Consolidated Returns as of 31 October 2024
Live Update: Nov 20 2024
November 1994
October 2024
January 1976
October 2024
The US Stocks Quality Portfolio can be implemented with 1 ETF. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.
The portfolio asset allocation is: 100% on the Stock Market, 0% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 0% allocation to bonds, leading to its classification as very high risk.
As of October 2024, in the previous 30 Years, the US Stocks Quality Portfolio obtained a 11.91% compound annual return, with a 15.09% standard deviation. It suffered a maximum drawdown of -46.25% that required 40 months to be recovered.
Table of contents
with Lazy Portfolios and Passive Investing
Use top metrics to evaluate
Join the passive investing strategy
Asset Allocation and ETFs
To effectively implement the asset allocation of the US Stocks Quality Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.
Loading data
Please wait
| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 100.00 |
QUAL
|
USD | iShares Edge MSCI USA Quality Factor ETF | Equity, U.S., Large Cap, Growth (USD) |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Create Your Winning Portfolio!
With data going back to 1871, optimize your investment strategy
Portfolio and ETF Returns as of Oct 31, 2024
The US Stocks Quality Portfolio guaranteed the following returns.
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
| Chg (%) | Return (%) | Return (%) as of Oct 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Nov 2024 |
YTD
(10M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~49Y) |
|||
| Investment Return | 0.27 | 2.53 | 20.78 | -1.61 | 12.97 | 37.39 | 14.93 | 12.97 | 11.91 | 12.49 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
In 2023, the US Stocks Quality Portfolio granted a 1.59% dividend yield. If you are interested in getting periodic income, please refer to the US Stocks Quality Portfolio: Dividend Yield page.
Capital Growth as of Oct 31, 2024
The Inflation Adjusted Capital would be 13.84$, with a net total return of 1283.89% (9.15% annualized).
Loading data
Please wait
The Inflation Adjusted Capital would be 55.26$, with a net total return of 5426.28% (8.56% annualized).
Loading data
Please wait
Portfolio Metrics as of Oct 31, 2024
Metrics of US Stocks Quality Portfolio, updated as of 31 October 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
| Metrics as of Oct 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(10M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~49Y) |
|
| Investment Return (%) | 20.78 | -1.61 | 3.01 | 12.97 | 37.39 | 8.94 | 14.93 | 12.97 | 11.10 | 11.91 | 12.49 |
| Growth of 1$ | 1.21 | 0.98 | 1.03 | 1.13 | 1.37 | 1.29 | 2.01 | 3.39 | 8.20 | 29.22 | 313.54 |
| US Inflation (%) | 2.17 | 0.24 | 0.61 | 0.72 | 2.58 | 4.50 | 4.17 | 2.88 | 2.55 | 2.52 | 3.62 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -1.61 | -4.50 | -27.78 | -27.78 | -27.78 | -46.25 | -46.25 | -46.25 | |||
| Start to Recovery (# months) | 1* | 2 | 24 | 24 | 24 | 40 | 40 | 40 | |||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 16 | 16 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 15 | 15 | 15 | 24 | 24 | 24 | ||||
| End (yyyy mm) | 2024 05 | 2023 12 | 2023 12 | 2023 12 | 2011 02 | 2011 02 | 2011 02 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
-43.01 | -43.01 | ||||
| Start to Recovery (# months) | 77 | 77 | |||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 25 | 25 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | ||||
| Bottom to End (# months) | 1 | 15 | 15 | 15 | 24 | 52 | 52 | ||||
| End (yyyy mm) | 2024 05 | 2023 12 | 2023 12 | 2023 12 | 2011 02 | 2007 01 | 2007 01 | ||||
| Longest negative period (# months) | 2 | 24 | 27 | 27 | 56 | 130 | 130 | ||||
| Start (yyyy mm) | 2024 03 | 2021 11 | 2021 08 | 2021 08 | 2004 11 | 1998 05 | 1998 05 | ||||
| End (yyyy mm) | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2009 06 | 2009 02 | 2009 02 | ||||
| Annualized Return (%) | -10.59 | -2.99 | -1.11 | -1.11 | -0.35 | -0.20 | -0.20 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -1.85 | -4.79 | -31.56 | -31.56 | -31.56 | -47.14 | -50.85 | -50.85 | |||
| Start to Recovery (# months) | 1* | 2 | 26 | 26 | 26 | 52 | 149 | 149 | |||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 102 | 102 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 17 | 17 | 17 | 36 | 47 | 47 | ||||
| End (yyyy mm) | 2024 05 | 2024 02 | 2024 02 | 2024 02 | 2012 02 | 2013 01 | 2013 01 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 16 | 102 | 102 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 17 | 17 | 17 | 36 | 47 | 47 | ||||
| End (yyyy mm) | 2024 05 | 2024 02 | 2024 02 | 2024 02 | 2012 02 | 2013 01 | 2013 01 | ||||
