Simplified Permanent 2x Leveraged vs Gretchen Tai 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 Gretchen Tai Portfolio obtained a 5.77% compound annual return, with a 11.42% standard deviation, in the last 10 Years.

Summary

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Simplified Permanent 2x Leveraged Portfolio Gretchen Tai Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 25% 70%
Fixed Income 50% 30%
Commodities 25% 0%
10 Years Stats Return +5.86% +5.77%
Std Dev 14.16% 11.42%
Max Drawdown -31.96% -23.59%
All time Stats
(Since Mar 2010)
Return +8.67% +7.16%
Std Dev 13.78% 11.48%
Max Drawdown -31.96% -23.59%
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
Gretchen Tai Portfolio +2.33 +7.44 +13.06 +6.27 +5.77 +7.16
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).

Gretchen Tai Portfolio: an investment of 1$, since March 2014, now would be worth 1.75$, with a total return of 75.29% (5.77% 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).

Gretchen Tai Portfolio: an investment of 1$, since March 2010, now would be worth 2.63$, with a total return of 163.15% (7.16% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Simplified Permanent 2x Leveraged Portfolio
Gretchen Tai 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
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-13.44% Aug 2016 Dec 2016 (5) Aug 2017 (13) 7.00
-11.33% Feb 2015 Dec 2015 (11) Mar 2016 (14) 7.02
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-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
-3.77% May 2019 May 2019 (1) Jun 2019 (2) 2.18
-3.39% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.78
-3.37% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.92
-3.36% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.78
-3.21% May 2016 May 2016 (1) Jun 2016 (2) 1.85
-3.19% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.84
-2.87% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.66
-2.33% Sep 2017 Sep 2017 (1) Dec 2017 (4) 1.29
-2.32% Oct 2016 Nov 2016 (2) Jan 2017 (4) 1.45

Drawdown comparison chart since March 2010.

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Simplified Permanent 2x Leveraged Portfolio
Gretchen Tai 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
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-13.44% Aug 2016 Dec 2016 (5) Aug 2017 (13) 7.00
-12.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 5.68
-11.33% Feb 2015 Dec 2015 (11) Mar 2016 (14) 7.02
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-9.99% Feb 2018 Oct 2018 (9) Mar 2019 (14) 5.75
-8.58% Sep 2020 Mar 2021 (7) May 2021 (9) 5.14
-8.50% May 2010 Jun 2010 (2) Sep 2010 (5) 4.84
-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
-4.17% May 2013 Jun 2013 (2) Sep 2013 (5) 2.21
-3.77% May 2019 May 2019 (1) Jun 2019 (2) 2.18
-3.69% May 2012 May 2012 (1) Jul 2012 (3) 1.99
-3.39% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.78
-3.37% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.92

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%
+1.47%
-0.85%
2023
+15.62%
-11.16%
+15.12%
-9.19%
2022
-26.74%
-31.96%
-17.30%
-23.59%
2021
+8.10%
-7.85%
+12.15%
-3.19%
2020
+24.56%
-6.86%
+12.24%
-16.24%
2019
+30.31%
-2.13%
+20.82%
-3.77%
2018
-6.20%
-9.99%
-7.59%
-10.37%
2017
+18.32%
-2.33%
+18.32%
0.00%
2016
+8.57%
-13.44%
+7.93%
-3.80%
2015
-4.99%
-11.33%
-2.21%
-8.93%
2014
+13.48%
-4.81%
+4.44%
-3.36%
2013
-1.57%
-11.75%
+14.58%
-4.17%
2012
+13.11%
-4.01%
+14.85%
-6.38%
2011
+17.58%
-7.47%
-1.45%
-14.25%