Technology vs US Stocks Portfolio Comparison

Period: January 1971 - October 2024 (~54 years)
Consolidated Returns as of 31 October 2024
Currency: USD
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Technology Portfolio
1.00$
Initial Capital
November 1994
55.91$
Final Capital
October 2024
14.35%
Yearly Return
23.96
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
November 1994
20.50$
Final Capital
October 2024
10.59%
Yearly Return
15.54
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
Technology Portfolio
1.00$
Initial Capital
January 1971
652.77$
Final Capital
October 2024
12.79%
Yearly Return
22.44
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
January 1971
261.10$
Final Capital
October 2024
10.89%
Yearly Return
15.62
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period

The Technology Portfolio obtained a 14.35% compound annual return, with a 23.96% standard deviation, in the last 30 Years.

The US Stocks Portfolio obtained a 10.59% compound annual return, with a 15.54% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1971 - 31 October 2024 (~54 years)
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Return (%) as of Oct 31, 2024
YTD
(10M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
Technology 18.66 -0.86 14.30 38.85 20.43 17.85 14.35 12.79
US Stocks 19.67 -0.75 13.79 37.87 14.53 12.39 10.59 10.89
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Technology Portfolio: an investment of 1$, since November 1994, now would be worth 55.91$, with a total return of 5491.09% (14.35% annualized).

US Stocks Portfolio: an investment of 1$, since November 1994, now would be worth 20.50$, with a total return of 1949.54% (10.59% annualized).


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Technology Portfolio: an investment of 1$, since January 1971, now would be worth 652.77$, with a total return of 65177.19% (12.79% annualized).

US Stocks Portfolio: an investment of 1$, since January 1971, now would be worth 261.10$, with a total return of 26009.71% (10.89% annualized).


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Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1971 - 31 October 2024 (~54 years)
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Technology US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 38.85 37.87
Infl. Adjusted Return (%) 35.36 34.41
DRAWDOWN
Deepest Drawdown Depth (%) -4.37 -4.34
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.68 -4.34
Start to Recovery (months) 3 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 13.93 11.34
Sharpe Ratio 2.41 2.87
Sortino Ratio 3.47 3.97
Ulcer Index 1.33 1.22
Ratio: Return / Standard Deviation 2.79 3.34
Ratio: Return / Deepest Drawdown 8.88 8.72
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Technology US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.43 14.53
Infl. Adjusted Return (%) 15.60 9.94
DRAWDOWN
Deepest Drawdown Depth (%) -32.58 -24.81
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -32.58 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 28 30
RISK INDICATORS
Standard Deviation (%) 21.34 18.38
Sharpe Ratio 0.85 0.67
Sortino Ratio 1.15 0.89
Ulcer Index 12.53 9.10
Ratio: Return / Standard Deviation 0.96 0.79
Ratio: Return / Deepest Drawdown 0.63 0.59
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Technology US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 17.85 12.39
Infl. Adjusted Return (%) 14.55 9.24
DRAWDOWN
Deepest Drawdown Depth (%) -32.58 -24.81
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -32.58 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 28 30
RISK INDICATORS
Standard Deviation (%) 18.48 15.56
Sharpe Ratio 0.88 0.70
Sortino Ratio 1.20 0.93
Ulcer Index 9.41 6.95
Ratio: Return / Standard Deviation 0.97 0.80
Ratio: Return / Deepest Drawdown 0.55 0.50
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Technology US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.35 10.59
Infl. Adjusted Return (%) 11.54 7.87
DRAWDOWN
Deepest Drawdown Depth (%) -81.08 -50.84
Start to Recovery (months) 175 53
Longest Drawdown Depth (%) -81.08 -43.94
Start to Recovery (months) 175 67
Longest Negative Period (months) 174 139
RISK INDICATORS
Standard Deviation (%) 23.96 15.54
Sharpe Ratio 0.50 0.53
Sortino Ratio 0.68 0.70
Ulcer Index 39.57 14.30
Ratio: Return / Standard Deviation 0.60 0.68
Ratio: Return / Deepest Drawdown 0.18 0.21
Metrics calculated over the period 1 November 1994 - 31 October 2024
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Technology US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.79 10.89
Infl. Adjusted Return (%) 8.54 6.71
DRAWDOWN
Deepest Drawdown Depth (%) -81.08 -50.84
Start to Recovery (months) 175 53
Longest Drawdown Depth (%) -81.08 -43.94
Start to Recovery (months) 175 67
Longest Negative Period (months) 174 139
RISK INDICATORS
Standard Deviation (%) 22.44 15.62
Sharpe Ratio 0.38 0.42
Sortino Ratio 0.51 0.56
Ulcer Index 32.04 12.72
Ratio: Return / Standard Deviation 0.57 0.70
Ratio: Return / Deepest Drawdown 0.16 0.21
Metrics calculated over the period 1 January 1971 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1971 - 31 October 2024 (~54 years)

