Data Source: from January 1871 to March 2023 (~152 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
3.95%
March 2023
The Harry Browne Permanent Portfolio is a Medium Risk portfolio and can be implemented with 4 ETFs.
It's exposed for 25% on the Stock Market and for 25% on Commodities.
In the last 30 Years, the Harry Browne Permanent Portfolio obtained a 6.53% compound annual return, with a 6.47% standard deviation.
Asset Allocation and ETFs
The Harry Browne Permanent Portfolio has the following asset allocation:
The Harry Browne Permanent Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 25.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 25.00 % | BIL | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term | |
| 25.00 % | TLT | iShares 20+ Year Treasury Bond | Bond, U.S., Long-Term | |
| 25.00 % | GLD | SPDR Gold Trust | Commodity, Gold |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Mar 31, 2023
The Harry Browne Permanent Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
HARRY BROWNE PERMANENT PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~152Y) |
|
| Harry Browne Permanent Portfolio | n.a. | n.a. | 3.95 | 10.10 | -4.97 | 5.14 | 4.41 | 6.53 | 5.78 | |
| US Inflation Adjusted return | 3.95 | 8.63 | -9.19 | 1.29 | 1.76 | 3.94 | 3.59 | |||
| Components | ||||||||||
|
VTI Vanguard Total Stock Market |
n.a. | - | n.a. | 2.71 | 14.74 | -8.80 | 10.36 | 11.68 | 9.65 | 9.04 |
|
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill |
n.a. | - | n.a. | 0.40 | 1.88 | 2.43 | 1.23 | 0.70 | 2.19 | 3.99 |
|
TLT iShares 20+ Year Treasury Bond |
n.a. | - | n.a. | 4.84 | 5.08 | -17.60 | -0.69 | 1.34 | 5.68 | 4.87 |
|
GLD SPDR Gold Trust |
n.a. | - | n.a. | 7.92 | 18.46 | 1.42 | 7.81 | 1.72 | 5.78 | 2.92 |
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of Harry Browne Permanent Portfolio, updated as of 31 March 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
HARRY BROWNE PERMANENT PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 31 March 2023 (~152 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~152Y) |
|
| Portfolio Return (%) |
3.95 | 5.83 | 10.10 | -4.97 | 3.39 | 5.14 | 4.41 | 6.92 | 6.53 | 5.78 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.11 |
| Infl. Adjusted Return (%) |
3.95 | 4.41 | 8.63 | -9.19 | -1.76 | 1.29 | 1.76 | 4.33 | 3.94 | 3.59 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 11.92 | 9.34 | 8.03 | 7.07 | 7.04 | 6.47 | 5.79 | |||
| Sharpe Ratio | -0.62 | 0.28 | 0.49 | 0.52 | 0.82 | 0.67 | 0.31 | |||
