Last Update: 31 March 2024
The US Stocks Value Portfolio obtained a 10.43% compound annual return, with a 15.52% standard deviation, in the last 10 Years.
The US Stocks ESG Portfolio obtained a 10.36% compound annual return, with a 16.05% standard deviation, in the last 10 Years.
Summary
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| US Stocks Value Portfolio | US Stocks ESG Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +10.43% | +10.36% |
| Std Dev | 15.52% | 16.05% | |
| Max Drawdown | -26.06% | -27.79% | |
| All time Stats (Since Sep 2005) |
Return | +8.64% | +9.55% |
| Std Dev | 16.05% | 17.13% | |
| Max Drawdown | -55.41% | -52.70% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from September 2005
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| US Stocks Value Portfolio | +4.69 | +22.40 | +24.99 | +13.06 | +10.43 | +8.64 |
| US Stocks ESG Portfolio | +2.82 | +24.68 | +31.57 | +15.07 | +10.36 | +9.55 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
US Stocks Value Portfolio: an investment of 1$, since April 2014,
now would be worth 2.70$, with a total return of 169.61%
(10.43% annualized).
US Stocks ESG Portfolio: an investment of 1$, since April 2014, now would be worth 2.68$, with a total return of 167.99% (10.36% annualized).
US Stocks ESG Portfolio: an investment of 1$, since April 2014, now would be worth 2.68$, with a total return of 167.99% (10.36% annualized).
US Stocks Value Portfolio: an investment of 1$, since September 2005,
now would be worth 4.67$, with a total return of 366.64%
(8.64% annualized).
US Stocks ESG Portfolio: an investment of 1$, since September 2005, now would be worth 5.44$, with a total return of 444.48% (9.55% annualized).
US Stocks ESG Portfolio: an investment of 1$, since September 2005, now would be worth 5.44$, with a total return of 444.48% (9.55% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
US Stocks Value Portfolio
|
US Stocks ESG Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -27.79% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 15.67 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -19.14% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.48 | |||||
| -17.80% | Feb 2018 | Dec 2018 (11) | Jul 2019 (18) | 7.36 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -13.26% | Jul 2015 | Jan 2016 (7) | Nov 2016 (17) | 6.04 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -10.70% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.85 | |||||
| -9.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.98 | |||||
| -7.76% | May 2019 | May 2019 (1) | Jul 2019 (3) | 3.88 | |||||
| -5.81% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.48 | |||||
| -5.21% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 3.01 | |||||
| -4.63% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 2.61 | |||||
| -3.99% | Jan 2015 | Jan 2015 (1) | Feb 2015 (2) | 2.31 | |||||
| -3.54% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 2.04 | |||||
| -3.32% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.91 | |||||
| -3.12% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 1.80 | |||||
| -3.08% | Feb 2023 | Feb 2023 (1) | Jun 2023 (5) | 1.90 | |||||
| -2.81% | Aug 2019 | Aug 2019 (1) | Sep 2019 (2) | 1.62 | |||||
| -2.21% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 1.27 | |||||
Drawdown comparison chart since September 2005.
Swipe left to see all data
|
US Stocks Value Portfolio
|
US Stocks ESG 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 | |||||
| -52.70% | Jun 2007 | Feb 2009 (21) | Feb 2011 (45) | 25.25 | |||||
| -27.79% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 15.67 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -23.59% | May 2011 | Sep 2011 (5) | Jan 2013 (21) | 9.88 | |||||
| -19.14% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.48 | |||||
| -17.80% | Feb 2018 | Dec 2018 (11) | Jul 2019 (18) | 7.36 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -13.26% | Jul 2015 | Jan 2016 (7) | Nov 2016 (17) | 6.04 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -10.70% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.85 | |||||
| -9.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.98 | |||||
| -7.76% | May 2019 | May 2019 (1) | Jul 2019 (3) | 3.88 | |||||
| -5.81% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.48 | |||||
| -5.21% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 3.01 | |||||
| -4.63% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 2.61 | |||||
| -3.99% | Jan 2015 | Jan 2015 (1) | Feb 2015 (2) | 2.31 | |||||
| -3.90% | Aug 2013 | Aug 2013 (1) | Oct 2013 (3) | 2.06 | |||||
| -3.59% | Jan 2014 | Jan 2014 (1) | Feb 2014 (2) | 2.07 | |||||
| -3.54% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 2.04 | |||||
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 |
+7.77%
|
0.00% |
+9.83%
|
0.00% |
| 2023 |
+21.75%
|
-9.27% |
+30.80%
|
-9.36% |
| 2022 |
-5.39%
|
-16.63% |
-24.04%
|
-27.79% |
| 2021 |
+25.21%
|
-3.32% |
+26.20%
|
-5.21% |
| 2020 |
+1.55%
|
-26.06% |
+25.67%
|
-19.14% |
| 2019 |
+31.48%
|
-7.76% |
+33.37%
|
-6.25% |
| 2018 |
-9.18%
|
-12.56% |
-15.69%
|
-17.80% |
| 2017 |
+15.08%
|
-1.63% |
+13.03%
|
-1.52% |
| 2016 |
+18.48%
|
-5.38% |
+11.65%
|
-6.66% |
| 2015 |
-4.32%
|
-10.50% |
+2.12%
|
-10.78% |
| 2014 |
+12.75%
|
-3.59% |
+9.13%
|
-4.63% |
| 2013 |
+32.19%
|
-3.90% |
+38.98%
|
-3.17% |
| 2012 |
+17.36%
|
-6.74% |
+17.37%
|
-9.30% |
| 2011 |
-0.29%
|
-19.14% |
-5.78%
|
-23.59% |
| 2010 |
+15.81%
|
-13.77% |
+19.88%
|
-12.90% |
| 2009 |
+19.61%
|
-23.38% |
+39.10%
|
-15.76% |
| 2008 |
-36.01%
|
-37.37% |
-39.83%
|
-43.27% |
| 2007 |
-1.38%
|
-9.05% |
+5.81%
|
-6.69% |
| 2006 |
+21.90%
|
-2.74% |
+18.46%
|
-2.59% |
