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

Data Source: from March 2010 to May 2023 (~13 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.21%
1 Day
Jun 02 2023
1.16%
Current Month
June 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 8.31% compound annual return, with a 13.87% standard deviation.

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 ETF Name Investment Themes
40.00
SSO
ProShares Ultra S&P 500 2x, Equity, U.S., Large Cap
60.00
UST
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 May 31, 2023

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

Portfolio returns are calculated in USD, assuming: June 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 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y MAX
(~13Y)
Stocks/Bonds 40/60 2x Leveraged Portfolio 0.21 1.16 -1.74 1.32 -7.92 5.78 8.31 11.07
US Inflation Adjusted return -1.74 -0.56 -11.28 1.89 5.49 8.28
Components
SSO
ProShares Ultra S&P 500 2.95 Jun 02 2023 4.82 0.29 2.43 -3.84 13.82 18.47 11.95
UST
ProShares Ultra 7-10 Year Treasury -1.62 Jun 02 2023 -1.28 -3.21 0.00 -10.94 -1.26 -0.04 3.23
Returns over 1 year are annualized | Available data source: since Mar 2010
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68%
Live update: World Markets and Indexes

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.

Portfolio Metrics as of May 31, 2023

Metrics of Stocks/Bonds 40/60 2x Leveraged Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
STOCKS/BONDS 40/60 2X LEVERAGED PORTFOLIO
Portfolio Metrics
Data Source: 1 March 2010 - 31 May 2023 (~13 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~13Y)
Portfolio Return (%) -1.74 6.59 1.32 -7.92 -0.77 5.78 8.31 11.07
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.57
Infl. Adjusted Return (%) -1.74 5.70 -0.56 -11.28 -6.18 1.89 5.49 8.28
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 26.22 19.89 17.41 13.87 12.72
Sharpe Ratio -0.42 -0.09 0.26 0.54 0.56
Sortino Ratio -0.59 -0.12 0.33 0.71 0.72
MAXIMUM DRAWDOWN
Drawdown Depth (%) -20.35 -36.46 -36.46 -36.46 -36.46
Start (yyyy mm) 2022 08 2022 01 2022 01 2022 01 2022 01
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 2 9 9 9 9
Start to Recovery (# months) in progress
> 10
> 17
> 17
> 17
> 17
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 33.39 24.09 19.83 15.14
Worst Return (%) -33.70 -1.71 3.44 7.93
% Positive Periods 86% 95% 100% 100%
MONTHS
Positive 0 2 3 6 21 39 76 105
Negative 1 1 3 6 15 21 44 54
% Positive 0% 67% 50% 50% 58% 65% 63% 66%
WITHDRAWAL RATES (WR)
Safe WR (%) 34.08 24.52 15.63 16.74
Perpetual WR (%) 0.00 1.86 5.21 7.65
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • 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).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative 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).

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 May 2023
Swipe left to see all data
Asset
SSO
UST
SSO
-
0.74
UST
0.74
-
Asset
SSO
UST
SSO
-
0.11
UST
0.11
-
Asset
SSO
UST
SSO
-
0.01
UST
0.01
-
Asset
SSO
UST
SSO
-
-0.15
UST
-0.15
-

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

Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 2013, now would be worth 2222.69$, with a total return of 122.27% (8.31% annualized).

The Inflation Adjusted Capital now would be 1706.75$, with a net total return of 70.67% (5.49% annualized).
An investment of 1000$, since March 2010, now would be worth 4017.09$, with a total return of 301.71% (11.07% annualized).

The Inflation Adjusted Capital now would be 2870.05$, with a net total return of 187.01% (8.28% annualized).