| Sortino Ratio | -0.96 | 0.40 | 0.70 | 0.75 | 1.15 | 0.94 | 0.46 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -13.69 | -15.92 | -15.92 | -15.92 | -15.92 | -15.92 | -30.61 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 9 | 9 | 33 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 15
|
> 15
|
> 15
|
> 15
|
> 15
|
46
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 46.69 | 22.66 | 17.20 | 15.81 | 11.96 | 10.48 | ||||
| Worst Return (%) | -20.29 | -10.10 | -2.35 | 2.28 | 3.13 | 3.28 | ||||
| % Positive Periods | 84% | 98% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 4 | 5 | 20 | 37 | 68 | 148 | 226 | 1173 |
| Negative | 0 | 1 | 2 | 7 | 16 | 23 | 52 | 92 | 134 | 654 |
| % Positive | 100% | 67% | 67% | 42% | 56% | 62% | 57% | 62% | 63% | 64% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 34.96 | 22.45 | 11.35 | 8.80 | 6.23 | 5.14 | ||||
| Perpetual WR (%) | 0.00 | 1.27 | 1.73 | 4.15 | 3.79 | 3.47 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Talking about withdrawal rates, how would you manage your early retirement with the Harry Browne Permanent Portfolio? Read more here
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 March 2023
Swipe left to see all data
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | VTI | BIL | TLT | GLD | |
| VTI |
1.00
|
0.14
|
0.65
|
0.37
|
|
| BIL |
0.14
|
1.00
|
0.40
|
0.59
|
|
| TLT |
0.65
|
0.40
|
1.00
|
0.78
|
|
| GLD |
0.37
|
0.59
|
0.78
|
1.00
|
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | VTI | BIL | TLT | GLD | |
| VTI |
1.00
|
-0.18
|
0.06
|
0.18
|
|
| BIL |
-0.18
|
1.00
|
0.22
|
0.15
|
|
| TLT |
0.06
|
0.22
|
1.00
|
0.43
|
|
| GLD |
0.18
|
0.15
|
0.43
|
1.00
|
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | VTI | BIL | TLT | GLD | |
| VTI |
1.00
|
-0.14
|
-0.02
|
0.08
|
|
| BIL |
-0.14
|
1.00
|
0.13
|
0.18
|
|
| TLT |
-0.02
|
0.13
|
1.00
|
0.42
|
|
| GLD |
0.08
|
0.18
|
0.42
|
1.00
|
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | VTI | BIL | TLT | GLD | |
| VTI |
1.00
|
-0.03
|
-0.15
|
0.05
|
|
| BIL |
-0.03
|
1.00
|
0.06
|
0.00
|
|
| TLT |
-0.15
|
0.06
|
1.00
|
0.19
|
|
| GLD |
0.05
|
0.00
|
0.19
|
1.00
|
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | VTI | BIL | TLT | GLD | |
| VTI |
1.00
|
-0.05
|
0.07
|
0.02
|
|
| BIL |
-0.05
|
1.00
|
0.07
|
-0.01
|
|
| TLT |
0.07
|
0.07
|
1.00
|
0.07
|
|
| GLD |
0.02
|
-0.01
|
0.07
|
1.00
|
Portfolio Dividends
In 2022, the Harry Browne Permanent Portfolio granted a 1.13% dividend yield. If you are interested in getting periodic income, please refer to the Harry Browne Permanent Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 6679.68$, with a total return of 567.97% (6.53% annualized).
