Stocks/Bonds 40/60 2x Leveraged Portfolio: ETF allocation and returns

Data Source: from March 2010 to November 2023 (~14 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.70%
1 Day
Dec 01 2023
1.70%
Current Month
December 2023

The Stocks/Bonds 40/60 2x Leveraged Portfolio is a Medium Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 40% on the Stock Market.

In the last 10 Years, the Stocks/Bonds 40/60 2x Leveraged Portfolio obtained a 7.60% compound annual return, with a 14.46% standard deviation.

Table of contents

Asset Allocation and ETFs

The Stocks/Bonds 40/60 2x Leveraged Portfolio has the following asset allocation:

40% Stocks
60% Fixed Income
0% Commodities

The Stocks/Bonds 40/60 2x Leveraged Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
40.00
SSO
USD ProShares Ultra S&P 500 2x, Equity, U.S., Large Cap
60.00
UST
USD ProShares Ultra 7-10 Year Treasury 2x, Bond, U.S., Intermediate-Term

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 Nov 30, 2023

The Stocks/Bonds 40/60 2x Leveraged Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
STOCKS/BONDS 40/60 2X LEVERAGED PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y MAX
(~14Y)
Stocks/Bonds 40/60 2x Leveraged Portfolio 1.70 1.70 12.93 1.22 2.56 5.86 7.60 10.74
US Inflation Adjusted return 12.93 0.05 -0.76 1.72 4.66 7.95
Components
SSO
USD ProShares Ultra S&P 500 1.15 Dec 01 2023 1.15 18.26 16.13 18.96 16.64 17.75 20.94
UST
USD ProShares Ultra 7-10 Year Treasury 2.06 Dec 01 2023 2.06 8.23 -9.95 -9.95 -3.21 -0.49 2.33
Returns over 1 year are annualized | Available data source: since Mar 2010
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82%

In 2022, the Stocks/Bonds 40/60 2x Leveraged Portfolio granted a 0.32% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 40/60 2x Leveraged Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 2013, now would be worth 2.08$, with a total return of 108.12% (7.60% annualized).

The Inflation Adjusted Capital now would be 1.58$, with a net total return of 57.66% (4.66% annualized).
An investment of 1$, since March 2010, now would be worth 4.07$, with a total return of 306.60% (10.74% annualized).

The Inflation Adjusted Capital now would be 2.86$, with a net total return of 186.43% (7.95% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of Stocks/Bonds 40/60 2x Leveraged Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
STOCKS/BONDS 40/60 2X LEVERAGED PORTFOLIO
Advanced Metrics
Data Source: 1 March 2010 - 30 November 2023 (~14 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Investment Return (%) 12.93 -1.05 1.22 2.56 -3.75 5.86 7.60 10.74
Infl. Adjusted Return (%) details 12.93 -1.26 0.05 -0.76 -8.98 1.72 4.66 7.95
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.58
Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -14.99 -36.46 -36.46 -36.46 -36.46
Start to Recovery (# months) details 4* 23* 23* 23* 23*
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 3 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 14 14 14 14
End (yyyy mm) - - - - -
