All Country World Stocks vs US Stocks Momentum Portfolio Comparison

Last Update: 29 February 2024

The All Country World Stocks Portfolio obtained a 6.44% compound annual return, with a 15.63% standard deviation, in the last 30 Years.

The US Stocks Momentum Portfolio obtained a 12.68% compound annual return, with a 15.38% standard deviation, in the last 30 Years.

Summary

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All Country World Stocks Portfolio US Stocks Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
30 Years Stats Return +6.44% +12.68%
Std Dev 15.63% 15.38%
Max Drawdown -57.06% -53.85%
All time Stats
(Since Jan 1982)
Return +8.81% +13.73%
Std Dev 15.86% 15.39%
Max Drawdown -57.06% -53.85%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Stocks Portfolio +4.49 +11.33 +22.34 +10.49 +8.47 +6.44 +8.81
US Stocks Momentum Portfolio +10.00 +24.44 +32.84 +12.02 +12.68 +12.68 +13.73
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 6.51$, with a total return of 550.93% (6.44% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 35.91$, with a total return of 3491.37% (12.68% annualized).

All Country World Stocks Portfolio: an investment of 1$, since January 1982, now would be worth 35.17$, with a total return of 3416.59% (8.81% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 227.06$, with a total return of 22606.23% (13.73% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World Stocks Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-6.40% Jan 2000 Feb 2000 (2) Mar 2000 (3) 4.05
-5.50% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.81
-5.01% Apr 2000 May 2000 (2) Aug 2000 (5) 3.38

Drawdown comparison chart since January 1982.

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All Country World Stocks Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-30.55% Sep 1987 Nov 1987 (3) Jul 1989 (23) 18.49
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-26.12% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.48
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-25.28% Jan 1990 Sep 1990 (9) May 1993 (41) 11.61
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-15.33% Jan 1982 Jul 1982 (7) Oct 1982 (10) 8.24
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-12.56% Jun 1990 Sep 1990 (4) Jan 1991 (8) 7.07
-12.00% Jul 1983 Jul 1984 (13) Jan 1985 (19) 5.40
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+4.49%
0.00%
+16.14%
0.00%
2023
+22.02%
-9.69%
+9.16%
-6.59%
2022
-18.01%
-25.52%
-18.26%
-26.94%
2021
+18.27%
-4.10%
+13.37%
-4.41%
2020
+16.61%
-22.15%
+29.85%
-17.90%
2019
+26.82%
-5.97%
+27.26%
-2.20%
2018
-9.76%
-14.45%
-1.66%
-15.44%
2017
+24.49%
0.00%
+37.50%
0.00%
2016
+8.51%
-6.91%
+5.00%
-5.03%
2015
-1.86%
-11.65%
+8.93%
-7.78%
2014
+3.67%
-4.44%
+14.61%
-4.38%
2013
+22.95%
-3.20%
+34.58%
-2.81%
2012
+17.12%
-10.01%
+14.94%
-6.80%
2011
-7.50%
-21.87%
+5.93%
-14.50%
2010
+13.08%
-12.80%
+18.02%
-12.13%
2009
+32.65%
-19.35%
+17.45%
-19.56%
2008
-43.54%
-45.43%
-40.96%
-41.23%
2007
+9.64%
-5.70%
+17.64%
-2.82%
2006
+18.78%
-4.43%
+10.56%
-3.64%
2005
+8.83%
-4.80%
+19.14%
-1.25%
2004
+13.30%
-4.26%
+16.70%
-2.66%
2003
+31.62%
-5.55%
+25.99%
-4.14%
2002
-20.51%
-26.35%
-12.28%
-22.85%
2001
-17.26%
-26.01%
-17.35%
-26.75%
2000
-15.08%
-17.07%
-9.61%
-13.35%
1999
+25.00%
-3.66%
+40.42%
-1.57%
1998
+19.93%
-14.59%
+48.76%
-11.51%
1997
+12.93%
-8.28%
+36.86%
-4.89%
1996
+10.93%
-3.91%
+29.83%
-3.81%
1995
+16.90%
-2.36%
+42.32%
-0.02%
1994
+2.85%
-6.20%
-1.09%
-7.23%
1993
+22.12%
-5.37%
+13.22%
-2.14%
1992
-6.70%
-8.71%
+4.32%
-3.35%
1991
+16.92%
-6.55%
+36.90%
-4.00%
1990
-18.63%
-25.28%
+1.49%
-12.56%
1989
+15.15%
-4.07%
+42.76%
-1.57%
1988
+21.20%
-6.38%
+7.07%
-5.33%
1987
+16.65%
-26.12%
+2.34%
-30.55%
1986
+42.65%
-5.84%
+22.70%
-7.79%
1985
+41.65%
-2.26%
+32.38%
-3.74%
1984
+5.68%
-7.06%
-0.83%
-10.30%
1983
+23.14%
-3.10%
+16.95%
-3.61%
1982
+11.14%
-15.33%
+30.44%
-4.93%