The Inflation Adjusted Capital now would be 3188.41$, with a net total return of 218.84% (3.94% annualized).
The Inflation Adjusted Capital now would be 3188.41$, with a net total return of 218.84% (3.94% annualized).
An investment of 1000$, since January 1871,
now would be worth 5178577.77$, with a total return of 517757.78% (5.78% annualized).
The Inflation Adjusted Capital now would be 214709.92$, with a net total return of 21370.99% (3.59% annualized).
The Inflation Adjusted Capital now would be 214709.92$, with a net total return of 21370.99% (3.59% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -15.92% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -12.63% | Mar 2008 | Oct 2008 | 8 | Aug 2009 | 10 | 18 |
| -6.98% | Aug 2016 | Dec 2016 | 5 | Aug 2017 | 8 | 13 |
| -6.86% | Oct 2012 | Jun 2013 | 9 | Feb 2014 | 8 | 17 |
| -6.73% | Feb 2015 | Dec 2015 | 11 | Apr 2016 | 4 | 15 |
| -5.43% | Sep 2000 | Mar 2001 | 7 | Mar 2002 | 12 | 19 |
| -5.34% | Jul 1998 | Aug 1998 | 2 | Oct 1998 | 2 | 4 |
| -4.43% | Jan 2021 | Mar 2021 | 3 | May 2021 | 2 | 5 |
| -4.25% | Feb 2018 | Oct 2018 | 9 | Feb 2019 | 4 | 13 |
| -4.20% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 |
| -4.02% | Jun 2002 | Jul 2002 | 2 | Dec 2002 | 5 | 7 |
| -3.63% | Feb 1994 | Apr 1994 | 3 | Feb 1995 | 10 | 13 |
| -3.54% | May 1999 | Aug 1999 | 4 | Oct 1999 | 2 | 6 |
| -3.30% | Sep 2020 | Oct 2020 | 2 | Dec 2020 | 2 | 4 |
| -3.07% | Dec 2009 | Jan 2010 | 2 | Apr 2010 | 3 | 5 |
| -2.73% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -2.64% | Dec 1996 | Mar 1997 | 4 | May 1997 | 2 | 6 |
| -2.62% | Sep 2014 | Sep 2014 | 1 | Dec 2014 | 3 | 4 |
| -2.58% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 |
| -2.34% | Jun 2003 | Jul 2003 | 2 | Aug 2003 | 1 | 3 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -30.61% | Sep 1929 | May 1932 | 33 | Jun 1933 | 13 | 46 |
| -15.92% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -14.17% | Mar 1937 | Mar 1938 | 13 | Jul 1941 | 40 | 53 |
| -12.63% | Mar 2008 | Oct 2008 | 8 | Aug 2009 | 10 | 18 |
| -11.68% | Dec 1980 | Mar 1982 | 16 | Aug 1982 | 5 | 21 |
| -11.38% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 |
| -11.15% | Apr 1974 | Sep 1974 | 6 | Jan 1975 | 4 | 10 |
| -10.91% | May 1969 | Jun 1970 | 14 | Jan 1971 | 7 | 21 |
| -7.00% | Jul 1975 | Sep 1975 | 3 | Mar 1976 | 6 | 9 |
| -6.98% | Aug 2016 | Dec 2016 | 5 | Aug 2017 | 8 | 13 |
| -6.86% | Oct 2012 | Jun 2013 | 9 | Feb 2014 | 8 | 17 |
| -6.85% | Jul 1973 | Nov 1973 | 5 | Jan 1974 | 2 | 7 |
| -6.73% | Feb 2015 | Dec 2015 | 11 | Apr 2016 | 4 | 15 |
| -6.64% | Apr 1876 | Jun 1877 | 15 | Apr 1878 | 10 | 25 |
