Last Update: 31 March 2024
The US Stocks Value Portfolio obtained a 10.28% compound annual return, with a 15.35% standard deviation, in the last 30 Years.
The US Stocks Minimum Volatility Portfolio obtained a 10.04% compound annual return, with a 13.68% standard deviation, in the last 30 Years.
Summary
Swipe left to see all data
| US Stocks Value Portfolio | US Stocks Minimum Volatility Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +10.28% | +10.04% |
| Std Dev | 15.35% | 13.68% | |
| Max Drawdown | -55.41% | -43.27% | |
| All time Stats (Since Jan 1985) |
Return | +11.23% | +11.20% |
| Std Dev | 15.46% | 14.20% | |
| Max Drawdown | -55.41% | -43.27% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| US Stocks Value Portfolio | +4.69 | +22.40 | +24.99 | +13.06 | +10.43 | +10.28 | +11.23 |
| US Stocks Minimum Volatility Portfolio | +3.14 | +16.63 | +17.12 | +9.24 | +10.87 | +10.04 | +11.20 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
US Stocks Value Portfolio: an investment of 1$, since April 1994,
now would be worth 18.84$, with a total return of 1784.17%
(10.28% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since April 1994, now would be worth 17.62$, with a total return of 1662.50% (10.04% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since April 1994, now would be worth 17.62$, with a total return of 1662.50% (10.04% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1985,
now would be worth 65.18$, with a total return of 6418.18%
(11.23% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 64.60$, with a total return of 6359.76% (11.20% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 64.60$, with a total return of 6359.76% (11.20% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
US Stocks Value Portfolio
|
US Stocks Minimum Volatility 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.
Swipe left to see all data
|
US Stocks Value Portfolio
|
US Stocks Minimum Volatility 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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+7.77%
|
0.00% |
+7.58%
|
0.00% |
| 2023 |
+21.75%
|
-9.27% |
+10.34%
|
-4.29% |
| 2022 |
-5.39%
|
-16.63% |
-9.42%
|
-17.35% |
| 2021 |
+25.21%
|
-3.32% |
+20.84%
|
-4.99% |
| 2020 |
+1.55%
|
-26.06% |
+5.64%
|
-19.06% |
| 2019 |
+31.48%
|
-7.76% |
+27.69%
|
-1.61% |
| 2018 |
-9.18%
|
-12.56% |
+1.36%
|
-7.56% |
| 2017 |
+15.08%
|
-1.63% |
+18.91%
|
-0.35% |
| 2016 |
+18.48%
|
-5.38% |
+10.57%
|
-5.27% |
| 2015 |
-4.32%
|
-10.50% |
+5.45%
|
-5.12% |
| 2014 |
+12.75%
|
-3.59% |
+16.33%
|
-3.04% |
| 2013 |
+32.19%
|
-3.90% |
+25.09%
|
-3.26% |
| 2012 |
+17.36%
|
-6.74% |
+10.82%
|
-2.17% |
| 2011 |
-0.29%
|
-19.14% |
+12.70%
|
-11.70% |
| 2010 |
+15.81%
|
-13.77% |
+14.52%
|
-12.81% |
| 2009 |
+19.61%
|
-23.38% |
+18.18%
|
-19.43% |
| 2008 |
-36.01%
|
-37.37% |
-25.77%
|
-28.06% |
| 2007 |
-1.38%
|
-9.05% |
+4.15%
|
-5.15% |
| 2006 |
+21.90%
|
-2.74% |
+14.77%
|
-3.11% |
| 2005 |
+6.59%
|
-3.67% |
+6.45%
|
-3.39% |
| 2004 |
+16.71%
|
-3.14% |
+14.34%
|
-2.88% |
| 2003 |
+31.72%
|
-5.06% |
+19.79%
|
-5.68% |
| 2002 |
-16.07%
|
-25.33% |
-15.44%
|
-24.56% |
| 2001 |
-4.82%
|
-13.49% |
-7.96%
|
-20.58% |
| 2000 |
+3.67%
|
-8.97% |
+2.67%
|
-9.24% |
| 1999 |
+8.54%
|
-8.88% |
+7.63%
|
-9.14% |
| 1998 |
+17.96%
|
-17.60% |
+22.82%
|
-16.52% |
| 1997 |
+32.64%
|
-5.25% |
+30.20%
|
-5.47% |
| 1996 |
+23.15%
|
-4.43% |
+14.96%
|
-5.24% |
| 1995 |
+39.35%
|
-0.21% |
+36.61%
|
-0.39% |
| 1994 |
+0.35%
|
-6.99% |
+0.13%
|
-7.03% |
| 1993 |
+10.42%
|
-2.38% |
+11.82%
|
-2.26% |
| 1992 |
+8.69%
|
-2.26% |
+6.42%
|
-2.83% |
| 1991 |
+29.07%
|
-4.66% |
+28.86%
|
-4.68% |
| 1990 |
-6.16%
|
-16.02% |
-2.01%
|
-14.10% |
| 1989 |
+28.73%
|
-3.12% |
+35.71%
|
-2.13% |
| 1988 |
+19.63%
|
-3.20% |
+15.74%
|
-3.84% |
| 1987 |
+3.51%
|
-30.17% |
+3.77%
|
-30.08% |
| 1986 |
+17.17%
|
-8.41% |
+17.36%
|
-8.39% |
| 1985 |
+32.40%
|
-3.74% |
+32.55%
|
-3.71% |
