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

Data Source: from March 2010 to January 2024 (~14 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 03:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.19%
1 Day
Feb 27 2024, 03:59PM Eastern Time
0.14%
Current Month
February 2024

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 8.41% compound annual return, with a 14.65% standard deviation.

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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 Jan 31, 2024

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

Returns are calculated in USD, assuming: February 2024 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 31 January 2024
Live Update: Feb 27 2024, 03:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y MAX
(~14Y)
Stocks/Bonds 40/60 2x Leveraged Portfolio -0.19 -0.14 1.26 5.06 10.63 7.34 8.41 11.32
US Inflation Adjusted return 0.95 3.34 7.29 3.05 5.47 8.52
Components
SSO
USD ProShares Ultra S&P 500 0.33 03:59PM, Feb 27 2024 9.49 2.49 8.31 33.95 20.36 19.33 21.61
UST
USD ProShares Ultra 7-10 Year Treasury -0.54 02:55PM, Feb 27 2024 -6.56 0.44 2.39 -5.42 -2.91 0.11 2.86
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. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79%

In 2023, the Stocks/Bonds 40/60 2x Leveraged Portfolio granted a 2.16% 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 Jan 31, 2024

An investment of 1$, since February 2014, now would be worth 2.24$, with a total return of 124.19% (8.41% annualized).

The Inflation Adjusted Capital now would be 1.70$, with a net total return of 70.33% (5.47% annualized).
An investment of 1$, since March 2010, now would be worth 4.45$, with a total return of 344.92% (11.32% annualized).

The Inflation Adjusted Capital now would be 3.12$, with a net total return of 212.17% (8.52% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Stocks/Bonds 40/60 2x Leveraged Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
STOCKS/BONDS 40/60 2X LEVERAGED PORTFOLIO
Advanced Metrics
Data Source: 1 March 2010 - 31 January 2024 (~14 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Investment Return (%) 1.26 23.58 5.06 10.63 -0.87 7.34 8.41 11.32
Infl. Adjusted Return (%) details 0.95 22.72 3.34 7.29 -6.18 3.05 5.47 8.52
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.58
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 5 25* 25* 25* 25*
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) 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 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) 2 16 16 16 16
End (yyyy mm) 2023 12 - - - -
Longest negative period (# months) details 9 36* 50 50 50
Period Start (yyyy mm) 2023 02 2021 02 2019 09 2019 09 2019 09
Period End (yyyy mm) 2023 10 2024 01 2023 10 2023 10 2023 10
Annualized Return (%) -13.72 -0.87 -0.50 -0.50 -0.50
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -15.79 -41.10 -41.10 -41.10 -41.10
Start to Recovery (# months) details 5 25* 25* 25* 25*
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) 2 3 3 3 3
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 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) 2 3 3 3 3
End (yyyy mm) 2023 12 - - - -
Longest negative period (# months) details 10 36* 57 77 77
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2017 06 2017 06
Period End (yyyy mm) 2023 11 2024 01 2023 10 2023 10 2023 10
Annualized Return (%) -1.70 -6.18 -1.14 -0.04 -0.04
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 20.58 21.61 18.47 14.65 13.33
Sharpe Ratio 0.27 -0.14 0.30 0.50 0.55
Sortino Ratio 0.40 -0.20 0.40 0.66 0.73
Ulcer Index 5.62 21.82 17.06 12.30 10.47
Ratio: Return / Standard Deviation 0.52 -0.04 0.40 0.57 0.85
Ratio: Return / Deepest Drawdown 0.71 -0.02 0.20 0.23 0.31
% Positive Months details 58% 58% 65% 62% 65%
Positive Months 7 21 39 75 110
Negative Months 5 15 21 45 57
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 8.41 15.14
Worst 10 Years Return (%) - Annualized 6.53
Best 10 Years Return (%) - Annualized 5.47 13.16
Worst 10 Years Return (%) - Annualized 3.64
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 33.39 24.09 16.41 8.41
Worst Rolling Return (%) - Annualized -33.70 -5.17 3.37
% Positive Periods 79% 84% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.12 28.22 22.31 14.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 6.12
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 30.36 19.81 13.06 5.47
Worst Rolling Return (%) - Annualized -37.70 -10.30 -0.64
% Positive Periods 76% 77% 93% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.12 28.22 22.31 14.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 6.12
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Mar 2010 - Jan 2024)
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% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.12 28.22 22.31 14.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 4.54
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 30.36 19.81 17.93 13.16
Worst Rolling Return (%) - Annualized -37.70 -10.30 -0.64 3.64
% Positive Periods 83% 85% 96% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.12 28.22 22.31 14.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 4.54
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 31 January 2024
Swipe left to see all data
Asset
SSO
UST
SSO
-
0.74
UST
0.74
-
Asset
SSO
UST
SSO
-
0.22
UST
0.22
-
Asset
SSO
UST
SSO
-
0.08
UST
0.08
-
Asset
SSO
UST
SSO
-
-0.09
UST
-0.09
-

