Robert Shiller Cape US Sector Value vs Technology 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 Technology Portfolio obtained a 18.10% compound annual return, with a 18.36% standard deviation, in the last 10 Years.

Summary

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Robert Shiller Cape US Sector Value Portfolio Technology 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% +18.10%
Std Dev 15.76% 18.36%
Max Drawdown -21.00% -32.58%
All time Stats
(Since Nov 2012)
Return +15.48% +19.46%
Std Dev 15.27% 17.52%
Max Drawdown -21.00% -32.58%
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
Technology Portfolio +5.28 +16.60 +50.57 +21.24 +18.10 +19.46
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).

Technology Portfolio: an investment of 1$, since March 2014, now would be worth 5.28$, with a total return of 427.89% (18.10% 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).

Technology Portfolio: an investment of 1$, since November 2012, now would be worth 7.50$, with a total return of 650.11% (19.46% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Robert Shiller Cape US Sector Value Portfolio
Technology Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-32.58% Jan 2022 Dec 2022 (12) Dec 2023 (24) 19.19
-21.00% Feb 2020 Mar 2020 (2) Jul 2020 (6) 10.24
-20.07% Jan 2022 Sep 2022 (9) Jul 2023 (19) 9.80
-16.96% Sep 2018 Dec 2018 (4) Apr 2019 (8) 8.13
-15.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 7.29
-12.90% Feb 2020 Mar 2020 (2) Apr 2020 (3) 7.13
-9.82% Dec 2015 Feb 2016 (3) Jul 2016 (8) 5.36
-8.88% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.60
-8.74% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.37
-8.65% Sep 2020 Oct 2020 (2) Nov 2020 (3) 5.20
-8.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.42
-8.23% May 2019 May 2019 (1) Jul 2019 (3) 4.16
-5.96% May 2019 May 2019 (1) Jun 2019 (2) 3.44
-5.68% Sep 2021 Sep 2021 (1) Oct 2021 (2) 3.28
-5.62% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.44
-5.32% Feb 2018 Mar 2018 (2) May 2018 (4) 3.27
-5.00% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.89
-4.58% Jan 2016 Jan 2016 (1) Mar 2016 (3) 2.58
-4.28% Dec 2014 Jan 2015 (2) Feb 2015 (3) 2.41
-4.02% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.25

Drawdown comparison chart since November 2012.

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Robert Shiller Cape US Sector Value Portfolio
Technology Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-32.58% Jan 2022 Dec 2022 (12) Dec 2023 (24) 19.19
-21.00% Feb 2020 Mar 2020 (2) Jul 2020 (6) 10.24
-20.07% Jan 2022 Sep 2022 (9) Jul 2023 (19) 9.80
-16.96% Sep 2018 Dec 2018 (4) Apr 2019 (8) 8.13
-15.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 7.29
-12.90% Feb 2020 Mar 2020 (2) Apr 2020 (3) 7.13
-9.82% Dec 2015 Feb 2016 (3) Jul 2016 (8) 5.36
-8.88% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.60
-8.74% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.37
-8.65% Sep 2020 Oct 2020 (2) Nov 2020 (3) 5.20
-8.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.42
-8.23% May 2019 May 2019 (1) Jul 2019 (3) 4.16
-5.96% May 2019 May 2019 (1) Jun 2019 (2) 3.44
-5.68% Sep 2021 Sep 2021 (1) Oct 2021 (2) 3.28
-5.62% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.44
-5.32% Feb 2018 Mar 2018 (2) May 2018 (4) 3.27
-5.00% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.89
-4.58% Jan 2016 Jan 2016 (1) Mar 2016 (3) 2.58
-4.28% Dec 2014 Jan 2015 (2) Feb 2015 (3) 2.41
-4.02% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.25

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%
+7.20%
0.00%
2023
+27.65%
-8.27%
+54.85%
-8.42%
2022
-15.62%
-20.07%
-32.58%
-32.58%
2021
+27.80%
-5.00%
+27.42%
-5.68%
2020
+19.47%
-21.00%
+48.40%
-12.90%
2019
+32.61%
-5.96%
+38.96%
-8.23%
2018
-3.51%
-15.27%
-0.12%
-16.96%
2017
+21.38%
-0.24%
+32.66%
-2.32%
2016
+18.06%
-4.58%
+7.10%
-8.37%
2015
+4.57%
-8.74%
+9.45%
-8.88%
2014
+15.77%
-3.84%
+19.18%
-3.04%
2013
+33.36%
-2.99%
+36.63%
-2.39%