Simplified Permanent Portfolio 2x Leveraged: Rolling Returns

Data Source: from March 2010 to January 2024 (~14 years)
Consolidated Returns as of 31 January 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 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 March 2010 - 31 January 2024 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -29.22 11/2021
10/2022
0.70$ -4.99 0.95$ 6.19 1.06$ 21.27 1.21$ 35.15 08/2019
07/2020
1.35$ 6.01 25.69%
2Y -13.44 11/2021
10/2023
0.74$ -5.44 0.89$ 6.98 1.14$ 16.73 1.36$ 27.40 01/2019
12/2020
1.62$ -5.34 23.71%
3Y -6.84 10/2020
09/2023
0.80$ -0.45 0.98$ 6.31 1.20$ 15.29 1.53$ 20.61 01/2019
12/2021
1.75$ -1.77 15.29%
4Y -0.11 11/2019
10/2023
0.99$ 3.88 1.16$ 8.39 1.38$ 12.70 1.61$ 15.85 01/2017
12/2020
1.80$ 2.00 1.37%
5Y 3.07 11/2017
10/2022
1.16$ 5.19 1.28$ 8.17 1.48$ 11.96 1.75$ 14.36 01/2016
12/2020
1.95$ 7.05 0.00%
6Y 2.79 10/2016
09/2022
1.17$ 4.92 1.33$ 8.77 1.65$ 11.42 1.91$ 13.29 01/2016
12/2021
2.11$ 5.33 0.00%
7Y 3.29 10/2016
09/2023
1.25$ 4.78 1.38$ 7.28 1.63$ 9.98 1.94$ 10.48 01/2015
12/2021
2.00$ 6.87 0.00%
8Y 4.42 11/2014
10/2022
1.41$ 4.80 1.45$ 6.07 1.60$ 7.56 1.79$ 9.68 02/2014
01/2022
2.09$ 7.09 0.00%
9Y 4.58 11/2014
10/2023
1.49$ 4.72 1.51$ 5.41 1.60$ 6.20 1.71$ 6.55 02/2014
01/2023
1.77$ 5.27 0.00%
10Y 6.50 02/2014
01/2024
1.87$ 6.50 1.87$ 6.50 1.87$ 6.50 1.87$ 6.50 02/2014
01/2024
1.87$ 6.50 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -34.31 11/2021
10/2022
0.65$ -8.04 0.91$ 2.82 1.02$ 19.75 1.19$ 33.78 08/2019
07/2020
1.33$ 2.82 33.94%
2Y -18.34 10/2020
09/2022
0.66$ -11.60 0.78$ 5.23 1.10$ 13.35 1.28$ 25.14 01/2019
12/2020
1.56$ -9.61 28.87%
3Y -11.89 10/2020
09/2023
0.68$ -5.30 0.84$ 4.88 1.15$ 12.82 1.43$ 16.54 11/2018
10/2021
1.58$ -7.03 21.18%
4Y -4.48 11/2019
10/2023
0.83$ 0.98 1.03$ 5.13 1.22$ 9.91 1.45$ 13.65 01/2017
12/2020
1.66$ -2.47 10.96%
5Y -0.75 11/2017
10/2022
0.96$ 1.31 1.06$ 6.03 1.34$ 9.77 1.59$ 12.22 09/2015
08/2020
1.77$ 2.77 3.28%
6Y -0.68 10/2016
09/2022
0.95$ 1.26 1.07$ 6.73 1.47$ 8.98 1.67$ 10.19 01/2016
12/2021
1.79$ 1.56 6.12%
7Y -0.22 10/2016
09/2023
0.98$ 1.33 1.09$ 3.78 1.29$ 7.76 1.68$ 8.54 02/2014
01/2021
1.77$ 3.26 2.70%
8Y 1.36 03/2015
02/2023
1.11$ 1.66 1.14$ 3.01 1.26$ 4.47 1.41$ 7.21 02/2014
01/2022
1.74$ 3.61 0.00%
9Y 1.62 11/2014
10/2023
1.15$ 1.76 1.17$ 2.54 1.25$ 3.33 1.34$ 3.70 02/2014
01/2023
1.38$ 2.08 0.00%
10Y 3.61 02/2014
01/2024
1.42$ 3.61 1.42$ 3.61 1.42$ 3.61 1.42$ 3.61 02/2014
01/2024
1.42$ 3.61 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -29.22 11/2021
10/2022
0.70$ -4.14 0.95$ 7.43 1.07$ 23.28 1.23$ 38.51 09/2010
08/2011
1.38$ 6.01 22.44%
2Y -13.44 11/2021
10/2023
0.74$ -0.14 0.99$ 6.98 1.14$ 17.11 1.37$ 27.40 01/2019
12/2020
1.62$ -5.34 15.97%
3Y -6.84 10/2020
09/2023
0.80$ 2.05 1.06$ 6.75 1.21$ 14.68 1.50$ 20.61 01/2019
