The Simplified Permanent Portfolio 2x Leveraged is a Medium Risk portfolio and can be implemented with 3 ETFs.
It's exposed for 25% on the Stock Market and for 25% on Commodities.
In the last 10 Years, the Simplified Permanent Portfolio 2x Leveraged obtained a 6.37% compound annual return, with a 12.04% standard deviation.
Asset Allocation and ETFs
The Simplified Permanent Portfolio 2x Leveraged has the following asset allocation:
The Simplified Permanent Portfolio 2x Leveraged can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
25.00 % | SSO | ProShares Ultra S&P 500 | 2x, Equity, U.S., Large Cap | |
50.00 % | UST | ProShares Ultra 7-10 Year Treasury | 2x, Bond, U.S., Intermediate-Term | |
25.00 % | UGL | ProShares Ultra Gold | 2x, Commodity, Gold |
Portfolio and ETF Returns
The Simplified Permanent Portfolio 2x Leveraged guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
||||||
---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | |
Simplified Permanent Portfolio 2x Leveraged | -0.77 | 0.81 | -5.67 | -21.26 | -15.01 | 6.91 | 6.37 | |
US Inflation Adjusted return | -5.67 | -24.33 | -20.99 | 3.19 | 3.81 | |||
Components | ||||||||
SSO ProShares Ultra S&P 500 |
-0.68 |
03:00PM Jul 05 2022 |
1.40 | -16.73 | -38.61 | -24.68 | 15.42 | 21.28 |
UST ProShares Ultra 7-10 Year Treasury |
1.04 |
02:26PM Jul 05 2022 |
3.21 | -1.93 | -20.45 | -21.16 | -0.63 | 0.66 |
UGL ProShares Ultra Gold |
-4.48 |
02:57PM Jul 05 2022 |
-4.57 | -3.55 | -5.53 | -1.26 | 8.44 | -3.39 |
US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46%
Portfolio Dividends
In 2021, the Simplified Permanent Portfolio 2x Leveraged granted a 0.14% dividend yield. If you are interested in getting periodic income, please refer to the Simplified Permanent Portfolio 2x Leveraged: Dividend Yield page.
Historical Returns as of Jun 30, 2022
Historical returns and stats of Simplified Permanent Portfolio 2x Leveraged. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-5.67
|
-5.67
|
-5.67
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-16.01
|
-17.09
|
-16.01
Apr 2022 - Jun 2022
|
0 - 3
|
|
6M
|
-21.26
|
-24.33
|
-21.26
Jan 2022 - Jun 2022
|
1 - 5
|
|
YTD
|
-21.26
|
-24.33
|
-21.26
Jan 2022 - Jun 2022
|
1 - 5
|
|
1Y
|
-15.01
|
-20.99
|
15.30
|
-21.26
Jan 2022 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
5.01
|
0.48
|
14.20
|
-21.26
Jan 2022 - Jun 2022
|
19 - 17
53% pos
|
5Y(*)
|
6.91
|
3.19
|
12.58
|
-21.26
Jan 2022 - Jun 2022
|
34 - 26
57% pos
|
10Y(*)
|
6.37
|
3.81
|
12.04
|
-21.26
Jan 2022 - Jun 2022
|
66 - 54
55% pos
|
MAX(*)
01 Mar 2010
|
9.30
|
6.72
|
12.40
|
-21.26
Jan 2022 - Jun 2022
|
85 - 63
57% pos
|
Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 1453.36$, with a net total return of 45.34% (3.81% annualized).