| -6.32% | Oct 1906 | Nov 1907 | 14 | May 1908 | 6 | 20 |
| -6.20% | Aug 1941 | Apr 1942 | 9 | Dec 1942 | 8 | 17 |
| -6.13% | Feb 1893 | Aug 1893 | 7 | Sep 1894 | 13 | 20 |
| -5.78% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -5.77% | Jun 1946 | Nov 1946 | 6 | May 1948 | 18 | 24 |
| -5.74% | Sep 1933 | Oct 1933 | 2 | Jan 1934 | 3 | 5 |
Rolling Returns ( more details)
Harry Browne Permanent Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
5.99 |
46.69 Jul 1932 - Jun 1933 |
-20.29 Jul 1931 - Jun 1932 |
15.97% |
| 2 Years |
5.92 |
30.12 Jul 1978 - Jun 1980 |
-14.89 Jun 1930 - May 1932 |
5.93% |
| 3 Years |
5.91 |
22.66 Jul 1977 - Jun 1980 |
-10.10 Jul 1929 - Jun 1932 |
1.84% |
| 5 Years |
5.87 |
17.20 Oct 1975 - Sep 1980 |
-2.35 Jun 1927 - May 1932 |
0.96% |
| 7 Years |
5.88 |
15.71 Feb 1973 - Jan 1980 |
0.58 Jul 1925 - Jun 1932 |
0.00% |
| 10 Years |
5.89 |
15.81 Jul 1970 - Jun 1980 |
2.28 Jun 1922 - May 1932 |
0.00% |
| 15 Years |
5.90 |
13.26 Sep 1971 - Aug 1986 |
2.64 Sep 1881 - Aug 1896 |
0.00% |
| 20 Years |
5.89 |
11.96 Jul 1970 - Jun 1990 |
3.13 Jul 1901 - Jun 1921 |
0.00% |
| 30 Years |
5.93 |
10.48 Jul 1970 - Jun 2000 |
3.28 Jun 1902 - May 1932 |
0.00% |
(*) Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Harry Browne Permanent Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Harry Browne Permanent Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.30
60% |
-0.93
40% |
0.65
40% |
0.50
60% |
0.60
80% |
0.42
40% |
1.95
100% |
0.63
80% |
-2.21
0% |
0.04
60% |
1.58
100% |
0.82
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.30
|
100.36
|
101.01
|
101.51
|
102.12
|
102.56
|
104.55
|
105.22
|
102.89
|
102.93
|
104.55
|
105.41
|
| Best |
5.2 2023 |
0.5 2022 |
4.0 2023 |
4.8 2020 |
1.9 2021 |
4.1 2019 |
5.4 2020 |
4.2 2019 |
-0.8 2018 |
2.8 2021 |
5.0 2022 |
2.7 2020 |
| Worst |
-2.9 2022 |
-3.2 2023 |
-1.3 2020 |
-4.9 2022 |
-1.5 2022 |
-2.6 2022 |
0.0 2018 |
-2.6 2022 |
-4.7 2022 |
-2.2 2018 |
0.0 2021 |
-1.0 2022 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.68
80% |
0.00
50% |
0.36
40% |
0.47
60% |
0.06
60% |
0.31
40% |
1.39
80% |
0.53
60% |
-1.50
10% |
0.28
70% |
0.45
70% |
0.55
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.68
|
101.68
|
102.05
|
102.52
|
102.58
|
102.89
|
104.33
|
104.88
|
103.30
|
103.59
|
104.06
|
104.63
|
| Best |
5.2 2023 |
3.6 2016 |
4.0 2023 |
4.8 2020 |
1.9 2021 |
4.2 2016 |
5.4 2020 |
4.2 2019 |
0.3 2013 |
2.8 2021 |
5.0 2022 |
2.7 2020 |
| Worst |
-2.9 2022 |
-3.2 2023 |
-1.3 2020 |
-4.9 2022 |
-2.4 2013 |
-3.5 2013 |
-1.3 2014 |
-2.6 2022 |
-4.7 2022 |
-2.5 2016 |
-3.3 2016 |
