Last Update: 31 March 2024
The Alpha Architect Robust Portfolio obtained a 9.14% compound annual return, with a 11.08% standard deviation, in the last 30 Years.
The US Stocks Momentum Portfolio obtained a 12.95% compound annual return, with a 15.35% standard deviation, in the last 30 Years.
Summary
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| Alpha Architect Robust Portfolio | US Stocks Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 70% | 100% |
| Fixed Income | 20% | 0% | |
| Commodities | 10% | 0% | |
| 30 Years Stats | Return | +9.14% | +12.95% |
| Std Dev | 11.08% | 15.35% | |
| Max Drawdown | -44.20% | -53.85% | |
| All time Stats (Since Jan 1982) |
Return | +10.96% | +13.78% |
| Std Dev | 10.89% | 15.37% | |
| Max Drawdown | -44.20% | -53.85% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Alpha Architect Robust Portfolio | +2.71 | +16.98 | +16.96 | +7.65 | +6.95 | +9.14 | +10.96 |
| US Stocks Momentum Portfolio | +2.91 | +34.54 | +36.11 | +12.19 | +13.40 | +12.95 | +13.78 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Alpha Architect Robust Portfolio: an investment of 1$, since April 1994,
now would be worth 13.79$, with a total return of 1279.49%
(9.14% annualized).
US Stocks Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 38.63$, with a total return of 3762.72% (12.95% annualized).
US Stocks Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 38.63$, with a total return of 3762.72% (12.95% annualized).
Alpha Architect Robust Portfolio: an investment of 1$, since January 1982,
now would be worth 81.11$, with a total return of 8010.52%
(10.96% annualized).
US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 233.67$, with a total return of 23266.82% (13.78% annualized).
US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 233.67$, with a total return of 23266.82% (13.78% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Alpha Architect Robust 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 |
| -53.85% | Nov 2007 | Feb 2009 (16) | Jan 2013 (63) | 26.01 | |||||
| -44.20% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 21.00 | |||||
| -43.19% | Sep 2000 | Sep 2002 (25) | Jul 2005 (59) | 24.89 | |||||
| -30.16% | Nov 2021 | Sep 2022 (11) | Mar 2024 (29) | 20.09 | |||||
| -19.09% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.42 | |||||
| -17.99% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 8.99 | |||||
| -17.90% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 8.65 | |||||
| -15.44% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 7.83 | |||||
| -13.76% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 6.03 | |||||
| -12.58% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 7.94 | |||||
| -11.72% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 5.38 | |||||
| -11.51% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 6.32 | |||||
| -10.75% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 5.33 | |||||
| -7.83% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 4.03 | |||||
| -7.82% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 4.35 | |||||
| -7.78% | Aug 2015 | Sep 2015 (2) | May 2016 (10) | 3.71 | |||||
| -6.42% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 3.05 | |||||
| -6.40% | Jan 2000 | Feb 2000 (2) | Mar 2000 (3) | 4.05 | |||||
| -5.05% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.86 | |||||
| -5.01% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 3.38 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Alpha Architect Robust 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 |
