Stocks/Bonds 40/60 Momentum vs Stocks/Bonds 40/60 2x Leveraged Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 6.03% compound annual return, with a 7.88% standard deviation, in the last 10 Years.

The Stocks/Bonds 40/60 2x Leveraged Portfolio obtained a 8.05% compound annual return, with a 14.62% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 40/60 Momentum Portfolio Stocks/Bonds 40/60 2x Leveraged Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
10 Years Stats Return +6.03% +8.05%
Std Dev 7.88% 14.62%
Max Drawdown -21.11% -36.46%
All time Stats
(Since Mar 2010)
Return +7.19% +11.28%
Std Dev 7.24% 13.29%
Max Drawdown -21.11% -36.46%
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
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +7.19
Stocks/Bonds 40/60 2x Leveraged Portfolio +0.34 +8.64 +18.45 +6.98 +8.05 +11.28
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.80$, with a total return of 79.56% (6.03% annualized).

Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 2.17$, with a total return of 116.87% (8.05% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 2.64$, with a total return of 164.36% (7.19% annualized).

Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.46$, with a total return of 346.42% (11.28% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Stocks/Bonds 40/60 Momentum Portfolio
Stocks/Bonds 40/60 2x Leveraged Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.46% Jan 2022 Sep 2022 (9) In progress (26) 25.81
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-9.59% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.96
-7.29% Feb 2020 Mar 2020 (2) May 2020 (4) 3.46
-7.11% Feb 2018 Apr 2018 (3) Aug 2018 (7) 4.21
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.54% Aug 2016 Nov 2016 (4) Feb 2017 (7) 3.58
-6.16% Sep 2021 Sep 2021 (1) Nov 2021 (3) 3.08
-6.13% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.32
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.62% Mar 2015 Sep 2015 (7) Mar 2016 (13) 2.68
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.61% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.91
-2.97% Jan 2021 Feb 2021 (2) Apr 2021 (4) 1.88
-2.95% Aug 2015 Sep 2015 (2) Mar 2016 (8) 1.42
-2.86% May 2019 May 2019 (1) Jun 2019 (2) 1.65
-2.55% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.34
-2.54% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.47
-2.38% Feb 2021 Mar 2021 (2) Apr 2021 (3) 1.32
-2.07% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.20

Drawdown comparison chart since March 2010.

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Stocks/Bonds 40/60 Momentum Portfolio
Stocks/Bonds 40/60 2x Leveraged Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.46% Jan 2022 Sep 2022 (9) In progress (26) 25.81
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-9.59% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.96
-7.29% Feb 2020 Mar 2020 (2) May 2020 (4) 3.46
-7.11% Feb 2018 Apr 2018 (3) Aug 2018 (7) 4.21
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.54% Aug 2016 Nov 2016 (4) Feb 2017 (7) 3.58
-6.16% Sep 2021 Sep 2021 (1) Nov 2021 (3) 3.08
-6.13% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.32
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.62% Mar 2015 Sep 2015 (7) Mar 2016 (13) 2.68
-5.58% May 2013 Aug 2013 (4) Oct 2013 (6) 3.04
-4.27% May 2010 Jun 2010 (2) Jul 2010 (3) 2.87
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.62% Jun 2011 Sep 2011 (4) Oct 2011 (5) 1.65
-3.61% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.91
-3.54% May 2010 Jun 2010 (2) Sep 2010 (5) 1.85
-2.97% Jan 2021 Feb 2021 (2) Apr 2021 (4) 1.88
-2.95% Aug 2015 Sep 2015 (2) Mar 2016 (8) 1.42
-2.86% May 2019 May 2019 (1) Jun 2019 (2) 1.65

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
+5.54%
0.00%
+1.60%
0.00%
2023
+6.91%
-5.18%
+18.74%
-14.99%
2022
-15.17%
-19.48%
-33.70%
-36.46%
2021
+4.23%
-2.38%
+19.46%
-6.16%
2020
+16.57%
-7.10%
+19.91%
-7.29%
2019
+16.20%
-0.81%
+33.39%
-2.86%
2018
-0.73%
-5.89%
-6.50%
-9.59%
2017
+17.14%
0.00%
+19.66%
-0.19%
2016
+3.51%
-3.61%
+8.94%
-6.54%
2015
+3.91%
-2.95%
+0.67%
-5.62%
2014
+9.34%
-1.49%
+20.80%
-2.54%
2013
+12.57%
-1.74%
+20.66%
-5.58%
2012
+7.87%
-2.05%
+16.43%
-2.46%
2011
+7.13%
-3.62%
+17.29%
-1.97%