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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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