Last Update: 31 March 2024
The European Stocks Portfolio obtained a 7.14% compound annual return, with a 17.87% standard deviation, in the last 30 Years.
The Alpha Architect Robust Portfolio obtained a 9.14% compound annual return, with a 11.08% standard deviation, in the last 30 Years.
Summary
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| European Stocks Portfolio | Alpha Architect Robust Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 70% |
| Fixed Income | 0% | 20% | |
| Commodities | 0% | 10% | |
| 30 Years Stats | Return | +7.14% | +9.14% |
| Std Dev | 17.87% | 11.08% | |
| Max Drawdown | -59.77% | -44.20% | |
| All time Stats (Since Jan 1982) |
Return | +9.79% | +10.96% |
| Std Dev | 17.70% | 10.89% | |
| Max Drawdown | -59.77% | -44.20% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| European Stocks Portfolio | +3.82 | +17.73 | +14.41 | +8.17 | +4.70 | +7.14 | +9.79 |
| Alpha Architect Robust Portfolio | +2.71 | +16.98 | +16.96 | +7.65 | +6.95 | +9.14 | +10.96 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
European Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 7.91$, with a total return of 690.82%
(7.14% annualized).
Alpha Architect Robust Portfolio: an investment of 1$, since April 1994, now would be worth 13.79$, with a total return of 1279.49% (9.14% annualized).
Alpha Architect Robust Portfolio: an investment of 1$, since April 1994, now would be worth 13.79$, with a total return of 1279.49% (9.14% annualized).
European Stocks Portfolio: an investment of 1$, since January 1982,
now would be worth 51.77$, with a total return of 5077.48%
(9.79% annualized).
Alpha Architect Robust Portfolio: an investment of 1$, since January 1982, now would be worth 81.11$, with a total return of 8010.52% (10.96% annualized).
Alpha Architect Robust Portfolio: an investment of 1$, since January 1982, now would be worth 81.11$, with a total return of 8010.52% (10.96% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
European Stocks Portfolio
|
Alpha Architect Robust Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -59.77% | Nov 2007 | Feb 2009 (16) | Apr 2014 (78) | 30.21 | |||||
| -45.88% | Apr 2000 | Sep 2002 (30) | Dec 2004 (57) | 25.84 | |||||
| -44.20% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 21.00 | |||||
| -30.98% | Sep 2021 | Sep 2022 (13) | Dec 2023 (28) | 12.78 | |||||
| -25.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 13.06 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -19.44% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 9.54 | |||||
| -19.09% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.42 | |||||
| -17.99% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 8.99 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -13.76% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 6.03 | |||||
| -12.58% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 7.94 | |||||
| -11.72% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 5.38 | |||||
| -10.75% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 5.33 | |||||
| -7.83% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 4.03 | |||||
| -7.18% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 3.76 | |||||
| -6.42% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 3.05 | |||||
| -5.68% | Aug 1997 | Aug 1997 (1) | Sep 1997 (2) | 3.28 | |||||
| -5.18% | May 1994 | Jun 1994 (2) | Aug 1994 (4) | 2.96 | |||||
| -5.05% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.86 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