-1.0 2022 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.80
67% |
0.36
61% |
0.28
64% |
0.54
66% |
0.38
60% |
0.39
61% |
0.51
63% |
0.57
66% |
0.27
61% |
0.29
60% |
0.67
66% |
0.74
74% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.80
|
101.17
|
101.45
|
102.00
|
102.39
|
102.79
|
103.31
|
103.90
|
104.18
|
104.48
|
105.17
|
105.95
|
| Best |
14.8 1933 |
6.5 1974 |
4.8 1986 |
8.5 1933 |
8.2 1973 |
7.7 1980 |
6.7 1932 |
9.6 1982 |
7.7 1979 |
7.6 1974 |
5.6 2008 |
9.3 1979 |
| Worst |
-4.6 1981 |
-4.0 1933 |
-9.3 1980 |
-4.9 2022 |
-6.1 1940 |
-4.2 1930 |
-2.6 1933 |
-4.1 1998 |
-7.2 1931 |
-8.5 2008 |
-5.3 1978 |
-3.2 1931 |
Monthly Seasonality over the period Jan 1871 - Mar 2023
Monthly/Yearly Returns
Harry Browne Permanent Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1871 - Mar 2023
1173 Positive Months (64%) - 654 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1871 - Mar 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+5.83 | +4.41 | 5.2 | -3.2 | 4.0 | |||||||||
| 2022 |
-12.53 | -17.83 | -2.9 | 0.5 | -0.2 | -4.9 | -1.5 | -2.6 | 1.9 | -2.6 | -4.7 | 0.1 | 5.0 | -1.0 |
| 2021 |
+4.21 | -2.65 | -1.8 | -2.2 | -0.5 | 2.8 | 1.9 | -0.1 | 1.9 | 0.7 | -2.7 | 2.8 | 0.0 | 1.4 |
| 2020 |
+16.10 | +14.54 | 3.1 | -0.3 | -1.3 | 4.8 | 1.3 | 1.3 | 5.4 | 0.1 | -1.8 | -1.5 | 1.7 | 2.7 |
| 2019 |
+16.17 | +13.57 | 3.0 | 0.5 | 1.4 | 0.5 | 0.3 | 4.1 | 0.5 | 4.2 | -1.1 | 0.9 | 0.1 | 0.9 |
| 2018 |
-1.76 | -3.60 | 1.3 | -2.2 | 0.4 | -0.6 | 0.9 | -0.5 | 0.0 | 0.8 | -0.8 | -2.2 | 1.1 | 0.2 |
| 2017 |
+10.97 | +8.68 | 2.0 | 2.1 | -0.3 | 1.1 | 0.7 | -0.1 | 0.9 | 2.0 | -0.8 | 0.4 | 1.1 | 1.3 |
| 2016 |
+5.54 | +3.39 | 1.3 | 3.6 | 1.3 | 1.4 | -1.1 | 4.2 | 2.0 | -1.1 | -0.2 | -2.5 | -3.3 | -0.1 |
| 2015 |
-3.06 | -3.76 | 3.9 | -1.8 | -0.6 | -0.8 | -0.1 | -1.8 | -0.1 | -0.9 | -0.7 | 2.4 | -1.7 | -0.7 |
| 2014 |
+9.40 | +8.58 | 1.6 | 2.9 | -0.5 | 0.7 | 0.5 | 2.1 | -1.3 | 2.4 | -2.6 | 0.7 | 1.4 | 1.2 |
| 2013 |
-2.08 | -3.53 | 0.4 | -0.6 | 1.2 | -0.2 | -2.4 | -3.5 | 2.6 | -0.2 | 0.3 | 1.6 | -0.9 | -0.2 |
| 2012 |
+6.41 | +4.59 | 4.0 | -0.3 | -0.5 | 0.9 | -1.2 | 1.2 | 1.4 | 1.6 | 1.2 | -1.4 | 0.4 | -0.9 |
| 2011 |
+11.11 | +7.92 | -1.9 | 2.8 | 0.5 | 3.5 | 0.1 | -1.7 | 2.6 | 4.2 | -1.4 | 2.7 | 0.9 | -1.7 |
| 2010 |
+13.92 | +12.25 | -0.5 | 1.6 | 0.9 | 2.8 | 0.0 | 0.7 | -0.1 | 2.6 | 2.6 | 0.7 | 0.3 | 1.5 |
| 2009 |
+7.85 | +4.99 | -3.8 | -2.5 | 2.0 | 0.0 | 3.3 | -1.2 | 2.8 | 1.5 | 3.2 | -0.3 | 5.4 | -2.6 |
| 2008 |
+0.87 | +0.77 | 1.8 | 0.8 | -1.3 | -0.7 | 0.1 | -0.1 | -0.6 | -1.5 | -0.6 | -8.5 | 5.6 | 6.5 |
| 2007 |
+12.69 | +8.28 | 1.0 | 1.2 | -0.3 | 1.9 | -0.1 | -1.1 | 0.6 | 1.2 | 3.8 | 2.8 | -0.2 | 1.6 |
