Relative Momentum
Updated 2026-06-04
US Large Relative Momentum
Selects the highest-momentum stocks from the US large-cap universe using a multi-stage momentum funnel. Rebalances monthly. Fully invested at all times.
10 YEAR CAGR
+26.02%
10-Year Annualised Return
10 Year CAGR
+26.02%
Annualised · last 10 years
10Y Max Drawdown
-27.35%
Peak to trough · last 10 years
10Y Sharpe Ratio
1.01
Risk-adjusted · last 10 years
10 Years Return
+908.76%
Total return · last 10 years
Portfolio Performance
2026-05-29
Portfolio: —
SP500: —
DD: —
Portfolio
SP500
Drawdown from Peak
Strategy Details
Strategy
Relative Momentum
Universe
US_Large
Positions
10 stocks
Rebalancing
Monthly — First Monday
Current Holdings
View Holdings →Current portfolio positions are available to members. Last rebalanced: 2026-05-04 · Next: First Monday 06 Jul 2026
Annual Returns
Portfolio
SP500
Period Returns
| Period | Total Return | CAGR |
|---|---|---|
| 1 Year | +46.2% | +46.2% |
| 3 Years | +97.5% | +25.5% |
| 5 Years | +134.5% | +18.6% |
| 10 Years | +908.8% | +26.0% |
| Since Inception | +922.8% | +25.1% |
| Calmar Ratio | 0.92 | |
Year-by-Year Results
vs SP500| Year | Portfolio | SP500 | Alpha |
|---|---|---|---|
| 2026 | +27.6% | +10.3% | +17.3% |
| 2025 | +12.0% | +16.6% | -4.6% |
| 2024 | +19.6% | +24.0% | -4.4% |
| 2023 | +31.6% | +24.7% | +6.9% |
| 2022 | -5.1% | -19.9% | +14.9% |
| 2021 | +62.6% | +28.8% | +33.8% |
| 2020 | +75.2% | +15.3% | +59.9% |
| 2019 | +24.0% | +28.7% | -4.7% |
| 2018 | -9.1% | -7.0% | -2.1% |
| 2017 | +24.1% | +18.4% | +5.7% |
| 2016 | +19.9% | +11.2% | +8.7% |
Investment Calculator
If you invested
$
at the start of the selected period
Portfolio Value
$10,000
+0.0%
SP500 Value
$10,000
+0.0%