European Stocks Portfolio
|
Alpha Architect Robust Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -59.77% | Nov 2007 | Feb 2009 (16) | Apr 2014 (78) | 30.21 | |||||
| -45.88% | Apr 2000 | Sep 2002 (30) | Dec 2004 (57) | 25.84 | |||||
| -44.20% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 21.00 | |||||
| -30.98% | Sep 2021 | Sep 2022 (13) | Dec 2023 (28) | 12.78 | |||||
| -25.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 13.06 | |||||
| -23.15% | Oct 1987 | Nov 1987 (2) | Jul 1989 (22) | 13.00 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -20.21% | Aug 1990 | Sep 1990 (2) | May 1992 (22) | 10.46 | |||||
| -19.58% | Jan 1982 | Jul 1982 (7) | Nov 1982 (11) | 10.50 | |||||
| -19.44% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 9.54 | |||||
| -19.09% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 9.42 | |||||
| -18.97% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.16 | |||||
| -17.99% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 8.99 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -13.76% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 6.03 | |||||
| -12.85% | Jun 1992 | Nov 1992 (6) | Aug 1993 (15) | 7.00 | |||||
| -12.58% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 7.94 | |||||
| -11.72% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 5.38 | |||||
| -10.75% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 5.33 | |||||
| -10.12% | Dec 1983 | Jul 1984 (8) | Jan 1985 (14) | 4.77 | |||||
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 |
+5.01%
|
-1.23% |
+7.73%
|
0.00% |
| 2023 |
+20.21%
|
-11.19% |
+8.53%
|
-6.88% |
| 2022 |
-16.00%
|
-30.58% |
-10.29%
|
-17.33% |
| 2021 |
+16.88%
|
-5.48% |
+17.40%
|
-3.99% |
| 2020 |
+6.11%
|
-25.65% |
+7.53%
|
-19.09% |
| 2019 |
+24.86%
|
-5.67% |
+20.35%
|
-3.33% |
| 2018 |
-14.91%
|
-19.44% |
-6.10%
|
-11.72% |
| 2017 |
+26.99%
|
-0.51% |
+18.49%
|
0.00% |
| 2016 |
-0.37%
|
-8.60% |
+8.13%
|
-3.96% |
| 2015 |
-1.94%
|
-11.47% |
-0.63%
|
-6.68% |
| 2014 |
-7.10%
|
-11.75% |
+5.13%
|
-2.85% |
| 2013 |
+24.38%
|
-4.42% |
+19.10%
|
-2.13% |
| 2012 |
+21.57%
|
-14.17% |
+12.28%
|
-6.42% |
| 2011 |
-11.64%
|
-27.74% |
+2.08%
|
-13.76% |
| 2010 |
+6.05%
|
-17.10% |
+14.95%
|
-9.68% |
| 2009 |
+31.33%
|
-22.78% |
+17.10%
|
-18.31% |
| 2008 |
-44.71%
|
-48.36% |
-29.35%
|
-32.35% |
| 2007 |
+13.24%
|
-5.77% |
+9.03%
|
-3.32% |
| 2006 |
+33.06%
|
-2.93% |
+14.56%
|
-2.50% |
| 2005 |
+9.26%
|
-4.49% |
+13.33%
|
-2.38% |
| 2004 |
+20.86%
|
-3.93% |
+18.01%
|
-4.18% |
| 2003 |
+38.70%
|
-9.25% |
+28.95%
|
-2.12% |
| 2002 |
-17.95%
|
-25.96% |
+0.96%
|
-8.47% |
| 2001 |
-20.30%
|
-27.21% |
-7.16%
|
-12.58% |
| 2000 |
-8.21%
|
-14.23% |
+9.39%
|
-3.34% |
| 1999 |
+16.66%
|
-4.90% |
+18.95%
|
-2.74% |
| 1998 |
+28.86%
|
-16.03% |
+13.95%
|
-10.75% |
| 1997 |
+24.23%
|
-5.68% |
+16.27%
|
-2.68% |
| 1996 |
+21.25%
|
-1.20% |
+20.00%
|
-2.93% |
| 1995 |
+22.28%
|
-3.97% |
+26.04%
|
-0.64% |
| 1994 |
+1.88%
|
-7.00% |
-1.64%
|
-6.68% |
| 1993 |
+29.13%
|
-2.19% |
+14.31%
|
-2.17% |
| 1992 |
-3.32%
|
-12.85% |
+8.50%
|
-1.40% |
| 1991 |
+12.40%
|
-12.16% |
+23.44%
|
-3.45% |
| 1990 |
-3.87%
|
-20.21% |
-1.58%
|
-6.78% |
| 1989 |
+28.18%
|
-6.85% |
+26.71%
|
-1.47% |
| 1988 |
+13.69%
|
-6.81% |
+15.37%
|
-2.21% |
| 1987 |
+7.05%
|
-23.15% |
+7.28%
|
-18.97% |
| 1986 |
+40.96%
|
-8.83% |
+23.86%
|
-4.64% |
| 1985 |
+78.72%
|
0.00% |
+30.79%
|
-1.26% |
| 1984 |
+0.52%
|
-9.51% |
+6.69%
|
-5.23% |
| 1983 |
+20.82%
|
-3.29% |
+19.86%
|
-1.91% |
| 1982 |
+3.86%
|
-19.58% |
+23.06%
|
-3.32% |