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 08 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 3 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 14 14 14 14
End (yyyy mm) - - - - -
Longest negative period (# months) details 11 36* 50 50 50
Period Start (yyyy mm) 2022 12 2020 12 2019 09 2019 09 2019 09
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2023 10
Annualized Return (%) -9.98 -3.75 -0.50 -0.50 -0.50
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -15.53 -41.55 -41.55 -41.55 -41.55
Start to Recovery (# months) details 4* 23* 23* 23* 23*
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 3 22 22 22 22
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1
End (yyyy mm) - - - - -
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 08 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 3 22 22 22 22
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1
End (yyyy mm) - - - - -
Longest negative period (# months) details 12* 36* 59 75 75
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2017 08 2017 08
Period End (yyyy mm) 2023 11 2023 11 2023 10 2023 10 2023 10
Annualized Return (%) -0.76 -8.98 -0.74 -0.28 -0.28
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 22.07 21.18 18.53 14.46 13.27
Sharpe Ratio -0.11 -0.27 0.23 0.45 0.51
Sortino Ratio -0.16 -0.37 0.30 0.60 0.67
Ulcer Index 5.91 21.29 16.65 12.00 10.28
Ratio: Return / Standard Deviation 0.12 -0.18 0.32 0.53 0.81
Ratio: Return / Deepest Drawdown 0.17 -0.10 0.16 0.21 0.29
% Positive Months details 50% 55% 63% 62% 65%
Positive Months 6 20 38 75 108
Negative Months 6 16 22 45 57
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 7.60 15.14
Worst 10 Years Return (%) - Annualized 6.53
Best 10 Years Return (%) - Annualized 4.66 13.15
Worst 10 Years Return (%) - Annualized 3.63
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 33.39 24.09 16.41 7.60
Worst Rolling Return (%) - Annualized -33.70 -5.17 3.37
% Positive Periods 79% 87% 100% 100%
Best Rolling Return (%) - Annualized 30.41 19.86 13.11 4.66
Worst Rolling Return (%) - Annualized -37.72 -10.30 -0.65
% Positive Periods 76% 80% 93% 100%
Over all the available data source (Mar 2010 - Nov 2023)
Best Rolling Return (%) - Annualized 33.39 24.09 19.83 15.14
Worst Rolling Return (%) - Annualized -33.70 -5.17 3.37 6.53
% Positive Periods 85% 91% 100% 100%
Best Rolling Return (%) - Annualized 30.41 19.86 17.94 13.15
Worst Rolling Return (%) - Annualized -37.72 -10.30 -0.65 3.63
% Positive Periods 83% 86% 96% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y MAX
Safe WR (%) 30.73 24.31 14.46 16.74
Perpetual WR (%) 0.00 1.69 4.45 7.37
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 original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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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 30 November 2023
Swipe left to see all data
Asset
SSO
UST
SSO
-
0.75
UST
0.75
-
Asset
SSO
UST
SSO
-
0.16
UST
0.16
-
Asset
SSO
UST
SSO
-
0.05
UST
0.05
-
Asset
SSO
UST
SSO
-
-0.10
UST
-0.10
-