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 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
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-36.46% Jan 2022 Sep 2022 9 in progress 16 25 26.00
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 48 2.5 Months 39.67%
 
DD = 0% 39.67%
 
0% < DD <= -5% 36 3.4 Months 29.75%
 
DD <= -5% 69.42%
 
-5% < DD <= -10% 14 8.6 Months 11.57%
 
DD <= -10% 80.99%
 
-10% < DD <= -15% 1 121.0 Months 0.83%
 
DD <= -15% 81.82%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 81.82%
 
-20% < DD <= -25% 6 20.2 Months 4.96%
 
DD <= -25% 86.78%
 
-25% < DD <= -30% 10 12.1 Months 8.26%
 
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
-41.10% Jan 2022 Oct 2023 22 in progress 3 25 30.41
-9.98% Sep 2018 Dec 2018 4 Mar 2019 3 7 5.24
-7.62% Feb 2018 Apr 2018 3 Aug 2018 4 7 4.65
-7.28% Aug 2016 Nov 2016 4 Apr 2017 5 9 3.83
-7.02% Feb 2020 Mar 2020 2 May 2020 2 4 3.32
-6.57% Mar 2015 Aug 2015 6 Mar 2016 7 13 3.37
-6.54% Sep 2021 Sep 2021 1 Dec 2021 3 4 3.12
-6.45% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.51
-3.55% Jan 2021 Feb 2021 2 Apr 2021 2 4 2.35
-2.89% May 2019 May 2019 1 Jun 2019 1 2 1.67
-2.55% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.47
-1.62% Jul 2014 Jul 2014 1 Aug 2014 1 2 0.94
-0.59% Sep 2017 Sep 2017 1 Oct 2017 1 2 0.34
-0.54% Apr 2016 Apr 2016 1 May 2016 1 2 0.31
-0.26% Mar 2014 Mar 2014 1 Apr 2014 1 2 0.15
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 45 2.7 Months 37.19%
 
DD = 0% 37.19%
 
0% < DD <= -5% 37 3.3 Months 30.58%
 
DD <= -5% 67.77%
 
-5% < DD <= -10% 15 8.1 Months 12.40%
 
DD <= -10% 80.17%
 
-10% < DD <= -15% 2 60.5 Months 1.65%
 
DD <= -15% 81.82%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 81.82%
 
-20% < DD <= -25% 3 40.3 Months 2.48%
 
DD <= -25% 84.30%
 
-25% < DD <= -30% 2 60.5 Months 1.65%
 
DD <= -30% 85.95%
 
-30% < DD <= -35% 11 11.0 Months 9.09%
 
DD <= -35% 95.04%
 
-35% < DD <= -40% 5 24.2 Months 4.13%
 
DD <= -40% 99.17%
 
-40% < DD <= -45% 1 121.0 Months 0.83%
 
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
-36.46% Jan 2022 Sep 2022 9 in progress 16 25 26.00
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 79 2.1 Months 47.02%
 
DD = 0% 47.02%
 
0% < DD <= -5% 50 3.4 Months 29.76%
 
DD <= -5% 76.79%
 
-5% < DD <= -10% 16 10.5 Months 9.52%
 
DD <= -10% 86.31%
 
-10% < DD <= -15% 1 168.0 Months 0.60%
 
DD <= -15% 86.90%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 86.90%
 
-20% < DD <= -25% 6 28.0 Months 3.57%
 
DD <= -25% 90.48%
 
-25% < DD <= -30% 10 16.8 Months 5.95%
 
DD <= -30% 96.43%
 
-30% < DD <= -35% 4 42.0 Months 2.38%
 
DD <= -35% 98.81%
 
-35% < DD <= -40% 2 84.0 Months 1.19%
 
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
-41.10% Jan 2022 Oct 2023 22 in progress 3 25 30.41
-9.98% Sep 2018 Dec 2018 4 Mar 2019 3 7 5.24
-7.62% Feb 2018 Apr 2018 3 Aug 2018 4 7 4.65
-7.28% Aug 2016 Nov 2016 4 Apr 2017 5 9 3.83
-7.02% Feb 2020 Mar 2020 2 May 2020 2 4 3.32
-6.57% Mar 2015 Aug 2015 6 Mar 2016 7 13 3.37
-6.54% Sep 2021 Sep 2021 1 Dec 2021 3 4 3.12
-6.45% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.51
-6.25% May 2013 Aug 2013 4 Oct 2013 2 6 3.36
-4.18% May 2010 Jun 2010 2 Jul 2010 1 3 2.82
-3.55% Jan 2021 Feb 2021 2 Apr 2021 2 4 2.35
-2.89% May 2019 May 2019 1 Jun 2019 1 2 1.67
-2.72% Oct 2012 Oct 2012 1 Jan 2013 3 4 1.44
-2.55% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.47
-1.99% Sep 2011 Sep 2011 1 Oct 2011 1 2 1.15
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 75 2.2 Months 44.64%
 
