Simplified Permanent 2x Leveraged vs US Stocks Value Portfolio Comparison

Last Update: 29 February 2024

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

The US Stocks Value Portfolio obtained a 10.17% compound annual return, with a 15.48% standard deviation, in the last 10 Years.

Summary

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Simplified Permanent 2x Leveraged Portfolio US Stocks Value Portfolio
Portfolio Risk Medium Very High
Asset Allocation Stocks 25% 100%
Fixed Income 50% 0%
Commodities 25% 0%
10 Years Stats Return +5.86% +10.17%
Std Dev 14.16% 15.48%
Max Drawdown -31.96% -26.06%
All time Stats
(Since Mar 2010)
Return +8.67% +11.75%
Std Dev 13.78% 15.25%
Max Drawdown -31.96% -26.06%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from March 2010

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1M 6M 1Y 5Y 10Y MAX
Simplified Permanent 2x Leveraged Portfolio -0.53 +6.53 +14.06 +6.78 +5.86 +8.67
US Stocks Value Portfolio +2.83 +11.48 +20.53 +12.23 +10.17 +11.75
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Simplified Permanent 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 1.77$, with a total return of 76.74% (5.86% annualized).

US Stocks Value Portfolio: an investment of 1$, since March 2014, now would be worth 2.63$, with a total return of 163.31% (10.17% annualized).

Simplified Permanent 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 3.20$, with a total return of 220.13% (8.67% annualized).

US Stocks Value Portfolio: an investment of 1$, since March 2010, now would be worth 4.74$, with a total return of 373.54% (11.75% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Simplified Permanent 2x Leveraged Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.96% Jan 2022 Sep 2022 (9) In progress (26) 20.48
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-13.44% Aug 2016 Dec 2016 (5) Aug 2017 (13) 7.00
-12.56% Feb 2018 Dec 2018 (11) Apr 2019 (15) 5.22
-11.33% Feb 2015 Dec 2015 (11) Mar 2016 (14) 7.02
-10.70% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.85
-9.99% Feb 2018 Oct 2018 (9) Mar 2019 (14) 5.75
-9.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.98
-8.58% Sep 2020 Mar 2021 (7) May 2021 (9) 5.14
-7.76% May 2019 May 2019 (1) Jul 2019 (3) 3.88
-5.95% Sep 2021 Sep 2021 (1) Dec 2021 (4) 2.78
-4.81% Sep 2014 Sep 2014 (1) Jan 2015 (5) 2.54
-3.99% Jan 2015 Jan 2015 (1) Feb 2015 (2) 2.31
-3.39% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.78
-3.32% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.91
-3.21% May 2016 May 2016 (1) Jun 2016 (2) 1.85
-3.12% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.80
-3.08% Feb 2023 Feb 2023 (1) Jun 2023 (5) 1.90
-2.87% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.66

Drawdown comparison chart since March 2010.

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Simplified Permanent 2x Leveraged Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.96% Jan 2022 Sep 2022 (9) In progress (26) 20.48
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-19.14% May 2011 Sep 2011 (5) Mar 2012 (11) 8.53
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-13.77% May 2010 Jun 2010 (2) Dec 2010 (8) 7.49
-13.44% Aug 2016 Dec 2016 (5) Aug 2017 (13) 7.00
-12.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 5.68
-12.56% Feb 2018 Dec 2018 (11) Apr 2019 (15) 5.22
-11.33% Feb 2015 Dec 2015 (11) Mar 2016 (14) 7.02
-10.70% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.85
-9.99% Feb 2018 Oct 2018 (9) Mar 2019 (14) 5.75
-9.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.98
-8.58% Sep 2020 Mar 2021 (7) May 2021 (9) 5.14
-7.76% May 2019 May 2019 (1) Jul 2019 (3) 3.88
-7.47% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.98
-6.74% Apr 2012 May 2012 (2) Aug 2012 (5) 3.01
-5.95% Sep 2021 Sep 2021 (1) Dec 2021 (4) 2.78
-4.81% Sep 2014 Sep 2014 (1) Jan 2015 (5) 2.54
-3.99% Jan 2015 Jan 2015 (1) Feb 2015 (2) 2.31
-3.90% Aug 2013 Aug 2013 (1) Oct 2013 (3) 2.06

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
-0.59%
-0.59%
+2.94%
0.00%
2023
+15.62%
-11.16%
+21.75%
-9.27%
2022
-26.74%
-31.96%
-5.39%
-16.63%
2021
+8.10%
-7.85%
+25.21%
-3.32%
2020
+24.56%
-6.86%
+1.55%
-26.06%
2019
+30.31%
-2.13%
+31.48%
-7.76%
2018
-6.20%
-9.99%
-9.18%
-12.56%
2017
+18.32%
-2.33%
+15.08%
-1.63%
2016
+8.57%
-13.44%
+18.48%
-5.38%
2015
-4.99%
-11.33%
-4.32%
-10.50%
2014
+13.48%
-4.81%
+12.75%
-3.59%
2013
-1.57%
-11.75%
+32.19%
-3.90%
2012
+13.11%
-4.01%
+17.36%
-6.74%
2011
+17.58%
-7.47%
-0.29%
-19.14%