Aggressive Global Income vs US Stocks Momentum Portfolio Comparison

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 Momentum Portfolio obtained a 11.80% compound annual return, with a 15.15% standard deviation, in the last 30 Years.

Summary

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Aggressive Global Income Portfolio US Stocks Momentum Portfolio
Risk Very High Very High
Asset Allocation Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
30 Years Stats Return +8.52% +11.80%
Std Dev 14.36% 15.15%
Max Drawdown -52.63% -53.85%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1982

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Aggressive Global Income Portfolio -3.81 -3.53 -5.52 +3.38 +5.25 +8.52 +10.63
US Stocks Momentum Portfolio -4.83 -10.25 -5.15 +5.61 +11.37 +11.80 +13.16
(*) Returns over 1 year are annualized

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 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 28357.86$, with a total return of 2735.79% (11.80% annualized).

Aggressive Global Income Portfolio: an investment of 1000$, since January 1982, now would be worth 65598.00$, with a total return of 6459.80% (10.63% annualized).

US Stocks Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 167305.27$, with a total return of 16630.53% (13.16% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Aggressive Global Income Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-53.85% Nov 2007 Feb 2009
-52.63% Nov 2007 Feb 2009
-43.19% Sep 2000 Sep 2002
-30.16% Nov 2021 Sep 2022
-27.39% Mar 2000 Sep 2002
-23.84% Jan 2020 Mar 2020
-18.06% Jan 2022 Sep 2022
-17.90% Feb 2020 Mar 2020
-17.13% May 2011 Sep 2011
-15.46% May 1998 Aug 1998
-15.44% Oct 2018 Dec 2018
-13.63% May 2015 Jan 2016
-11.51% Aug 1998 Aug 1998
-9.93% Feb 2018 Dec 2018
-7.82% Sep 2020 Oct 2020
-7.78% Aug 2015 Sep 2015
-7.23% Feb 1994 Jun 1994
-6.40% Jan 2000 Feb 2000
-5.15% Mar 2005 Apr 2005
-5.06% Feb 1994 Mar 1994

Drawdown comparison chart since January 1982.

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Aggressive Global Income Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-53.85% Nov 2007 Feb 2009
-52.63% Nov 2007 Feb 2009
-43.19% Sep 2000 Sep 2002
-30.55% Sep 1987 Nov 1987
-30.16% Nov 2021 Sep 2022
-27.39% Mar 2000 Sep 2002
-23.84% Jan 2020 Mar 2020
-21.38% Sep 1987 Nov 1987
-19.23% Jan 1990 Sep 1990
-18.06% Jan 2022 Sep 2022
-17.90% Feb 2020 Mar 2020
-17.13% May 2011 Sep 2011
-15.46% May 1998 Aug 1998
-15.44% Oct 2018 Dec 2018
-13.63% May 2015 Jan 2016
-12.56% Jun 1990 Sep 1990
-12.00% Jul 1983 Jul 1984
-11.51% Aug 1998 Aug 1998
-9.93% Feb 2018 Dec 2018
-7.82% Sep 2020 Oct 2020

Yearly Returns

Yearly return comparison. Common historical serie start from January 1982.

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Year Aggressive Global Income Portfolio US Stocks Momentum Portfolio
2023
 -0.60% -6.59%
2022
 -8.43% -18.26%
2021
 +17.07% +13.37%
2020
 -1.13% +29.85%
2019
 +19.97% +27.26%
2018
 -8.07% -1.66%
2017
 +13.53% +37.50%
2016
 +18.29% +5.00%
2015
 -6.99% +8.93%
2014
 +3.96% +14.61%
2013
 +19.30% +34.58%
2012
 +12.95% +14.94%
2011
 +0.62% +5.93%
2010
 +14.37% +18.02%
2009
 +33.97% +17.45%
2008
 -34.21% -40.96%
2007
 +3.78% +17.64%
2006
 +21.69% +10.56%
2005
 +12.70% +19.14%
2004
 +16.76% +16.70%
2003
 +32.98% +25.99%
2002
 -7.54% -12.28%
2001
 -4.83% -17.35%
2000
 -0.62% -9.61%
1999
 +48.88% +40.42%
1998
 +8.84% +48.76%
1997
 +18.82% +36.86%
1996
 +13.71% +29.83%
1995
 +24.10% +42.32%
1994
 +2.10% -1.09%
1993
 +19.15% +13.22%
1992
 +3.24% +4.32%
1991
 +24.91% +36.90%
1990
 -13.87% +1.49%
1989
 +17.94% +42.76%
1988
 +21.28% +7.07%
1987
 +8.36% +2.34%
1986
 +32.40% +22.70%
1985
 +37.47% +32.38%
1984
 +6.06% -0.83%
1983
 +24.33% +16.95%
1982
 +20.53% +30.44%