Safe leverage 2.0

The chart shows the growth of an initial investment of $10,000 in Safe leverage 2.0, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 4, 2026, the Safe leverage 2.0 returned -6.71% Year-To-Date and 34.87% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 2, 2007, Safe leverage 2.0's average daily return is +0.13%, while the average monthly return is +2.48%. At this rate, your investment would double in approximately 2.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Mar 2009 with a return of +23.9%, while the worst month was Jun 2022 at -28.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Safe leverage 2.0 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +25.9%, while the worst single day was Mar 16, 2020 at -20.4%.

Safe leverage 2.0 has an annualized alpha of 15.42%, beta of 1.85, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since February 02, 2007.

• This portfolio captured 270.41% of S&P 500 Index gains and 144.68% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 15.42% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 1.85 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Safe leverage 2.0 has an expense ratio of 0.33%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Safe leverage 2.0 ranks 36 for risk / return — below 36% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Safe leverage 2.0 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.89
• 5-Year: 0.56
• 10-Year: 0.87
• All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Safe leverage 2.0 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Safe leverage 2.0 provided a 0.33% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Safe leverage 2.0. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Safe leverage 2.0 was 78.50%, occurring on Nov 20, 2008. Recovery took 491 trading sessions.

The current Safe leverage 2.0 drawdown is 11.04%.

The chart below shows the rolling one-month volatility.