| 2006 |
+10.94 | +8.19 | 3.0 | 0.1 | 0.5 | 3.0 | -1.1 | -1.0 | 1.4 | 1.0 | -0.2 | 1.5 | 3.1 | -0.7 |
| 2005 |
+8.91 | +5.32 | -0.6 | 0.9 | -0.9 | 0.8 | 0.8 | 1.8 | -0.1 | 1.0 | 1.1 | -1.3 | 2.9 | 2.1 |
| 2004 |
+6.83 | +3.46 | 0.1 | 0.7 | 1.8 | -4.2 | 0.6 | 1.0 | -0.8 | 2.1 | 1.2 | 1.5 | 2.2 | 0.6 |
| 2003 |
+13.32 | +11.23 | 0.6 | -1.0 | -1.1 | 2.5 | 4.9 | -1.1 | -1.3 | 2.4 | 1.9 | 0.8 | 1.3 | 2.6 |
| 2002 |
+5.85 | +3.39 | 0.6 | 1.2 | 0.3 | 0.4 | 1.4 | -1.8 | -2.2 | 2.1 | 0.1 | 0.0 | 1.1 | 2.6 |
| 2001 |
-0.52 | -2.04 | 0.3 | -1.7 | -2.5 | 1.8 | 0.8 | 0.2 | 0.1 | -0.1 | 0.2 | 0.6 | -0.1 | 0.0 |
| 2000 |
+2.40 | -0.96 | -1.2 | 2.4 | 0.9 | -1.5 | -1.1 | 3.2 | -0.9 | 2.5 | -1.6 | -0.7 | -1.0 | 1.7 |
| 1999 |
+5.17 | +2.42 | 1.0 | -1.9 | 0.3 | 2.0 | -2.4 | 0.6 | -1.4 | -0.3 | 3.6 | 1.8 | 0.2 | 1.8 |
| 1998 |
+10.09 | +8.34 | 2.0 | 1.1 | 1.8 | 1.3 | -1.6 | 1.8 | -1.3 | -4.1 | 4.3 | 1.3 | 2.1 | 1.2 |
| 1997 |
+7.19 | +5.39 | -0.3 | 0.9 | -2.3 | 1.3 | 2.6 | 1.0 | 3.1 | -1.7 | 2.9 | -1.5 | 0.5 | 0.6 |
| 1996 |
+5.08 | +1.70 | 2.0 | -1.0 | -0.3 | 0.0 | 0.7 | -0.2 | -1.1 | 0.7 | 1.7 | 1.4 | 2.2 | -0.9 |
| 1995 |
+18.11 | +15.19 | 0.8 | 1.9 | 2.0 | 1.0 | 2.6 | 1.4 | 0.6 | 0.9 | 1.7 | 0.5 | 2.2 | 1.2 |
| 1994 |
-1.37 | -3.94 | 0.5 | -1.3 | -1.5 | -0.9 | 0.9 | -0.8 | 1.2 | 1.1 | -0.5 | -0.3 | -0.8 | 0.8 |
| 1993 |
+12.00 | +9.00 | 0.8 | 0.8 | 1.5 | 0.8 | 2.6 | 1.3 | 2.0 | 0.0 | -0.9 | 1.6 | -0.9 | 2.1 |
| 1992 |
+3.57 | +0.65 | -0.7 | 0.5 | -1.6 | 0.0 | 0.9 | 0.3 | 3.1 | -1.5 | 1.3 | -0.8 | 0.9 | 1.1 |
| 1991 |
+11.72 | +8.39 | 0.3 | 1.8 | 0.5 | 0.7 | 1.4 | -0.9 | 1.5 | 0.8 | 1.0 | 0.7 | -0.5 | 3.8 |
| 1990 |
+1.11 | -4.71 | -1.5 | 0.0 | -1.8 | -1.3 | 3.1 | -0.1 | 1.4 | -2.2 | 0.6 | -1.4 | 3.1 | 1.5 |
| 1989 |
+12.90 | +7.88 | 1.3 | -1.2 | 0.7 | 1.8 | 1.1 | 2.3 | 2.5 | -0.4 | 0.5 | 0.8 | 2.7 | 0.1 |
| 1988 |
+4.39 | -0.03 | 1.0 | 0.1 | 0.7 | -0.3 | 0.0 | 1.5 | -0.5 | -1.0 | 0.6 | 2.1 | -0.3 | 0.4 |
| 1987 |
+7.42 | +2.86 | 4.4 | 2.0 | 1.3 | 0.5 | -0.2 | 1.4 | 2.1 | 0.4 | -0.9 | -4.8 | -0.1 | 1.6 |
| 1986 |
+17.64 | +16.36 | 2.2 | 4.0 | 4.8 | 0.1 | 0.5 | 2.5 | -1.3 | 4.6 | -0.5 | -0.1 | 0.5 | -0.8 |
| 1985 |
+20.47 | +16.06 | 3.3 | -2.0 | 4.1 | 0.1 | 3.3 | 1.4 | 0.5 | 1.1 | -1.5 | 2.2 | 3.3 | 3.2 |
| 1984 |
+2.22 | -1.66 | -0.3 | 0.1 | -0.4 | -0.9 | -2.0 | 0.6 | -0.7 | 4.3 | 0.7 | 1.3 | 0.0 | -0.2 |
| 1983 |
+3.46 | -0.32 | 2.5 | -2.7 | 1.3 | 3.9 | -0.1 | 0.3 | -1.8 | -0.2 | 1.4 | -2.3 | 2.7 | -1.4 |
| 1982 |
+23.27 | +18.72 | -1.3 | -2.1 | -2.2 | 5.0 | -2.4 | -1.5 | 2.8 | 9.6 | 1.6 | 6.7 | 3.2 | 2.6 |
| 1981 |
