Stocks/Bonds 40/60 2x Leveraged vs US Stocks ESG 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 US Stocks ESG Portfolio obtained a 10.36% compound annual return, with a 16.05% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 40/60 2x Leveraged Portfolio US Stocks ESG Portfolio
Portfolio Risk Medium Very High
Asset Allocation Stocks 40% 100%
Fixed Income 60% 0%
Commodities 0% 0%
10 Years Stats Return +8.43% +10.36%
Std Dev 14.64% 16.05%
Max Drawdown -36.46% -27.79%
All time Stats
(Since Mar 2010)		 Return +11.48% +12.12%
Std Dev 13.27% 16.19%
Max Drawdown -36.46% -27.79%
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
US Stocks ESG Portfolio +2.82 +24.68 +31.57 +15.07 +10.36 +12.12
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).

US Stocks ESG Portfolio: an investment of 1$, since April 2014, now would be worth 2.68$, with a total return of 167.99% (10.36% 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).

US Stocks ESG Portfolio: an investment of 1$, since March 2010, now would be worth 5.01$, with a total return of 401.09% (12.12% annualized).

Drawdowns

Drawdown comparison chart since April 2014.

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Stocks/Bonds 40/60 2x Leveraged Portfolio
US Stocks 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
-27.79% Jan 2022 Sep 2022 (9) Jan 2024 (25) 15.67
-19.14% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.48
-17.80% Feb 2018 Dec 2018 (11) Jul 2019 (18) 7.36
-13.26% Jul 2015 Jan 2016 (7) Nov 2016 (17) 6.04
-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
-6.16% Sep 2021 Sep 2021 (1) Nov 2021 (3) 3.08
-6.13% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.32
-5.81% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.48
-5.62% Mar 2015 Sep 2015 (7) Mar 2016 (13) 2.68
-5.21% Sep 2021 Sep 2021 (1) Oct 2021 (2) 3.01
-4.63% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.61
-3.54% Jul 2014 Jul 2014 (1) Aug 2014 (2) 2.04
-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
-2.13% Dec 2014 Jan 2015 (2) Feb 2015 (3) 1.07

Drawdown comparison chart since March 2010.

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Stocks/Bonds 40/60 2x Leveraged Portfolio
US Stocks 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
-27.79% Jan 2022 Sep 2022 (9) Jan 2024 (25) 15.67
-23.59% May 2011 Sep 2011 (5) Jan 2013 (21) 9.88
-19.14% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.48
-17.80% Feb 2018 Dec 2018 (11) Jul 2019 (18) 7.36
-13.26% Jul 2015 Jan 2016 (7) Nov 2016 (17) 6.04
-12.90% May 2010 Jun 2010 (2) Oct 2010 (6) 7.68
-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
-6.16% Sep 2021 Sep 2021 (1) Nov 2021 (3) 3.08
-6.13% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.32
-5.81% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.48
-5.62% Mar 2015 Sep 2015 (7) Mar 2016 (13) 2.68
-5.58% May 2013 Aug 2013 (4) Oct 2013 (6) 3.04
-5.21% Sep 2021 Sep 2021 (1) Oct 2021 (2) 3.01
-4.63% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.61
-4.27% May 2010 Jun 2010 (2) Jul 2010 (3) 2.87
-3.54% Jul 2014 Jul 2014 (1) Aug 2014 (2) 2.04

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%
+9.83%
 0.00%
2023
+18.74%
 -14.99%
+30.80%
 -9.36%
2022
-33.70%
 -36.46%
-24.04%
 -27.79%
2021
+19.46%
 -6.16%
+26.20%
 -5.21%
2020
+19.91%
 -7.29%
+25.67%
 -19.14%
2019
+33.39%
 -2.86%
+33.37%
 -6.25%
2018
-6.50%
 -9.59%
-15.69%
 -17.80%
2017
+19.66%
 -0.19%
+13.03%
 -1.52%
2016
+8.94%
 -6.54%
+11.65%
 -6.66%
2015
+0.67%
 -5.62%
+2.12%
 -10.78%
2014
+20.80%
 -2.54%
+9.13%
 -4.63%
2013
+20.66%
 -5.58%
+38.98%
 -3.17%
2012
+16.43%
 -2.46%
+17.37%
 -9.30%
2011
+17.29%
 -1.97%
-5.78%
 -23.59%