Stocks/Bonds 40/60 2x Leveraged vs Robert Shiller Cape US Sector Value Portfolio Comparison

Last Update: 31 March 2024

The Stocks/Bonds 40/60 2x Leveraged Portfolio obtained a 8.43% compound annual return, with a 14.64% standard deviation, in the last 10 Years.

The Robert Shiller Cape US Sector Value Portfolio obtained a 14.28% compound annual return, with a 15.76% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 40/60 2x Leveraged Portfolio Robert Shiller Cape US Sector Value Portfolio
Portfolio Risk Medium Very High
Asset Allocation Stocks 40% 100%
Fixed Income 60% 0%
Commodities 0% 0%
10 Years Stats Return +8.43% +14.28%
Std Dev 14.64% 15.76%
Max Drawdown -36.46% -21.00%
All time Stats
(Since Nov 2012)		 Return +9.65% +15.60%
Std Dev 14.15% 15.22%
Max Drawdown -36.46% -21.00%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from November 2012

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1M 6M 1Y 5Y 10Y MAX
Stocks/Bonds 40/60 2x Leveraged Portfolio +3.56 +22.47 +14.99 +6.83 +8.43 +9.65
Robert Shiller Cape US Sector Value Portfolio +2.38 +19.06 +24.86 +14.72 +14.28 +15.60
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1$, since April 2014, now would be worth 2.25$, with a total return of 124.72% (8.43% annualized).

Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since April 2014, now would be worth 3.80$, with a total return of 279.99% (14.28% annualized).

Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1$, since November 2012, now would be worth 2.86$, with a total return of 186.31% (9.65% annualized).

Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since November 2012, now would be worth 5.23$, with a total return of 423.12% (15.60% annualized).

Drawdowns

Drawdown comparison chart since April 2014.

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Stocks/Bonds 40/60 2x Leveraged Portfolio
Robert Shiller Cape US Sector Value Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-36.46% Jan 2022 Sep 2022 (9) In progress (27) 25.55
-21.00% Feb 2020 Mar 2020 (2) Jul 2020 (6) 10.24
-20.07% Jan 2022 Sep 2022 (9) Jul 2023 (19) 9.80
-15.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 7.29
-9.59% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.96
-8.74% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.37
-8.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.42
-7.29% Feb 2020 Mar 2020 (2) May 2020 (4) 3.46
-7.11% Feb 2018 Apr 2018 (3) Aug 2018 (7) 4.21
-6.54% Aug 2016 Nov 2016 (4) Feb 2017 (7) 3.58
-6.16% Sep 2021 Sep 2021 (1) Nov 2021 (3) 3.08
-6.13% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.32
-5.96% May 2019 May 2019 (1) Jun 2019 (2) 3.44
-5.62% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.44
-5.62% Mar 2015 Sep 2015 (7) Mar 2016 (13) 2.68
-5.00% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.89
-4.58% Jan 2016 Jan 2016 (1) Mar 2016 (3) 2.58
-4.02% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.25
-3.14% Oct 2016 Oct 2016 (1) Nov 2016 (2) 1.81
-2.97% Jan 2021 Feb 2021 (2) Apr 2021 (4) 1.88

Drawdown comparison chart since November 2012.

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Stocks/Bonds 40/60 2x Leveraged Portfolio
Robert Shiller Cape US Sector Value Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-36.46% Jan 2022 Sep 2022 (9) In progress (27) 25.55
-21.00% Feb 2020 Mar 2020 (2) Jul 2020 (6) 10.24
-20.07% Jan 2022 Sep 2022 (9) Jul 2023 (19) 9.80
-15.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 7.29
-9.59% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.96
-8.74% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.37
-8.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.42
-7.29% Feb 2020 Mar 2020 (2) May 2020 (4) 3.46
-7.11% Feb 2018 Apr 2018 (3) Aug 2018 (7) 4.21
-6.54% Aug 2016 Nov 2016 (4) Feb 2017 (7) 3.58
-6.16% Sep 2021 Sep 2021 (1) Nov 2021 (3) 3.08
-6.13% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.32
-5.96% May 2019 May 2019 (1) Jun 2019 (2) 3.44
-5.62% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.44
-5.62% Mar 2015 Sep 2015 (7) Mar 2016 (13) 2.68
-5.58% May 2013 Aug 2013 (4) Oct 2013 (6) 3.04
-5.00% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.89
-4.58% Jan 2016 Jan 2016 (1) Mar 2016 (3) 2.58
-4.02% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.25
-3.84% Jan 2014 Jan 2014 (1) Feb 2014 (2) 2.22

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
+5.22%
 0.00%
+5.54%
 -1.09%
2023
+18.74%
 -14.99%
+27.65%
 -8.27%
2022
-33.70%
 -36.46%
-15.62%
 -20.07%
2021
+19.46%
 -6.16%
+27.80%
 -5.00%
2020
+19.91%
 -7.29%
+19.47%
 -21.00%
2019
+33.39%
 -2.86%
+32.61%
 -5.96%
2018
-6.50%
 -9.59%
-3.51%
 -15.27%
2017
+19.66%
 -0.19%
+21.38%
 -0.24%
2016
+8.94%
 -6.54%
+18.06%
 -4.58%
2015
+0.67%
 -5.62%
+4.57%
 -8.74%
2014
+20.80%
 -2.54%
+15.77%
 -3.84%
2013
+20.66%
 -5.58%
+33.36%
 -2.99%