-5.34 | -13.10 | -4.6 | -1.2 | 3.5 | -2.9 | 1.9 | -2.4 | -1.5 | -1.4 | -1.5 | 3.5 | 4.0 | -2.4 |
| 1980 |
+13.65 | +1.01 | 6.8 | -2.3 | -9.3 | 5.9 | 3.9 | 7.7 | -1.4 | 0.8 | 2.0 | -1.5 | 2.8 | -1.3 |
| 1979 |
+39.77 | +23.37 | 2.7 | 1.0 | 1.0 | 0.6 | 3.4 | 2.4 | 2.2 | 3.5 | 7.7 | -4.5 | 5.1 | 9.3 |
| 1978 |
+12.78 | +3.45 | 0.1 | 0.8 | 0.8 | 0.5 | 2.6 | -0.4 | 4.4 | 2.8 | 0.9 | 0.3 | -5.3 | 5.0 |
| 1977 |
+6.43 | -0.26 | -2.0 | 1.6 | 1.2 | 0.1 | -0.7 | 1.8 | -0.1 | 0.5 | 1.6 | 0.3 | 1.1 | 0.9 |
| 1976 |
+11.22 | +6.06 | 1.5 | 1.2 | 0.7 | -0.3 | -1.1 | 1.6 | -1.8 | -1.0 | 3.4 | 0.9 | 2.2 | 3.4 |
| 1975 |
+6.98 | +0.04 | 2.8 | 3.0 | -0.1 | -0.2 | 2.3 | 2.2 | -1.9 | -1.7 | -3.6 | 3.1 | 0.4 | 0.7 |
| 1974 |
+12.43 | +0.08 | 5.0 | 6.5 | 1.0 | -1.9 | -3.0 | -3.1 | 1.0 | -2.1 | -2.5 | 7.6 | 3.6 | 0.4 |
| 1973 |
+15.65 | +6.38 | -0.2 | 6.5 | 1.7 | -0.5 | 8.2 | 2.7 | -2.1 | -4.0 | 0.8 | -0.4 | -1.3 | 3.9 |
| 1972 |
+18.84 | +14.92 | 2.6 | 1.7 | 0.4 | 1.0 | 6.2 | 2.2 | 2.0 | -0.1 | -1.4 | 0.8 | 1.2 | 0.9 |
| 1971 |
+12.86 | +9.29 | 2.6 | 1.0 | 2.5 | 0.8 | -0.5 | -0.6 | 0.5 | 1.4 | 1.6 | -0.5 | 0.9 | 2.5 |
| 1970 |
+7.89 | +2.20 | -1.5 | 3.2 | 0.2 | -2.9 | -1.6 | -0.3 | 2.3 | 1.4 | 1.8 | 0.7 | 3.2 | 1.4 |
| 1969 |
-6.38 | -11.84 | 0.4 | -0.9 | 1.2 | 1.3 | -0.7 | -2.5 | -0.9 | 0.6 | -1.7 | 1.9 | -3.7 | -1.4 |
| 1968 |
+9.27 | +4.34 | 0.2 | -0.6 | 0.0 | 4.9 | 2.3 | 0.2 | -1.1 | 2.1 | -0.1 | -0.2 | 1.5 | -0.2 |
| 1967 |
+6.11 | +2.98 | 2.5 | -0.1 | 1.7 | 0.8 | -1.3 | -0.1 | 1.6 | 0.7 | 0.1 | -1.2 | 0.1 | 1.1 |
| 1966 |
-0.04 | -3.39 | 0.3 | -0.8 | 0.3 | 0.6 | -1.1 | -0.5 | -0.2 | -2.1 | 0.8 | 1.4 | 0.1 | 1.2 |
| 1965 |
+4.59 | +2.62 | 1.2 | 0.1 | -0.1 | 1.1 | 0.0 | -0.9 | 0.5 | 0.7 | 0.9 | 0.9 | -0.1 | 0.2 |
| 1964 |
+6.00 | +4.98 | 1.0 | 0.4 | 0.5 | 0.4 | 0.6 | 0.7 | 0.6 | -0.3 | 1.1 | 0.5 | 0.0 | 0.3 |
| 1963 |
+6.05 | +4.33 | 1.3 | -0.7 | 1.0 | 1.4 | 0.5 | -0.5 | 0.1 | 1.4 | -0.2 | 0.9 | 0.0 | 0.7 |
| 1962 |
-0.23 | -1.54 | -0.9 | 0.8 | 0.3 | -1.3 | -1.9 | -1.8 | 1.4 | 0.7 | -0.8 | 0.3 | 2.3 | 0.7 |
| 1961 |
+6.50 | +5.79 | 1.0 | 1.0 | 0.9 | 0.2 | 0.8 | -1.0 | 1.0 | 0.5 | -0.3 | 1.1 | 1.2 | 0.0 |
| 1960 |
+5.64 | +4.22 | -0.6 | 1.0 | 0.5 | -0.2 | 0.8 | 1.2 | 0.2 | 1.1 | -1.1 | 0.0 | 1.1 | 1.5 |
| 1959 |
+2.72 | +0.97 | 0.2 | 0.3 | 0.1 | 0.9 | 0.3 | 0.0 | 1.0 | -0.3 | -1.5 | 0.8 | 0.5 | 0.6 |
| 1958 |
+9.97 | +8.06 | 1.5 | -0.3 | 1.1 | 1.2 | 0.4 | 0.7 | 0.8 | -0.2 | 1.1 | 0.8 | 1.0 | 1.6 |
| 1957 |
+0.57 | -2.26 | -0.7 | -0.2 | 0.6 | 1.0 | 1.0 | -0.1 | 0.3 | -1.1 | -1.2 | -0.5 | 1.2 | 0.4 |
| 1956 |
+1.35 | -1.59 | -0.7 | 1.1 | 1.6 | -0.3 | -1.3 | 1.3 | 1.3 | -1.3 | -1.1 | 0.4 | -0.4 | 0.9 |
| 1955 |