| Longest negative period (# months) | 2 | 28 | 34 | 34 | 70 | 156 | 156 | ||||
| Start (yyyy mm) | 2024 03 | 2022 01 | 2019 12 | 2019 12 | 2004 11 | 2000 01 | 2000 01 | ||||
| End (yyyy mm) | 2024 04 | 2024 04 | 2022 09 | 2022 09 | 2010 08 | 2012 12 | 2012 12 | ||||
| Annualized Return (%) | -14.21 | -0.11 | -1.43 | -1.43 | -0.12 | -0.09 | -0.09 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 11.85 | 18.10 | 18.68 | 15.58 | 14.96 | 15.09 | 15.01 | ||||
| Sharpe Ratio | 2.71 | 0.30 | 0.68 | 0.73 | 0.64 | 0.64 | 0.55 | ||||
| Sortino Ratio | 3.62 | 0.40 | 0.90 | 0.99 | 0.85 | 0.84 | 0.74 | ||||
| Ulcer Index | 1.32 | 11.47 | 9.53 | 7.17 | 10.57 | 13.77 | 11.69 | ||||
| Ratio: Return / Standard Deviation | 3.16 | 0.49 | 0.80 | 0.83 | 0.74 | 0.79 | 0.83 | ||||
| Ratio: Return / Deepest Drawdown | 8.31 | 0.32 | 0.54 | 0.47 | 0.24 | 0.26 | 0.27 | ||||
| Positive Months (%) | 83.33 | 58.33 | 63.33 | 64.16 | 64.16 | 63.33 | 61.77 | ||||
| Positive Months | 10 | 21 | 38 | 77 | 154 | 228 | 362 | ||||
| Negative Months | 2 | 15 | 22 | 43 | 86 | 132 | 224 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 12.97 | 16.81 | 16.81 | 22.42 | |||||||
| Worst 10 Years Return (%) - Annualized | 7.97 | -2.18 | -2.18 | ||||||||
| Best 10 Years Return (%) - Annualized | 9.81 | 14.78 | 14.78 | 19.14 | |||||||
| Worst 10 Years Return (%) - Annualized | 6.09 | -4.65 | -4.65 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Oct 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 53.98 | 36.99 | 34.78 | 16.81 | 11.70 | 11.91 | |||||
| Worst Rolling Return (%) - Annualized | -39.37 | -15.42 | -5.11 | -2.18 | 5.30 | ||||||
| Positive Periods (%) | 81.3 | 82.7 | 89.7 | 93.3 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 50.89 | 34.08 | 31.65 | 14.78 | 9.16 | 9.15 | |||||
| Worst Rolling Return (%) - Annualized | -39.37 | -17.45 | -7.55 | -4.65 | 3.16 | ||||||
| Positive Periods (%) | 79.3 | 79.3 | 79.4 | 88.3 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 6.13 | 9.30 | 11.33 | 21.34 | 24.13 | 9.16 | 1.84 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 7.94 | 12.43 | 15.76 | 28.13 | 30.74 | 13.35 | 9.92 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 9.10 | 14.44 | 18.60 | 33.36 | 33.38 | 15.47 | 17.01 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 10.99 | 17.71 | 23.23 | 36.75 | 36.96 | 19.82 | 19.78 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 75.51 | 23.64 | 14.20 | 7.27 | 4.67 | 11.25 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.16 | 10.44 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1976 - Oct 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 55.12 | 36.99 | 34.78 | 22.42 | 20.15 | 14.32 | |||||
| Worst Rolling Return (%) - Annualized | -39.37 | -15.42 | -5.11 | -2.18 | 5.30 | 10.22 | |||||
| Positive Periods (%) | 79.8 | 89.8 | 94.1 | 96.5 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 51.38 | 34.08 | 31.65 | 19.14 | 15.68 | 10.12 | |||||
| Worst Rolling Return (%) - Annualized | -39.37 | -17.45 | -7.55 | -4.65 | 3.16 | 7.51 | |||||
| Positive Periods (%) | 74.4 | 82.2 | 84.2 | 94.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 6.05 | 9.11 | 10.98 | 16.09 | 15.04 | 2.88 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 7.85 | 12.22 | 15.39 | 24.15 | 26.10 | 10.41 | 4.58 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 9.00 | 14.22 | 18.21 | 31.22 | 32.28 | 15.02 | 12.41 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 10.88 | 17.48 | 22.82 | 34.23 | 34.56 | 17.61 | 15.50 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 75.51 | 23.64 | 14.20 | 7.27 | 4.67 | 6.44 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.16 | 5.86 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
with Lazy Portfolios and Passive Investing
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Rolling Returns
US Stocks Quality Portfolio: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Seasonality
In which months is it better to invest in US Stocks Quality Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1976 to October 2024.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the US Stocks Quality Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Returns, up to December 2013, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- iShares Edge MSCI USA Quality Factor ETF (QUAL), up to December 2013
Portfolio efficiency
No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
Loading data
Please wait
In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
Loading data
Please wait
The following portfolios share asset allocation strategy and/or similar asset weights.
Loading data
Please wait
with Lazy Portfolios and Passive Investing