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
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-36.46% Jan 2022 Sep 2022 9 in progress 8 17
-9.59% Sep 2018 Dec 2018 4 Mar 2019 3 7
-7.29% Feb 2020 Mar 2020 2 May 2020 2 4
-7.11% Feb 2018 Apr 2018 3 Aug 2018 4 7
-6.54% Aug 2016 Nov 2016 4 Feb 2017 3 7
-6.16% Sep 2021 Sep 2021 1 Nov 2021 2 3
-6.13% Sep 2020 Oct 2020 2 Nov 2020 1 3
-5.62% Mar 2015 Sep 2015 7 Mar 2016 6 13
-4.53% Aug 2013 Aug 2013 1 Sep 2013 1 2
-4.23% Jun 2013 Jun 2013 1 Jul 2013 1 2
-2.97% Jan 2021 Feb 2021 2 Apr 2021 2 4
-2.86% May 2019 May 2019 1 Jun 2019 1 2
-2.54% Sep 2014 Sep 2014 1 Oct 2014 1 2
-1.51% Jul 2014 Jul 2014 1 Aug 2014 1 2
-0.26% Dec 2014 Dec 2014 1 Jan 2015 1 2
-0.19% Jun 2017 Jun 2017 1 Jul 2017 1 2
-0.16% Apr 2016 Apr 2016 1 May 2016 1 2
-0.08% Sep 2017 Sep 2017 1 Oct 2017 1 2
-0.05% Mar 2014 Mar 2014 1 Apr 2014 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-36.46% Jan 2022 Sep 2022 9 in progress 8 17
-9.59% Sep 2018 Dec 2018 4 Mar 2019 3 7
-7.29% Feb 2020 Mar 2020 2 May 2020 2 4
-7.11% Feb 2018 Apr 2018 3 Aug 2018 4 7
-6.54% Aug 2016 Nov 2016 4 Feb 2017 3 7
-6.16% Sep 2021 Sep 2021 1 Nov 2021 2 3
-6.13% Sep 2020 Oct 2020 2 Nov 2020 1 3
-5.62% Mar 2015 Sep 2015 7 Mar 2016 6 13
-5.58% May 2013 Aug 2013 4 Oct 2013 2 6
-4.27% May 2010 Jun 2010 2 Jul 2010 1 3
-2.97% Jan 2021 Feb 2021 2 Apr 2021 2 4
-2.86% May 2019 May 2019 1 Jun 2019 1 2
-2.54% Sep 2014 Sep 2014 1 Oct 2014 1 2
-2.46% Oct 2012 Oct 2012 1 Jan 2013 3 4
-1.97% Jun 2011 Jun 2011 1 Aug 2011 2 3
-1.86% May 2012 May 2012 1 Jun 2012 1 2
-1.78% Sep 2011 Sep 2011 1 Oct 2011 1 2
-1.51% Jul 2014 Jul 2014 1 Aug 2014 1 2
-1.44% Nov 2010 Nov 2010 1 Dec 2010 1 2
-0.26% Dec 2014 Dec 2014 1 Jan 2015 1 2

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
Data Source: from March 2010 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 11.73 -7.92 33.39
Jan 2019 - Dec 2019 		-33.70
Jan 2022 - Dec 2022 		13.51%
2 Years
 12.51 -9.45 26.47
Jan 2019 - Dec 2020 		-11.01
Jan 2021 - Dec 2022 		8.09%
3 Years
 12.66 -0.77 24.09
Jan 2019 - Dec 2021 		-1.71
Jan 2020 - Dec 2022 		4.84%
5 Years
 12.10 5.78 19.83
Mar 2010 - Feb 2015 		3.44
Jan 2018 - Dec 2022 		0.00%
7 Years
 11.95 6.58 15.82
Jul 2010 - Jun 2017 		5.93
Nov 2015 - Oct 2022 		0.00%
10 Years
 12.52 8.31 15.14
Sep 2010 - Aug 2020 		7.93
Oct 2012 - Sep 2022 		0.00%
Annualized rolling and average 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%
0.83
80%
4.60
100%
0.57
80%
-4.51
20%
0.26
60%
4.23
100%
-0.67
60%
 Capital Growth on monthly avg returns
100
102.11
100.02
100.88
101.91
101.83
102.68
107.40
108.01
103.14
103.40
107.78
107.05
Best 8.7
2023 		2.0
2019 		6.7
2023 		6.6
2020 		2.9
2020 		7.2
2019 		10.4
2022 		3.7
2018 		0.1
2019 		6.5
2021 		8.0
2020 		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 		-6.9
2018 		0.1
2021 		-6.7
2022
Monthly Seasonality over the period Jun 2018 - May 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%
0.13
60%
3.45
90%
-0.08
60%
-2.03
30%
1.41
70%
2.67
80%
-0.19
60%
 Capital Growth on monthly avg returns
100
101.70
101.23
102.01
102.67
103.67
103.80
107.38
107.30
105.12
106.60
109.45
109.24
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 		5.0
2013 		6.5
2021 		8.0
2020 		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 Jun 2013 - May 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
2.01
77%
0.13
62%
1.14
57%
1.36
71%
0.32
64%
0.09
54%
3.48
92%
0.23
69%
-1.08
38%
1.42
69%
2.07
77%
0.18
62%
 Capital Growth on monthly avg returns
100
102.01
102.14
103.31
104.72
105.06
105.15
108.80
109.05
107.88
109.41
111.68
111.88
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 		8.0
2020 		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 Mar 2010 - May 2023

