Consolidated Returns as of 31 March 2025
Live Update available for April 2025
The Lazy Team Simplified Permanent Portfolio 2x Leveraged
April 2015
March 2025
April 2015
March 2025
* in progress
March 2010
March 2025
March 2010
March 2025
* in progress
The The Lazy Team Simplified Permanent Portfolio 2x Leveraged can be implemented with 3 ETFs. This portfolio has a medium risk, signifying moderate fluctuations in value. It is suitable for investors with a balanced approach to risk and return, seeking steady growth while tolerating some level of volatility.
The portfolio asset allocation is: 25% on the Stock Market, 50% on Fixed Income, 25% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 50% allocation to bonds, leading to its classification as medium risk.
As of March 2025, over the analyzed timeframe, the The Lazy Team Simplified Permanent Portfolio 2x Leveraged obtained a 10.01% compound annual return, with a 13.67% standard deviation. It suffered a maximum drawdown of -31.96% that required 32 months to be recovered.
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Asset Allocation and ETFs
To effectively implement the asset allocation of the The Lazy Team Simplified Permanent Portfolio 2x Leveraged, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 25.00 |
SSO
|
USD | ProShares Ultra S&P 500 | 2x, Equity, U.S., Large Cap (USD) |
| 50.00 |
UST
|
USD | ProShares Ultra 7-10 Year Treasury | 2x, Bond, U.S., Intermediate-Term (USD) |
| 25.00 |
UGL
|
USD | ProShares Ultra Gold | 2x, Commodity, Gold (USD) |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Mar 31, 2025
The The Lazy Team Simplified Permanent Portfolio 2x Leveraged guaranteed the following returns.
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (3M) |
1M | 6M | 1Y | 5Y | 10Y |
MAX (~15Y) |
|||
| Investment Return | --- | --- | 9.65 | 2.77 | 5.45 | 23.45 | 7.97 | 8.07 | 10.01 | |||
| Components | ||||||||||||
|
SSO
|
USD | ProShares Ultra S&P 500 | --- | --- | --- | -10.35 | -11.65 | -7.78 | 7.72 | 30.60 | 18.32 | 21.60 |
|
UST
|
USD | ProShares Ultra 7-10 Year Treasury | --- | --- | --- | 5.62 | 0.67 | -4.20 | 3.47 | -8.92 | -1.53 | 2.54 |
|
UGL
|
USD | ProShares Ultra Gold | --- | --- | --- | 37.70 | 19.27 | 34.24 | 78.13 | 19.87 | 12.93 | 7.07 |
| Returns over 1 year are annualized | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | ||||||||||||
In 2024, the The Lazy Team Simplified Permanent Portfolio 2x Leveraged granted a 2.26% dividend yield. If you are interested in getting periodic income, please refer to the The Lazy Team Simplified Permanent Portfolio 2x Leveraged: Dividend Yield page.
Capital Growth as of Mar 31, 2025
The Inflation Adjusted Capital would be 1.60$, with a net total return of 60.39% (4.84% annualized).
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The Inflation Adjusted Capital would be 2.86$, with a net total return of 186.47% (7.23% annualized).
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Portfolio Metrics as of Mar 31, 2025
Metrics of The Lazy Team Simplified Permanent Portfolio 2x Leveraged, updated as of 31 March 2025, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
| Metrics as of Mar 31, 2025 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
|
YTD
(3M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~15Y) |
|
| Investment Return (%) | 9.65 | 2.77 | 9.65 | 5.45 | 23.45 | 5.75 | 7.97 | 8.07 | 10.01 |
| Growth of 1$ | 1.10 | 1.03 | 1.10 | 1.05 | 1.23 | 1.18 | 1.47 | 2.17 | 4.21 |
| US Inflation (%) | 0.63 | -0.05 | 0.63 | 1.59 | 2.39 | 3.60 | 4.37 | 3.08 | 2.59 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Deepest Drawdown Depth (%) | 0.00 | -4.11 | -27.42 | -31.96 | -31.96 | -31.96 | |||
| Start to Recovery (# months) | 3 | 28 | 32 | 32 | 32 | ||||
| Start (yyyy mm) | 2024 12 | 2022 04 | 2022 01 | 2022 01 | 2022 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 9 | 9 | 9 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | ||||
| Bottom to End (# months) | 2 | 22 | 23 | 23 | 23 | ||||
| End (yyyy mm) | 2025 02 | 2024 07 | 2024 08 | 2024 08 | 2024 08 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||
| Start (yyyy mm) | 2024 12 | 2022 04 | 2022 01 | 2022 01 | 2022 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 9 | 9 | 9 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | ||||
| Bottom to End (# months) | 2 | 22 | 23 | 23 | 23 | ||||
| End (yyyy mm) | 2025 02 | 2024 07 | 2024 08 | 2024 08 | 2024 08 | ||||
| Longest negative period (# months) | 3 | 27 | 46 | 50 | 50 | ||||
| Start (yyyy mm) | 2024 10 | 2022 04 | 2020 08 | 2019 09 | 2019 09 | ||||
| End (yyyy mm) | 2024 12 | 2024 06 | 2024 05 | 2023 10 | 2023 10 | ||||
| Annualized Return (%) | -14.46 | -0.62 | -0.67 | -0.08 | -0.08 | ||||
| Deepest Drawdown Depth (%) | -3.53 | -4.74 | -29.57 | -36.13 | -36.13 | -36.13 | |||
| Start to Recovery (# months) | 55* | 5 | 30 | 55* | 55* | 55* | |||
| Start (yyyy mm) | 2024 10 | 2022 04 | 2020 09 | 2020 09 | 2020 09 | ||||
