Last Update: 31 December 2022
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 6.31% compound annual return, with a 7.36% standard deviation, in the last 10 Years.
The Stocks/Bonds 40/60 2x Leveraged Portfolio obtained a 8.52% compound annual return, with a 13.38% standard deviation, in the last 10 Years.
Summary
| Stocks/Bonds 40/60 Momentum Portfolio | Stocks/Bonds 40/60 2x Leveraged Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 40% |
| Fixed Income | 60% | 60% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +6.31% | +8.52% |
| Std Dev | 7.36% | 13.38% | |
| Max Drawdown | -21.11% | -36.46% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from March 2010
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Momentum Portfolio | -2.03 | +1.06 | -15.17 | +3.52 | +6.31 | +6.86 |
| Stocks/Bonds 40/60 2x Leveraged Portfolio | -6.66 | -8.29 | -33.70 | +3.44 | +8.52 | +10.73 |
Capital Growth as of Dec 31, 2022
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 2013, now would be worth 1843.62$, with a total return of 84.36% (6.31% annualized).
Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1000$, since January 2013, now would be worth 2265.70$, with a total return of 126.57% (8.52% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since March 2010, now would be worth 2342.99$, with a total return of 134.30% (6.86% annualized).
Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1000$, since March 2010, now would be worth 3700.43$, with a total return of 270.04% (10.73% annualized).
Drawdowns
Drawdown comparison chart since December 2012.
Stocks/Bonds 40/60 Momentum Portfolio |
Stocks/Bonds 40/60 2x Leveraged Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -36.46% | Jan 2022 | Sep 2022 | |||
| -21.11% | Nov 2021 | Sep 2022 | |||
| -9.59% | Sep 2018 | Dec 2018 | |||
| -7.29% | Feb 2020 | Mar 2020 | |||
| -7.11% | Feb 2018 | Apr 2018 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.54% | Aug 2016 | Nov 2016 | |||
| -6.16% | Sep 2021 | Sep 2021 | |||
| -6.13% | Sep 2020 | Oct 2020 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.62% | Mar 2015 | Sep 2015 | |||
| -5.58% | May 2013 | Aug 2013 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
| -3.61% | Aug 2016 | Nov 2016 | |||
| -2.97% | Jan 2021 | Feb 2021 | |||
| -2.95% | Aug 2015 | Sep 2015 | |||
| -2.86% | May 2019 | May 2019 | |||
| -2.55% | Feb 2018 | Apr 2018 | |||
| -2.54% | Sep 2014 | Sep 2014 | |||
| -2.38% | Feb 2021 | Mar 2021 | |||
Drawdown comparison chart since March 2010.
Stocks/Bonds 40/60 Momentum Portfolio |
Stocks/Bonds 40/60 2x Leveraged Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -36.46% | Jan 2022 | Sep 2022 | |||
| -21.11% | Nov 2021 | Sep 2022 | |||
| -9.59% | Sep 2018 | Dec 2018 | |||
| -7.29% | Feb 2020 | Mar 2020 | |||
| -7.11% | Feb 2018 | Apr 2018 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.54% | Aug 2016 | Nov 2016 | |||
| -6.16% | Sep 2021 | Sep 2021 | |||
| -6.13% | Sep 2020 | Oct 2020 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.62% | Mar 2015 | Sep 2015 | |||
| -5.58% | May 2013 | Aug 2013 | |||
| -4.27% | May 2010 | Jun 2010 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
| -3.62% | Jun 2011 | Sep 2011 | |||
| -3.61% | Aug 2016 | Nov 2016 | |||
| -3.54% | May 2010 | Jun 2010 | |||
| -2.97% | Jan 2021 | Feb 2021 | |||
| -2.95% | Aug 2015 | Sep 2015 | |||
| -2.86% | May 2019 | May 2019 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from March 2010.
| Year | Stocks/Bonds 40/60 Momentum Portfolio | Stocks/Bonds 40/60 2x Leveraged Portfolio |
|---|---|---|
| 2022 |
-15.17% | -33.70% |
| 2021 |
+4.23% | +19.46% |
| 2020 |
+16.57% | +19.91% |
| 2019 |
+16.20% | +33.39% |
| 2018 |
-0.73% | -6.50% |
| 2017 |
+17.14% | +19.66% |
| 2016 |
+3.51% | +8.94% |
| 2015 |
+3.91% | +0.67% |
| 2014 |
+9.34% | +20.80% |
| 2013 |
+12.57% | +20.66% |
| 2012 |
+7.87% | +16.43% |
| 2011 |
+7.13% | +17.29% |