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 Stocks/Bonds 40/60 ESG Portfolio obtained a 5.16% compound annual return, with a 7.84% standard deviation, in the last 10 Years.
Summary
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| Stocks/Bonds 40/60 2x Leveraged Portfolio | Stocks/Bonds 40/60 ESG Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 40% |
| Fixed Income | 60% | 60% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +8.43% | +5.16% |
| Std Dev | 14.64% | 7.84% | |
| Max Drawdown | -36.46% | -19.76% | |
| All time Stats (Since Mar 2010) |
Return | +11.48% | +6.44% |
| Std Dev | 13.27% | 7.65% | |
| Max Drawdown | -36.46% | -19.76% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from March 2010
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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 | +11.48 |
| Stocks/Bonds 40/60 ESG Portfolio | +1.63 | +13.46 | +13.29 | +6.34 | +5.16 | +6.44 |
| 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).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since April 2014, now would be worth 1.65$, with a total return of 65.42% (5.16% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since April 2014, now would be worth 1.65$, with a total return of 65.42% (5.16% annualized).
Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1$, since March 2010,
now would be worth 4.62$, with a total return of 362.33%
(11.48% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since March 2010, now would be worth 2.41$, with a total return of 140.93% (6.44% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since March 2010, now would be worth 2.41$, with a total return of 140.93% (6.44% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Stocks/Bonds 40/60 2x Leveraged Portfolio
|
Stocks/Bonds 40/60 ESG 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 | |||||
| -19.76% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.75 | |||||
| -9.59% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 4.96 | |||||
| -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 | |||||
| -6.33% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.01 | |||||
| -6.32% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 3.03 | |||||
| -6.16% | Sep 2021 | Sep 2021 (1) | Nov 2021 (3) | 3.08 | |||||
| -6.13% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.32 | |||||
| -5.62% | Mar 2015 | Sep 2015 (7) | Mar 2016 (13) | 2.68 | |||||
| -5.47% | Jun 2015 | Jan 2016 (8) | Apr 2016 (11) | 3.06 | |||||
| -2.97% | Jan 2021 | Feb 2021 (2) | Apr 2021 (4) | 1.88 | |||||
| -2.92% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.69 | |||||
| -2.86% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.65 | |||||
| -2.83% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.64 | |||||
| -2.54% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 1.47 | |||||
| -2.34% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.24 | |||||
| -1.78% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.03 | |||||
| -1.73% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.00 | |||||
Drawdown comparison chart since March 2010.
Swipe left to see all data
|
Stocks/Bonds 40/60 2x Leveraged Portfolio
|
Stocks/Bonds 40/60 ESG 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 | |||||
| -19.76% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.75 | |||||
| -10.14% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.68 | |||||
| -9.59% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 4.96 | |||||
| -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 | |||||
| -6.33% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.01 | |||||
| -6.32% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 3.03 | |||||
| -6.16% | Sep 2021 | Sep 2021 (1) | Nov 2021 (3) | 3.08 | |||||
| -6.13% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.32 | |||||
| -5.62% | Mar 2015 | Sep 2015 (7) | Mar 2016 (13) | 2.68 | |||||
| -5.58% | May 2013 | Aug 2013 (4) | Oct 2013 (6) | 3.04 | |||||
| -5.47% | Jun 2015 | Jan 2016 (8) | Apr 2016 (11) | 3.06 | |||||
| -4.37% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 2.43 | |||||
| -4.27% | May 2010 | Jun 2010 (2) | Jul 2010 (3) | 2.87 | |||||
| -2.97% | Jan 2021 | Feb 2021 (2) | Apr 2021 (4) | 1.88 | |||||
| -2.92% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.69 | |||||
| -2.86% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.65 | |||||
| -2.83% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.64 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.22%
|
0.00% |
+3.47%
|
0.00% |
| 2023 |
+18.74%
|
-14.99% |
+15.57%
|
-6.70% |
| 2022 |
-33.70%
|
-36.46% |
-17.35%
|
-19.76% |
| 2021 |
+19.46%
|
-6.16% |
+9.16%
|
-2.92% |
| 2020 |
+19.91%
|
-7.29% |
+14.57%
|
-6.33% |
| 2019 |
+33.39%
|
-2.86% |
+18.28%
|
-1.73% |
| 2018 |
-6.50%
|
-9.59% |
-6.08%
|
-6.32% |
| 2017 |
+19.66%
|
-0.19% |
+7.47%
|
-0.35% |
| 2016 |
+8.94%
|
-6.54% |
+6.31%
|
-1.90% |
| 2015 |
+0.67%
|
-5.62% |
+0.50%
|
-4.93% |
| 2014 |
+20.80%
|
-2.54% |
+6.76%
|
-2.34% |
| 2013 |
+20.66%
|
-5.58% |
+14.40%
|
-1.89% |
| 2012 |
+16.43%
|
-2.46% |
+12.12%
|
-2.80% |
| 2011 |
+17.29%
|
-1.97% |
+0.56%
|
-10.14% |
