Simplified Permanent Portfolio 2x Leveraged: ETF allocation and returns

Data Source: from March 2010 to February 2024 (~14 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
2.23%
1 Day
Mar 01 2024
2.23%
Current Month
March 2024

The Simplified Permanent Portfolio 2x Leveraged is a Medium Risk portfolio and can be implemented with 3 ETFs.

It's exposed for 25% on the Stock Market and for 25% on Commodities.

In the last 10 Years, the Simplified Permanent Portfolio 2x Leveraged obtained a 5.86% compound annual return, with a 14.16% standard deviation.

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Asset Allocation and ETFs

The Simplified Permanent Portfolio 2x Leveraged has the following asset allocation:

25% Stocks
50% Fixed Income
25% Commodities

The Simplified Permanent Portfolio 2x Leveraged can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
25.00
SSO
USD ProShares Ultra S&P 500 2x, Equity, U.S., Large Cap
50.00
UST
USD ProShares Ultra 7-10 Year Treasury 2x, Bond, U.S., Intermediate-Term
25.00
UGL
USD ProShares Ultra Gold 2x, Commodity, Gold

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 Feb 29, 2024

The Simplified Permanent Portfolio 2x Leveraged guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
SIMPLIFIED PERMANENT PORTFOLIO 2X LEVERAGED
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y MAX
(~14Y)
Simplified Permanent Portfolio 2x Leveraged 2.23 2.23 -0.53 6.53 14.06 6.78 5.86 8.67
US Inflation Adjusted return -0.53 5.33 11.05 2.57 3.00 5.95
Components
SSO
USD ProShares Ultra S&P 500 1.87 Mar 01 2024 1.87 9.90 24.01 56.00 21.19 19.42 22.29
UST
USD ProShares Ultra 7-10 Year Treasury 1.58 Mar 01 2024 1.58 -6.17 -1.99 -4.83 -3.91 -0.58 2.38
UGL
USD ProShares Ultra Gold 3.88 Mar 01 2024 3.88 0.11 5.42 12.79 9.78 2.22 2.13
Returns over 1 year are annualized | Available data source: since Mar 2010
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77%

In 2023, the Simplified Permanent Portfolio 2x Leveraged granted a 1.78% dividend yield. If you are interested in getting periodic income, please refer to the Simplified Permanent Portfolio 2x Leveraged: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2014, now would be worth 1.77$, with a total return of 76.74% (5.86% annualized).

The Inflation Adjusted Capital now would be 1.34$, with a net total return of 34.43% (3.00% annualized).
An investment of 1$, since March 2010, now would be worth 3.20$, with a total return of 220.13% (8.67% annualized).

