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

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 US Stocks Momentum Portfolio obtained a 13.40% compound annual return, with a 15.66% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 60/40 2x Leveraged Portfolio US Stocks Momentum Portfolio
Portfolio Risk High Very High
Asset Allocation Stocks 60% 100%
Fixed Income 40% 0%
Commodities 0% 0%
10 Years Stats Return +12.46% +13.40%
Std Dev 18.97% 15.66%
Max Drawdown -39.53% -30.16%
All time Stats
(Since Mar 2010)
Return +15.49% +14.65%
Std Dev 17.71% 15.16%
Max Drawdown -39.53% -30.16%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from March 2010

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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 +15.49
US Stocks Momentum Portfolio +2.91 +34.54 +36.11 +12.19 +13.40 +14.65
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).

US Stocks Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 3.52$, with a total return of 251.71% (13.40% annualized).

Stocks/Bonds 60/40 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 7.60$, with a total return of 659.79% (15.49% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 6.86$, with a total return of 585.73% (14.65% annualized).

Drawdowns

Drawdown comparison chart since April 2014.

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Stocks/Bonds 60/40 2x Leveraged Portfolio
US Stocks Momentum 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
-30.16% Nov 2021 Sep 2022 (11) Mar 2024 (29) 20.09
-18.11% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.39
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-15.62% Sep 2018 Dec 2018 (4) Apr 2019 (8) 7.17
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-9.46% Jun 2015 Sep 2015 (4) Mar 2016 (10) 5.05
-9.19% Feb 2018 Apr 2018 (3) Aug 2018 (7) 5.67
-8.27% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.65
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-7.42% Sep 2021 Sep 2021 (1) Oct 2021 (2) 4.28
-6.52% May 2019 May 2019 (1) Jun 2019 (2) 3.77
-4.85% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.60
-4.20% Aug 2016 Oct 2016 (3) Jan 2017 (6) 2.11
-3.50% Aug 2016 Nov 2016 (4) Jan 2017 (6) 2.07
-3.47% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.00
-2.67% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.54
-2.27% Jan 2021 Jan 2021 (1) Mar 2021 (3) 1.24
-2.07% Mar 2015 Apr 2015 (2) May 2015 (3) 1.16

Drawdown comparison chart since March 2010.

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Stocks/Bonds 60/40 2x Leveraged Portfolio
US Stocks Momentum 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
-30.16% Nov 2021 Sep 2022 (11) Mar 2024 (29) 20.09
-18.11% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.39
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-15.62% Sep 2018 Dec 2018 (4) Apr 2019 (8) 7.17
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-14.50% May 2011 Sep 2011 (5) Jan 2012 (9) 6.11
-12.13% May 2010 Jun 2010 (2) Oct 2010 (6) 7.00
-11.64% May 2010 Jun 2010 (2) Sep 2010 (5) 6.52
-11.21% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.75
-9.46% Jun 2015 Sep 2015 (4) Mar 2016 (10) 5.05
-9.19% Feb 2018 Apr 2018 (3) Aug 2018 (7) 5.67
-8.27% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.65
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-7.42% Sep 2021 Sep 2021 (1) Oct 2021 (2) 4.28
-6.80% Apr 2012 May 2012 (2) Aug 2012 (5) 3.17
-6.52% May 2019 May 2019 (1) Jun 2019 (2) 3.77
-5.28% May 2012 May 2012 (1) Jul 2012 (3) 2.75
-5.13% Aug 2013 Aug 2013 (1) Sep 2013 (2) 2.96

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
+9.95%
0.00%
+19.52%
0.00%
2023
+28.05%
-16.05%
+9.16%
-6.59%
2022
-35.46%
-39.53%
-18.26%
-26.94%
2021
+33.12%
-7.42%
+13.37%
-4.41%
2020
+20.45%
-18.11%
+29.85%
-17.90%
2019
+43.41%
-6.52%
+27.26%
-2.20%
2018
-9.21%
-15.62%
-1.66%
-15.44%
2017
+27.89%
0.00%
+37.50%
0.00%
2016
+13.14%
-4.20%
+5.00%
-5.03%
2015
+0.05%
-9.46%
+8.93%
-7.78%
2014
+22.38%
-2.67%
+14.61%
-4.38%
2013
+37.26%
-5.13%
+34.58%
-2.81%
2012
+21.30%
-5.28%
+14.94%
-6.80%
2011
+10.55%
-11.21%
+5.93%
-14.50%