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.

STOCKS/BONDS 40/60 2X LEVERAGED PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 March 2010 - 30 November 2023 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-36.46% Jan 2022 Sep 2022 9 in progress 14 23 26.39
-9.59% Sep 2018 Dec 2018 4 Mar 2019 3 7 4.96
-7.29% Feb 2020 Mar 2020 2 May 2020 2 4 3.46
-7.11% Feb 2018 Apr 2018 3 Aug 2018 4 7 4.21
-6.54% Aug 2016 Nov 2016 4 Feb 2017 3 7 3.58
-6.16% Sep 2021 Sep 2021 1 Nov 2021 2 3 3.08
-6.13% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.32
-5.62% Mar 2015 Sep 2015 7 Mar 2016 6 13 2.68
-2.97% Jan 2021 Feb 2021 2 Apr 2021 2 4 1.88
-2.86% May 2019 May 2019 1 Jun 2019 1 2 1.65
-2.54% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.47
-1.51% Jul 2014 Jul 2014 1 Aug 2014 1 2 0.87
-0.26% Dec 2014 Dec 2014 1 Jan 2015 1 2 0.15
-0.19% Jun 2017 Jun 2017 1 Jul 2017 1 2 0.11
-0.16% Apr 2016 Apr 2016 1 May 2016 1 2 0.09
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-41.55% Jan 2022 Oct 2023 22 in progress 1 23 31.09
-9.26% Feb 2018 Dec 2018 11 Mar 2019 3 14 5.17
-7.35% Feb 2020 Mar 2020 2 May 2020 2 4 3.49
-6.93% Mar 2015 Aug 2015 6 Mar 2016 7 13 3.59
-6.82% Aug 2016 Nov 2016 4 Apr 2017 5 9 3.52
-6.42% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.98
-6.30% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.43
-3.90% Jan 2021 Feb 2021 2 Apr 2021 2 4 2.65
-3.07% May 2019 May 2019 1 Jun 2019 1 2 1.77
-2.61% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.51
-1.47% Jul 2014 Jul 2014 1 Aug 2014 1 2 0.85
-0.69% Mar 2014 Mar 2014 1 Apr 2014 1 2 0.40
-0.63% Apr 2016 Apr 2016 1 May 2016 1 2 0.36
-0.61% Sep 2017 Sep 2017 1 Oct 2017 1 2 0.35
-0.28% Jun 2017 Jun 2017 1 Jul 2017 1 2 0.16
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-36.46% Jan 2022 Sep 2022 9 in progress 14 23 26.39
-9.59% Sep 2018 Dec 2018 4 Mar 2019 3 7 4.96
-7.29% Feb 2020 Mar 2020 2 May 2020 2 4 3.46
-7.11% Feb 2018 Apr 2018 3 Aug 2018 4 7 4.21
-6.54% Aug 2016 Nov 2016 4 Feb 2017 3 7 3.58
-6.16% Sep 2021 Sep 2021 1 Nov 2021 2 3 3.08
-6.13% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.32
-5.62% Mar 2015 Sep 2015 7 Mar 2016 6 13 2.68
-5.58% May 2013 Aug 2013 4 Oct 2013 2 6 3.04
-4.27% May 2010 Jun 2010 2 Jul 2010 1 3 2.87
-2.97% Jan 2021 Feb 2021 2 Apr 2021 2 4 1.88
-2.86% May 2019 May 2019 1 Jun 2019 1 2 1.65
-2.54% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.47
-2.46% Oct 2012 Oct 2012 1 Jan 2013 3 4 1.31
-1.97% Jun 2011 Jun 2011 1 Aug 2011 2 3 1.00
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-41.55% Jan 2022 Oct 2023 22 in progress 1 23 31.09
-9.26% Feb 2018 Dec 2018 11 Mar 2019 3 14 5.17
-7.35% Feb 2020 Mar 2020 2 May 2020 2 4 3.49
-6.93% Mar 2015 Aug 2015 6 Mar 2016 7 13 3.59
-6.82% Aug 2016 Nov 2016 4 Apr 2017 5 9 3.52
-6.42% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.98
-6.30% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.43
-6.13% May 2013 Aug 2013 4 Oct 2013 2 6 3.36
-4.25% May 2010 Jun 2010 2 Jul 2010 1 3 2.89
-3.90% Jan 2021 Feb 2021 2 Apr 2021 2 4 2.65
-3.07% May 2019 May 2019 1 Jun 2019 1 2 1.77
-2.61% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.51
-2.42% Oct 2012 Oct 2012 1 Jan 2013 3 4 1.13
-1.93% Sep 2011 Sep 2011 1 Oct 2011 1 2 1.11
-1.86% Jun 2011 Jun 2011 1 Aug 2011 2 3 0.94

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.

