Stocks/Bonds 40/60 ESG vs Stocks/Bonds 40/60 2x Leveraged Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 40/60 ESG Portfolio obtained a 4.96% compound annual return, with a 7.84% standard deviation, in the last 10 Years.

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.

Summary

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Stocks/Bonds 40/60 ESG Portfolio Stocks/Bonds 40/60 2x Leveraged Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 40%
Fixed Income 60% 60%
Commodities 0% 0%
10 Years Stats Return +4.96% +8.05%
Std Dev 7.84% 14.62%
Max Drawdown -19.76% -36.46%
All time Stats
(Since Mar 2010)
Return +6.36% +11.28%
Std Dev 7.66% 13.29%
Max Drawdown -19.76% -36.46%
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 ESG Portfolio +1.48 +7.60 +14.81 +6.40 +4.96 +6.36
Stocks/Bonds 40/60 2x Leveraged Portfolio +0.34 +8.64 +18.45 +6.98 +8.05 +11.28
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since March 2014, now would be worth 1.62$, with a total return of 62.26% (4.96% annualized).

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 40/60 ESG Portfolio: an investment of 1$, since March 2010, now would be worth 2.37$, with a total return of 137.07% (6.36% 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).

Drawdowns

Drawdown comparison chart since March 2014.

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Stocks/Bonds 40/60 ESG Portfolio
Stocks/Bonds 40/60 2x Leveraged 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
-19.76% Jan 2022 Sep 2022 (9) In progress (26) 11.97
-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.

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Stocks/Bonds 40/60 ESG Portfolio
Stocks/Bonds 40/60 2x Leveraged 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
-19.76% Jan 2022 Sep 2022 (9) In progress (26) 11.97
-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.
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Year Return Drawdown Return Drawdown
2024
+1.81%
0.00%
+1.60%
0.00%
2023
+15.57%
-6.70%
+18.74%
-14.99%
2022
-17.35%
-19.76%
-33.70%
-36.46%
2021
+9.16%
-2.92%
+19.46%
-6.16%
2020
+14.57%
-6.33%
+19.91%
-7.29%
2019
+18.28%
-1.73%
+33.39%
-2.86%
2018
-6.08%
-6.32%
-6.50%
-9.59%
2017
+7.47%
-0.35%
+19.66%
-0.19%
2016
+6.31%
-1.90%
+8.94%
-6.54%
2015
+0.50%
-4.93%
+0.67%
-5.62%
2014
+6.76%
-2.34%
+20.80%
-2.54%
2013
+14.40%
-1.89%
+20.66%
-5.58%
2012
+12.12%
-2.80%
+16.43%
-2.46%
2011
+0.56%
-10.14%
+17.29%
-1.97%