| -53.85% | Nov 2007 | Feb 2009 (16) | Jan 2013 (63) | 26.01 | |||||
| -44.20% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 21.00 | |||||
| -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) | Mar 2024 (29) | 20.09 | |||||
| -19.09% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.42 | |||||
| -18.97% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.16 | |||||
| -17.99% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 8.99 | |||||
| -17.90% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 8.65 | |||||
| -15.44% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 7.83 | |||||
| -13.76% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 6.03 | |||||
| -12.58% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 7.94 | |||||
| -12.56% | Jun 1990 | Sep 1990 (4) | Jan 1991 (8) | 7.07 | |||||
| -12.00% | Jul 1983 | Jul 1984 (13) | Jan 1985 (19) | 5.40 | |||||
| -11.72% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 5.38 | |||||
| -11.51% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 6.32 | |||||
| -10.75% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 5.33 | |||||
| -7.83% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 4.03 | |||||
| -7.82% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 4.35 | |||||
| -7.79% | Sep 1986 | Sep 1986 (1) | Nov 1986 (3) | 4.08 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+7.73%
|
0.00% |
+19.52%
|
0.00% |
| 2023 |
+8.53%
|
-6.88% |
+9.16%
|
-6.59% |
| 2022 |
-10.29%
|
-17.33% |
-18.26%
|
-26.94% |
| 2021 |
+17.40%
|
-3.99% |
+13.37%
|
-4.41% |
| 2020 |
+7.53%
|
-19.09% |
+29.85%
|
-17.90% |
| 2019 |
+20.35%
|
-3.33% |
+27.26%
|
-2.20% |
| 2018 |
-6.10%
|
-11.72% |
-1.66%
|
-15.44% |
| 2017 |
+18.49%
|
0.00% |
+37.50%
|
0.00% |
| 2016 |
+8.13%
|
-3.96% |
+5.00%
|
-5.03% |
| 2015 |
-0.63%
|
-6.68% |
+8.93%
|
-7.78% |
| 2014 |
+5.13%
|
-2.85% |
+14.61%
|
-4.38% |
| 2013 |
+19.10%
|
-2.13% |
+34.58%
|
-2.81% |
| 2012 |
+12.28%
|
-6.42% |
+14.94%
|
-6.80% |
| 2011 |
+2.08%
|
-13.76% |
+5.93%
|
-14.50% |
| 2010 |
+14.95%
|
-9.68% |
+18.02%
|
-12.13% |
| 2009 |
+17.10%
|
-18.31% |
+17.45%
|
-19.56% |
| 2008 |
-29.35%
|
-32.35% |
-40.96%
|
-41.23% |
| 2007 |
+9.03%
|
-3.32% |
+17.64%
|
-2.82% |
| 2006 |
+14.56%
|
-2.50% |
+10.56%
|
-3.64% |
| 2005 |
+13.33%
|
-2.38% |
+19.14%
|
-1.25% |
| 2004 |
+18.01%
|
-4.18% |
+16.70%
|
-2.66% |
| 2003 |
+28.95%
|
-2.12% |
+25.99%
|
-4.14% |
| 2002 |
+0.96%
|
-8.47% |
-12.28%
|
-22.85% |
| 2001 |
-7.16%
|
-12.58% |
-17.35%
|
-26.75% |
| 2000 |
+9.39%
|
-3.34% |
-9.61%
|
-13.35% |
| 1999 |
+18.95%
|
-2.74% |
+40.42%
|
-1.57% |
| 1998 |
+13.95%
|
-10.75% |
+48.76%
|
-11.51% |
| 1997 |
+16.27%
|
-2.68% |
+36.86%
|
-4.89% |
| 1996 |
+20.00%
|
-2.93% |
+29.83%
|
-3.81% |
| 1995 |
+26.04%
|
-0.64% |
+42.32%
|
-0.02% |
| 1994 |
-1.64%
|
-6.68% |
-1.09%
|
-7.23% |
| 1993 |
+14.31%
|
-2.17% |
+13.22%
|
-2.14% |
| 1992 |
+8.50%
|
-1.40% |
+4.32%
|
-3.35% |
| 1991 |
+23.44%
|
-3.45% |
+36.90%
|
-4.00% |
| 1990 |
-1.58%
|
-6.78% |
+1.49%
|
-12.56% |
| 1989 |
+26.71%
|
-1.47% |
+42.76%
|
-1.57% |
| 1988 |
+15.37%
|
-2.21% |
+7.07%
|
-5.33% |
| 1987 |
+7.28%
|
-18.97% |
+2.34%
|
-30.55% |
| 1986 |
+23.86%
|
-4.64% |
+22.70%
|
-7.79% |
| 1985 |
+30.79%
|
-1.26% |
+32.38%
|
-3.74% |
| 1984 |
+6.69%
|
-5.23% |
-0.83%
|
-10.30% |
| 1983 |
+19.86%
|
-1.91% |
+16.95%
|
-3.61% |
| 1982 |
+23.06%
|
-3.32% |
+30.44%
|
-4.93% |
