Value Stock Geek Weird vs US Stocks Momentum Portfolio Comparison

Period: January 1982 - September 2024 (~43 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Value Stock Geek Weird Portfolio
1.00$
Initial Capital
October 1994
12.21$
Final Capital
September 2024
8.70%
Yearly Return
10.92
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
US Stocks Momentum Portfolio
1.00$
Initial Capital
October 1994
40.28$
Final Capital
September 2024
13.11%
Yearly Return
15.41
Std Deviation
-53.85%
Max Drawdown
63 months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
January 1982
58.86$
Final Capital
September 2024
10.00%
Yearly Return
10.55
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
US Stocks Momentum Portfolio
1.00$
Initial Capital
January 1982
253.68$
Final Capital
September 2024
13.83%
Yearly Return
15.35
Std Deviation
-53.85%
Max Drawdown
63 months
Recovery Period

The Value Stock Geek Weird Portfolio obtained a 8.70% compound annual return, with a 10.92% standard deviation, in the last 30 Years.

The US Stocks Momentum Portfolio obtained a 13.11% compound annual return, with a 15.41% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1982 - 30 September 2024 (~43 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
Weird Portfolio
Value Stock Geek 		11.87 2.85 10.77 27.38 5.84 6.62 8.70 10.00
US Stocks Momentum 29.76 2.95 8.57 46.07 12.50 13.45 13.11 13.83
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Value Stock Geek Weird Portfolio: an investment of 1$, since October 1994, now would be worth 12.21$, with a total return of 1120.81% (8.70% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since October 1994, now would be worth 40.28$, with a total return of 3928.26% (13.11% annualized).


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Value Stock Geek Weird Portfolio: an investment of 1$, since January 1982, now would be worth 58.86$, with a total return of 5786.28% (10.00% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 253.68$, with a total return of 25268.40% (13.83% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1982 - 30 September 2024 (~43 years)
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Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 27.38 46.07
Infl. Adjusted Return (%) 24.61 42.89
DRAWDOWN
Deepest Drawdown Depth (%) -4.13 -5.47
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -4.13 -5.47
Start to Recovery (months) 4 3
Longest Negative Period (months) 6 2
RISK INDICATORS
Standard Deviation (%) 13.99 14.92
Sharpe Ratio 1.57 2.73
Sortino Ratio 2.22 3.58
Ulcer Index 1.80 1.68
Ratio: Return / Standard Deviation 1.96 3.09
Ratio: Return / Deepest Drawdown 6.64 8.43
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.84 12.50
Infl. Adjusted Return (%) 1.63 8.02
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -30.16
Start to Recovery (months) 33 29
Longest Drawdown Depth (%) -24.18 -30.16
Start to Recovery (months) 33 29
Longest Negative Period (months) 47 38
RISK INDICATORS
Standard Deviation (%) 14.37 19.16
Sharpe Ratio 0.25 0.54
Sortino Ratio 0.35 0.74
Ulcer Index 10.30 14.42
Ratio: Return / Standard Deviation 0.41 0.65
Ratio: Return / Deepest Drawdown 0.24 0.41
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.62 13.45
Infl. Adjusted Return (%) 3.68 10.32
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -30.16
Start to Recovery (months) 33 29
Longest Drawdown Depth (%) -24.18 -30.16
Start to Recovery (months) 33 29
Longest Negative Period (months) 47 38
RISK INDICATORS
Standard Deviation (%) 11.54 15.84
Sharpe Ratio 0.44 0.76
Sortino Ratio 0.61 1.03
Ulcer Index 7.62 10.58
Ratio: Return / Standard Deviation 0.57 0.85
Ratio: Return / Deepest Drawdown 0.27 0.45
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.70 13.11
Infl. Adjusted Return (%) 6.04 10.34
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -53.85
Start to Recovery (months) 29 63
Longest Drawdown Depth (%) -24.18 -53.85
Start to Recovery (months) 33 63
Longest Negative Period (months) 47 126
RISK INDICATORS
Standard Deviation (%) 10.92 15.41
Sharpe Ratio 0.59 0.70
Sortino Ratio 0.78 0.93
Ulcer Index 6.62 16.18
Ratio: Return / Standard Deviation 0.80 0.85
Ratio: Return / Deepest Drawdown 0.26 0.24
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 10.00 13.83
Infl. Adjusted Return (%) 6.94 10.66
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -53.85
Start to Recovery (months) 29 63
Longest Drawdown Depth (%) -24.18 -53.85
Start to Recovery (months) 33 63
Longest Negative Period (months) 47 126
RISK INDICATORS
Standard Deviation (%) 10.55 15.35
Sharpe Ratio 0.61 0.67
Sortino Ratio 0.82 0.89
Ulcer Index 5.95 14.24
Ratio: Return / Standard Deviation 0.95 0.90
Ratio: Return / Deepest Drawdown 0.30 0.26
Metrics calculated over the period 1 January 1982 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1982 - 30 September 2024 (~43 years)

