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Stocks/Bonds 40/60 Leveraged Portfolio

Last updated Nov 30, 2022

This is a leveraged alternative to the classical 40/60 Portfolio. It is implemented without borrowing money at the portfolio level but using leveraged ETFs. Note that leveraged ETFs may involve a substantial risk of loss and are not suitable for all investors.

Expense Ratio

Rank 53 of 54

Dividend Yield

Rank 47 of 54

10Y Annualized Return

Rank 10 of 54

Sharpe Ratio

Rank 36 of 54

Maximum Drawdown

Rank 52 of 54


Stocks/Bonds 40/60 Leveraged PortfolioAsset Allocation

Stocks/Bonds 40/60 Leveraged PortfolioPerformance

The chart shows the growth of $10,000 invested in Stocks/Bonds 40/60 Leveraged Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $79,234 for a total return of roughly 692.34%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly

Stocks/Bonds 40/60 Leveraged Portfolio
Benchmark (^GSPC)
Portfolio components

Stocks/Bonds 40/60 Leveraged PortfolioReturns

As of Nov 30, 2022, the Stocks/Bonds 40/60 Leveraged Portfolio returned -51.71% Year-To-Date and 15.71% of annualized return in the last 10 years.

Stocks/Bonds 40/60 Leveraged Portfolio6.34%-20.64%-46.95%-45.29%7.23%13.61%
Direxion Daily 20-Year Treasury Bull 3X
iShares 20+ Year Treasury Bond ETF
ProShares UltraPro S&P 500

Stocks/Bonds 40/60 Leveraged PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Stocks/Bonds 40/60 Leveraged Portfolio Sharpe ratio is -0.77. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

Stocks/Bonds 40/60 Leveraged Portfolio
Benchmark (^GSPC)
Portfolio components

Stocks/Bonds 40/60 Leveraged PortfolioDividends

Stocks/Bonds 40/60 Leveraged Portfolio granted a 1.24% dividend yield in the last twelve months.


Dividend yield


Stocks/Bonds 40/60 Leveraged PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Stocks/Bonds 40/60 Leveraged Portfolio
Benchmark (^GSPC)
Portfolio components

Stocks/Bonds 40/60 Leveraged PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Stocks/Bonds 40/60 Leveraged Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Stocks/Bonds 40/60 Leveraged Portfolio is 55.26%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.



To Bottom


To Recover



-55.26%Dec 28, 2021206Oct 20, 2022
-32.28%Mar 9, 20208Mar 18, 202050May 29, 202058
-19.01%Jan 29, 2018229Dec 24, 201856Mar 18, 2019285
-16.83%Feb 3, 2015165Sep 28, 2015128Apr 1, 2016293
-16.78%Sep 3, 202041Oct 30, 202042Dec 31, 202083
-14.13%May 22, 201364Aug 21, 201385Dec 20, 2013149
-13.41%Aug 24, 201658Nov 14, 2016105Apr 18, 2017163
-11.65%Jan 26, 202127Mar 4, 202127Apr 13, 202154
-10.08%Sep 3, 202126Oct 11, 202114Oct 29, 202140
-9.36%Feb 21, 20205Feb 27, 20206Mar 6, 202011

Stocks/Bonds 40/60 Leveraged PortfolioVolatility Chart

Current Stocks/Bonds 40/60 Leveraged Portfolio volatility is 27.01%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

Stocks/Bonds 40/60 Leveraged Portfolio
Benchmark (^GSPC)
Portfolio components