The Inflation Adjusted Capital now would be 2.25$, with a net total return of 124.61% (5.95% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Simplified Permanent Portfolio 2x Leveraged, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
SIMPLIFIED PERMANENT PORTFOLIO 2X LEVERAGED
Advanced Metrics
Data Source: 1 March 2010 - 29 February 2024 (~14 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Investment Return (%) -0.53 5.71 6.53 14.06 -0.55 6.78 5.86 8.67
Infl. Adjusted Return (%) details -0.53 5.14 5.33 11.05 -5.76 2.57 3.00 5.95
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -11.16 -31.96 -31.96 -31.96 -31.96
Start to Recovery (# months) details 8 26* 26* 26* 26*
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 5 9 9 9 9
Bottom (yyyy mm) 2023 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 3 17 17 17 17
End (yyyy mm) 2023 12 - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 5 9 9 9 9
Bottom (yyyy mm) 2023 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 3 17 17 17 17
End (yyyy mm) 2023 12 - - - -
Longest negative period (# months) details 8 36* 50 50 50
Period Start (yyyy mm) 2023 03 2021 03 2019 09 2019 09 2019 09
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2023 10
Annualized Return (%) -2.89 -0.55 -0.08 -0.08 -0.08
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -12.44 -36.00 -36.13 -36.13 -36.13
Start to Recovery (# months) details 8 30* 42* 42* 42*
Start (yyyy mm) 2023 05 2021 09 2020 09 2020 09 2020 09
Start to Bottom (# months) 6 14 26 26 26
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 16 16 16 16
End (yyyy mm) 2023 12 - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 09 2020 09 2020 09 2020 09
Start to Bottom (# months) 6 14 26 26 26
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 16 16 16 16
End (yyyy mm) 2023 12 - - - -
Longest negative period (# months) details 8 36* 56 88 88
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2016 07 2016 07
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2023 10
Annualized Return (%) -5.72 -5.76 -0.37 -0.26 -0.26
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 17.10 18.87 16.94 14.16 13.78
Sharpe Ratio 0.52 -0.15 0.29 0.33 0.34
Sortino Ratio 0.78 -0.22 0.41 0.47 0.48
Ulcer Index 4.58 17.53 13.82 10.62 9.21
Ratio: Return / Standard Deviation 0.82 -0.03 0.40 0.41 0.63
Ratio: Return / Deepest Drawdown 1.26 -0.02 0.21 0.18 0.27
% Positive Months details 58% 50% 55% 55% 57%
Positive Months 7 18 33 66 96
Negative Months 5 18 27 54 72
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 5.86 12.35
Worst 10 Years Return (%) - Annualized 3.90
Best 10 Years Return (%) - Annualized 3.00 10.43
Worst 10 Years Return (%) - Annualized 1.34
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 35.15 20.61 14.36 5.86
Worst Rolling Return (%) - Annualized -29.22 -6.84 3.07
% Positive Periods 74% 83% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.18 27.21 20.41 12.40
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.18
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 33.78 16.54 12.22 3.00
Worst Rolling Return (%) - Annualized -34.31 -11.89 -0.75
% Positive Periods 66% 77% 96% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.18 27.21 20.41 12.40
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.18
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Mar 2010 - Feb 2024)
Best Rolling Return (%) - Annualized 38.51 20.61 14.47 12.35
Worst Rolling Return (%) - Annualized -29.22 -6.84 3.07 3.90
% Positive Periods 77% 89% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.18 27.21 20.41 11.93
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.49
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 33.78 17.06 12.66 10.43
Worst Rolling Return (%) - Annualized -34.31 -11.89 -0.75 1.34
% Positive Periods 71% 85% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.18 27.21 20.41 11.93
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.49
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • 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.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 29 February 2024
Swipe left to see all data
Asset
SSO
UST
UGL
SSO
-
0.56
0.19
UST
0.56
-
0.43
UGL
0.19
0.43
-
Asset
SSO
UST
UGL
SSO
-
0.20
0.23
UST
0.20
-
0.41
UGL
0.23
0.41
-
Asset
SSO
UST
UGL
SSO
-
0.06
0.08
UST
0.06
-
0.44
UGL
0.08
0.44
-
Asset
SSO
UST
UGL
SSO
-
-0.10
0.09
UST
-0.10
-
0.35
UGL
0.09
0.35
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each 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.

SIMPLIFIED PERMANENT PORTFOLIO 2X LEVERAGED
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 March 2010 - 29 February 2024 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.96% Jan 2022 Sep 2022 9 in progress 17 26 20.48
-13.44% Aug 2016 Dec 2016 5 Aug 2017 8 13 7.00
-11.33% Feb 2015 Dec 2015 11 Mar 2016 3 14 7.02
-9.99% Feb 2018 Oct 2018 9 Mar 2019 5 14 5.75
-8.58% Sep 2020 Mar 2021 7 May 2021 2 9 5.14
-5.95% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.78
-4.81% Sep 2014 Sep 2014 1 Jan 2015 4 5 2.54
-3.39% Feb 2020 Mar 2020 2 Apr 2020 1 3 1.78
-3.21% May 2016 May 2016 1 Jun 2016 1 2 1.85
-2.87% Jul 2014 Jul 2014 1 Aug 2014 1 2 1.66
-2.33% Sep 2017 Sep 2017 1 Dec 2017 3 4 1.29
-2.13% Sep 2019 Sep 2019 1 Oct 2019 1 2 1.23
-1.92% Mar 2014 Mar 2014 1 May 2014 2 3 1.01
-1.19% Jun 2021 Jun 2021 1 Jul 2021 1 2 0.69
-0.53% May 2019 May 2019 1 Jun 2019 1 2 0.31
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 29 4.2 Months 23.97%
 