The Inflation Adjusted Capital now would be 2231.48$, with a net total return of 123.15% (6.72% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-21.26% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-13.44% | Aug 2016 | Dec 2016 | 5 | Aug 2017 | 8 | 13 |
-12.86% | Oct 2012 | Jun 2013 | 9 | Feb 2014 | 8 | 17 |
-11.33% | Feb 2015 | Dec 2015 | 11 | Mar 2016 | 3 | 14 |
-9.99% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 |
-8.58% | Sep 2020 | Mar 2021 | 7 | May 2021 | 2 | 9 |
-5.95% | Sep 2021 | Sep 2021 | 1 | Dec 2021 | 3 | 4 |
-4.81% | Sep 2014 | Sep 2014 | 1 | Jan 2015 | 4 | 5 |
-3.39% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 |
-3.21% | May 2016 | May 2016 | 1 | Jun 2016 | 1 | 2 |
-2.87% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-2.33% | Sep 2017 | Sep 2017 | 1 | Dec 2017 | 3 | 4 |
-2.13% | Sep 2019 | Sep 2019 | 1 | Oct 2019 | 1 | 2 |
-1.92% | Mar 2014 | Mar 2014 | 1 | May 2014 | 2 | 3 |
-1.19% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
-0.53% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-0.47% | Nov 2019 | Nov 2019 | 1 | Dec 2019 | 1 | 2 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-21.26% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-13.44% | Aug 2016 | Dec 2016 | 5 | Aug 2017 | 8 | 13 |
-12.86% | Oct 2012 | Jun 2013 | 9 | Feb 2014 | 8 | 17 |
-11.33% | Feb 2015 | Dec 2015 | 11 | Mar 2016 | 3 | 14 |
-9.99% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 |
-8.58% | Sep 2020 | Mar 2021 | 7 | May 2021 | 2 | 9 |
-7.47% | Sep 2011 | Sep 2011 | 1 | Jan 2012 | 4 | 5 |
-5.95% | Sep 2021 | Sep 2021 | 1 | Dec 2021 | 3 | 4 |
-4.81% | Sep 2014 | Sep 2014 | 1 | Jan 2015 | 4 | 5 |
-3.69% | May 2012 | May 2012 | 1 | Jul 2012 | 2 | 3 |
-3.39% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 |
-3.21% | May 2016 | May 2016 | 1 | Jun 2016 | 1 | 2 |
-2.87% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-2.63% | Jun 2011 | Jun 2011 | 1 | Jul 2011 | 1 | 2 |
-2.33% | Sep 2017 | Sep 2017 | 1 | Dec 2017 | 3 | 4 |
-2.13% | Sep 2019 | Sep 2019 | 1 | Oct 2019 | 1 | 2 |
-1.98% | Jan 2011 | Jan 2011 | 1 | Feb 2011 | 1 | 2 |
-1.92% | Mar 2014 | Mar 2014 | 1 | May 2014 | 2 | 3 |
-1.19% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
-1.12% | Feb 2012 | Mar 2012 | 2 | Apr 2012 | 1 | 3 |
Rolling Returns ( more details)
Simplified Permanent Portfolio 2x Leveraged: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
10.93 |
38.51 Sep 2010 - Aug 2011 |
-15.01 Jul 2021 - Jun 2022 |
16.79% |
2 Years |
10.19 |
27.40 Jan 2019 - Dec 2020 |
-3.89 Jul 2020 - Jun 2022 |
3.20% |
3 Years |
9.45 |
20.61 Jan 2019 - Dec 2021 |
0.98 Oct 2012 - Sep 2015 |
0.00% |
5 Years |
8.57 |
14.47 Mar 2010 - Feb 2015 |
4.37 Feb 2012 - Jan 2017 |
0.00% |
7 Years |
8.47 |
12.16 Sep 2013 - Aug 2020 |
4.66 Nov 2011 - Oct 2018 |
0.00% |
10 Years |
9.74 |
12.35 Aug 2010 - Jul 2020 |
6.37 Jul 2012 - Jun 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Simplified Permanent Portfolio 2x Leveraged: Rolling Returns page.
