US Stocks Equal Weight vs US Stocks Portfolio Comparison

Last Update: 29 February 2024

The US Stocks Equal Weight Portfolio obtained a 9.62% compound annual return, with a 17.09% standard deviation, in the last 20 Years.

The US Stocks Portfolio obtained a 9.90% compound annual return, with a 15.38% standard deviation, in the last 20 Years.

Summary

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US Stocks Equal Weight Portfolio US Stocks Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
20 Years Stats Return +9.62% +9.90%
Std Dev 17.09% 15.38%
Max Drawdown -55.58% -50.84%
All time Stats
(Since May 2003)
Return +11.03% +10.87%
Std Dev 17.00% 15.19%
Max Drawdown -55.58% -50.84%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from May 2003

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1M 6M 1Y 5Y 10Y MAX
US Stocks Equal Weight Portfolio +4.05 +9.48 +13.01 +11.35 +10.23 +11.03
US Stocks Portfolio +5.30 +13.69 +28.61 +13.82 +11.96 +10.87
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

US Stocks Equal Weight Portfolio: an investment of 1$, since March 2004, now would be worth 6.28$, with a total return of 527.59% (9.62% annualized).

US Stocks Portfolio: an investment of 1$, since March 2004, now would be worth 6.61$, with a total return of 560.94% (9.90% annualized).

US Stocks Equal Weight Portfolio: an investment of 1$, since May 2003, now would be worth 8.85$, with a total return of 784.94% (11.03% annualized).

US Stocks Portfolio: an investment of 1$, since May 2003, now would be worth 8.58$, with a total return of 758.29% (10.87% annualized).

Drawdowns

Drawdown comparison chart since March 2004.

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US Stocks Equal Weight Portfolio
US Stocks 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
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-26.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.97
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-20.69% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.62
-19.88% May 2011 Sep 2011 (5) Mar 2012 (11) 8.65
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-13.90% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.16
-10.58% Jun 2015 Jan 2016 (8) May 2016 (12) 5.57
-8.84% Jun 2015 Sep 2015 (4) May 2016 (12) 4.72
-7.69% Apr 2012 May 2012 (2) Sep 2012 (6) 3.67
-6.93% May 2019 May 2019 (1) Jun 2019 (2) 4.00
-6.82% Apr 2012 May 2012 (2) Aug 2012 (5) 3.19
-6.45% May 2019 May 2019 (1) Jun 2019 (2) 3.72
-5.64% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.46
-5.49% Jan 2005 Apr 2005 (4) Jun 2005 (6) 2.61
-5.42% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.24
-5.28% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.60
-5.23% Jun 2007 Jul 2007 (2) Oct 2007 (5) 2.75

Drawdown comparison chart since May 2003.

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US Stocks Equal Weight Portfolio
US Stocks 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
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-26.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.97
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-20.69% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.62
-19.88% May 2011 Sep 2011 (5) Mar 2012 (11) 8.65
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-13.90% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.16
-10.58% Jun 2015 Jan 2016 (8) May 2016 (12) 5.57
-8.84% Jun 2015 Sep 2015 (4) May 2016 (12) 4.72
-7.69% Apr 2012 May 2012 (2) Sep 2012 (6) 3.67
-6.93% May 2019 May 2019 (1) Jun 2019 (2) 4.00
-6.82% Apr 2012 May 2012 (2) Aug 2012 (5) 3.19
-6.45% May 2019 May 2019 (1) Jun 2019 (2) 3.72
-5.64% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.46
-5.49% Jan 2005 Apr 2005 (4) Jun 2005 (6) 2.61
-5.42% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.24
-5.28% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.60
-5.23% Jun 2007 Jul 2007 (2) Oct 2007 (5) 2.75

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
+3.16%
-0.85%
+6.47%
0.00%
2023
+13.70%
-11.92%
+26.05%
-9.10%
2022
-11.62%
-20.69%
-19.51%
-24.81%
2021
+29.41%
-3.79%
+25.67%
-4.46%
2020
+12.71%
-26.65%
+21.03%
-20.84%
2019
+28.91%
-6.93%
+30.67%
-6.45%
2018
-7.82%
-13.90%
-5.21%
-14.20%
2017
+18.51%
-1.00%
+21.21%
0.00%
2016
+14.50%
-5.56%
+12.83%
-5.73%
2015
-2.66%
-9.53%
+0.36%
-8.84%
2014
+14.06%
-2.96%
+12.54%
-3.17%
2013
+35.54%
-2.92%
+33.45%
-3.03%
2012
+17.16%
-7.69%
+16.45%
-6.82%
2011
-0.67%
-19.88%
+0.97%
-17.58%
2010
+21.37%
-13.21%
+17.42%
-13.26%
2009
+44.64%
-18.63%
+28.89%
-17.72%
2008
-40.07%
-41.86%
-36.98%
-38.08%
2007
+0.90%
-8.90%
+5.37%
-5.23%
2006
+15.46%
-4.52%
+15.69%
-3.22%
2005
+7.41%
-5.49%
+6.31%
-4.48%
2004
+16.48%
-4.67%
+12.79%
-3.56%