Last Update: 31 May 2023
The Aggressive Global Income Portfolio obtained a 8.52% compound annual return, with a 14.36% standard deviation, in the last 30 Years.
The US Stocks Minimum Volatility Portfolio obtained a 9.47% compound annual return, with a 13.67% standard deviation, in the last 30 Years.
Summary
| Aggressive Global Income Portfolio | US Stocks Minimum Volatility Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 80% | 100% |
| Fixed Income | 20% | 0% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.52% | +9.47% |
| Std Dev | 14.36% | 13.67% | |
| Max Drawdown | -52.63% | -43.27% | |
Last Update: 31 May 2023
Historical Returns as of May 31, 2023
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Aggressive Global Income Portfolio | -3.81 | -3.53 | -5.52 | +3.38 | +5.25 | +8.52 | +10.17 |
| US Stocks Minimum Volatility Portfolio | -3.22 | -4.20 | -1.06 | +8.29 | +10.21 | +9.47 | +10.95 |
Capital Growth as of May 31, 2023
Aggressive Global Income Portfolio: an investment of 1000$, since June 1993, now would be worth 11625.56$, with a total return of 1062.56% (8.52% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1000$, since June 1993, now would be worth 15096.69$, with a total return of 1409.67% (9.47% annualized).
Aggressive Global Income Portfolio: an investment of 1000$, since January 1985, now would be worth 41271.44$, with a total return of 4027.14% (10.17% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1000$, since January 1985, now would be worth 54169.14$, with a total return of 5316.91% (10.95% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
Aggressive Global Income Portfolio |
US Stocks Minimum Volatility Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -52.63% | Nov 2007 | Feb 2009 | |||
| -43.27% | Nov 2007 | Feb 2009 | |||
| -35.36% | Sep 2000 | Sep 2002 | |||
| -27.39% | Mar 2000 | Sep 2002 | |||
| -23.84% | Jan 2020 | Mar 2020 | |||
| -19.06% | Feb 2020 | Mar 2020 | |||
| -18.06% | Jan 2022 | Sep 2022 | |||
| -17.35% | Jan 2022 | Sep 2022 | |||
| -17.13% | May 2011 | Sep 2011 | |||
| -16.52% | Jul 1998 | Aug 1998 | |||
| -15.46% | May 1998 | Aug 1998 | |||
| -13.63% | May 2015 | Jan 2016 | |||
| -11.70% | May 2011 | Sep 2011 | |||
| -9.93% | Feb 2018 | Dec 2018 | |||
| -9.14% | Jul 1999 | Sep 1999 | |||
| -7.56% | Oct 2018 | Dec 2018 | |||
| -7.03% | Feb 1994 | Mar 1994 | |||
| -5.47% | Aug 1997 | Aug 1997 | |||
| -5.27% | Aug 2016 | Oct 2016 | |||
| -5.24% | Jul 1996 | Jul 1996 | |||
Drawdown comparison chart since January 1985.
Aggressive Global Income Portfolio |
US Stocks Minimum Volatility Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -52.63% | Nov 2007 | Feb 2009 | |||
| -43.27% | Nov 2007 | Feb 2009 | |||
| -35.36% | Sep 2000 | Sep 2002 | |||
| -30.08% | Sep 1987 | Nov 1987 | |||
| -27.39% | Mar 2000 | Sep 2002 | |||
| -23.84% | Jan 2020 | Mar 2020 | |||
| -21.38% | Sep 1987 | Nov 1987 | |||
| -19.23% | Jan 1990 | Sep 1990 | |||
| -19.06% | Feb 2020 | Mar 2020 | |||
| -18.06% | Jan 2022 | Sep 2022 | |||
| -17.35% | Jan 2022 | Sep 2022 | |||
| -17.13% | May 2011 | Sep 2011 | |||
| -16.52% | Jul 1998 | Aug 1998 | |||
| -15.46% | May 1998 | Aug 1998 | |||
| -14.10% | Jun 1990 | Oct 1990 | |||
| -13.63% | May 2015 | Jan 2016 | |||
| -11.70% | May 2011 | Sep 2011 | |||
| -9.93% | Feb 2018 | Dec 2018 | |||
| -9.14% | Jul 1999 | Sep 1999 | |||
| -8.39% | Sep 1986 | Sep 1986 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Aggressive Global Income Portfolio | US Stocks Minimum Volatility Portfolio |
|---|---|---|
| 2023 |
-0.60% | -0.46% |
| 2022 |
-8.43% | -9.42% |
| 2021 |
+17.07% | +20.84% |
| 2020 |
-1.13% | +5.64% |
| 2019 |
+19.97% | +27.69% |
| 2018 |
-8.07% | +1.36% |
| 2017 |
+13.53% | +18.91% |
| 2016 |
+18.29% | +10.57% |
| 2015 |
-6.99% | +5.45% |
| 2014 |
+3.96% | +16.33% |
| 2013 |
+19.30% | +25.09% |
| 2012 |
+12.95% | +10.82% |
| 2011 |
+0.62% | +12.70% |
| 2010 |
+14.37% | +14.52% |
| 2009 |
+33.97% | +18.18% |
| 2008 |
-34.21% | -25.77% |
| 2007 |
+3.78% | +4.15% |
| 2006 |
+21.69% | +14.77% |
| 2005 |
+12.70% | +6.45% |
| 2004 |
+16.76% | +14.34% |
| 2003 |
+32.98% | +19.79% |
| 2002 |
-7.54% | -15.44% |
| 2001 |
-4.83% | -7.96% |
| 2000 |
-0.62% | +2.67% |
| 1999 |
+48.88% | +7.63% |
| 1998 |
+8.84% | +22.82% |
| 1997 |
+18.82% | +30.20% |
| 1996 |
+13.71% | +14.96% |
| 1995 |
+24.10% | +36.61% |
| 1994 |
+2.10% | +0.13% |
| 1993 |
+19.15% | +11.82% |
| 1992 |
+3.24% | +6.42% |
| 1991 |
+24.91% | +28.86% |
| 1990 |
-13.87% | -2.01% |
| 1989 |
+17.94% | +35.71% |
| 1988 |
+21.28% | +15.74% |
| 1987 |
+8.36% | +3.77% |
| 1986 |
+32.40% | +17.36% |
| 1985 |
+37.47% | +32.55% |