DD = 0% 23.97%
 
0% < DD <= -5% 40 3.0 Months 33.06%
 
DD <= -5% 57.02%
 
-5% < DD <= -10% 24 5.0 Months 19.83%
 
DD <= -10% 76.86%
 
-10% < DD <= -15% 5 24.2 Months 4.13%
 
DD <= -15% 80.99%
 
-15% < DD <= -20% 9 13.4 Months 7.44%
 
DD <= -20% 88.43%
 
-20% < DD <= -25% 8 15.1 Months 6.61%
 
DD <= -25% 95.04%
 
-25% < DD <= -30% 4 30.3 Months 3.31%
 
DD <= -30% 98.35%
 
-30% < DD <= -35% 2 60.5 Months 1.65%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-36.13% Sep 2020 Oct 2022 26 in progress 16 42 20.83
-14.35% Aug 2016 Dec 2016 5 Jan 2018 13 18 6.93
-12.45% Feb 2015 Dec 2015 11 Apr 2016 4 15 7.68
-11.38% Feb 2018 Oct 2018 9 Jun 2019 8 17 6.12
-4.81% Sep 2014 Sep 2014 1 Jan 2015 4 5 2.50
-3.43% May 2016 May 2016 1 Jun 2016 1 2 1.98
-3.10% Feb 2020 Mar 2020 2 Apr 2020 1 3 1.67
-2.98% Jul 2014 Jul 2014 1 Aug 2014 1 2 1.72
-2.28% Sep 2019 Sep 2019 1 Dec 2019 3 4 1.14
-2.12% Mar 2014 Mar 2014 1 Jun 2014 3 4 1.06
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 18 6.7 Months 14.88%
 
DD = 0% 14.88%
 
0% < DD <= -5% 42 2.9 Months 34.71%
 
DD <= -5% 49.59%
 
-5% < DD <= -10% 29 4.2 Months 23.97%
 
DD <= -10% 73.55%
 
-10% < DD <= -15% 9 13.4 Months 7.44%
 
DD <= -15% 80.99%
 
-15% < DD <= -20% 1 121.0 Months 0.83%
 
DD <= -20% 81.82%
 
-20% < DD <= -25% 5 24.2 Months 4.13%
 
DD <= -25% 85.95%
 
-25% < DD <= -30% 11 11.0 Months 9.09%
 
DD <= -30% 95.04%
 
-30% < DD <= -35% 4 30.3 Months 3.31%
 
DD <= -35% 98.35%
 
-35% < DD <= -40% 2 60.5 Months 1.65%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.96% Jan 2022 Sep 2022 9 in progress 17 26 20.48
-13.44% Aug 2016 Dec 2016 5 Aug 2017 8 13 7.00
-12.86% Oct 2012 Jun 2013 9 Feb 2014 8 17 5.68
-11.33% Feb 2015 Dec 2015 11 Mar 2016 3 14 7.02
-9.99% Feb 2018 Oct 2018 9 Mar 2019 5 14 5.75
-8.58% Sep 2020 Mar 2021 7 May 2021 2 9 5.14
-7.47% Sep 2011 Sep 2011 1 Jan 2012 4 5 3.98
-5.95% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.78
-4.81% Sep 2014 Sep 2014 1 Jan 2015 4 5 2.54
-3.69% May 2012 May 2012 1 Jul 2012 2 3 1.99
-3.39% Feb 2020 Mar 2020 2 Apr 2020 1 3 1.78
-3.21% May 2016 May 2016 1 Jun 2016 1 2 1.85
-2.87% Jul 2014 Jul 2014 1 Aug 2014 1 2 1.66
-2.63% Jun 2011 Jun 2011 1 Jul 2011 1 2 1.52
-2.33% Sep 2017 Sep 2017 1 Dec 2017 3 4 1.29
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 49 3.4 Months 28.99%
 