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Technology US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-50.84 53 Nov 2007
Mar 2012
-43.94 67 Sep 2000
Mar 2006
-32.58 24 Jan 2022
Dec 2023
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-17.57 5 Jul 1998
Nov 1998
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-14.20 7 Oct 2018
Apr 2019
-13.51 4 Feb 1997
May 1997
-12.90 3 Feb 2020
Apr 2020
-10.50 7 Aug 1997
Feb 1998
-9.82 8 Dec 2015
Jul 2016
-9.49 3 Feb 1999
Apr 1999

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Technology US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-58.37 68 Jan 1973
Aug 1978
-50.84 53 Nov 2007
Mar 2012
-45.86 48 Jan 1973
Dec 1976
-43.94 67 Sep 2000
Mar 2006
-34.57 21 Sep 1987
May 1989
-32.58 24 Jan 2022
Dec 2023
-29.34 21 Sep 1987
May 1989
-27.93 29 Jul 1983
Nov 1985
-27.64 8 Jul 1990
Feb 1991
-25.11 18 Jun 1981
Nov 1982
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-19.01 6 Feb 1980
Jul 1980
-17.85 23 Dec 1980
Oct 1982

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 1971 - 31 October 2024 (~54 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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Technology US Stocks
Year Return Drawdown Return Drawdown
2024
 18.66% -4.37% 19.67% -4.34%
2023
 54.86% -8.42% 26.05% -9.11%
2022
 -32.58% -32.58% -19.51% -24.81%
2021
 27.42% -5.68% 25.67% -4.46%
2020
 48.40% -12.90% 21.03% -20.84%
2019
 38.96% -8.23% 30.67% -6.45%
2018
 -0.12% -16.96% -5.21% -14.20%
2017
 32.66% -2.32% 21.21% 0.00%
2016
 7.10% -8.37% 12.83% -5.73%
2015
 9.45% -8.88% 0.36% -8.84%
2014
 19.18% -3.04% 12.54% -3.17%
2013
 36.63% -2.39% 33.45% -3.03%
2012
 18.12% -8.13% 16.45% -6.82%
2011
 3.47% -10.79% 0.97% -17.58%
2010
 20.14% -12.93% 17.42% -13.26%
2009
 54.68% -7.43% 28.89% -17.72%
2008
 -41.73% -43.03% -36.98% -38.08%
2007
 19.02% -6.83% 5.37% -5.23%
2006
 7.14% -11.54% 15.69% -3.22%
2005
 1.57% -12.37% 6.31% -4.48%
2004
 10.54% -9.86% 12.79% -3.56%
2003
 49.67% -2.90% 30.75% -4.27%
2002
 -37.37% -46.75% -20.47% -27.18%
2001
 -33.34% -54.93% -10.97% -23.65%
2000
 -36.11% -46.69% -10.57% -15.87%
1999
 101.95% -9.49% 23.81% -6.42%
1998
 85.30% -17.20% 23.26% -17.57%
1997
 20.63% -13.51% 30.99% -4.56%
1996
 42.54% -8.14% 20.96% -6.17%
1995
 42.54% -3.77% 35.79% -1.17%
1994
 1.50% -12.97% -0.17% -7.43%
1993
 10.58% -8.26% 10.62% -2.77%
1992
 8.86% -13.48% 9.11% -2.40%
1991
 64.99% -8.89% 32.39% -4.47%
1990
 -10.41% -27.64% -6.08% -16.20%
1989
 26.17% -4.64% 28.12% -3.05%
1988
 13.54% -10.50% 17.32% -3.42%
1987
 10.50% -34.57% 2.61% -29.34%
1986
 6.89% -15.73% 14.57% -7.92%
1985
 35.61% -6.97% 31.27% -4.77%
1984
 -11.31% -17.55% 2.19% -9.02%
1983
 19.87% -13.85% 22.66% -4.00%
1982
 18.67% -14.55% 20.50% -11.21%
1981
 -3.21% -19.44% -4.15% -12.79%
1980
 33.88% -19.01% 33.15% -11.98%
1979
 28.11% -9.91% 24.25% -7.22%
1978
 12.31% -17.69% 8.45% -11.64%
1977
 7.33% -3.83% -3.36% -8.29%
1976
 26.10% -2.85% 26.47% -2.10%
1975
 29.76% -14.58% 37.82% -11.74%
1974
 -35.11% -41.36% -27.81% -34.15%
1973
 -31.06% -31.06% -18.18% -19.22%
1972
 17.18% -3.61% 17.62% -2.45%
1971
 27.35% -7.42% 17.63% -6.54%