12/2021
1.75$ -1.77 9.85%
4Y -0.11 11/2019
10/2023
0.99$ 4.08 1.17$ 7.98 1.35$ 12.82 1.62$ 16.01 03/2010
02/2014
1.81$ 2.00 0.83%
5Y 3.07 11/2017
10/2022
1.16$ 5.28 1.29$ 7.44 1.43$ 11.59 1.73$ 14.47 03/2010
02/2015
1.96$ 7.05 0.00%
6Y 2.79 10/2016
09/2022
1.17$ 4.95 1.33$ 7.65 1.55$ 11.29 1.89$ 13.29 01/2016
12/2021
2.11$ 5.33 0.00%
7Y 3.29 10/2016
09/2023
1.25$ 5.17 1.42$ 7.57 1.66$ 10.33 1.99$ 12.16 09/2013
08/2020
2.23$ 6.87 0.00%
8Y 4.42 11/2014
10/2022
1.41$ 5.84 1.57$ 7.76 1.81$ 9.70 2.09$ 11.23 09/2013
08/2021
2.34$ 7.09 0.00%
9Y 4.58 11/2014
10/2023
1.49$ 5.41 1.60$ 8.78 2.13$ 9.73 2.30$ 10.29 09/2010
08/2019
2.41$ 5.27 0.00%
10Y 3.90 10/2012
09/2022
1.46$ 5.42 1.69$ 8.24 2.20$ 10.84 2.79$ 12.35 08/2010
07/2020
3.20$ 6.50 0.00%
11Y 4.12 10/2012
09/2023
1.55$ 5.27 1.75$ 6.08 1.91$ 11.16 3.20$ 11.64 08/2010
07/2021
3.35$ 5.92 0.00%
12Y 4.94 11/2011
10/2023
1.78$ 5.69 1.94$ 6.74 2.18$ 9.18 2.86$ 11.36 03/2010
02/2022
3.63$ 5.82 0.00%
13Y 6.22 11/2010
10/2023
2.19$ 6.49 2.26$ 7.71 2.62$ 8.35 2.83$ 8.83 04/2010
03/2023
3.00$ 7.55 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -34.31 11/2021
10/2022
0.65$ -4.65 0.95$ 4.76 1.04$ 20.44 1.20$ 33.78 08/2019
07/2020
1.33$ 2.82 28.85%
2Y -18.34 10/2020
09/2022
0.66$ -3.58 0.92$ 5.23 1.10$ 14.72 1.31$ 25.14 01/2019
12/2020
1.56$ -9.61 20.14%
3Y -11.89 10/2020
09/2023
0.68$ 0.06 1.00$ 5.18 1.16$ 11.86 1.39$ 17.06 04/2010
03/2013
1.60$ -7.03 13.64%
4Y -4.48 11/2019
10/2023
0.83$ 2.12 1.08$ 6.10 1.26$ 10.04 1.46$ 13.69 03/2010
02/2014
1.67$ -2.47 6.67%
5Y -0.75 11/2017
10/2022
0.96$ 2.94 1.15$ 5.35 1.29$ 9.16 1.55$ 12.66 03/2010
02/2015
1.81$ 2.77 1.85%
6Y -0.68 10/2016
09/2022
0.95$ 2.14 1.13$ 5.94 1.41$ 8.98 1.67$ 10.93 08/2010
07/2016
1.86$ 1.56 3.13%
7Y -0.22 10/2016
09/2023
0.98$ 3.03 1.23$ 5.54 1.45$ 8.41 1.75$ 10.48 09/2013
08/2020
2.00$ 3.26 1.19%
8Y 1.36 03/2015
02/2023
1.11$ 2.63 1.23$ 6.02 1.59$ 7.87 1.83$ 9.09 09/2013
08/2021
2.00$ 3.61 0.00%
9Y 1.62 11/2014
10/2023
1.15$ 2.56 1.25$ 6.72 1.79$ 7.88 1.97$ 8.61 08/2011
07/2020
2.10$ 2.08 0.00%
10Y 1.34 10/2012
09/2022
1.14$ 2.58 1.28$ 5.90 1.77$ 8.92 2.35$ 10.43 08/2010
07/2020
2.69$ 3.61 0.00%
11Y 1.45 10/2012
09/2023
1.17$ 2.56 1.32$ 3.39 1.44$ 9.10 2.60$ 9.47 06/2010
05/2021
2.70$ 3.16 0.00%
12Y 2.31 11/2011
10/2023
1.31$ 3.04 1.43$ 4.06 1.61$ 6.44 2.11$ 8.88 03/2010
02/2022
2.77$ 3.14 0.00%
13Y 3.48 11/2010
10/2023
1.55$ 3.72 1.60$ 4.93 1.86$ 5.60 2.03$ 6.12 04/2010
03/2023
2.16$ 4.81 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.43% +38.51%
Sep 2010 - Aug 2011
-29.22%
Nov 2021 - Oct 2022
22.44%
35 out of 156
US Inflation Adjusted +4.76% +33.78%
Aug 2019 - Jul 2020
-34.31%
Nov 2021 - Oct 2022
28.85%
45 out of 156
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.98% +27.40%
Jan 2019 - Dec 2020
-13.44%
