Last Update: 31 March 2024
The US Stocks Equal Weight Portfolio obtained a 9.90% compound annual return, with a 17.11% standard deviation, in the last 20 Years.
The US Stocks Momentum Portfolio obtained a 11.16% compound annual return, with a 15.33% standard deviation, in the last 20 Years.
Summary
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| US Stocks Equal Weight Portfolio | US Stocks Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 20 Years Stats | Return | +9.90% | +11.16% |
| Std Dev | 17.11% | 15.33% | |
| Max Drawdown | -55.58% | -53.85% | |
| All time Stats (Since May 2003) |
Return | +11.22% | +11.86% |
| Std Dev | 16.98% | 15.09% | |
| Max Drawdown | -55.58% | -53.85% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from May 2003
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| US Stocks Equal Weight Portfolio | +4.47 | +20.50 | +19.09 | +12.15 | +10.64 | +11.22 |
| US Stocks Momentum Portfolio | +2.91 | +34.54 | +36.11 | +12.19 | +13.40 | +11.86 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
US Stocks Equal Weight Portfolio: an investment of 1$, since April 2004,
now would be worth 6.60$, with a total return of 560.15%
(9.90% annualized).
US Stocks Momentum Portfolio: an investment of 1$, since April 2004, now would be worth 8.30$, with a total return of 729.62% (11.16% annualized).
US Stocks Momentum Portfolio: an investment of 1$, since April 2004, now would be worth 8.30$, with a total return of 729.62% (11.16% annualized).
US Stocks Equal Weight Portfolio: an investment of 1$, since May 2003,
now would be worth 9.25$, with a total return of 824.53%
(11.22% annualized).
US Stocks Momentum Portfolio: an investment of 1$, since May 2003, now would be worth 10.42$, with a total return of 941.65% (11.86% annualized).
US Stocks Momentum Portfolio: an investment of 1$, since May 2003, now would be worth 10.42$, with a total return of 941.65% (11.86% annualized).
Drawdowns
Drawdown comparison chart since April 2004.
Swipe left to see all data
|
US Stocks Equal Weight 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 |
| -55.58% | Jun 2007 | Feb 2009 (21) | Feb 2011 (45) | 25.46 | |||||
| -53.85% | Nov 2007 | Feb 2009 (16) | Jan 2013 (63) | 26.01 | |||||
| -30.16% | Nov 2021 | Sep 2022 (11) | Mar 2024 (29) | 20.09 | |||||
| -26.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 10.97 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.62 | |||||
| -19.88% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 8.65 | |||||
| -17.90% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 8.65 | |||||
| -15.44% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 7.83 | |||||
| -13.90% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 6.16 | |||||
| -10.58% | Jun 2015 | Jan 2016 (8) | May 2016 (12) | 5.57 | |||||
| -7.82% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 4.35 | |||||
| -7.78% | Aug 2015 | Sep 2015 (2) | May 2016 (10) | 3.71 | |||||
| -7.69% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 3.67 | |||||
| -6.93% | May 2019 | May 2019 (1) | Jun 2019 (2) | 4.00 | |||||
| -5.49% | Jan 2005 | Apr 2005 (4) | Jun 2005 (6) | 2.61 | |||||
| -5.28% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.60 | |||||
| -4.85% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.60 | |||||
| -4.67% | Jul 2004 | Aug 2004 (2) | Oct 2004 (4) | 3.09 | |||||
| -4.52% | May 2006 | Jul 2006 (3) | Sep 2006 (5) | 2.69 | |||||
| -4.38% | Mar 2014 | Apr 2014 (2) | Jun 2014 (4) | 2.49 | |||||
Drawdown comparison chart since May 2003.
Swipe left to see all data
|
US Stocks Equal Weight 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 |
| -55.58% | Jun 2007 | Feb 2009 (21) | Feb 2011 (45) | 25.46 | |||||
| -53.85% | Nov 2007 | Feb 2009 (16) | Jan 2013 (63) | 26.01 | |||||
| -30.16% | Nov 2021 | Sep 2022 (11) | Mar 2024 (29) | 20.09 | |||||
| -26.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 10.97 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.62 | |||||
| -19.88% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 8.65 | |||||
| -17.90% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 8.65 | |||||
| -15.44% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 7.83 | |||||
| -13.90% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 6.16 | |||||
| -10.58% | Jun 2015 | Jan 2016 (8) | May 2016 (12) | 5.57 | |||||
| -7.82% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 4.35 | |||||
| -7.78% | Aug 2015 | Sep 2015 (2) | May 2016 (10) | 3.71 | |||||
| -7.69% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 3.67 | |||||
| -6.93% | May 2019 | May 2019 (1) | Jun 2019 (2) | 4.00 | |||||
| -5.49% | Jan 2005 | Apr 2005 (4) | Jun 2005 (6) | 2.61 | |||||
| -5.28% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.60 | |||||
| -4.85% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.60 | |||||
| -4.67% | Jul 2004 | Aug 2004 (2) | Oct 2004 (4) | 3.09 | |||||
| -4.52% | May 2006 | Jul 2006 (3) | Sep 2006 (5) | 2.69 | |||||
| -4.38% | Mar 2014 | Apr 2014 (2) | Jun 2014 (4) | 2.49 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+7.78%
|
-0.85% |
+19.52%
|
0.00% |
| 2023 |
+13.70%
|
-11.92% |
+9.16%
|
-6.59% |
| 2022 |
-11.62%
|
-20.69% |
-18.26%
|
-26.94% |
| 2021 |
+29.41%
|
-3.79% |
+13.37%
|
-4.41% |
| 2020 |
+12.71%
|
-26.65% |
+29.85%
|
-17.90% |
| 2019 |
+28.91%
|
-6.93% |
+27.26%
|
-2.20% |
| 2018 |
-7.82%
|
-13.90% |
-1.66%
|
-15.44% |
| 2017 |
+18.51%
|
-1.00% |
+37.50%
|
0.00% |
| 2016 |
+14.50%
|
-5.56% |
+5.00%
|
-5.03% |
| 2015 |
-2.66%
|
-9.53% |
+8.93%
|
-7.78% |
| 2014 |
+14.06%
|
-2.96% |
+14.61%
|
-4.38% |
| 2013 |
+35.54%
|
-2.92% |
+34.58%
|
-2.81% |
| 2012 |
+17.16%
|
-7.69% |
+14.94%
|
-6.80% |
| 2011 |
-0.67%
|
-19.88% |
+5.93%
|
-14.50% |
| 2010 |
+21.37%
|
-13.21% |
+18.02%
|
-12.13% |
| 2009 |
+44.64%
|
-18.63% |
+17.45%
|
-19.56% |
| 2008 |
-40.07%
|
-41.86% |
-40.96%
|
-41.23% |
| 2007 |
+0.90%
|
-8.90% |
+17.64%
|
-2.82% |
| 2006 |
+15.46%
|
-4.52% |
+10.56%
|
-3.64% |
| 2005 |
+7.41%
|
-5.49% |
+19.14%
|
-1.25% |
| 2004 |
+16.48%
|
-4.67% |
+16.70%
|
-2.66% |
