Last Update: 31 March 2024
The Emerging Markets Stocks Portfolio obtained a 5.08% compound annual return, with a 22.37% standard deviation, in the last 30 Years.
The US Stocks Value Portfolio obtained a 10.28% compound annual return, with a 15.35% standard deviation, in the last 30 Years.
Summary
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| Emerging Markets Stocks Portfolio | US Stocks Value Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.08% | +10.28% |
| Std Dev | 22.37% | 15.35% | |
| Max Drawdown | -60.44% | -55.41% | |
| All time Stats (Since Jan 1976) |
Return | +7.45% | +11.75% |
| Std Dev | 24.02% | 15.23% | |
| Max Drawdown | -60.44% | -55.41% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Emerging Markets Stocks Portfolio | +2.73 | +10.33 | +6.95 | +1.43 | +2.24 | +5.08 | +7.45 |
| US Stocks Value Portfolio | +4.69 | +22.40 | +24.99 | +13.06 | +10.43 | +10.28 | +11.75 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Emerging Markets Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.42$, with a total return of 341.65%
(5.08% annualized).
US Stocks Value Portfolio: an investment of 1$, since April 1994, now would be worth 18.84$, with a total return of 1784.17% (10.28% annualized).
US Stocks Value Portfolio: an investment of 1$, since April 1994, now would be worth 18.84$, with a total return of 1784.17% (10.28% annualized).
Emerging Markets Stocks Portfolio: an investment of 1$, since January 1976,
now would be worth 32.10$, with a total return of 3109.71%
(7.45% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1976, now would be worth 212.49$, with a total return of 21149.36% (11.75% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1976, now would be worth 212.49$, with a total return of 21149.36% (11.75% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
US Stocks Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -55.41% | Jun 2007 | Feb 2009 (21) | Jan 2013 (68) | 25.46 | |||||
| -53.99% | Aug 1997 | Aug 1998 (13) | Jan 2004 (78) | 29.43 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -27.16% | Sep 1994 | Mar 1995 (7) | Jan 1997 (29) | 14.80 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
| -11.14% | May 2006 | May 2006 (1) | Nov 2006 (7) | 7.49 | |||||
| -10.70% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.85 | |||||
| -9.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.98 | |||||
| -9.06% | Mar 2005 | Apr 2005 (2) | Jul 2005 (5) | 5.61 | |||||
| -8.88% | Jul 1999 | Sep 1999 (3) | Dec 1999 (6) | 4.59 | |||||
| -7.76% | May 2019 | May 2019 (1) | Jul 2019 (3) | 3.88 | |||||
| -6.34% | Oct 2005 | Oct 2005 (1) | Dec 2005 (3) | 3.20 | |||||
| -5.25% | Aug 1997 | Aug 1997 (1) | Nov 1997 (4) | 2.78 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
US Stocks Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -55.41% | Jun 2007 | Feb 2009 (21) | Jan 2013 (68) | 25.46 | |||||
| -55.33% | Mar 1987 | Dec 1987 (10) | Sep 1989 (31) | 35.10 | |||||
| -55.05% | Dec 1980 | Jul 1982 (20) | May 1986 (66) | 33.21 | |||||