Nov 2021 - Oct 2023
15.97%
23 out of 144
US Inflation Adjusted +5.23% +25.14%
Jan 2019 - Dec 2020
-18.34%
Oct 2020 - Sep 2022
20.14%
29 out of 144
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.75% +20.61%
Jan 2019 - Dec 2021
-6.84%
Oct 2020 - Sep 2023
9.85%
13 out of 132
US Inflation Adjusted +5.18% +17.06%
Apr 2010 - Mar 2013
-11.89%
Oct 2020 - Sep 2023
13.64%
18 out of 132
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.98% +16.01%
Mar 2010 - Feb 2014
-0.11%
Nov 2019 - Oct 2023
0.83%
1 out of 120
US Inflation Adjusted +6.10% +13.69%
Mar 2010 - Feb 2014
-4.48%
Nov 2019 - Oct 2023
6.67%
8 out of 120
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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 108
US Inflation Adjusted +5.35% +12.66%
Mar 2010 - Feb 2015
-0.75%
Nov 2017 - Oct 2022
1.85%
2 out of 108
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.65% +13.29%
Jan 2016 - Dec 2021
+2.79%
Oct 2016 - Sep 2022
0.00%
0 out of 96
US Inflation Adjusted +5.94% +10.93%
Aug 2010 - Jul 2016
-0.68%
Oct 2016 - Sep 2022
3.13%
3 out of 96
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.57% +12.16%
Sep 2013 - Aug 2020
+3.29%
Oct 2016 - Sep 2023
0.00%
0 out of 84
US Inflation Adjusted +5.54% +10.48%
Sep 2013 - Aug 2020
-0.22%
Oct 2016 - Sep 2023
1.19%
1 out of 84
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.76% +11.23%
Sep 2013 - Aug 2021
+4.42%
Nov 2014 - Oct 2022
0.00%
0 out of 72
US Inflation Adjusted +6.02% +9.09%
Sep 2013 - Aug 2021
+1.36%
Mar 2015 - Feb 2023
0.00%
0 out of 72
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.78% +10.29%
Sep 2010 - Aug 2019
+4.58%
Nov 2014 - Oct 2023
0.00%
0 out of 60
US Inflation Adjusted +6.72% +8.61%
Aug 2011 - Jul 2020
+1.62%
Nov 2014 - Oct 2023
0.00%
0 out of 60
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.24% +12.35%
Aug 2010 - Jul 2020
+3.90%
Oct 2012 - Sep 2022
0.00%
0 out of 48
US Inflation Adjusted +5.90% +10.43%
Aug 2010 - Jul 2020
+1.34%
Oct 2012 - Sep 2022
0.00%
0 out of 48
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.08% +11.64%
Aug 2010 - Jul 2021
+4.12%
Oct 2012 - Sep 2023
0.00%
0 out of 36
US Inflation Adjusted +3.39% +9.47%
Jun 2010 - May 2021
+1.45%
Oct 2012 - Sep 2023
0.00%
0 out of 36
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.74% +11.36%
Mar 2010 - Feb 2022
+4.94%
Nov 2011 - Oct 2023
0.00%
0 out of 24
US Inflation Adjusted +4.06% +8.88%
Mar 2010 - Feb 2022
+2.31%
Nov 2011 - Oct 2023
0.00%
0 out of 24
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.71% +8.83%
Apr 2010 - Mar 2023
+6.22%
Nov 2010 - Oct 2023
0.00%
0 out of 12
US Inflation Adjusted +4.93% +6.12%
Apr 2010 - Mar 2023
+3.48%
Nov 2010 - Oct 2023
0.00%
0 out of 12
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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