US Stocks Portfolio: ETF allocation and returns

Data Source: from January 1871 to November 2023 (~153 years)
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%

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$, with a net total return of 703.91% (7.19% annualized).
An investment of 1$, 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).

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
Terms and Definitions
  • 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.

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)
Inflation Adjusted:
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
Swipe left to see all data
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)
Inflation Adjusted:
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.
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
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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
0.45
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
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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
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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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:
  • 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 Author 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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Cape US Sector Value Robert Shiller +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 Author 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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