DD = 0% 44.64%
 
0% < DD <= -5% 52 3.2 Months 30.95%
 
DD <= -5% 75.60%
 
-5% < DD <= -10% 17 9.9 Months 10.12%
 
DD <= -10% 85.71%
 
-10% < DD <= -15% 2 84.0 Months 1.19%
 
DD <= -15% 86.90%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 86.90%
 
-20% < DD <= -25% 3 56.0 Months 1.79%
 
DD <= -25% 88.69%
 
-25% < DD <= -30% 2 84.0 Months 1.19%
 
DD <= -30% 89.88%
 
-30% < DD <= -35% 11 15.3 Months 6.55%
 
DD <= -35% 96.43%
 
-35% < DD <= -40% 5 33.6 Months 2.98%
 
DD <= -40% 99.40%
 
-40% < DD <= -45% 1 168.0 Months 0.60%
 
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.

STOCKS/BONDS 40/60 2X LEVERAGED PORTFOLIO
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 -33.70 01/2022
12/2022
0.66$ -4.90 0.95$ 10.58 1.10$ 19.91 1.19$ 33.39 01/2019
12/2019
1.33$ 10.63 20.18%
2Y -18.20 11/2021
10/2023
0.66$ -6.73 0.86$ 9.78 1.20$ 17.43 1.37$ 26.47 01/2019
12/2020
1.59$ -7.64 19.59%
3Y -5.17 11/2020
10/2023
0.85$ -0.19 0.99$ 9.77 1.32$ 14.90 1.51$ 24.09 01/2019
12/2021
1.91$ -0.87 15.29%
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$ 7.34 0.00%
7Y 4.60 11/2016
10/2023
1.36$ 6.37 1.54$ 8.27 1.74$ 12.64 2.30$ 13.60 08/2014
07/2021
2.44$ 7.68 0.00%
10Y 8.41 02/2014
01/2024
2.24$ 8.41 2.24$ 8.41 2.24$ 8.41 2.24$ 8.41 02/2014
01/2024
2.24$ 8.41 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 -37.70 01/2022
12/2022
0.62$ -7.91 0.92$ 7.40 1.07$ 17.52 1.17$ 30.36 01/2019
12/2019
1.30$ 7.29 23.85%
2Y -22.45 11/2021
10/2023
0.60$ -12.27 0.76$ 8.23 1.17$ 15.21 1.32$ 24.22 01/2019
12/2020
1.54$ -11.81 22.68%
3Y -10.30 11/2020
10/2023
0.72$ -5.36 0.84$ 8.09 1.26$ 12.31 1.41$ 19.81 01/2019
12/2021
1.71$ -6.18 22.35%
5Y -0.64 10/2018
09/2023
0.96$ 1.25 1.06$ 8.43 1.49$ 11.20 1.70$ 13.06 01/2017
12/2021
1.84$ 3.05 6.56%
7Y 1.06 11/2016
10/2023
1.07$ 2.87 1.21$ 4.99 1.40$ 10.38 1.99$ 11.42 08/2014
07/2021
2.13$ 4.05 0.00%
10Y 5.47 02/2014
01/2024
1.70$ 5.47 1.70$ 5.47 1.70$ 5.47 1.70$ 5.47 02/2014
01/2024
1.70$ 5.47 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$ 10.63 14.10%
2Y -18.20 11/2021
10/2023
0.66$ 3.75 1.07$ 12.84 1.27$ 19.32 1.42$ 26.47 01/2019
12/2020
1.59$ -7.64 13.19%
3Y -5.17 11/2020
10/2023
0.85$ 6.28 1.20$ 12.52 1.42$ 18.37 1.65$ 24.09 01/2019
12/2021
1.91$ -0.87 9.85%
5Y 3.37 10/2018
09/2023
1.18$ 6.74 1.38$ 12.37 1.79$ 15.40 2.04$ 19.83 03/2010
02/2015
2.47$ 7.34 0.00%
7Y 4.60 11/2016
10/2023
1.36$ 7.03 1.60$ 12.37 2.26$ 13.69 2.45$ 15.82 07/2010
06/2017
2.79$ 7.68 0.00%
10Y 6.53 11/2013
10/2023
1.88$ 8.35 2.22$ 12.91 3.36$ 14.74 3.95$ 15.14 09/2010
08/2020
4.09$ 8.41 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 -37.70 01/2022
12/2022
0.62$ -2.51 0.97$ 11.67 1.11$ 19.47 1.19$ 30.36 01/2019
12/2019
1.30$ 7.29 16.67%
2Y -22.45 11/2021
10/2023
0.60$ -1.82 0.96$ 10.75 1.22$ 16.99 1.36$ 24.22 01/2019
12/2020
1.54$ -11.81 15.28%
3Y -10.30 11/2020
10/2023
0.72$ 2.44 1.07$ 10.88 1.36$ 16.07 1.56$ 19.81 01/2019
12/2021
1.71$ -6.18 14.39%
5Y -0.64 10/2018
09/2023
0.96$ 2.73 1.14$ 10.29 1.63$ 13.00 1.84$ 17.93 03/2010
02/2015
2.28$ 3.05 3.70%
7Y 1.06 11/2016
10/2023
1.07$ 3.46 1.26$ 10.44 2.00$ 11.96 2.20$ 13.90 07/2010
06/2017
2.48$ 4.05 0.00%
10Y 3.64 11/2013
10/2023
1.43$ 5.46 1.70$ 10.45 2.70$ 12.64 3.28$ 13.16 09/2010
08/2020
3.44$ 5.47 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.
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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
0.99
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%
1.84
80%
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
8.1
2023
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 - Jan 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
1.76
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%
0.53
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
8.1
2023
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 - Jan 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
1.96
79%
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%
0.75
64%
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
8.1
2023
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 - Jan 2024

