Stocks/Bonds 40/60 2x Leveraged vs Stocks/Bonds 80/20 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 40/60 2x Leveraged Portfolio obtained a 8.05% compound annual return, with a 14.62% standard deviation, in the last 10 Years.

The Stocks/Bonds 80/20 Momentum Portfolio obtained a 10.50% compound annual return, with a 12.97% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 40/60 2x Leveraged Portfolio Stocks/Bonds 80/20 Momentum Portfolio
Portfolio Risk Medium Very High
Asset Allocation Stocks 40% 80%
Fixed Income 60% 20%
Commodities 0% 0%
10 Years Stats Return +8.05% +10.50%
Std Dev 14.62% 12.97%
Max Drawdown -36.46% -27.23%
All time Stats
(Since Mar 2010)
Return +11.28% +12.11%
Std Dev 13.29% 12.42%
Max Drawdown -36.46% -27.23%
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
Stocks/Bonds 40/60 2x Leveraged Portfolio +0.34 +8.64 +18.45 +6.98 +8.05 +11.28
Stocks/Bonds 80/20 Momentum Portfolio +7.82 +19.94 +26.62 +9.80 +10.50 +12.11
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 2.17$, with a total return of 116.87% (8.05% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 2.71$, with a total return of 171.47% (10.50% annualized).

Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.46$, with a total return of 346.42% (11.28% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 4.96$, with a total return of 395.54% (12.11% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Stocks/Bonds 40/60 2x Leveraged Portfolio
Stocks/Bonds 80/20 Momentum 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 (26) 25.81
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-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
-6.55% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.63
-6.54% Aug 2016 Nov 2016 (4) Feb 2017 (7) 3.58
-6.22% Aug 2015 Sep 2015 (2) Mar 2016 (8) 3.19
-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
-4.02% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.22
-3.53% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.88
-3.39% Mar 2014 Apr 2014 (2) Jun 2014 (4) 1.96
-3.03% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.75
-2.97% Jan 2021 Feb 2021 (2) Apr 2021 (4) 1.88
-2.86% May 2019 May 2019 (1) Jun 2019 (2) 1.65
-2.54% Sep 2014 Sep 2014 (1) Oct 2014 (2) 1.47

Drawdown comparison chart since March 2010.

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Stocks/Bonds 40/60 2x Leveraged Portfolio
Stocks/Bonds 80/20 Momentum 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 (26) 25.81
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-10.88% May 2011 Sep 2011 (5) Jan 2012 (9) 4.39
-9.59% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.96
-9.35% May 2010 Jun 2010 (2) Oct 2010 (6) 5.23
-7.29% Feb 2020 Mar 2020 (2) May 2020 (4) 3.46
-7.11% Feb 2018 Apr 2018 (3) Aug 2018 (7) 4.21
-6.55% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.63
-6.54% Aug 2016 Nov 2016 (4) Feb 2017 (7) 3.58
-6.22% Aug 2015 Sep 2015 (2) Mar 2016 (8) 3.19
-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
-5.19% Apr 2012 May 2012 (2) Aug 2012 (5) 2.34
-4.27% May 2010 Jun 2010 (2) Jul 2010 (3) 2.87
-4.02% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.22
-3.53% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.88

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
+1.60%
0.00%
+12.61%
0.00%
2023
+18.74%
-14.99%
+8.41%
-5.88%
2022
-33.70%
-36.46%
-17.23%
-24.45%
2021
+19.46%
-6.16%
+10.32%
-3.67%
2020
+19.91%
-7.29%
+25.42%
-14.33%
2019
+33.39%
-2.86%
+23.57%
-1.46%
2018
-6.50%
-9.59%
-1.35%
-12.46%
2017
+19.66%
-0.19%
+30.71%
0.00%
2016
+8.94%
-6.54%
+4.51%
-3.62%
2015
+0.67%
-5.62%
+7.25%
-6.22%
2014
+20.80%
-2.54%
+12.86%
-3.39%
2013
+20.66%
-5.58%
+27.24%
-2.48%
2012
+16.43%
-2.46%
+12.58%
-5.19%
2011
+17.29%
-1.97%
+6.33%
-10.88%