DD = 0% 28.99%
 
0% < DD <= -5% 60 2.8 Months 35.50%
 
DD <= -5% 64.50%
 
-5% < DD <= -10% 30 5.6 Months 17.75%
 
DD <= -10% 82.25%
 
-10% < DD <= -15% 7 24.1 Months 4.14%
 
DD <= -15% 86.39%
 
-15% < DD <= -20% 9 18.8 Months 5.33%
 
DD <= -20% 91.72%
 
-20% < DD <= -25% 8 21.1 Months 4.73%
 
DD <= -25% 96.45%
 
-25% < DD <= -30% 4 42.3 Months 2.37%
 
DD <= -30% 98.82%
 
-30% < DD <= -35% 2 84.5 Months 1.18%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-36.13% Sep 2020 Oct 2022 26 in progress 16 42 20.83
-14.35% Aug 2016 Dec 2016 5 Jan 2018 13 18 6.93
-13.39% Oct 2012 Jun 2013 9 Feb 2014 8 17 6.32
-12.45% Feb 2015 Dec 2015 11 Apr 2016 4 15 7.68
-11.38% Feb 2018 Oct 2018 9 Jun 2019 8 17 6.12
-7.67% Sep 2011 Sep 2011 1 Jan 2012 4 5 4.21
-4.81% Sep 2014 Sep 2014 1 Jan 2015 4 5 2.50
-3.65% Feb 2012 May 2012 4 Jul 2012 2 6 1.62
-3.43% May 2016 May 2016 1 Jun 2016 1 2 1.98
-3.10% Feb 2020 Mar 2020 2 Apr 2020 1 3 1.67
-2.98% Jul 2014 Jul 2014 1 Aug 2014 1 2 1.72
-2.63% Jun 2011 Jun 2011 1 Jul 2011 1 2 1.52
-2.29% Jan 2011 Jan 2011 1 Feb 2011 1 2 1.32
-2.28% Sep 2019 Sep 2019 1 Dec 2019 3 4 1.14
-2.12% Mar 2014 Mar 2014 1 Jun 2014 3 4 1.06
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 37 4.6 Months 21.89%
 
DD = 0% 21.89%
 
0% < DD <= -5% 61 2.8 Months 36.09%
 
DD <= -5% 57.99%
 
-5% < DD <= -10% 37 4.6 Months 21.89%
 
DD <= -10% 79.88%
 
-10% < DD <= -15% 11 15.4 Months 6.51%
 
DD <= -15% 86.39%
 
-15% < DD <= -20% 1 169.0 Months 0.59%
 
DD <= -20% 86.98%
 
-20% < DD <= -25% 5 33.8 Months 2.96%
 
DD <= -25% 89.94%
 
-25% < DD <= -30% 11 15.4 Months 6.51%
 
DD <= -30% 96.45%
 
-30% < DD <= -35% 4 42.3 Months 2.37%
 
DD <= -35% 98.82%
 
-35% < DD <= -40% 2 84.5 Months 1.18%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

