Robert Shiller Cape US Sector Value vs US Stocks Equal Weight Portfolio Comparison

Last Update: 29 February 2024

The Robert Shiller Cape US Sector Value Portfolio obtained a 14.01% compound annual return, with a 15.76% standard deviation, in the last 10 Years.

The US Stocks Equal Weight Portfolio obtained a 10.23% compound annual return, with a 16.49% standard deviation, in the last 10 Years.

Summary

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Robert Shiller Cape US Sector Value Portfolio US Stocks Equal Weight Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
10 Years Stats Return +14.01% +10.23%
Std Dev 15.76% 16.49%
Max Drawdown -21.00% -26.65%
All time Stats
(Since Nov 2012)
Return +15.48% +12.50%
Std Dev 15.27% 15.91%
Max Drawdown -21.00% -26.65%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from November 2012

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1M 6M 1Y 5Y 10Y MAX
Robert Shiller Cape US Sector Value Portfolio +4.23 +10.71 +22.45 +14.78 +14.01 +15.48
US Stocks Equal Weight Portfolio +4.05 +9.48 +13.01 +11.35 +10.23 +12.50
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since March 2014, now would be worth 3.71$, with a total return of 270.95% (14.01% annualized).

US Stocks Equal Weight Portfolio: an investment of 1$, since March 2014, now would be worth 2.65$, with a total return of 164.82% (10.23% annualized).

Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since November 2012, now would be worth 5.11$, with a total return of 410.98% (15.48% annualized).

US Stocks Equal Weight Portfolio: an investment of 1$, since November 2012, now would be worth 3.80$, with a total return of 280.00% (12.50% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Robert Shiller Cape US Sector Value Portfolio
US Stocks Equal Weight Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-26.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.97
-21.00% Feb 2020 Mar 2020 (2) Jul 2020 (6) 10.24
-20.69% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.62
-20.07% Jan 2022 Sep 2022 (9) Jul 2023 (19) 9.80
-15.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 7.29
-13.90% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.16
-10.58% Jun 2015 Jan 2016 (8) May 2016 (12) 5.57
-8.74% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.37
-8.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.42
-6.93% May 2019 May 2019 (1) Jun 2019 (2) 4.00
-5.96% May 2019 May 2019 (1) Jun 2019 (2) 3.44
-5.62% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.44
-5.28% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.60
-5.00% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.89
-4.58% Jan 2016 Jan 2016 (1) Mar 2016 (3) 2.58
-4.02% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.25
-3.79% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.19
-3.27% Aug 2019 Aug 2019 (1) Oct 2019 (3) 1.63
-3.14% Oct 2016 Oct 2016 (1) Nov 2016 (2) 1.81
-2.92% Jan 2015 Jan 2015 (1) Feb 2015 (2) 1.69

Drawdown comparison chart since November 2012.

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Robert Shiller Cape US Sector Value Portfolio
US Stocks Equal Weight Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-26.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.97
-21.00% Feb 2020 Mar 2020 (2) Jul 2020 (6) 10.24
-20.69% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.62
-20.07% Jan 2022 Sep 2022 (9) Jul 2023 (19) 9.80
-15.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 7.29
-13.90% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.16
-10.58% Jun 2015 Jan 2016 (8) May 2016 (12) 5.57
-8.74% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.37
-8.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.42
-6.93% May 2019 May 2019 (1) Jun 2019 (2) 4.00
-5.96% May 2019 May 2019 (1) Jun 2019 (2) 3.44
-5.62% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.44
-5.28% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.60
-5.00% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.89
-4.58% Jan 2016 Jan 2016 (1) Mar 2016 (3) 2.58
-4.02% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.25
-3.84% Jan 2014 Jan 2014 (1) Feb 2014 (2) 2.22
-3.79% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.19
-3.27% Aug 2019 Aug 2019 (1) Oct 2019 (3) 1.63
-3.14% Oct 2016 Oct 2016 (1) Nov 2016 (2) 1.81

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
+3.09%
-1.09%
+3.16%
-0.85%
2023
+27.65%
-8.27%
+13.70%
-11.92%
2022
-15.62%
-20.07%
-11.62%
-20.69%
2021
+27.80%
-5.00%
+29.41%
-3.79%
2020
+19.47%
-21.00%
+12.71%
-26.65%
2019
+32.61%
-5.96%
+28.91%
-6.93%
2018
-3.51%
-15.27%
-7.82%
-13.90%
2017
+21.38%
-0.24%
+18.51%
-1.00%
2016
+18.06%
-4.58%
+14.50%
-5.56%
2015
+4.57%
-8.74%
-2.66%
-9.53%
2014
+15.77%
-3.84%
+14.06%
-2.96%
2013
+33.36%
-2.99%
+35.54%
-2.92%