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

Last Update: 29 February 2024

The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.74% compound annual return, with a 10.38% standard deviation, in the last 10 Years.

The Stocks/Bonds 60/40 2x Leveraged Portfolio obtained a 12.03% compound annual return, with a 18.94% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 60/40 ESG Portfolio Stocks/Bonds 60/40 2x Leveraged Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
10 Years Stats Return +6.74% +12.03%
Std Dev 10.38% 18.94%
Max Drawdown -22.44% -39.53%
All time Stats
(Since Mar 2010)
Return +8.32% +15.23%
Std Dev 10.34% 17.74%
Max Drawdown -22.44% -39.53%
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 60/40 ESG Portfolio +2.79 +10.14 +20.61 +9.30 +6.74 +8.32
Stocks/Bonds 60/40 2x Leveraged Portfolio +3.55 +13.82 +30.63 +11.97 +12.03 +15.23
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since March 2014, now would be worth 1.92$, with a total return of 92.06% (6.74% annualized).

Stocks/Bonds 60/40 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 3.11$, with a total return of 211.36% (12.03% annualized).

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since March 2010, now would be worth 3.06$, with a total return of 206.05% (8.32% annualized).

Stocks/Bonds 60/40 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 7.28$, with a total return of 627.50% (15.23% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Stocks/Bonds 60/40 ESG Portfolio
Stocks/Bonds 60/40 2x Leveraged 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 (26) 25.77
-22.44% Jan 2022 Sep 2022 (9) Feb 2024 (26) 13.00
-18.11% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.39
-15.62% Sep 2018 Dec 2018 (4) Apr 2019 (8) 7.17
-10.57% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.82
-10.20% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.48
-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
-8.11% Jun 2015 Jan 2016 (8) Jul 2016 (14) 3.96
-7.42% Sep 2021 Sep 2021 (1) Oct 2021 (2) 4.28
-6.52% May 2019 May 2019 (1) Jun 2019 (2) 3.77
-4.20% Aug 2016 Oct 2016 (3) Jan 2017 (6) 2.11
-3.85% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.27
-3.74% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.16
-3.32% May 2019 May 2019 (1) Jun 2019 (2) 1.92
-3.12% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.70
-2.67% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.54
-2.38% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.37
-2.27% Jan 2021 Jan 2021 (1) Mar 2021 (3) 1.24

Drawdown comparison chart since March 2010.

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Stocks/Bonds 60/40 ESG Portfolio
Stocks/Bonds 60/40 2x Leveraged 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 (26) 25.77
-22.44% Jan 2022 Sep 2022 (9) Feb 2024 (26) 13.00
-18.11% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.39
-15.62% Sep 2018 Dec 2018 (4) Apr 2019 (8) 7.17
-14.77% May 2011 Sep 2011 (5) Sep 2012 (17) 5.93
-11.64% May 2010 Jun 2010 (2) Sep 2010 (5) 6.52
-11.21% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.75
-10.57% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.82
-10.20% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.48
-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
-8.11% Jun 2015 Jan 2016 (8) Jul 2016 (14) 3.96
-7.42% Sep 2021 Sep 2021 (1) Oct 2021 (2) 4.28
-7.29% May 2010 Jun 2010 (2) Sep 2010 (5) 4.38
-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
-4.20% Aug 2016 Oct 2016 (3) Jan 2017 (6) 2.11
-3.85% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.27

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
+3.48%
0.00%
+5.28%
0.00%
2023
+20.65%
-7.66%
+28.05%
-16.05%
2022
-19.58%
-22.44%
-35.46%
-39.53%
2021
+14.84%
-3.74%
+33.12%
-7.42%
2020
+18.27%
-10.57%
+20.45%
-18.11%
2019
+23.31%
-3.32%
+43.41%
-6.52%
2018
-9.29%
-10.20%
-9.21%
-15.62%
2017
+9.32%
-0.42%
+27.89%
0.00%
2016
+8.09%
-3.49%
+13.14%
-4.20%
2015
+1.04%
-6.91%
+0.05%
-9.46%
2014
+7.55%
-3.12%
+22.38%
-2.67%
2013
+22.59%
-2.36%
+37.26%
-5.13%
2012
+13.87%
-5.06%
+21.30%
-5.28%
2011
-1.55%
-14.77%
+10.55%
-11.21%