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 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 March 2010 - 29 February 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$ 14.06 25.69%
2Y -13.44 11/2021
10/2023
0.74$ -6.17 0.88$ 6.98 1.14$ 16.73 1.36$ 27.40 01/2019
12/2020
1.62$ -6.17 24.74%
3Y -6.84 10/2020
09/2023
0.80$ -0.55 0.98$ 6.31 1.20$ 15.29 1.53$ 20.61 01/2019
12/2021
1.75$ -0.55 16.47%
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$ 6.78 0.00%
7Y 3.29 10/2016
09/2023
1.25$ 4.78 1.38$ 7.25 1.63$ 9.81 1.92$ 10.48 01/2015
12/2021
2.00$ 6.18 0.00%
10Y 5.86 03/2014
02/2024
1.76$ 5.86 1.76$ 5.86 1.76$ 5.86 1.76$ 5.86 03/2014
02/2024
1.76$ 5.86 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 -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$ 11.05 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$ -10.06 29.90%
3Y -11.89 10/2020
09/2023
0.68$ -5.76 0.83$ 4.88 1.15$ 12.82 1.43$ 16.54 11/2018
10/2021
1.58$ -5.76 22.35%
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$ 2.57 3.28%
7Y -0.22 10/2016
09/2023
0.98$ 1.33 1.09$ 3.72 1.29$ 7.60 1.66$ 8.33 08/2014
07/2021
1.75$ 2.62 2.70%
10Y 3.00 03/2014
02/2024
1.34$ 3.00 1.34$ 3.00 1.34$ 3.00 1.34$ 3.00 03/2014
02/2024
1.34$ 3.00 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$ -3.01 0.96$ 7.75 1.07$ 22.92 1.22$ 38.51 09/2010
08/2011
1.38$ 14.06 22.29%
2Y -13.44 11/2021
10/2023
0.74$ -1.14 0.97$ 6.98 1.14$ 17.11 1.37$ 27.40 01/2019
12/2020
1.62$ -6.17 16.55%
3Y -6.84 10/2020
09/2023
0.80$ 2.00 1.06$ 6.75 1.21$ 14.68 1.50$ 20.61 01/2019
12/2021
1.75$ -0.55 10.53%
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$ 6.78 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$ 6.18 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$ 5.86 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 -34.31 11/2021
10/2022
0.65$ -4.49 0.95$ 4.83 1.04$ 20.23 1.20$ 33.78 08/2019
07/2020
1.33$ 11.05 28.66%
2Y -18.34 10/2020
09/2022
0.66$ -6.30 0.87$ 5.23 1.10$ 14.72 1.31$ 25.14 01/2019
12/2020
1.56$ -10.06 20.69%
3Y -11.89 10/2020
09/2023
0.68$ 0.05 1.00$ 5.18 1.16$ 11.86 1.39$ 17.06 04/2010
03/2013
1.60$ -5.76 14.29%
5Y -0.75 11/2017
10/2022
0.96$ 2.77 1.14$ 5.35 1.29$ 9.16 1.55$ 12.66 03/2010
02/2015
1.81$ 2.57 1.83%
7Y -0.22 10/2016
09/2023
0.98$ 2.85 1.21$ 5.54 1.45$ 8.41 1.75$ 10.48 09/2013
08/2020
2.00$ 2.62 1.18%
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$ 3.00 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Simplified Permanent Portfolio 2x Leveraged: Rolling Returns page.

Seasonality

In which months is it better to invest in 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.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.06
40%
-2.42
20%
1.31
40%
1.27
80%
0.46
40%
0.86
60%
4.13
100%
-0.57
60%
-6.23
0%
0.96
80%
4.24
60%
2.94
80%
Best 9.0
2023
1.2
2022
8.8
2023
7.3
2020
4.0
2021
8.6
2019
8.4
2020
6.2
2019
-2.1
2019
5.0
2021
10.3
2022
6.3
2023
Worst -5.5
2022
-7.5
2023
-2.3
2020
-9.3
2022
-2.4
2023
-5.7
2022
0.6
2019
-8.0
2022
-10.6
2022
-3.0
2020
-0.5
2019
-2.9
2022
Monthly Seasonality over the period Apr 2010 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.72
70%
-0.74
40%
0.53
30%
1.03
70%
0.30
60%
0.98
50%
2.26
80%
0.15
60%
-3.99
10%
0.28
70%
1.69
60%
1.50
60%
Best 9.0
2023
7.3
2016
8.8
2023
7.3
2020
4.0
2021
8.6
2019
8.4
2020
6.2
2019
0.3
2016
5.0
2021
10.3
2022
6.3
2023
Worst -5.5
2022
-7.5
2023
-2.3
2020
-9.3
2022
-3.2
2016
-5.7
2022
-2.9
2014
-8.0
2022
-10.6
2022
-4.0
2016
-7.2
2016
-2.9
2022
Monthly Seasonality over the period Apr 2010 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.71
71%
0.03
43%
0.71
43%
1.69
71%
-0.31
50%
0.27
50%
2.67
86%
1.14
64%
-2.53
29%
0.85
71%
1.32
57%
0.72
50%
Best 9.0
2012
7.3
2016
8.8
2023
7.6
2011
4.0
2021
8.6
2019
8.4
2020
8.7
2011
6.3
2010
5.2
2011
10.3
2022
6.3
2023
Worst -5.5
2022
-7.5
2023
-2.3
2020
-9.3
2022
-4.0
2013
-7.2
2013
-2.9
2014
-8.0
2022
-10.6
2022
-4.0
2016
-7.2
2016
-3.9
2011
Monthly Seasonality over the period Apr 2010 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Simplified Permanent Portfolio 2x Leveraged over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SIMPLIFIED PERMANENT PORTFOLIO 2X LEVERAGED
Monthly Returns Distribution
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 March 2010 - 29 February 2024 (~14 years)
66 Positive Months (55%) - 54 Negative Months (45%)
96 Positive Months (57%) - 72 Negative Months (43%)
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(Scroll down to see all data)