Seasonality
Simplified Permanent Portfolio 2x Leveraged: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
2.42 75% |
0.71 50% |
0.09 38% |
1.71 69% |
-0.15 54% |
0.26 46% |
2.52 83% |
2.24 75% |
-1.36 33% |
0.95 67% |
-0.15 50% |
0.55 50% |
Best Year |
9.0 2012 |
7.3 2016 |
2.8 2013 |
7.6 2011 |
4.0 2021 |
8.6 2019 |
8.4 2020 |
8.7 2011 |
6.3 2010 |
5.2 2011 |
2.6 2014 |
5.1 2020 |
Worst Year |
-5.5 2022 |
-4.4 2018 |
-2.3 2020 |
-9.3 2022 |
-4.0 2013 |
-7.2 2013 |
-2.9 2014 |
-3.0 2016 |
-7.5 2011 |
-4.0 2016 |
-7.2 2016 |
-3.9 2011 |
Monthly/Yearly Returns
Simplified Permanent Portfolio 2x Leveraged monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-21.26 | -24.33 | -5.5 | 1.2 | -2.0 | -9.3 | -1.8 | -5.7 | ||||||
2021 |
+8.10 | +0.94 | -3.5 | -4.1 | -0.4 | 5.7 | 4.0 | -1.2 | 4.5 | 1.1 | -6.0 | 5.0 | 0.0 | 3.5 |
2020 |
+24.56 | +22.99 | 5.3 | -1.1 | -2.3 | 7.3 | 3.0 | 2.1 | 8.4 | 0.9 | -4.0 | -3.0 | 1.4 | 5.1 |
2019 |
+30.31 | +27.43 | 5.7 | 0.8 | 2.5 | 1.2 | -0.5 | 8.6 | 0.6 | 6.2 | -2.1 | 2.3 | -0.5 | 2.6 |
2018 |
-6.20 | -7.96 | 2.1 | -4.4 | 0.0 | -2.0 | 1.2 | -1.5 | 0.1 | 1.6 | -1.3 | -4.0 | 2.2 | -0.1 |
2017 |
+18.32 | +15.85 | 3.6 | 4.1 | -0.1 | 2.3 | 1.2 | -1.5 | 2.4 | 3.5 | -2.3 | 0.7 | 1.4 | 1.9 |
2016 |
+8.57 | +6.39 | 3.5 | 7.3 | 2.1 | 2.6 | -3.2 | 8.1 | 3.0 | -3.0 | 0.3 | -4.0 | -7.2 | -0.1 |
2015 |
-4.99 | -5.60 | 7.1 | -3.1 | -1.3 | -0.3 | 0.4 | -3.5 | -0.7 | -1.7 | -0.6 | 4.1 | -3.3 | -1.7 |
2014 |
+13.48 | +12.75 | 2.8 | 5.6 | -1.9 | 1.3 | 1.1 | 3.9 | -2.9 | 4.0 | -4.8 | 1.2 | 2.6 | 0.3 |
2013 |
-1.57 | -3.04 | 0.9 | -0.8 | 2.8 | -0.9 | -4.0 | -7.2 | 5.2 | -1.9 | 2.2 | 3.8 | -0.2 | -0.8 |
2012 |
+13.11 | +11.15 | 9.0 | -0.7 | -0.5 | 1.6 | -3.7 | 2.2 | 2.3 | 3.3 | 3.4 | -3.3 | 0.8 | -1.6 |
2011 |
+17.58 | +14.09 | -2.0 | 3.7 | 0.7 | 7.6 | 0.7 | -2.6 | 6.1 | 8.7 | -7.5 | 5.2 | 1.0 | -3.9 |
2010 |
- | - | 1.7 | 5.2 | -0.3 | 1.6 | 1.2 | 4.3 | 6.3 | 3.4 | -0.1 | 1.5 |
Portfolio efficiency
Is the Simplified Permanent Portfolio 2x Leveraged actually efficient, compared to other Lazy Portfolios?
Similar portfolios
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns (click on ), you can get an idea of the risk you are facing implementing one of them.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
All Weather Portfolio with Bitcoin Ray Dalio |
+0.91 | +9.98 | -15.32 | 30 | 55 | 15 | ||
Permanent Portfolio with Bitcoin Harry Browne |
+0.35 | +9.91 | -12.29 | 25 | 50 | 25 | ||
Simplified Permanent Portfolio 2x Leveraged |
+0.81 | +6.91 | -21.26 | 25 | 50 | 25 | ||
All Weather Portfolio 2x Leveraged Ray Dalio |
+1.68 | +6.83 | -26.81 | 37.5 | 55 | 7.5 | ||
All Weather Portfolio Ray Dalio |
+0.76 | +5.36 | -13.67 | 30 | 55 | 15 | ||
Permanent Portfolio Harry Browne |
+0.22 | +5.19 | -11.14 | 25 | 50 | 25 | ||
Simplified Permanent Portfolio |
+0.43 | +5.13 | -10.97 | 25 | 50 | 25 |
Last update: Jul 05 2022, 03:00PM Eastern Time.
Best Classic Portfolios, with Medium Risk
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato Scott Burns |
+1.08 | +7.28 | -15.18 | 50 | 50 | 0 | ||
Stocks/Bonds 40/60 |
+0.96 | +6.06 | -14.74 | 40 | 60 | 0 | ||
Robo Advisor 50 Betterment |
+0.01 | +5.43 | -14.95 | 49.9 | 50.1 | 0 | ||
Edge Select Moderately Conservative Merrill Lynch |
+0.59 | +5.16 | -13.99 | 37 | 63 | 0 | ||
Lifepath Fund iShares |
+0.54 | +5.13 | -14.06 | 40.4 | 59.6 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.