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 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 March 2010 - 31 January 2024 (~14 years)
75 Positive Months (63%) - 45 Negative Months (38%)
110 Positive Months (66%) - 57 Negative Months (34%)
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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
Technology +18.09 18.35 -32.58 100 0 0
Cape US Sector Value Robert Shiller +14.15 15.79 -21.00 100 0 0
US Stocks Quality +12.60 15.38 -27.78 100 0 0
US Stocks Momentum +12.34 15.56 -30.16 100 0 0
US Stocks +11.92 15.48 -24.81 100 0 0
Warren Buffett Portfolio Warren Buffett +11.39 13.67 -23.08 90 10 0
Stocks/Bonds 60/40 with Bitcoin +10.95 11.16 -21.45 59 39 2
Dedalo Three Dedalo Invest +10.92 15.21 -25.03 100 0 0
US Stocks Minimum Volatility +10.87 12.11 -19.06 100 0 0
US Stocks Equal Weight +10.36 16.52 -26.65 100 0 0
US Stocks Value +10.32 15.50 -26.06 100 0 0
Stocks/Bonds 80/20 Momentum +10.25 12.86 -27.23 80 20 0
US Stocks ESG +10.06 16.03 -27.79 100 0 0
Stocks/Bonds 80/20 +9.92 12.76 -22.75 80 20 0
Simple Path to Wealth JL Collins +9.42 12.10 -22.24 75 25 0
Dedalo Four Dedalo Invest +9.23 12.51 -22.61 80 20 0
Stocks/Bonds 40/60 with Bitcoin +8.93 8.95 -19.39 39 59 2
Golden Butterfly with Bitcoin +8.76 9.55 -18.74 40 40 20
Second Grader's Starter Paul Farrell +8.76 13.54 -24.21 90 10 0
All Country World Stocks +8.55 14.85 -25.52 100 0 0
Edge Select Aggressive Merrill Lynch +8.51 12.86 -23.81 84 16 0
Sheltered Sam 100/0 Bill Bernstein +8.47 14.87 -25.40 97 0 3
Stocks/Bonds 40/60 2x Leveraged +8.41 14.65 -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 +7.88 10.59 -19.39 39 59 2
Stocks/Bonds 40/60 2x Leveraged +7.34 18.47 -36.46 40 60 0
Stocks/Bonds 40/60 ESG +6.38 9.81 -19.76 40 60 0
Stocks/Bonds 40/60 +6.04 9.87 -18.63 40 60 0
Stocks/Bonds 40/60 Momentum +4.84 9.74 -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 +7.01 9.23 -19.77 50 50 0
Stocks/Bonds 40/60 Momentum +5.98 7.86 -21.11 40 60 0
Stocks/Bonds 40/60 +5.83 7.78 -18.63 40 60 0
One-Decision Portfolio Marvin Appel +5.78 8.94 -16.74 50 50 0
Four Square Scott Burns +5.30 8.58 -19.67 50 50 0
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