Monthly/Yearly Returns

Stocks/Bonds 40/60 2x Leveraged Portfolio data source starts from March 2010: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Mar 2010 - May 2023
105 Positive Months (66%) - 54 Negative Months (34%)
MONTHLY RETURNS TABLE
Mar 2010 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
 +8.56 +6.21 8.7 -6.3 6.7 1.7 -1.7
2022
 -33.70 -37.72 -6.6 -3.0 -2.6 -11.9 0.5 -7.5 10.4 -8.6 -12.9 3.5 8.0 -6.7
2021
 +19.46 +11.60 -2.3 -0.7 1.1 6.0 0.8 3.1 4.5 2.0 -6.2 6.5 0.1 3.6
2020
 +19.91 +18.30 3.8 -2.3 -5.1 6.6 2.9 0.8 4.9 3.4 -2.6 -3.7 8.0 2.5
2019
 +33.39 +30.41 6.9 2.0 4.3 2.7 -2.9 7.2 1.1 2.4 0.1 1.8 2.3 1.7
2018
 -6.50 -8.25 1.7 -4.6 -0.9 -1.7 2.8 0.6 2.1 3.7 -1.0 -6.9 2.8 -4.5
2017
 +19.66 +17.19 1.5 3.9 0.1 2.0 1.9 -0.2 2.0 1.7 -0.1 1.9 2.2 1.3
2016
 +8.94 +6.73 -0.2 1.6 4.8 -0.2 1.2 3.8 3.0 -1.2 0.0 -3.2 -2.3 1.6
2015
 +0.67 -0.06 2.7 1.1 -0.5 0.0 0.4 -3.6 3.4 -5.0 -0.1 5.2 -0.3 -2.1
2014
 +20.80 +19.90 0.7 3.7 -0.1 1.4 3.8 1.4 -1.5 5.4 -2.5 3.5 3.8 -0.3
2013
 +20.66 +18.87 2.5 2.2 3.5 3.4 -1.3 -4.2 4.6 -4.5 5.0 5.3 2.2 0.9
2012
 +16.43 +14.44 4.8 2.3 1.1 1.9 -1.9 2.3 2.6 1.8 1.8 -2.5 1.5 -0.2
2011
 +17.29 +13.91 1.8 1.9 0.0 4.2 1.8 -2.0 1.7 1.1 -1.8 4.4 0.2 2.9
2010
 - - 3.6 3.1 -3.8 -0.5 6.4 0.9 6.2 2.5 -1.4 1.5

Portfolio efficiency

Compared to the Stocks/Bonds 40/60 2x Leveraged Portfolio, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Technology +17.93 18.04 -32.58 100 0 0
Stocks/Bonds 60/40 with Bitcoin +16.93 37.56 -22.56 59 39 2
Golden Butterfly with Bitcoin +15.38 39.15 -23.09 40 40 20
Stocks/Bonds 40/60 with Bitcoin +15.16 38.23 -22.55 39 59 2
Permanent Portfolio with Bitcoin Harry Browne +14.93 40.55 -23.85 25 50 25
All Weather Portfolio with Bitcoin Ray Dalio +14.70 39.90 -23.45 30 55 15
Desert Portfolio with Bitcoin Gyroscopic Investing +14.44 38.82 -23.13 30 60 10
Cape US Sector Value Robert Shiller +13.25 15.46 -21.00 100 0 0
US Stocks +11.40 15.16 -24.81 100 0 0
US Stocks Momentum +11.37 15.22 -30.16 100 0 0
Warren Buffett Portfolio Warren Buffett +10.82 13.39 -23.08 90 10 0
Dedalo Three Dedalo Invest +10.41 14.91 -25.03 100 0 0
US Stocks Equal Weight +10.24 16.05 -26.65 100 0 0
US Stocks Minimum Volatility +10.21 12.08 -19.06 100 0 0
US Stocks ESG +9.62 15.71 -27.79 100 0 0
US Stocks Value +9.61 15.15 -26.06 100 0 0
Stocks/Bonds 80/20 Momentum +9.51 12.54 -27.23 80 20 0
Stocks/Bonds 80/20 +9.50 12.42 -22.75 80 20 0
Simple Path to Wealth JL Collins +9.02 11.75 -22.24 75 25 0
Dedalo Four Dedalo Invest +8.79 12.22 -22.61 80 20 0
Second Grader's Starter Paul Farrell +8.37 13.26 -24.21 90 10 0
Stocks/Bonds 40/60 2x Leveraged +8.31 13.87 -36.46 40 60 0

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

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 with Bitcoin +6.07 10.22 -19.39 39 59 2
Stocks/Bonds 40/60 2x Leveraged +5.78 17.41 -36.46 40 60 0
Stocks/Bonds 40/60 +4.69 9.47 -18.63 40 60 0
Stocks/Bonds 40/60 ESG +4.50 9.27 -19.76 40 60 0
Stocks/Bonds 40/60 Momentum +2.91 9.45 -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.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Couch Potato Scott Burns +6.61 9.01 -19.77 50 50 0
Stocks/Bonds 40/60 Momentum +5.58 7.52 -21.11 40 60 0
Stocks/Bonds 40/60 +5.55 7.38 -18.63 40 60 0
One-Decision Portfolio Marvin Appel +5.37 8.49 -16.74 50 50 0
Four Square Scott Burns +4.95 8.37 -19.67 50 50 0