Portfolio efficiency

The following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

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10 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Cape US Sector Value Robert Shiller +14.01 15.76 -21.00 100 0 0
US Stocks Quality +12.77 15.43 -27.78 100 0 0
US Stocks Momentum +12.68 15.71 -30.16 100 0 0
US Stocks +11.96 15.49 -24.81 100 0 0
Warren Buffett Portfolio Warren Buffett +11.45 13.68 -23.08 90 10 0
Stocks/Bonds 60/40 with Bitcoin +11.08 11.18 -21.45 59 39 2
Dedalo Three Dedalo Invest +10.93 15.22 -25.03 100 0 0
US Stocks Minimum Volatility +10.62 12.06 -19.06 100 0 0
Stocks/Bonds 80/20 Momentum +10.50 12.97 -27.23 80 20 0
US Stocks Equal Weight +10.23 16.49 -26.65 100 0 0
US Stocks Value +10.17 15.48 -26.06 100 0 0
US Stocks ESG +10.09 16.04 -27.79 100 0 0
Stocks/Bonds 80/20 +9.93 12.76 -22.75 80 20 0
Simple Path to Wealth JL Collins +9.41 12.09 -22.24 75 25 0
Dedalo Four Dedalo Invest +9.22 12.51 -22.61 80 20 0
Stocks/Bonds 40/60 with Bitcoin +9.01 8.96 -19.39 39 59 2
Golden Butterfly with Bitcoin +8.72 9.54 -18.74 40 40 20
Second Grader's Starter Paul Farrell +8.69 13.52 -24.21 90 10 0
All Country World Stocks +8.47 14.83 -25.52 100 0 0
Edge Select Aggressive Merrill Lynch +8.46 12.85 -23.81 84 16 0
Sheltered Sam 100/0 Bill Bernstein +8.31 14.83 -25.40 97 0 3
Stocks/Bonds 60/40 Momentum +8.28 10.33 -24.21 60 40 0
Permanent Portfolio with Bitcoin Harry Browne +8.16 8.43 -16.88 25 50 25
All Weather Portfolio with Bitcoin Ray Dalio +8.11 9.46 -21.81 30 55 15
Desert Portfolio with Bitcoin Gyroscopic Investing +8.11 7.22 -15.73 30 60 10
Robo Advisor 100 Betterment +7.91 14.88 -24.17 100 0 0
Dedalo Eleven Dedalo Invest +7.90 12.42 -23.40 80 20 0
Shield Strategy Aim Ways +7.87 8.92 -19.36 42 38 20
Stocks/Bonds 60/40 +7.85 10.15 -20.69 60 40 0
Core Four Rick Ferri +7.70 12.20 -23.46 80 20 0
Four Funds Bogleheads +7.70 12.26 -23.20 80 20 0
Three Funds Bogleheads +7.67 12.20 -23.18 80 20 0
Sheltered Sam 90/10 Bill Bernstein +7.64 13.39 -22.65 87.3 10 2.7
LifeStrategy Growth Fund Vanguard +7.56 12.16 -23.11 80 20 0
Edge Select Moderately Aggressive Merrill Lynch +7.43 11.12 -22.31 69 31 0
Robo Advisor 90 Betterment +7.37 13.76 -23.36 90.1 9.9 0
Mid-Twenties Burton Malkiel +7.25 13.04 -24.50 87 13 0
Late Thirties to Early Forties Burton Malkiel +7.25 12.82 -24.26 85 15 0
Perfect Portfolio Ben Stein +7.22 11.77 -18.62 80 20 0
All Country World 80/20 +7.22 12.39 -23.52 80 20 0
Mid-Fifties Burton Malkiel +7.00 12.38 -24.05 80 20 0
Sheltered Sam 80/20 Bill Bernstein +6.97 11.97 -19.89 77.6 20 2.4
Jane Bryant Quinn Portfolio Jane Bryant Quinn +6.97 11.16 -22.74 70 30 0
