Last Update: 31 March 2024
The Simplified Permanent 2x Leveraged Portfolio obtained a 6.75% compound annual return, with a 14.27% standard deviation, in the last 10 Years.
The Roger Gibson Five Asset Portfolio obtained a 5.49% compound annual return, with a 11.05% standard deviation, in the last 10 Years.
Summary
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| Simplified Permanent 2x Leveraged Portfolio | Roger Gibson Five Asset Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Very High | |
| Asset Allocation | Stocks | 25% | 60% |
| Fixed Income | 50% | 20% | |
| Commodities | 25% | 20% | |
| 10 Years Stats | Return | +6.75% | +5.49% |
| Std Dev | 14.27% | 11.05% | |
| Max Drawdown | -31.96% | -19.30% | |
| All time Stats (Since Mar 2010) |
Return | +9.11% | +6.74% |
| Std Dev | 13.82% | 11.28% | |
| Max Drawdown | -31.96% | -19.30% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from March 2010
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Simplified Permanent 2x Leveraged Portfolio | +6.65 | +24.07 | +11.80 | +7.63 | +6.75 | +9.11 |
| Roger Gibson Five Asset Portfolio | +2.56 | +11.33 | +10.96 | +7.37 | +5.49 | +6.74 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Simplified Permanent 2x Leveraged Portfolio: an investment of 1$, since April 2014,
now would be worth 1.92$, with a total return of 92.19%
(6.75% annualized).
Roger Gibson Five Asset Portfolio: an investment of 1$, since April 2014, now would be worth 1.71$, with a total return of 70.66% (5.49% annualized).
Roger Gibson Five Asset Portfolio: an investment of 1$, since April 2014, now would be worth 1.71$, with a total return of 70.66% (5.49% annualized).
Simplified Permanent 2x Leveraged Portfolio: an investment of 1$, since March 2010,
now would be worth 3.41$, with a total return of 241.41%
(9.11% annualized).
Roger Gibson Five Asset Portfolio: an investment of 1$, since March 2010, now would be worth 2.51$, with a total return of 150.73% (6.74% annualized).
Roger Gibson Five Asset Portfolio: an investment of 1$, since March 2010, now would be worth 2.51$, with a total return of 150.73% (6.74% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Simplified Permanent 2x Leveraged Portfolio
|
Roger Gibson Five Asset 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 (27) | 20.21 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -13.44% | Aug 2016 | Dec 2016 (5) | Aug 2017 (13) | 7.00 | |||||
| -13.03% | Sep 2014 | Feb 2016 (18) | Jan 2017 (29) | 5.79 | |||||
| -11.33% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 7.02 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -9.99% | Feb 2018 | Oct 2018 (9) | Mar 2019 (14) | 5.75 | |||||
| -8.58% | Sep 2020 | Mar 2021 (7) | May 2021 (9) | 5.14 | |||||
| -5.95% | Sep 2021 | Sep 2021 (1) | Dec 2021 (4) | 2.78 | |||||
| -4.81% | Sep 2014 | Sep 2014 (1) | Jan 2015 (5) | 2.54 | |||||
| -4.04% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 2.19 | |||||
| -3.55% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 2.05 | |||||
| -3.39% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.78 | |||||
| -3.32% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.92 | |||||
| -3.21% | May 2016 | May 2016 (1) | Jun 2016 (2) | 1.85 | |||||
| -2.87% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.66 | |||||
| -2.71% | Jan 2022 | Feb 2022 (2) | Mar 2022 (3) | 1.73 | |||||
| -2.33% | Sep 2017 | Sep 2017 (1) | Dec 2017 (4) | 1.29 | |||||
| -2.13% | Sep 2019 | Sep 2019 (1) | Oct 2019 (2) | 1.23 | |||||
Drawdown comparison chart since March 2010.
Swipe left to see all data
|
Simplified Permanent 2x Leveraged Portfolio
|
Roger Gibson Five Asset 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 (27) | 20.21 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -15.14% | May 2011 | Sep 2011 (5) | Aug 2012 (16) | 5.99 | |||||
| -13.44% | Aug 2016 | Dec 2016 (5) | Aug 2017 (13) | 7.00 | |||||
| -13.03% | Sep 2014 | Feb 2016 (18) | Jan 2017 (29) | 5.79 | |||||
| -12.86% | Oct 2012 | Jun 2013 (9) | Feb 2014 (17) | 5.68 | |||||
| -11.33% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 7.02 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -9.99% | Feb 2018 | Oct 2018 (9) | Mar 2019 (14) | 5.75 | |||||
| -9.10% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 5.16 | |||||
| -8.58% | Sep 2020 | Mar 2021 (7) | May 2021 (9) | 5.14 | |||||
| -7.47% | Sep 2011 | Sep 2011 (1) | Jan 2012 (5) | 3.98 | |||||
| -5.95% | Sep 2021 | Sep 2021 (1) | Dec 2021 (4) | 2.78 | |||||
| -4.81% | Sep 2014 | Sep 2014 (1) | Jan 2015 (5) | 2.54 | |||||
| -4.34% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 2.36 | |||||
| -4.04% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 2.19 | |||||
| -3.69% | May 2012 | May 2012 (1) | Jul 2012 (3) | 1.99 | |||||
| -3.55% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 2.05 | |||||
| -3.39% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.78 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+6.02%
|
-0.59% |
+3.20%
|
-0.91% |
| 2023 |
+15.62%
|
-11.16% |
+10.78%
|
-7.73% |
| 2022 |
-26.74%
|
-31.96% |
-11.00%
|
-16.29% |
| 2021 |
+8.10%
|
-7.85% |
+22.77%
|
-3.55% |
| 2020 |
+24.56%
|
-6.86% |
+5.29%
|
-19.30% |
| 2019 |
+30.31%
|
-2.13% |
+20.35%
|
-3.32% |
| 2018 |
-6.20%
|
-9.99% |
-7.26%
|
-10.00% |
| 2017 |
+18.32%
|
-2.33% |
+12.32%
|
-0.50% |
| 2016 |
+8.57%
|
-13.44% |
+9.61%
|
-3.95% |
| 2015 |
-4.99%
|
-11.33% |
-5.77%
|
-8.86% |
| 2014 |
+13.48%
|
-4.81% |
+3.39%
|
-4.13% |
| 2013 |
-1.57%
|
-11.75% |
+8.12%
|
-4.34% |
| 2012 |
+13.11%
|
-4.01% |
+12.31%
|
-6.55% |
| 2011 |
+17.58%
|
-7.47% |
+0.22%
|
-15.14% |
