Simplified Permanent 2x Leveraged vs US Stocks Equal Weight Portfolio Comparison

Last Update: 29 February 2024

The Simplified Permanent 2x Leveraged Portfolio obtained a 5.86% compound annual return, with a 14.16% standard deviation, in the last 10 Years.

The US Stocks Equal Weight Portfolio obtained a 10.23% compound annual return, with a 16.49% standard deviation, in the last 10 Years.

Summary

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Simplified Permanent 2x Leveraged Portfolio US Stocks Equal Weight Portfolio
Portfolio Risk Medium Very High
Asset Allocation Stocks 25% 100%
Fixed Income 50% 0%
Commodities 25% 0%
10 Years Stats Return +5.86% +10.23%
Std Dev 14.16% 16.49%
Max Drawdown -31.96% -26.65%
All time Stats
(Since Mar 2010)
Return +8.67% +12.41%
Std Dev 13.78% 16.27%
Max Drawdown -31.96% -26.65%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from March 2010

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1M 6M 1Y 5Y 10Y MAX
Simplified Permanent 2x Leveraged Portfolio -0.53 +6.53 +14.06 +6.78 +5.86 +8.67
US Stocks Equal Weight Portfolio +4.05 +9.48 +13.01 +11.35 +10.23 +12.41
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Simplified Permanent 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 1.77$, with a total return of 76.74% (5.86% annualized).

US Stocks Equal Weight Portfolio: an investment of 1$, since March 2014, now would be worth 2.65$, with a total return of 164.82% (10.23% annualized).

Simplified Permanent 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 3.20$, with a total return of 220.13% (8.67% annualized).

US Stocks Equal Weight Portfolio: an investment of 1$, since March 2010, now would be worth 5.14$, with a total return of 414.42% (12.41% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Simplified Permanent 2x Leveraged Portfolio
US Stocks Equal Weight Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.96% Jan 2022 Sep 2022 (9) In progress (26) 20.48
-26.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.97
-20.69% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.62
-13.90% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.16
-13.44% Aug 2016 Dec 2016 (5) Aug 2017 (13) 7.00
-11.33% Feb 2015 Dec 2015 (11) Mar 2016 (14) 7.02
-10.58% Jun 2015 Jan 2016 (8) May 2016 (12) 5.57
-9.99% Feb 2018 Oct 2018 (9) Mar 2019 (14) 5.75
-8.58% Sep 2020 Mar 2021 (7) May 2021 (9) 5.14
-6.93% May 2019 May 2019 (1) Jun 2019 (2) 4.00
-5.95% Sep 2021 Sep 2021 (1) Dec 2021 (4) 2.78
-5.28% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.60
-4.81% Sep 2014 Sep 2014 (1) Jan 2015 (5) 2.54
-3.79% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.19
-3.39% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.78
-3.27% Aug 2019 Aug 2019 (1) Oct 2019 (3) 1.63
-3.21% May 2016 May 2016 (1) Jun 2016 (2) 1.85
-2.92% Jan 2015 Jan 2015 (1) Feb 2015 (2) 1.69
-2.87% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.66
-2.64% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.53

Drawdown comparison chart since March 2010.

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Simplified Permanent 2x Leveraged Portfolio
US Stocks Equal Weight Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.96% Jan 2022 Sep 2022 (9) In progress (26) 20.48
-26.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.97
-20.69% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.62
-19.88% May 2011 Sep 2011 (5) Mar 2012 (11) 8.65
-13.90% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.16
-13.44% Aug 2016 Dec 2016 (5) Aug 2017 (13) 7.00
-13.21% May 2010 Jun 2010 (2) Oct 2010 (6) 7.63
-12.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 5.68
-11.33% Feb 2015 Dec 2015 (11) Mar 2016 (14) 7.02
-10.58% Jun 2015 Jan 2016 (8) May 2016 (12) 5.57
-9.99% Feb 2018 Oct 2018 (9) Mar 2019 (14) 5.75
-8.58% Sep 2020 Mar 2021 (7) May 2021 (9) 5.14
-7.69% Apr 2012 May 2012 (2) Sep 2012 (6) 3.67
-7.47% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.98
-6.93% May 2019 May 2019 (1) Jun 2019 (2) 4.00
-5.95% Sep 2021 Sep 2021 (1) Dec 2021 (4) 2.78
-5.28% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.60
-4.81% Sep 2014 Sep 2014 (1) Jan 2015 (5) 2.54
-3.79% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.19
-3.69% May 2012 May 2012 (1) Jul 2012 (3) 1.99

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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Year Return Drawdown Return Drawdown
2024
-0.59%
-0.59%
+3.16%
-0.85%
2023
+15.62%
-11.16%
+13.70%
-11.92%
2022
-26.74%
-31.96%
-11.62%
-20.69%
2021
+8.10%
-7.85%
+29.41%
-3.79%
2020
+24.56%
-6.86%
+12.71%
-26.65%
2019
+30.31%
-2.13%
+28.91%
-6.93%
2018
-6.20%
-9.99%
-7.82%
-13.90%
2017
+18.32%
-2.33%
+18.51%
-1.00%
2016
+8.57%
-13.44%
+14.50%
-5.56%
2015
-4.99%
-11.33%
-2.66%
-9.53%
2014
+13.48%
-4.81%
+14.06%
-2.96%
2013
-1.57%
-11.75%
+35.54%
-2.92%
2012
+13.11%
-4.01%
+17.16%
-7.69%
2011
+17.58%
-7.47%
-0.67%
-19.88%