| Start to Bottom (# months) | 3 | 7 | 26 | 26 | 26 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | ||||
| Bottom to End (# months) | 2 | 23 | 29 | 29 | 29 | ||||
| End (yyyy mm) | 2025 02 | 2024 09 | - | - | - | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||
| Start (yyyy mm) | 2024 10 | 2022 04 | 2020 09 | 2020 09 | 2020 09 | ||||
| Start to Bottom (# months) | 3 | 7 | 26 | 26 | 26 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | ||||
| Bottom to End (# months) | 2 | 23 | 29 | 29 | 29 | ||||
| End (yyyy mm) | 2025 02 | 2024 09 | - | - | - | ||||
| Longest negative period (# months) | 4 | 33 | 56* | 88 | 88 | ||||
| Start (yyyy mm) | 2024 09 | 2022 04 | 2020 08 | 2016 07 | 2016 07 | ||||
| End (yyyy mm) | 2024 12 | 2024 12 | 2025 03 | 2023 10 | 2023 10 | ||||
| Annualized Return (%) | -1.20 | -0.87 | -0.66 | -0.26 | -0.26 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Standard Deviation (%) | 10.70 | 18.91 | 17.04 | 14.28 | 13.67 | ||||
| Sharpe Ratio | 1.73 | 0.08 | 0.32 | 0.45 | 0.65 | ||||
| Sortino Ratio | 2.11 | 0.11 | 0.44 | 0.62 | 0.91 | ||||
| Ulcer Index | 1.62 | 13.64 | 14.09 | 10.58 | 9.02 | ||||
| Ratio: Return / Standard Deviation | 2.19 | 0.30 | 0.47 | 0.57 | 0.73 | ||||
| Ratio: Return / Deepest Drawdown | 5.71 | 0.21 | 0.25 | 0.25 | 0.31 | ||||
| Positive Months (%) | 75.00 | 58.33 | 58.33 | 56.66 | 58.56 | ||||
| Positive Months | 9 | 21 | 35 | 68 | 106 | ||||
| Negative Months | 3 | 15 | 25 | 52 | 75 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 8.07 | 12.35 | |||||||
| Worst 10 Years Return (%) - Annualized | 3.90 | ||||||||
| Best 10 Years Return (%) - Annualized | 4.84 | 10.43 | |||||||
| Worst 10 Years Return (%) - Annualized | 1.34 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | MAX | |
| ··· As of Mar 2025 - Over the previous 10Y | |||||||||
| Best Rolling Return (%) - Annualized | 45.26 | 20.61 | 14.36 | 8.07 | |||||
| Worst Rolling Return (%) - Annualized | -29.22 | -6.84 | 3.07 | ||||||
| Positive Periods (%) | 78.8 | 80.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 41.84 | 16.54 | 12.22 | 4.84 | |||||
| Worst Rolling Return (%) - Annualized | -34.31 | -11.89 | -0.75 | ||||||
| Positive Periods (%) | 71.5 | 64.7 | 96.7 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 6.05 | 9.54 | 12.20 | ||||||
| 95% CVaR - Conditional Value at Risk (%) | 7.76 | 12.50 | 16.40 | ||||||
| 99% VaR - Value at Risk (%) - Cumulative | 8.85 | 14.41 | 19.08 | ||||||
| 99% CVaR - Conditional Value at Risk (%) | 10.64 | 17.50 | 23.46 | ||||||
| Short term VaRs: analytical | |||||||||
| Safe Withdrawal Rate (%) | 79.18 | 25.88 | 19.64 | 12.10 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 4.56 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||
| ··· All available data (Mar 2010 - Mar 2025) | |||||||||
| Best Rolling Return (%) - Annualized | 45.26 | 20.61 | 14.47 | 12.35 | |||||
| Worst Rolling Return (%) - Annualized | -29.22 | -6.84 | 3.07 | 3.90 | |||||
| Positive Periods (%) | 79.4 | 88.3 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 41.84 | 17.06 | 12.66 | 10.43 | |||||
| Worst Rolling Return (%) - Annualized | -34.31 | -11.89 | -0.75 | 1.34 | |||||
| Positive Periods (%) | 73.5 | 79.4 | 98.3 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 5.61 | 8.61 | 10.64 | 14.56 | 6.28 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 7.25 | 11.45 | 14.65 | 22.43 | 13.52 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 8.30 | 13.27 | 17.23 | 26.74 | 19.14 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 10.01 | 16.23 | 21.42 | 29.22 | 19.14 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||
| Safe Withdrawal Rate (%) | 79.18 | 25.88 | 19.64 | 11.46 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 1.49 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Portfolio Components Correlation
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
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- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
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Rolling Returns
The Lazy Team Simplified Permanent Portfolio 2x Leveraged: 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.
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Seasonality
In which months is it better to invest in The Lazy Team Simplified Permanent Portfolio 2x Leveraged?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from March 2010 to March 2025.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the The Lazy Team Simplified Permanent Portfolio 2x Leveraged over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
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Portfolio efficiency
Compare The Lazy Team Simplified Permanent Portfolio 2x Leveraged performance and efficiency against top portfolios to identify strengths and areas for improvement.
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