STOCKS/BONDS 40/60 2X LEVERAGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 March 2010 - 30 November 2023 (~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 -33.70 01/2022
12/2022
0.66$ -4.90 0.95$ 10.58 1.10$ 20.06 1.20$ 33.39 01/2019
12/2019
1.33$ 2.56 20.18%
2Y -18.20 11/2021
10/2023
0.66$ -6.16 0.88$ 10.22 1.21$ 17.43 1.37$ 26.47 01/2019
12/2020
1.59$ -13.13 17.53%
3Y -5.17 11/2020
10/2023
0.85$ 0.77 1.02$ 9.83 1.32$ 14.90 1.51$ 24.09 01/2019
12/2021
1.91$ -3.75 12.94%
5Y 3.37 10/2018
09/2023
1.18$ 5.15 1.28$ 10.11 1.61$ 13.81 1.90$ 16.41 01/2017
12/2021
2.13$ 5.86 0.00%
7Y 4.60 11/2016
10/2023
1.36$ 6.37 1.54$ 8.49 1.76$ 12.84 2.32$ 13.60 08/2014
07/2021
2.44$ 6.78 0.00%
10Y 7.60 12/2013
11/2023
2.08$ 7.60 2.08$ 7.60 2.08$ 7.60 2.08$ 7.60 12/2013
11/2023
2.08$ 7.60 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 -37.72 01/2022
12/2022
0.62$ -7.83 0.92$ 7.62 1.07$ 18.07 1.18$ 30.41 01/2019
12/2019
1.30$ -0.76 23.85%
2Y -22.44 11/2021
10/2023
0.60$ -12.25 0.77$ 8.44 1.17$ 15.26 1.32$ 24.21 01/2019
12/2020
1.54$ -17.43 20.62%
3Y -10.30 11/2020
10/2023
0.72$ -4.72 0.86$ 8.29 1.26$ 12.31 1.41$ 19.86 01/2019
12/2021
1.72$ -8.98 20.00%
5Y -0.65 10/2018
09/2023
0.96$ 1.27 1.06$ 8.42 1.49$ 11.20 1.70$ 13.11 01/2017
12/2021
1.85$ 1.72 6.56%
7Y 1.05 11/2016
10/2023
1.07$ 2.87 1.21$ 5.40 1.44$ 10.55 2.01$ 11.41 08/2014
07/2021
2.13$ 3.14 0.00%
10Y 4.66 12/2013
11/2023
1.57$ 4.66 1.57$ 4.66 1.57$ 4.66 1.57$ 4.66 12/2013
11/2023
1.57$ 4.66 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 -33.70 01/2022
12/2022
0.66$ 0.67 1.00$ 13.95 1.13$ 21.36 1.21$ 33.39 01/2019
12/2019
1.33$ 2.56 14.29%
2Y -18.20 11/2021
10/2023
0.66$ 4.12 1.08$ 13.18 1.28$ 19.44 1.42$ 26.47 01/2019
12/2020
1.59$ -13.13 11.97%
3Y -5.17 11/2020
10/2023
0.85$ 6.82 1.21$ 12.62 1.42$ 18.38 1.65$ 24.09 01/2019
12/2021
1.91$ -3.75 8.46%
5Y 3.37 10/2018
09/2023
1.18$ 6.74 1.38$ 12.48 1.80$ 15.40 2.04$ 19.83 03/2010
02/2015
2.47$ 5.86 0.00%
7Y 4.60 11/2016
10/2023
1.36$ 6.78 1.58$ 12.38 2.26$ 14.15 2.52$ 15.82 07/2010
06/2017
2.79$ 6.78 0.00%
10Y 6.53 11/2013
10/2023
1.88$ 8.36 2.23$ 13.45 3.53$ 14.74 3.95$ 15.14 09/2010
08/2020
4.09$ 7.60 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 -37.72 01/2022
12/2022
0.62$ -2.64 0.97$ 11.74 1.11$ 19.39 1.19$ 30.41 01/2019
12/2019
1.30$ -0.76 16.88%
2Y -22.44 11/2021
10/2023
0.60$ 2.15 1.04$ 10.91 1.23$ 17.08 1.37$ 24.21 01/2019
12/2020
1.54$ -17.43 14.08%
3Y -10.30 11/2020
10/2023
0.72$ 4.27 1.13$ 11.07 1.37$ 16.08 1.56$ 19.86 01/2019
12/2021
1.72$ -8.98 13.08%
5Y -0.65 10/2018
09/2023
0.96$ 2.73 1.14$ 10.36 1.63$ 13.06 1.84$ 17.94 03/2010
02/2015
2.28$ 1.72 3.77%
7Y 1.05 11/2016
10/2023
1.07$ 3.20 1.24$ 10.47 2.00$ 12.20 2.23$ 13.91 07/2010
06/2017
2.48$ 3.14 0.00%
10Y 3.63 11/2013
10/2023
1.42$ 5.52 1.71$ 11.09 2.86$ 12.64 3.28$ 13.15 09/2010
08/2020
3.44$ 4.66 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 Stocks/Bonds 40/60 2x Leveraged Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Stocks/Bonds 40/60 2x Leveraged Portfolio?

