US Stocks Momentum vs US Stocks Equal Weight Portfolio Comparison

Last Update: 30 November 2023

The US Stocks Momentum Portfolio obtained a 10.37% compound annual return, with a 15.16% standard deviation, in the last 20 Years.

The US Stocks Equal Weight Portfolio obtained a 9.59% compound annual return, with a 17.05% standard deviation, in the last 20 Years.

Summary

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US Stocks Momentum Portfolio US Stocks Equal Weight Portfolio
Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
20 Years Stats Return +10.37% +9.59%
Std Dev 15.16% 17.05%
Max Drawdown -53.85% -55.58%

Last Update: 30 November 2023

Historical Returns as of Nov 30, 2023

Comparison period starts from May 2003

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1M 6M 1Y 5Y 10Y MAX
US Stocks Momentum Portfolio +9.23 +11.55 +0.11 +8.09 +11.25 +10.84
US Stocks Equal Weight Portfolio +9.18 +7.15 +1.44 +9.86 +9.71 +10.65
(*) Returns over 1 year are annualized

Capital Growth as of Nov 30, 2023

US Stocks Momentum Portfolio: an investment of 1$, since December 2003, now would be worth 7.20$, with a total return of 619.80% (10.37% annualized).

US Stocks Equal Weight Portfolio: an investment of 1$, since December 2003, now would be worth 6.25$, with a total return of 524.87% (9.59% annualized).

US Stocks Equal Weight Portfolio: an investment of 1$, since May 2003, now would be worth 8.32$, with a total return of 731.94% (10.84% annualized).

: an investment of 1$, since May 2003, now would be worth 8.03$, with a total return of 703.04% (10.65% annualized).

Drawdowns

Drawdown comparison chart since December 2003.

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US Stocks Momentum Portfolio
US Stocks Equal Weight Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-55.58% Jun 2007 Feb 2009
-53.85% Nov 2007 Feb 2009
-30.16% Nov 2021 Sep 2022
-26.65% Jan 2020 Mar 2020
-20.69% Jan 2022 Sep 2022
-19.88% May 2011 Sep 2011
-17.90% Feb 2020 Mar 2020
-15.44% Oct 2018 Dec 2018
-13.90% Oct 2018 Dec 2018
-10.58% Jun 2015 Jan 2016
-7.82% Sep 2020 Oct 2020
-7.78% Aug 2015 Sep 2015
-7.69% Apr 2012 May 2012
-6.93% May 2019 May 2019
-5.49% Jan 2005 Apr 2005
-5.28% Feb 2018 Mar 2018
-4.85% Feb 2018 Mar 2018
-4.67% Jul 2004 Aug 2004
-4.52% May 2006 Jul 2006
-4.38% Mar 2014 Apr 2014

Drawdown comparison chart since May 2003.

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US Stocks Momentum Portfolio
US Stocks Equal Weight Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-55.58% Jun 2007 Feb 2009
-53.85% Nov 2007 Feb 2009
-30.16% Nov 2021 Sep 2022
-26.65% Jan 2020 Mar 2020
-20.69% Jan 2022 Sep 2022
-19.88% May 2011 Sep 2011
-17.90% Feb 2020 Mar 2020
-15.44% Oct 2018 Dec 2018
-13.90% Oct 2018 Dec 2018
-10.58% Jun 2015 Jan 2016
-7.82% Sep 2020 Oct 2020
-7.78% Aug 2015 Sep 2015
-7.69% Apr 2012 May 2012
-6.93% May 2019 May 2019
-5.49% Jan 2005 Apr 2005
-5.28% Feb 2018 Mar 2018
-4.85% Feb 2018 Mar 2018
-4.67% Jul 2004 Aug 2004
-4.52% May 2006 Jul 2006
-4.38% Mar 2014 Apr 2014

Yearly Returns

Yearly return comparison.

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Year US Stocks Momentum Portfolio US Stocks Equal Weight Portfolio
2023
 +4.20% +6.44%
2022
 -18.26% -11.62%
2021
 +13.37% +29.41%
2020
 +29.85% +12.71%
2019
 +27.26% +28.91%
2018
 -1.66% -7.82%
2017
 +37.50% +18.51%
2016
 +5.00% +14.50%
2015
 +8.93% -2.66%
2014
 +14.61% +14.06%
2013
 +34.58% +35.54%
2012
 +14.94% +17.16%
2011
 +5.93% -0.67%
2010
 +18.02% +21.37%
2009
 +17.45% +44.64%
2008
 -40.96% -40.07%
2007
 +17.64% +0.90%
2006
 +10.56% +15.46%
2005
 +19.14% +7.41%
2004
 +16.70% +16.48%