Last Update: 31 March 2024
The Stocks/Bonds 60/40 2x Leveraged Portfolio obtained a 12.46% compound annual return, with a 18.97% standard deviation, in the last 10 Years.
The Robert Shiller Cape US Sector Value Portfolio obtained a 14.28% compound annual return, with a 15.76% standard deviation, in the last 10 Years.
Summary
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| Stocks/Bonds 60/40 2x Leveraged Portfolio | Robert Shiller Cape US Sector Value Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Very High | |
| Asset Allocation | Stocks | 60% | 100% |
| Fixed Income | 40% | 0% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +12.46% | +14.28% |
| Std Dev | 18.97% | 15.76% | |
| Max Drawdown | -39.53% | -21.00% | |
| All time Stats (Since Nov 2012) |
Return | +14.51% | +15.60% |
| Std Dev | 18.28% | 15.22% | |
| Max Drawdown | -39.53% | -21.00% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from November 2012
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 60/40 2x Leveraged Portfolio | +4.44 | +30.31 | +27.89 | +12.07 | +12.46 | +14.51 |
| Robert Shiller Cape US Sector Value Portfolio | +2.38 | +19.06 | +24.86 | +14.72 | +14.28 | +15.60 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 60/40 2x Leveraged Portfolio: an investment of 1$, since April 2014,
now would be worth 3.24$, with a total return of 223.69%
(12.46% annualized).
Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since April 2014, now would be worth 3.80$, with a total return of 279.99% (14.28% annualized).
Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since April 2014, now would be worth 3.80$, with a total return of 279.99% (14.28% annualized).
Stocks/Bonds 60/40 2x Leveraged Portfolio: an investment of 1$, since November 2012,
now would be worth 4.70$, with a total return of 369.54%
(14.51% annualized).
Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since November 2012, now would be worth 5.23$, with a total return of 423.12% (15.60% annualized).
Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since November 2012, now would be worth 5.23$, with a total return of 423.12% (15.60% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Stocks/Bonds 60/40 2x Leveraged Portfolio
|
Robert Shiller Cape US Sector Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -39.53% | Jan 2022 | Sep 2022 (9) | In progress (27) | 25.36 | |||||
| -21.00% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 10.24 | |||||
| -20.07% | Jan 2022 | Sep 2022 (9) | Jul 2023 (19) | 9.80 | |||||
| -18.11% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.39 | |||||
| -15.62% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 7.17 | |||||
| -15.27% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 7.29 | |||||
| -9.46% | Jun 2015 | Sep 2015 (4) | Mar 2016 (10) | 5.05 | |||||
| -9.19% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 5.67 | |||||
| -8.74% | Aug 2015 | Sep 2015 (2) | Oct 2015 (3) | 5.37 | |||||
| -8.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.42 | |||||
| -8.27% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 4.65 | |||||
| -7.42% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 4.28 | |||||
| -6.52% | May 2019 | May 2019 (1) | Jun 2019 (2) | 3.77 | |||||
| -5.96% | May 2019 | May 2019 (1) | Jun 2019 (2) | 3.44 | |||||
| -5.62% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.44 | |||||
| -5.00% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.89 | |||||
| -4.58% | Jan 2016 | Jan 2016 (1) | Mar 2016 (3) | 2.58 | |||||
| -4.20% | Aug 2016 | Oct 2016 (3) | Jan 2017 (6) | 2.11 | |||||
| -4.02% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.25 | |||||
| -3.14% | Oct 2016 | Oct 2016 (1) | Nov 2016 (2) | 1.81 | |||||
Drawdown comparison chart since November 2012.
Swipe left to see all data
|
Stocks/Bonds 60/40 2x Leveraged Portfolio
|
Robert Shiller Cape US Sector Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -39.53% | Jan 2022 | Sep 2022 (9) | In progress (27) | 25.36 | |||||
| -21.00% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 10.24 | |||||
| -20.07% | Jan 2022 | Sep 2022 (9) | Jul 2023 (19) | 9.80 | |||||
| -18.11% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.39 | |||||
| -15.62% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 7.17 | |||||
| -15.27% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 7.29 | |||||
| -9.46% | Jun 2015 | Sep 2015 (4) | Mar 2016 (10) | 5.05 | |||||
| -9.19% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 5.67 | |||||
| -8.74% | Aug 2015 | Sep 2015 (2) | Oct 2015 (3) | 5.37 | |||||
| -8.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.42 | |||||
| -8.27% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 4.65 | |||||
| -7.42% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 4.28 | |||||
| -6.52% | May 2019 | May 2019 (1) | Jun 2019 (2) | 3.77 | |||||
| -5.96% | May 2019 | May 2019 (1) | Jun 2019 (2) | 3.44 | |||||
| -5.62% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.44 | |||||
| -5.13% | Aug 2013 | Aug 2013 (1) | Sep 2013 (2) | 2.96 | |||||
| -5.00% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.89 | |||||
| -4.58% | Jan 2016 | Jan 2016 (1) | Mar 2016 (3) | 2.58 | |||||
| -4.20% | Aug 2016 | Oct 2016 (3) | Jan 2017 (6) | 2.11 | |||||
| -4.02% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.25 | |||||
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 |
+9.95%
|
0.00% |
+5.54%
|
-1.09% |
| 2023 |
+28.05%
|
-16.05% |
+27.65%
|
-8.27% |
| 2022 |
-35.46%
|
-39.53% |
-15.62%
|
-20.07% |
| 2021 |
+33.12%
|
-7.42% |
+27.80%
|
-5.00% |
| 2020 |
+20.45%
|
-18.11% |
+19.47%
|
-21.00% |
| 2019 |
+43.41%
|
-6.52% |
+32.61%
|
-5.96% |
| 2018 |
-9.21%
|
-15.62% |
-3.51%
|
-15.27% |
| 2017 |
+27.89%
|
0.00% |
+21.38%
|
-0.24% |
| 2016 |
+13.14%
|
-4.20% |
+18.06%
|
-4.58% |
| 2015 |
+0.05%
|
-9.46% |
+4.57%
|
-8.74% |
| 2014 |
+22.38%
|
-2.67% |
+15.77%
|
-3.84% |
| 2013 |
+37.26%
|
-5.13% |
+33.36%
|
-2.99% |
