1932 05/1937 |
4.63$ | 7.34 | 17.68% |
| 7Y | -8.51 |
10/1967 09/1974 |
0.53$ | 0.77 | 1.05$ | 7.11 | 1.61$ | 12.63 | 2.29$ | 24.42 |
02/1922 01/1929 |
4.61$ | 8.41 | 12.56% |
| 10Y | -4.92 |
03/1999 02/2009 |
0.60$ | 1.38 | 1.14$ | 7.04 | 1.97$ | 11.56 | 2.98$ | 19.53 |
09/1919 08/1929 |
5.95$ | 8.12 | 10.08% |
| 15Y | -2.10 |
01/1906 12/1920 |
0.72$ | 2.40 | 1.42$ | 6.93 | 2.73$ | 10.56 | 4.50$ | 14.89 |
07/1949 06/1964 |
8.01$ | 10.84 | 2.48% |
| 20Y | -0.59 |
07/1912 06/1932 |
0.88$ | 3.24 | 1.89$ | 6.65 | 3.62$ | 9.36 | 5.99$ | 13.12 |
12/1948 11/1968 |
11.77$ | 6.94 | 0.38% |
| 30Y | 0.85 |
06/1902 05/1932 |
1.28$ | 4.77 | 4.04$ | 6.55 | 6.71$ | 8.24 | 10.76$ | 11.83 |
06/1932 05/1962 |
28.60$ | 7.19 | 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 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in US Stocks 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 |
1.80
40% |
-1.24
40% |
-0.58
80% |
2.81
80% |
-0.08
60% |
2.07
80% |
4.38
100% |
0.44
40% |
-4.05
20% |
2.46
60% |
5.74
80% |
-0.75
60% |
| Best |
8.5 2019 |
3.6 2019 |
3.6 2021 |
13.1 2020 |
5.4 2020 |
7.1 2019 |
9.3 2022 |
7.1 2020 |
1.8 2019 |
8.1 2022 |
11.8 2020 |
4.7 2020 |
| Worst |
-6.1 2022 |
-8.0 2020 |
-13.9 2020 |
-9.1 2022 |
-6.4 2019 |
-8.2 2022 |
1.4 2019 |
-3.7 2022 |
-9.2 2022 |
-2.6 2023 |
-1.5 2021 |
-9.2 2018 |
Monthly Seasonality over the period Feb 1871 - 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 |
0.45
40% |
0.43
50% |
0.17
70% |
1.69
90% |
0.84
80% |
1.32
80% |
3.08
90% |
0.41
60% |
-2.24
40% |
1.55
60% |
4.13
90% |
0.00
60% |
| Best |
8.5 2019 |
5.7 2015 |
7.1 2016 |
13.1 2020 |
5.4 2020 |
7.1 2019 |
9.3 2022 |
7.1 2020 |
2.4 2017 |
8.1 2022 |
11.8 2020 |
4.7 2020 |
| Worst |
-6.1 2022 |
-8.0 2020 |
-13.9 2020 |
-9.1 2022 |
-6.4 2019 |
-8.2 2022 |
-2.0 2014 |
-6.1 2015 |
-9.2 2022 |
-7.4 2018 |
-1.5 2021 |
-9.2 2018 |
Monthly Seasonality over the period Feb 1871 - 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 |
1.58
66% |
0.37
56% |
0.54
62% |
1.38
66% |
0.19
57% |
0.65
56% |
1.46
59% |
1.20
65% |
-0.21
56% |
0.48
54% |
1.18
62% |
1.29
69% |
| Best |
14.1 1975 |
11.9 1931 |
10.9 1928 |
42.8 1933 |
16.6 1933 |
25.5 1938 |
38.5 1932 |
38.2 1932 |
16.8 1939 |
16.9 1974 |
12.4 1928 |
10.6 1991 |
| Worst |
-8.0 2009 |
-17.7 1933 |
-25.1 1938 |
-19.7 1932 |
-23.1 1940 |
-16.6 1930 |
-10.6 1934 |
-15.7 1998 |
-29.7 1931 |
-22.3 1987 |
-13.5 1929 |
-14.0 1931 |
Monthly Seasonality over the period Feb 1871 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the US Stocks Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
US STOCKS PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
235 Positive Months (65%) - 125 Negative Months (35%)
1114 Positive Months (61%) - 721 Negative Months (39%)
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(Scroll down to see all data)
Investment Returns, up to December 2001, 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:
- VTI - Vanguard Total Stock Market, up to December 2001
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 | ||
| 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 | ||
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 | ||
Analyze your Portfolio: Backtest Now!
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.
