Simplified Permanent Portfolio 2x Leveraged: Rolling Returns

Data Source: from March 2010 to June 2024 (~14 years)
Consolidated Returns as of 30 June 2024

Holding the Simplified Permanent Portfolio 2x Leveraged, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~14 years), the longest period with a negative return lasted 50 months (from September 2019 to October 2023).

This means that every rolling period of 51 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Simplified Permanent Portfolio 2x Leveraged: ETF allocation and returns page.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SIMPLIFIED PERMANENT PORTFOLIO 2X LEVERAGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 2014 - 30 June 2024 (10 Years)
Data Source: 1 March 2010 - 30 June 2024 (~14 years)
Inflation Adjusted:

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Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.94% +38.51%
Sep 2010 - Aug 2011
-29.22%
Nov 2021 - Oct 2022
21.74%
35 out of 161
US Inflation Adjusted +5.02% +33.78%
Aug 2019 - Jul 2020
-34.31%
Nov 2021 - Oct 2022
27.95%
45 out of 161
1 Year Annualized Rolling Returns
Timeframes ending in every month

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1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.40% +27.40%
Jan 2019 - Dec 2020
-13.44%
Nov 2021 - Oct 2023
16.78%
25 out of 149
US Inflation Adjusted +5.04% +25.14%
Jan 2019 - Dec 2020
-18.34%
Oct 2020 - Sep 2022
21.48%
32 out of 149
2 Years Annualized Rolling Returns
Timeframes ending in every month

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2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.61% +20.61%
Jan 2019 - Dec 2021
-6.84%
Oct 2020 - Sep 2023
12.41%
17 out of 137
US Inflation Adjusted +5.10% +17.06%
Apr 2010 - Mar 2013
-11.89%
Oct 2020 - Sep 2023
16.79%
23 out of 137
3 Years Annualized Rolling Returns
Timeframes ending in every month

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3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.92% +16.01%
Mar 2010 - Feb 2014
-0.11%
Nov 2019 - Oct 2023
0.80%
1 out of 125
US Inflation Adjusted +5.66% +13.69%
Mar 2010 - Feb 2014
-4.48%
Nov 2019 - Oct 2023
10.40%
13 out of 125
4 Years Annualized Rolling Returns
Timeframes ending in every month

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4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.44% +14.47%
Mar 2010 - Feb 2015
+3.07%
Nov 2017 - Oct 2022
0.00%
0 out of 113
US Inflation Adjusted +5.12% +12.66%
Mar 2010 - Feb 2015
-0.75%
Nov 2017 - Oct 2022
1.77%
2 out of 113
5 Years Annualized Rolling Returns
Timeframes ending in every month

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5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.51% +13.29%
Jan 2016 - Dec 2021
+2.79%
Oct 2016 - Sep 2022
0.00%
0 out of 101
US Inflation Adjusted +5.85% +10.93%
Aug 2010 - Jul 2016
-0.68%
Oct 2016 - Sep 2022
2.97%
3 out of 101
6 Years Annualized Rolling Returns
Timeframes ending in every month

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6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.40% +12.16%
Sep 2013 - Aug 2020
+3.29%
Oct 2016 - Sep 2023
0.00%
0 out of 89
US Inflation Adjusted +5.29% +10.48%
Sep 2013 - Aug 2020
-0.22%
Oct 2016 - Sep 2023
1.12%
1 out of 89
7 Years Annualized Rolling Returns
Timeframes ending in every month

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7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.72% +11.23%
Sep 2013 - Aug 2021
+4.42%
Nov 2014 - Oct 2022
0.00%
0 out of 77
US Inflation Adjusted +5.89% +9.09%
Sep 2013 - Aug 2021
+1.36%
Mar 2015 - Feb 2023
0.00%
0 out of 77
8 Years Annualized Rolling Returns
Timeframes ending in every month

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8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.53% +10.29%
Sep 2010 - Aug 2019
+4.58%
Nov 2014 - Oct 2023
0.00%
0 out of 65
US Inflation Adjusted +6.45% +8.61%
Aug 2011 - Jul 2020
+1.62%
Nov 2014 - Oct 2023
0.00%
0 out of 65
9 Years Annualized Rolling Returns
Timeframes ending in every month

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9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.23% +12.35%
Aug 2010 - Jul 2020
+3.90%
Oct 2012 - Sep 2022
0.00%
0 out of 53
US Inflation Adjusted +4.66% +10.43%
Aug 2010 - Jul 2020
+1.34%
Oct 2012 - Sep 2022
0.00%
0 out of 53
10 Years Annualized Rolling Returns
Timeframes ending in every month

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10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.30% +11.64%
Aug 2010 - Jul 2021
+4.12%
Oct 2012 - Sep 2023
0.00%
0 out of 41
US Inflation Adjusted +3.48% +9.47%
Jun 2010 - May 2021
+1.45%
Oct 2012 - Sep 2023
0.00%
0 out of 41
11 Years Annualized Rolling Returns
Timeframes ending in every month

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11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.66% +11.36%
Mar 2010 - Feb 2022
+4.94%
Nov 2011 - Oct 2023
0.00%
0 out of 29
US Inflation Adjusted +3.93% +8.88%
Mar 2010 - Feb 2022
+2.31%
Nov 2011 - Oct 2023
0.00%
0 out of 29
12 Years Annualized Rolling Returns
Timeframes ending in every month

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12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.55% +8.83%
Apr 2010 - Mar 2023
+6.22%
Nov 2010 - Oct 2023
0.00%
0 out of 17
US Inflation Adjusted +4.81% +6.12%
Apr 2010 - Mar 2023
+3.48%
Nov 2010 - Oct 2023
0.00%
0 out of 17
13 Years Annualized Rolling Returns
Timeframes ending in every month

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13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.69% +9.04%
Apr 2010 - Mar 2024
+8.33%
May 2010 - Apr 2024
0.00%
0 out of 5
US Inflation Adjusted +5.92% +6.25%
Apr 2010 - Mar 2024
+5.54%
May 2010 - Apr 2024
0.00%
0 out of 5
14 Years Annualized Rolling Returns
Timeframes ending in every month

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14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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To obtain comprehensive information, please consult the Simplified Permanent Portfolio 2x Leveraged: ETF allocation and returns page.