| -54.22% | Feb 1994 | Aug 1998 (55) | Jan 2004 (120) | 26.65 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -34.47% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 19.05 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -30.17% | Sep 1987 | Nov 1987 (3) | Apr 1989 (20) | 15.87 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -23.01% | Jun 1992 | Dec 1992 (7) | Apr 1993 (11) | 13.98 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -16.02% | Jun 1990 | Oct 1990 (5) | Feb 1991 (9) | 9.06 | |||||
| -13.68% | Feb 1980 | Mar 1980 (2) | Nov 1980 (10) | 6.61 | |||||
| -13.50% | Jan 1977 | Feb 1978 (14) | Jul 1978 (19) | 7.20 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
| -11.14% | May 2006 | May 2006 (1) | Nov 2006 (7) | 7.49 | |||||
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 |
+2.16%
|
-4.53% |
+7.77%
|
0.00% |
| 2023 |
+8.99%
|
-12.51% |
+21.75%
|
-9.27% |
| 2022 |
-20.56%
|
-29.40% |
-5.39%
|
-16.63% |
| 2021 |
-3.61%
|
-11.44% |
+25.21%
|
-3.32% |
| 2020 |
+17.03%
|
-23.94% |
+1.55%
|
-26.06% |
| 2019 |
+18.20%
|
-7.82% |
+31.48%
|
-7.76% |
| 2018 |
-15.31%
|
-22.75% |
-9.18%
|
-12.56% |
| 2017 |
+37.28%
|
-0.39% |
+15.08%
|
-1.63% |
| 2016 |
+10.87%
|
-5.81% |
+18.48%
|
-5.38% |
| 2015 |
-16.18%
|
-23.20% |
-4.32%
|
-10.50% |
| 2014 |
-3.93%
|
-11.58% |
+12.75%
|
-3.59% |
| 2013 |
-3.69%
|
-13.17% |
+32.19%
|
-3.90% |
| 2012 |
+19.10%
|
-14.96% |
+17.36%
|
-6.74% |
| 2011 |
-18.82%
|
-29.09% |
-0.29%
|
-19.14% |
| 2010 |
+16.51%
|
-10.81% |
+15.81%
|
-13.77% |
| 2009 |
+68.93%
|
-14.98% |
+19.61%
|
-23.38% |
| 2008 |
-48.88%
|
-53.98% |
-36.01%
|
-37.37% |
| 2007 |
+33.31%
|
-8.97% |
-1.38%
|
-9.05% |
| 2006 |
+31.19%
|
-11.14% |
+21.90%
|
-2.74% |
| 2005 |
+32.62%
|
-9.06% |
+6.59%
|
-3.67% |
| 2004 |
+24.63%
|
-11.25% |
+16.71%
|
-3.14% |
| 2003 |
+57.65%
|
-5.76% |
+31.72%
|
-5.06% |
| 2002 |
-7.43%
|
-24.27% |
-16.07%
|
-25.33% |
| 2001 |
-2.88%
|
-30.79% |
-4.82%
|
-13.49% |
| 2000 |
-27.56%
|
-31.63% |
+3.67%
|
-8.97% |
| 1999 |
+61.57%
|
-4.87% |
+8.54%
|
-8.88% |
| 1998 |
-18.12%
|
-40.98% |
+17.96%
|
-17.60% |
| 1997 |
-16.82%
|
-27.85% |
+32.64%
|
-5.25% |
| 1996 |
+15.83%
|
-6.73% |
+23.15%
|
-4.43% |
| 1995 |
+0.56%
|
-11.22% |
+39.35%
|
-0.21% |
| 1994 |
-20.17%
|
-25.83% |
+0.35%
|
-6.99% |
| 1993 |
+100.42%
|
-5.91% |
+10.42%
|
-2.38% |
| 1992 |
-10.90%
|
-23.01% |
+8.69%
|
-2.26% |
| 1991 |
+111.70%
|
-7.61% |
+29.07%
|
-4.66% |
| 1990 |
-1.92%
|
-34.47% |
-6.16%
|
-16.02% |
| 1989 |
+98.20%
|
-6.54% |
+28.73%
|
-3.12% |
| 1988 |
+36.81%
|
-6.67% |
+19.63%
|
-3.20% |
| 1987 |
-46.69%
|
-55.33% |
+3.51%
|
-30.17% |
| 1986 |
+11.58%
|
-9.07% |
+17.17%
|
-8.41% |
| 1985 |
+27.58%
|
-4.87% |
+32.40%
|
-3.74% |
| 1984 |
+16.85%
|
-4.31% |
+8.57%
|
-5.86% |
| 1983 |
+14.20%
|
-3.85% |
+24.55%
|
-2.99% |
| 1982 |
-31.65%
|
-40.30% |
+21.31%
|
-9.40% |
| 1981 |
-20.21%
|
-22.51% |
+3.13%
|
-8.38% |
| 1980 |
+6.80%
|
-13.68% |
+28.37%
|
-10.15% |
| 1979 |
+19.35%
|
-6.39% |
+16.21%
|
-6.74% |
| 1978 |
+14.19%
|
-7.84% |
+5.15%
|
-9.56% |
| 1977 |
+6.78%
|
-3.89% |
-6.25%
|
-10.08% |
| 1976 |
+6.79%
|
-7.97% |
+31.05%
|
-1.56% |
