US Stocks Minimum Volatility vs US Stocks Value Portfolio Comparison

Last Update: 29 February 2024

The US Stocks Minimum Volatility Portfolio obtained a 9.77% compound annual return, with a 13.71% standard deviation, in the last 30 Years.

The US Stocks Value Portfolio obtained a 9.96% compound annual return, with a 15.37% standard deviation, in the last 30 Years.

Summary

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US Stocks Minimum Volatility Portfolio US Stocks Value Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
30 Years Stats Return +9.77% +9.96%
Std Dev 13.71% 15.37%
Max Drawdown -43.27% -55.41%
All time Stats
(Since Jan 1985)
Return +11.14% +11.12%
Std Dev 14.21% 15.46%
Max Drawdown -43.27% -55.41%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
US Stocks Minimum Volatility Portfolio +2.09 +9.89 +17.47 +9.15 +10.62 +9.77 +11.14
US Stocks Value Portfolio +2.83 +11.48 +20.53 +12.23 +10.17 +9.96 +11.12
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

US Stocks Minimum Volatility Portfolio: an investment of 1$, since March 1994, now would be worth 16.37$, with a total return of 1536.95% (9.77% annualized).

US Stocks Value Portfolio: an investment of 1$, since March 1994, now would be worth 17.24$, with a total return of 1624.28% (9.96% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 62.63$, with a total return of 6163.30% (11.14% annualized).

US Stocks Value Portfolio: an investment of 1$, since January 1985, now would be worth 62.26$, with a total return of 6125.91% (11.12% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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US Stocks Minimum Volatility Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-55.41% Jun 2007 Feb 2009 (21) Jan 2013 (68) 25.46
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-35.36% Sep 2000 Sep 2002 (25) Jul 2005 (59) 18.12
-32.49% Sep 2000 Sep 2002 (25) Feb 2004 (42) 17.09
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-17.60% Jul 1998 Aug 1998 (2) Dec 1998 (6) 8.56
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-16.52% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.42
-12.56% Feb 2018 Dec 2018 (11) Apr 2019 (15) 5.22
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-10.70% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.85
-9.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.98
-9.14% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.76
-8.88% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.59
-7.76% May 2019 May 2019 (1) Jul 2019 (3) 3.88
-7.56% Oct 2018 Dec 2018 (3) Feb 2019 (5) 3.65
-5.47% Aug 1997 Aug 1997 (1) Dec 1997 (5) 2.74
-5.27% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.90

Drawdown comparison chart since January 1985.

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US Stocks Minimum Volatility Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-55.41% Jun 2007 Feb 2009 (21) Jan 2013 (68) 25.46
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-35.36% Sep 2000 Sep 2002 (25) Jul 2005 (59) 18.12
-32.49% Sep 2000 Sep 2002 (25) Feb 2004 (42) 17.09
-30.17% Sep 1987 Nov 1987 (3) Apr 1989 (20) 15.87
-30.08% Sep 1987 Nov 1987 (3) May 1989 (21) 16.33
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-17.60% Jul 1998 Aug 1998 (2) Dec 1998 (6) 8.56
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-16.52% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.42
-16.02% Jun 1990 Oct 1990 (5) Feb 1991 (9) 9.06
-14.10% Jun 1990 Oct 1990 (5) Feb 1991 (9) 7.72
-12.56% Feb 2018 Dec 2018 (11) Apr 2019 (15) 5.22
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-10.70% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.85
-9.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.98
-9.14% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.76
-8.88% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.59

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
+4.31%
0.00%
+2.94%
0.00%
2023
+10.34%
-4.29%
+21.75%
-9.27%
2022
-9.42%
-17.35%
-5.39%
-16.63%
2021
+20.84%
-4.99%
+25.21%
-3.32%
2020
+5.64%
-19.06%
+1.55%
-26.06%
2019
+27.69%
-1.61%
+31.48%
-7.76%
2018
+1.36%
-7.56%
-9.18%
-12.56%
2017
+18.91%
-0.35%
+15.08%
-1.63%
2016
+10.57%
-5.27%
+18.48%
-5.38%
2015
+5.45%
-5.12%
-4.32%
-10.50%
2014
+16.33%
-3.04%
+12.75%
-3.59%
2013
+25.09%
-3.26%
+32.19%
-3.90%
2012
+10.82%
-2.17%
+17.36%
-6.74%
2011
+12.70%
-11.70%
-0.29%
-19.14%
2010
+14.52%
-12.81%
+15.81%
-13.77%
2009
+18.18%
-19.43%
+19.61%
-23.38%
2008
-25.77%
-28.06%
-36.01%
-37.37%
2007
+4.15%
-5.15%
-1.38%
-9.05%
2006
+14.77%
-3.11%
+21.90%
-2.74%
2005
+6.45%
-3.39%
+6.59%
-3.67%
2004
+14.34%
-2.88%
+16.71%
-3.14%
2003
+19.79%
-5.68%
+31.72%
-5.06%
2002
-15.44%
-24.56%
-16.07%
-25.33%
2001
-7.96%
-20.58%
-4.82%
-13.49%
2000
+2.67%
-9.24%
+3.67%
-8.97%
1999
+7.63%
-9.14%
+8.54%
-8.88%
1998
+22.82%
-16.52%
+17.96%
-17.60%
1997
+30.20%
-5.47%
+32.64%
-5.25%
1996
+14.96%
-5.24%
+23.15%
-4.43%
1995
+36.61%
-0.39%
+39.35%
-0.21%
1994
+0.13%
-7.03%
+0.35%
-6.99%
1993
+11.82%
-2.26%
+10.42%
-2.38%
1992
+6.42%
-2.83%
+8.69%
-2.26%
1991
+28.86%
-4.68%
+29.07%
-4.66%
1990
-2.01%
-14.10%
-6.16%
-16.02%
1989
+35.71%
-2.13%
+28.73%
-3.12%
1988
+15.74%
-3.84%
+19.63%
-3.20%
1987
+3.77%
-30.08%
+3.51%
-30.17%
1986
+17.36%
-8.39%
+17.17%
-8.41%
1985
+32.55%
-3.71%
+32.40%
-3.74%