Value Stock Geek Weird vs Technology Portfolio Comparison

Period: January 1975 - August 2024 (~50 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Value Stock Geek Weird Portfolio
1.00$
Initial Capital
September 1994
11.77$
Final Capital
August 2024
8.56%
Yearly Return
10.92
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
Technology Portfolio
1.00$
Initial Capital
September 1994
57.05$
Final Capital
August 2024
14.43%
Yearly Return
23.97
Std Deviation
-81.08%
Max Drawdown
175 months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
January 1975
189.54$
Final Capital
August 2024
11.14%
Yearly Return
10.88
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
Technology Portfolio
1.00$
Initial Capital
January 1975
961.18$
Final Capital
August 2024
14.83%
Yearly Return
22.56
Std Deviation
-81.08%
Max Drawdown
175 months
Recovery Period

The Value Stock Geek Weird Portfolio obtained a 8.56% compound annual return, with a 10.92% standard deviation, in the last 30 Years.

The Technology Portfolio obtained a 14.43% compound annual return, with a 23.97% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1975 - 31 August 2024 (~50 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
Weird Portfolio
Value Stock Geek 		8.77 1.97 11.64 16.25 5.40 5.77 8.56 11.14
Technology 16.64 1.10 8.81 26.87 21.27 17.87 14.43 14.83
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Value Stock Geek Weird Portfolio: an investment of 1$, since September 1994, now would be worth 11.77$, with a total return of 1076.68% (8.56% annualized).

Technology Portfolio: an investment of 1$, since September 1994, now would be worth 57.05$, with a total return of 5605.02% (14.43% annualized).


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Value Stock Geek Weird Portfolio: an investment of 1$, since January 1975, now would be worth 189.54$, with a total return of 18853.78% (11.14% annualized).

Technology Portfolio: an investment of 1$, since January 1975, now would be worth 961.18$, with a total return of 96017.96% (14.83% annualized).


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Metrics as of Aug 31, 2024

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

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1975 - 31 August 2024 (~50 years)
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Weird Portfolio Technology
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 16.25 26.87
Infl. Adjusted Return (%) 13.53 23.90
DRAWDOWN
Deepest Drawdown Depth (%) -8.45 -7.04
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -8.45 -7.04
Start to Recovery (months) 4 3
Longest Negative Period (months) 6 2
RISK INDICATORS
Standard Deviation (%) 16.02 16.15
Sharpe Ratio 0.68 1.33
Sortino Ratio 0.97 1.91
Ulcer Index 3.35 2.74
Ratio: Return / Standard Deviation 1.01 1.66
Ratio: Return / Deepest Drawdown 1.92 3.82
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Weird Portfolio Technology
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.40 21.27
Infl. Adjusted Return (%) 1.22 16.45
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -32.58
Start to Recovery (months) 32* 24
Longest Drawdown Depth (%) -24.18 -32.58
Start to Recovery (months) 32* 24
Longest Negative Period (months) 47 28
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 14.33 21.34
Sharpe Ratio 0.23 0.90
Sortino Ratio 0.31 1.20
Ulcer Index 10.30 12.53
Ratio: Return / Standard Deviation 0.38 1.00
Ratio: Return / Deepest Drawdown 0.22 0.65
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Weird Portfolio Technology
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.77 17.87
Infl. Adjusted Return (%) 2.87 14.64
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -32.58
Start to Recovery (months) 32* 24
Longest Drawdown Depth (%) -24.18 -32.58
Start to Recovery (months) 32* 24
Longest Negative Period (months) 47 28
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.66 18.48
Sharpe Ratio 0.37 0.89
Sortino Ratio 0.51 1.21
Ulcer Index 7.64 9.41
Ratio: Return / Standard Deviation 0.50 0.97
Ratio: Return / Deepest Drawdown 0.24 0.55
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Weird Portfolio Technology
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.56 14.43
Infl. Adjusted Return (%) 5.91 11.63
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -81.08
Start to Recovery (months) 29 175
Longest Drawdown Depth (%) -24.18 -81.08
Start to Recovery (months) 32* 175
Longest Negative Period (months) 47 174
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.92 23.97
Sharpe Ratio 0.57 0.51
Sortino Ratio 0.76 0.69
Ulcer Index 6.63 39.57
Ratio: Return / Standard Deviation 0.78 0.60
Ratio: Return / Deepest Drawdown 0.26 0.18
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Weird Portfolio Technology
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 11.14 14.83
Infl. Adjusted Return (%) 7.18 10.75
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -81.08
Start to Recovery (months) 29 175
Longest Drawdown Depth (%) -24.18 -81.08
Start to Recovery (months) 32* 175
Longest Negative Period (months) 47 174
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.88 22.56
Sharpe Ratio 0.63 0.47
Sortino Ratio 0.85 0.64
Ulcer Index 5.75 31.48
Ratio: Return / Standard Deviation 1.02 0.66
Ratio: Return / Deepest Drawdown 0.34 0.18
Metrics calculated over the period 1 January 1975 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1975 - 31 August 2024 (~50 years)