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Weird Portfolio US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-53.85 63 Nov 2007
Jan 2013
-43.19 59 Sep 2000
Jul 2005
-32.97 29 Nov 2007
Mar 2010
-30.16 29 Nov 2021
Mar 2024
-24.18 33 Jan 2022
Sep 2024
-17.90 5 Feb 2020
Jun 2020
-15.44 9 Oct 2018
Jun 2019
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-11.51 3 Aug 1998
Oct 1998
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-7.82 3 Sep 2020
Nov 2020
-7.78 10 Aug 2015
May 2016
-7.32 6 Apr 2004
Sep 2004

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Weird Portfolio US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-53.85 63 Nov 2007
Jan 2013
-43.19 59 Sep 2000
Jul 2005
-32.97 29 Nov 2007
Mar 2010
-30.55 23 Sep 1987
Jul 1989
-30.16 29 Nov 2021
Mar 2024
-24.18 33 Jan 2022
Sep 2024
-17.90 5 Feb 2020
Jun 2020
-16.24 18 Dec 1989
May 1991
-15.44 9 Oct 2018
Jun 2019
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.71 14 Sep 1987
Oct 1988
-12.56 8 Jun 1990
Jan 1991
-12.00 19 Jul 1983
Jan 1985
-11.51 3 Aug 1998
Oct 1998

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 30 September 2024 (~43 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Weird Portfolio US Stocks Momentum
Year Return Drawdown Return Drawdown
2024
 11.87% -4.13% 29.76% -5.47%
2023
 10.94% -12.66% 9.15% -6.59%
2022
 -18.17% -24.18% -18.26% -26.94%
2021
 14.49% -3.51% 13.37% -4.41%
2020
 10.52% -13.36% 29.85% -17.90%
2019
 21.93% -1.68% 27.26% -2.20%
2018
 -8.01% -8.66% -1.66% -15.44%
2017
 14.20% -0.31% 37.50% 0.00%
2016
 10.34% -6.58% 5.00% -5.03%
2015
 -1.57% -7.20% 8.93% -7.78%
2014
 11.39% -5.08% 14.61% -4.38%
2013
 5.71% -6.89% 34.58% -2.81%
2012
 13.28% -4.45% 14.94% -6.80%
2011
 7.07% -5.96% 5.93% -14.50%
2010
 22.57% -4.90% 18.02% -12.13%
2009
 19.50% -17.34% 17.45% -19.56%
2008
 -15.22% -24.57% -40.96% -41.23%
2007
 4.32% -4.58% 17.64% -2.82%
2006
 21.26% -3.05% 10.56% -3.64%
2005
 13.51% -2.30% 19.14% -1.25%
2004
 20.31% -7.32% 16.70% -2.66%
2003
 32.68% -1.93% 25.99% -4.14%
2002
 7.55% -8.65% -12.28% -22.85%
2001
 4.90% -4.41% -17.35% -26.75%
2000
 11.88% -2.51% -9.61% -13.35%
1999
 2.11% -4.11% 40.42% -1.57%
1998
 -0.30% -13.23% 48.76% -11.51%
1997
 4.80% -3.83% 36.86% -4.89%
1996
 10.07% -2.17% 29.83% -3.81%
1995
 14.94% -1.53% 42.32% -0.02%
1994
 -4.11% -7.57% -1.09% -7.23%
1993
 21.05% -2.35% 13.22% -2.14%
1992
 10.23% -2.71% 4.32% -3.35%
1991
 18.76% -2.61% 36.90% -4.00%
1990
 -10.86% -16.22% 1.49% -12.56%
1989
 13.23% -1.43% 42.76% -1.57%
1988
 12.98% -1.18% 7.07% -5.33%
1987
 8.44% -12.71% 2.34% -30.55%
1986
 28.08% -2.01% 22.70% -7.79%
1985
 30.14% -1.95% 32.38% -3.74%
1984
 5.34% -5.43% -0.83% -10.30%
1983
 16.56% -1.96% 16.95% -3.61%
1982
 23.60% -8.30% 30.44% -4.93%