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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
Summary
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| European Stocks Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 100% | 40% |
| Fixed Income | 0% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.14% | +8.24% |
| Std Dev | 17.87% | 6.99% | |
| Max Drawdown | -59.77% | -21.11% | |
| All time Stats (Since Jan 1982) |
Return | +9.79% | +9.77% |
| Std Dev | 17.70% | 7.43% | |
| Max Drawdown | -59.77% | -21.11% | |
| 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 |
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.77 |
| 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
European Stocks Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -30.98% | Sep 2021 | Sep 2022 (13) | Dec 2023 (28) | 12.78 | |||||
| -25.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 13.06 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.44% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 9.54 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.18% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 3.76 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.68% | Aug 1997 | Aug 1997 (1) | Sep 1997 (2) | 3.28 | |||||
| -5.18% | May 1994 | Jun 1994 (2) | Aug 1994 (4) | 2.96 | |||||
| -4.95% | Oct 1997 | Oct 1997 (1) | Jan 1998 (4) | 2.75 | |||||
| -4.90% | May 1999 | May 1999 (1) | Oct 1999 (6) | 2.35 | |||||
| -4.49% | Mar 2005 | May 2005 (3) | Jul 2005 (5) | 3.12 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -4.08% | Sep 1994 | Sep 1994 (1) | Mar 1995 (7) | 2.88 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
European Stocks Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -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 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -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 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -12.85% | Jun 1992 | Nov 1992 (6) | Aug 1993 (15) | 7.00 | |||||
| -10.12% | Dec 1983 | Jul 1984 (8) | Jan 1985 (14) | 4.77 | |||||
| -8.83% | May 1986 | May 1986 (1) | Aug 1986 (4) | 5.18 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.18% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 3.76 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -7.00% | Feb 1994 | Jun 1994 (5) | Aug 1994 (7) | 4.30 | |||||
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 |
+5.01%
|
-1.23% |
+7.39%
|
0.00% |
| 2023 |
+20.21%
|
-11.19% |
+6.91%
|
-5.18% |
| 2022 |
-16.00%
|
-30.58% |
-15.17%
|
-19.48% |
| 2021 |
+16.88%
|
-5.48% |
+4.23%
|
-2.38% |
| 2020 |
+6.11%
|
-25.65% |
+16.57%
|
-7.10% |
| 2019 |
+24.86%
|
-5.67% |
+16.20%
|
-0.81% |
| 2018 |
-14.91%
|
-19.44% |
-0.73%
|
-5.89% |
| 2017 |
+26.99%
|
-0.51% |
+17.14%
|
0.00% |
| 2016 |
-0.37%
|
-8.60% |
+3.51%
|
-3.61% |
| 2015 |
-1.94%
|
-11.47% |
+3.91%
|
-2.95% |
| 2014 |
-7.10%
|
-11.75% |
+9.34%
|
-1.49% |
| 2013 |
+24.38%
|
-4.42% |
+12.57%
|
-1.74% |
| 2012 |
+21.57%
|
-14.17% |
+7.87%
|
-2.05% |
| 2011 |
-11.64%
|
-27.74% |
+7.13%
|
-3.62% |
| 2010 |
+6.05%
|
-17.10% |
+10.93%
|
-3.48% |
| 2009 |
+31.33%
|
-22.78% |
+9.16%
|
-9.41% |
| 2008 |
-44.71%
|
-48.36% |
-12.27%
|
-15.80% |
| 2007 |
+13.24%
|
-5.77% |
+11.21%
|
-0.82% |
| 2006 |
+33.06%
|
-2.93% |
+6.78%
|
-1.50% |
| 2005 |
+9.26%
|
-4.49% |
+9.09%
|
-0.93% |
| 2004 |
+20.86%
|
-3.93% |
+9.22%
|
-2.12% |
| 2003 |
+38.70%
|
-9.25% |
+12.78%
|
-1.27% |
| 2002 |
-17.95%
|
-25.96% |
+0.04%
|
-5.36% |
| 2001 |
-20.30%
|
-27.21% |
-1.88%
|
-6.89% |
| 2000 |
-8.21%
|
-14.23% |
+2.99%
|
-3.33% |
| 1999 |
+16.66%
|
-4.90% |
+15.71%
|
-1.69% |
| 1998 |
+28.86%
|
-16.03% |
+24.65%
|
-4.13% |
| 1997 |
+24.23%
|
-5.68% |
+20.41%
|
-2.69% |
| 1996 |
+21.25%
|
-1.20% |
+14.08%
|
-1.52% |
| 1995 |
+22.28%
|
-3.97% |
+27.84%
|
0.00% |
| 1994 |
+1.88%
|
-7.00% |
-2.03%
|
-5.91% |
| 1993 |
+29.13%
|
-2.19% |
+11.10%
|
-0.87% |
| 1992 |
-3.32%
|
-12.85% |
+6.01%
|
-2.11% |
| 1991 |
+12.40%
|
-12.16% |
+23.91%
|
-1.79% |
| 1990 |
-3.87%
|
-20.21% |
+5.79%
|
-5.29% |
| 1989 |
+28.18%
|
-6.85% |
+25.29%
|
-1.01% |
| 1988 |
+13.69%
|
-6.81% |
+7.24%
|
-2.95% |
| 1987 |
+7.05%
|
-23.15% |
+1.86%
|
-13.77% |
| 1986 |
+40.96%
|
-8.83% |
+18.14%
|
-4.37% |
| 1985 |
+78.72%
|
0.00% |
+26.30%
|
-0.74% |
| 1984 |
+0.52%
|
-9.51% |
+8.68%
|
-6.28% |
| 1983 |
+20.82%
|
-3.29% |
+9.91%
|
-2.81% |
| 1982 |
+3.86%
|
-19.58% |
+30.86%
|
-1.48% |
