European Stocks vs Gretchen Tai Portfolio Comparison

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 Gretchen Tai Portfolio obtained a 7.37% compound annual return, with a 11.61% standard deviation, in the last 30 Years.

Summary

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European Stocks Portfolio Gretchen Tai Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
30 Years Stats Return +7.14% +7.37%
Std Dev 17.87% 11.61%
Max Drawdown -59.77% -41.80%
All time Stats
(Since Jan 1986)		 Return +8.54% +8.83%
Std Dev 17.88% 11.86%
Max Drawdown -59.77% -41.80%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1986

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1M 6M 1Y 5Y 10Y 30Y MAX
European Stocks Portfolio +3.82 +17.73 +14.41 +8.17 +4.70 +7.14 +8.54
Gretchen Tai Portfolio +2.48 +14.59 +13.30 +6.51 +5.99 +7.37 +8.83
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).

Gretchen Tai Portfolio: an investment of 1$, since April 1994, now would be worth 8.44$, with a total return of 743.65% (7.37% annualized).

European Stocks Portfolio: an investment of 1$, since January 1986, now would be worth 22.96$, with a total return of 2196.41% (8.54% annualized).

Gretchen Tai Portfolio: an investment of 1$, since January 1986, now would be worth 25.49$, with a total return of 2448.56% (8.83% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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European Stocks Portfolio
Gretchen Tai 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
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.59% Jan 2022 Sep 2022 (9) In progress (27) 12.34
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.27% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.35
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96
-4.95% Oct 1997 Oct 1997 (1) Jan 1998 (4) 2.75

Drawdown comparison chart since January 1986.

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European Stocks Portfolio
Gretchen Tai 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
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.59% Jan 2022 Sep 2022 (9) In progress (27) 12.34
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-17.50% Sep 1987 Nov 1987 (3) Nov 1988 (15) 8.27
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-16.12% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.89
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43

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
+5.01%
 -1.23%
+3.99%
 -0.85%
2023
+20.21%
 -11.19%
+15.12%
 -9.19%
2022
-16.00%
 -30.58%
-17.30%
 -23.59%
2021
+16.88%
 -5.48%
+12.15%
 -3.19%
2020
+6.11%
 -25.65%
+12.24%
 -16.24%
2019
+24.86%
 -5.67%
+20.82%
 -3.77%
2018
-14.91%
 -19.44%
-7.59%
 -10.37%
2017
+26.99%
 -0.51%
+18.32%
 0.00%
2016
-0.37%
 -8.60%
+7.93%
 -3.80%
2015
-1.94%
 -11.47%
-2.21%
 -8.93%
2014
-7.10%
 -11.75%
+4.44%
 -3.36%
2013
+24.38%
 -4.42%
+14.58%
 -4.17%
2012
+21.57%
 -14.17%
+14.85%
 -6.38%
2011
-11.64%
 -27.74%
-1.45%
 -14.25%
2010
+6.05%
 -17.10%
+12.51%
 -8.38%
2009
+31.33%
 -22.78%
+26.58%
 -15.87%
2008
-44.71%
 -48.36%
-27.67%
 -32.64%
2007
+13.24%
 -5.77%
+9.39%
 -4.36%
2006
+33.06%
 -2.93%
+17.39%
 -3.34%
2005
+9.26%
 -4.49%
+10.26%
 -3.11%
2004
+20.86%
 -3.93%
+15.60%
 -4.14%
2003
+38.70%
 -9.25%
+29.40%
 -2.98%
2002
-17.95%
 -25.96%
-7.43%
 -14.03%
2001
-20.30%
 -27.21%
-6.29%
 -15.42%
2000
-8.21%
 -14.23%
-4.67%
 -9.28%
1999
+16.66%
 -4.90%
+22.01%
 -2.31%
1998
+28.86%
 -16.03%
+10.02%
 -12.86%
1997
+24.23%
 -5.68%
+11.39%
 -4.43%
1996
+21.25%
 -1.20%
+10.62%
 -3.29%
1995
+22.28%
 -3.97%
+17.98%
 -1.12%
1994
+1.88%
 -7.00%
-0.51%
 -7.04%
1993
+29.13%
 -2.19%
+26.87%
 -4.15%
1992
-3.32%
 -12.85%
+0.50%
 -4.36%
1991
+12.40%
 -12.16%
+30.31%
 -4.13%
1990
-3.87%
 -20.21%
-8.54%
 -16.12%
1989
+28.18%
 -6.85%
+25.15%
 -2.12%
1988
+13.69%
 -6.81%
+19.39%
 -3.11%
1987
+7.05%
 -23.15%
+4.96%
 -17.50%
1986
+40.96%
 -8.83%
+29.74%
 -4.54%