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Weird Portfolio Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-32.97 29 Nov 2007
Mar 2010
-32.58 24 Jan 2022
Dec 2023
-24.18 32* Jan 2022
In progress
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-13.51 4 Feb 1997
May 1997
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-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
-8.88 3 Aug 2015
Oct 2015
-8.66 8 Sep 2018
Apr 2019

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Weird Portfolio Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-34.57 21 Sep 1987
May 1989
-32.97 29 Nov 2007
Mar 2010
-32.58 24 Jan 2022
Dec 2023
-27.93 29 Jul 1983
Nov 1985
-27.64 8 Jul 1990
Feb 1991
-25.11 18 Jun 1981
Nov 1982
-24.18 32* Jan 2022
In progress
-19.01 6 Feb 1980
Jul 1980
-17.69 10 Sep 1978
Jun 1979
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-16.24 18 Dec 1989
May 1991
-15.73 8 Jun 1986
Jan 1987
-15.06 5 Feb 1980
Jun 1980

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 1975 - 31 August 2024 (~50 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 Technology
Year Return Drawdown Return Drawdown
2024
 8.77% -4.13% 16.64% -4.37%
2023
 10.94% -12.66% 54.86% -8.42%
2022
 -18.17% -24.18% -32.58% -32.58%
2021
 14.49% -3.51% 27.42% -5.68%
2020
 10.52% -13.36% 48.40% -12.90%
2019
 21.93% -1.68% 38.96% -8.23%
2018
 -8.01% -8.66% -0.12% -16.96%
2017
 14.20% -0.31% 32.66% -2.32%
2016
 10.34% -6.58% 7.10% -8.37%
2015
 -1.57% -7.20% 9.45% -8.88%
2014
 11.39% -5.08% 19.18% -3.04%
2013
 5.71% -6.89% 36.63% -2.39%
2012
 13.28% -4.45% 18.12% -8.13%
2011
 7.07% -5.96% 3.47% -10.79%
2010
 22.57% -4.90% 20.14% -12.93%
2009
 19.50% -17.34% 54.68% -7.43%
2008
 -15.22% -24.57% -41.73% -43.03%
2007
 4.32% -4.58% 19.02% -6.83%
2006
 21.26% -3.05% 7.14% -11.54%
2005
 13.51% -2.30% 1.57% -12.37%
2004
 20.31% -7.32% 10.54% -9.86%
2003
 32.68% -1.93% 49.67% -2.90%
2002
 7.55% -8.65% -37.37% -46.75%
2001
 4.90% -4.41% -33.34% -54.93%
2000
 11.88% -2.51% -36.11% -46.69%
1999
 2.11% -4.11% 101.95% -9.49%
1998
 -0.30% -13.23% 85.30% -17.20%
1997
 4.80% -3.83% 20.63% -13.51%
1996
 10.07% -2.17% 42.54% -8.14%
1995
 14.94% -1.53% 42.54% -3.77%
1994
 -4.11% -7.57% 1.50% -12.97%
1993
 21.05% -2.35% 10.58% -8.26%
1992
 10.23% -2.71% 8.86% -13.48%
1991
 18.76% -2.61% 64.99% -8.89%
1990
 -10.86% -16.22% -10.41% -27.64%
1989
 13.23% -1.43% 26.17% -4.64%
1988
 12.98% -1.18% 13.54% -10.50%
1987
 8.44% -12.71% 10.50% -34.57%
1986
 28.08% -2.01% 6.89% -15.73%
1985
 30.14% -1.95% 35.61% -6.97%
1984
 5.34% -5.43% -11.31% -17.55%
1983
 16.56% -1.96% 19.87% -13.85%
1982
 23.60% -8.30% 18.67% -14.55%
1981
 -2.54% -10.01% -3.21% -19.44%
1980
 16.86% -15.06% 33.88% -19.01%
1979
 40.61% -8.18% 28.11% -9.91%
1978
 20.11% -6.79% 12.31% -17.69%
1977
 16.95% -0.10% 7.33% -3.83%
1976
 23.87% -2.72% 26.10% -2.85%
1975
 18.84% -10.11% 29.76% -14.58%