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
2.11
60%
-2.05
20%
0.86
60%
1.02
80%
-0.07
60%
1.41
80%
4.55
100%
-0.76
60%
-5.94
20%
0.72
60%
6.26
100%
-0.67
60%
Best 8.7
2023
2.0
2019
6.7
2023
6.6
2020
2.9
2020
7.2
2019
10.4
2022
3.4
2020
0.1
2019
6.5
2021
12.9
2023
3.6
2021
Worst -6.6
2022
-6.3
2023
-5.1
2020
-11.9
2022
-2.9
2019
-7.5
2022
1.1
2019
-8.6
2022
-12.9
2022
-4.6
2023
0.1
2021
-6.7
2022
Monthly Seasonality over the period Apr 2010 - Nov 2023
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
1.70
70%
-0.46
50%
0.77
50%
0.65
60%
0.97
80%
0.90
70%
3.18
90%
0.08
60%
-3.34
20%
0.41
60%
3.75
80%
-0.19
60%
Best 8.7
2023
3.9
2017
6.7
2023
6.6
2020
3.8
2014
7.2
2019
10.4
2022
5.4
2014
0.1
2019
6.5
2021
12.9
2023
3.6
2021
Worst -6.6
2022
-6.3
2023
-5.1
2020
-11.9
2022
-2.9
2019
-7.5
2022
-1.5
2014
-8.6
2022
-12.9
2022
-6.9
2018
-2.3
2016
-6.7
2022
Monthly Seasonality over the period Apr 2010 - Nov 2023
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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
2.01
77%
0.13
62%
1.14
57%
1.36
71%
0.32
64%
0.33
57%
3.36
93%
0.00
64%
-1.58
36%
0.99
64%
2.85
79%
0.18
62%
Best 8.7
2023
3.9
2017
6.7
2023
6.6
2020
3.8
2014
7.2
2019
10.4
2022
5.4
2014
6.2
2010
6.5
2021
12.9
2023
3.6
2021
Worst -6.6
2022
-6.3
2023
-5.1
2020
-11.9
2022
-3.8
2010
-7.5
2022
-1.5
2014
-8.6
2022
-12.9
2022
-6.9
2018
-2.3
2016
-6.7
2022
Monthly Seasonality over the period Apr 2010 - Nov 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Stocks/Bonds 40/60 2x Leveraged Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

STOCKS/BONDS 40/60 2X LEVERAGED PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 March 2010 - 30 November 2023 (~14 years)
75 Positive Months (63%) - 45 Negative Months (38%)
108 Positive Months (65%) - 57 Negative Months (35%)
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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
Technology +17.35 18.35 -32.58 100 0 0
Cape US Sector Value Robert Shiller +13.36 15.80 -21.00 100 0 0
US Stocks Momentum +11.25 15.49 -30.16 100 0 0
US Stocks +11.16 15.49 -24.81 100 0 0
Warren Buffett Portfolio Warren Buffett +10.69 13.69 -23.08 90 10 0
Dedalo Three Dedalo Invest +10.15 15.23 -25.03 100 0 0
US Stocks Minimum Volatility +10.13 12.15 -19.06 100 0 0
US Stocks Equal Weight +9.71 16.46 -26.65 100 0 0
US Stocks Value +9.54 15.49 -26.06 100 0 0
US Stocks ESG +9.49 16.06 -27.79 100 0 0
Stocks/Bonds 80/20 Momentum +9.36 12.79 -27.23 80 20 0
Stocks/Bonds 80/20 +9.29 12.74 -22.75 80 20 0
Simple Path to Wealth JL Collins +8.81 12.07 -22.24 75 25 0
Dedalo Four Dedalo Invest +8.60 12.49 -22.61 80 20 0
Second Grader's Starter Paul Farrell +8.05 13.54 -24.21 90 10 0
Edge Select Aggressive Merrill Lynch +7.82 12.87 -23.81 84 16 0
Sheltered Sam 100/0 Bill Bernstein +7.75 14.79 -25.40 97 0 3
All Country World Stocks +7.75 14.88 -25.52 100 0 0
Stocks/Bonds 40/60 2x Leveraged +7.60 14.46 -36.46 40 60 0

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
Stocks/Bonds 40/60 with Bitcoin +7.06 10.64 -19.39 39 59 2
Stocks/Bonds 40/60 2x Leveraged +5.86 18.53 -36.46 40 60 0
Stocks/Bonds 40/60 ESG +5.73 9.85 -19.76 40 60 0
Stocks/Bonds 40/60 +5.34 9.96 -18.63 40 60 0
Stocks/Bonds 40/60 Momentum +3.80 9.72 -21.11 40 60 0

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 +6.57 9.18 -19.77 50 50 0
One-Decision Portfolio Marvin Appel +5.48 8.80 -16.74 50 50 0
Stocks/Bonds 40/60 Momentum +5.44 7.77 -21.11 40 60 0
Stocks/Bonds 40/60 +5.41 7.69 -18.63 40 60 0
Permanent Portfolio Harry Browne +4.86 7.22 -15.92 25 50 25
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