Couch Potato Scott Burns +6.96 9.22 -19.77 50 50 0
No Brainer Portfolio Bill Bernstein +6.76 11.64 -19.76 75 25 0
Robo Advisor 80 Betterment +6.74 12.55 -22.63 80 20 0
Stocks/Bonds 60/40 ESG +6.74 10.38 -22.44 60 40 0
Talmud Portfolio Roger Gibson +6.72 11.27 -22.88 66.7 33.3 0
Long Term Portfolio Ben Stein +6.63 11.91 -20.52 80 20 0
Late Sixties and Beyond Burton Malkiel +6.62 11.30 -22.44 71 29 0
In Saecula Saeculorum Fulvio Marchese +6.61 8.43 -18.89 45 45 10
Seven Value Scott Burns +6.58 11.81 -20.44 71.5 28.5 0
Robust Alpha Architect +6.57 11.25 -19.09 70 20 10
Ultimate Buy and Hold Strategy Paul Merriman +6.47 15.33 -27.54 100 0 0
Yale Endowment David Swensen +6.31 10.90 -22.63 70 30 0
Sheltered Sam 70/30 Bill Bernstein +6.29 10.57 -17.80 67.9 30 2.1
Gold Pivot Ptf Aim Ways +6.28 7.85 -15.46 22 44 34
Lazy Portfolio David Swensen +6.26 10.81 -22.43 70 30 0
Margaritaville Scott Burns +6.19 10.70 -21.96 67 33 0
Edge Select Moderate Merrill Lynch +6.14 9.30 -20.56 53 47 0
LifeStrategy Moderate Growth Vanguard +6.13 9.70 -20.84 60 40 0
Family Taxable Portfolio Ted Aronson +6.10 11.59 -23.76 70 30 0
Stocks/Bonds 40/60 Momentum +6.03 7.88 -21.11 40 60 0
Tilt Toward Value Time Inc +5.99 9.81 -20.45 60 40 0
Six Ways from Sunday Scott Burns +5.97 11.53 -19.67 66.7 33.3 0
Andrew Tobias Portfolio Andrew Tobias +5.94 9.75 -18.85 66.7 33.3 0
All Country World 60/40 +5.92 10.07 -21.52 60 40 0
Simple and Cheap Time Inc +5.90 9.73 -21.27 60 40 0
Simplified Permanent Portfolio 2x Leveraged +5.86 14.16 -31.96 25 50 25

The following portfolios share asset allocation strategy and/or similar asset weights.

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5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Permanent Portfolio with Bitcoin Harry Browne +7.84 9.32 -16.88 25 50 25
All Weather Portfolio 2x Leveraged Ray Dalio +6.87 21.65 -37.02 37.5 55 7.5
All Weather Portfolio with Bitcoin Ray Dalio +6.81 10.92 -21.81 30 55 15
Simplified Permanent Portfolio 2x Leveraged +6.78 16.94 -31.96 25 50 25
Permanent Portfolio Harry Browne +5.89 8.60 -15.92 25 50 25
Simplified Permanent Portfolio +5.74 8.65 -16.43 25 50 25
All Weather Portfolio Ray Dalio +4.93 10.18 -20.58 30 55 15

Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Medium Risk categorization.

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10 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato Scott Burns +6.96 9.22 -19.77 50 50 0
Stocks/Bonds 40/60 Momentum +6.03 7.88 -21.11 40 60 0
Stocks/Bonds 40/60 +5.74 7.77 -18.63 40 60 0
One-Decision Portfolio Marvin Appel +5.66 8.92 -16.74 50 50 0
Four Square Scott Burns +5.19 8.56 -19.67 50 50 0
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