Last Update: 31 March 2024
The Stocks/Bonds 60/40 2x Leveraged Portfolio obtained a 12.46% compound annual return, with a 18.97% standard deviation, in the last 10 Years.
The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.97% compound annual return, with a 10.39% standard deviation, in the last 10 Years.
Summary
Swipe left to see all data
| Stocks/Bonds 60/40 2x Leveraged Portfolio | Stocks/Bonds 60/40 ESG Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 60% | 60% |
| Fixed Income | 40% | 40% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +12.46% | +6.97% |
| Std Dev | 18.97% | 10.39% | |
| Max Drawdown | -39.53% | -22.44% | |
| All time Stats (Since Mar 2010) |
Return | +15.49% | +8.42% |
| Std Dev | 17.71% | 10.32% | |
| Max Drawdown | -39.53% | -22.44% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from March 2010
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 60/40 2x Leveraged Portfolio | +4.44 | +30.31 | +27.89 | +12.07 | +12.46 | +15.49 |
| Stocks/Bonds 60/40 ESG Portfolio | +2.04 | +17.22 | +19.32 | +9.34 | +6.97 | +8.42 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 60/40 2x Leveraged Portfolio: an investment of 1$, since April 2014,
now would be worth 3.24$, with a total return of 223.69%
(12.46% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since April 2014, now would be worth 1.96$, with a total return of 96.19% (6.97% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since April 2014, now would be worth 1.96$, with a total return of 96.19% (6.97% annualized).
Stocks/Bonds 60/40 2x Leveraged Portfolio: an investment of 1$, since March 2010,
now would be worth 7.60$, with a total return of 659.79%
(15.49% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since March 2010, now would be worth 3.12$, with a total return of 212.30% (8.42% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since March 2010, now would be worth 3.12$, with a total return of 212.30% (8.42% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Stocks/Bonds 60/40 2x Leveraged Portfolio
|
Stocks/Bonds 60/40 ESG Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -39.53% | Jan 2022 | Sep 2022 (9) | In progress (27) | 25.36 | |||||
| -22.44% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 13.00 | |||||
| -18.11% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.39 | |||||
| -15.62% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 7.17 | |||||
| -10.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.82 | |||||
| -10.20% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.48 | |||||
| -9.46% | Jun 2015 | Sep 2015 (4) | Mar 2016 (10) | 5.05 | |||||
| -9.19% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 5.67 | |||||
| -8.27% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 4.65 | |||||
| -8.11% | Jun 2015 | Jan 2016 (8) | Jul 2016 (14) | 3.96 | |||||
| -7.42% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 4.28 | |||||
| -6.52% | May 2019 | May 2019 (1) | Jun 2019 (2) | 3.77 | |||||
| -4.20% | Aug 2016 | Oct 2016 (3) | Jan 2017 (6) | 2.11 | |||||
| -3.85% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.27 | |||||
| -3.74% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.16 | |||||
| -3.32% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.92 | |||||
| -3.12% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.70 | |||||
| -2.67% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 1.54 | |||||
| -2.38% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.37 | |||||
| -2.27% | Jan 2021 | Jan 2021 (1) | Mar 2021 (3) | 1.24 | |||||
Drawdown comparison chart since March 2010.
Swipe left to see all data
|
Stocks/Bonds 60/40 2x Leveraged Portfolio
|
Stocks/Bonds 60/40 ESG Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -39.53% | Jan 2022 | Sep 2022 (9) | In progress (27) | 25.36 | |||||
| -22.44% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 13.00 | |||||
| -18.11% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 8.39 | |||||
| -15.62% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 7.17 | |||||
| -14.77% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 5.93 | |||||
| -11.64% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 6.52 | |||||
| -11.21% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.75 | |||||
| -10.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.82 | |||||
| -10.20% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.48 | |||||
| -9.46% | Jun 2015 | Sep 2015 (4) | Mar 2016 (10) | 5.05 | |||||
| -9.19% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 5.67 | |||||
| -8.27% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 4.65 | |||||
| -8.11% | Jun 2015 | Jan 2016 (8) | Jul 2016 (14) | 3.96 | |||||
| -7.42% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 4.28 | |||||
| -7.29% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 4.38 | |||||
| -6.52% | May 2019 | May 2019 (1) | Jun 2019 (2) | 3.77 | |||||
| -5.28% | May 2012 | May 2012 (1) | Jul 2012 (3) | 2.75 | |||||
| -5.13% | Aug 2013 | Aug 2013 (1) | Sep 2013 (2) | 2.96 | |||||
| -4.20% | Aug 2016 | Oct 2016 (3) | Jan 2017 (6) | 2.11 | |||||
| -3.85% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.27 | |||||
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 |
+9.95%
|
0.00% |
+5.59%
|
0.00% |
| 2023 |
+28.05%
|
-16.05% |
+20.65%
|
-7.66% |
| 2022 |
-35.46%
|
-39.53% |
-19.58%
|
-22.44% |
| 2021 |
+33.12%
|
-7.42% |
+14.84%
|
-3.74% |
| 2020 |
+20.45%
|
-18.11% |
+18.27%
|
-10.57% |
| 2019 |
+43.41%
|
-6.52% |
+23.31%
|
-3.32% |
| 2018 |
-9.21%
|
-15.62% |
-9.29%
|
-10.20% |
| 2017 |
+27.89%
|
0.00% |
+9.32%
|
-0.42% |
| 2016 |
+13.14%
|
-4.20% |
+8.09%
|
-3.49% |
| 2015 |
+0.05%
|
-9.46% |
+1.04%
|
-6.91% |
| 2014 |
+22.38%
|
-2.67% |
+7.55%
|
-3.12% |
| 2013 |
+37.26%
|
-5.13% |
+22.59%
|
-2.36% |
| 2012 |
+21.30%
|
-5.28% |
+13.87%
|
-5.06% |
| 2011 |
+10.55%
|
-11.21% |
-1.55%
|
-14.77% |