+6.24 | +5.85 | 0.2 | 0.0 | -0.1 | 0.8 | 0.0 | 2.2 | 1.5 | -0.3 | 0.4 | -0.7 | 2.2 | -0.1 |
| 1954 |
+14.12 | +14.98 | 1.6 | 0.3 | 1.2 | 1.7 | 0.9 | 0.2 | 2.0 | -0.9 | 2.6 | -0.5 | 2.6 | 1.8 |
| 1953 |
-0.87 | -1.61 | -2.2 | -0.4 | -0.5 | -0.6 | -0.3 | -0.3 | 1.3 | -1.2 | 0.5 | 2.0 | 0.4 | 0.5 |
| 1952 |
+3.37 | +2.59 | -0.3 | -0.9 | 1.3 | -0.8 | 0.8 | 1.2 | 0.5 | -0.5 | -0.7 | 0.4 | 1.4 | 1.0 |
| 1951 |
+4.37 | -1.54 | 1.6 | 0.1 | -0.7 | 1.1 | -1.2 | -0.6 | 2.1 | 1.6 | -0.4 | -0.4 | -0.1 | 1.3 |
| 1950 |
+7.47 | +1.45 | 0.3 | 0.4 | 0.3 | 1.3 | 1.3 | -1.5 | 0.5 | 1.1 | 1.7 | 0.2 | 0.2 | 1.6 |
| 1949 |
+6.13 | +8.38 | -0.5 | -0.7 | 1.1 | -0.2 | -0.6 | 0.4 | 1.9 | 0.7 | 0.8 | 1.1 | 0.3 | 1.6 |
| 1948 |
+1.16 | -1.78 | -1.4 | -1.0 | 2.0 | 0.8 | 2.4 | 0.0 | -1.4 | 0.3 | -0.6 | 1.8 | -2.7 | 1.0 |
| 1947 |
+3.61 | -4.80 | 3.9 | -0.2 | -0.3 | -0.9 | -0.1 | 1.3 | 1.0 | -0.6 | -0.3 | 0.4 | -0.8 | 0.3 |
| 1946 |
-0.66 | -15.91 | 2.7 | -1.6 | 1.4 | 0.8 | 0.7 | -0.8 | -0.6 | -1.8 | -2.4 | 0.1 | -0.3 | 1.4 |
| 1945 |
+12.40 | +9.93 | 1.6 | 1.9 | -0.9 | 2.7 | 0.5 | 0.2 | -0.4 | 1.8 | 1.5 | 1.2 | 1.3 | 0.3 |
| 1944 |
+5.95 | +3.57 | 0.4 | 0.2 | 0.6 | -0.1 | 1.2 | 1.5 | -0.4 | 0.5 | 0.1 | 0.2 | 0.3 | 1.1 |
| 1943 |
+8.33 | +5.21 | 2.8 | 1.5 | 1.6 | 0.3 | 1.6 | 0.8 | -1.4 | 0.5 | 0.9 | -0.2 | -2.1 | 1.8 |
| 1942 |
+5.04 | -3.66 | 0.5 | -0.8 | -1.2 | -1.0 | 1.7 | 0.6 | 0.9 | 0.3 | 0.8 | 1.9 | -0.3 | 1.6 |
| 1941 |
-1.49 | -10.38 | -0.3 | -0.4 | 0.6 | -1.2 | 0.2 | 1.7 | 1.8 | -0.2 | -0.1 | -1.4 | -0.9 | -1.3 |
| 1940 |
-0.01 | -0.72 | -1.0 | 0.4 | 0.7 | 0.0 | -6.1 | 2.2 | 1.1 | 0.9 | 0.7 | 1.3 | -0.3 | 0.3 |
| 1939 |
+1.75 | +1.75 | -1.5 | 1.1 | -2.9 | 0.3 | 1.9 | -1.3 | 2.6 | -1.7 | 2.8 | 0.4 | -0.7 | 1.0 |
| 1938 |
+8.45 | +11.55 | 0.5 | 1.8 | -6.6 | 3.4 | -0.8 | 5.8 | 2.1 | -0.6 | 0.4 | 2.5 | -1.0 | 1.3 |
| 1937 |
-8.65 | -11.19 | 1.2 | 0.5 | -0.7 | -2.2 | 0.0 | -1.2 | 2.7 | -1.4 | -3.3 | -2.1 | -1.7 | -0.8 |
| 1936 |
+10.39 | +8.82 | 1.9 | 0.8 | 1.0 | -1.8 | 1.4 | 1.0 | 2.1 | 0.6 | 0.2 | 2.4 | 0.6 | 0.0 |
| 1935 |
+12.79 | +9.52 | -0.5 | -0.7 | -0.6 | 2.4 | 1.0 | 1.9 | 2.4 | 0.4 | 0.8 | 2.5 | 1.3 | 1.4 |
| 1934 |
+5.72 | +4.14 | 5.2 | -0.3 | 0.6 | -0.3 | -1.6 | 0.9 | -2.4 | 1.2 | -0.2 | 0.0 | 2.2 | 0.3 |
| 1933 |
+28.60 | +27.63 | 14.8 | -4.0 | 0.6 | 8.5 | 4.5 | 4.1 | -2.6 | 3.5 | -3.4 | -2.5 | 2.6 | 0.7 |
| 1932 |
+2.17 | +13.87 | -1.0 | 2.0 | -2.3 | -3.8 | -4.3 | 0.3 | 6.7 | 8.3 | -0.5 | -3.2 | -1.0 | 1.7 |
| 1931 |
-12.64 | -3.67 | 1.4 | 2.9 | -1.8 | -2.5 | -3.1 | 3.3 | -1.8 | 0.3 | -7.2 | 0.8 | -1.8 | -3.2 |
| 1930 |
-4.39 | +2.14 | 1.7 | 0.8 | 2.6 | -0.2 | -0.1 | -4.2 | 1.1 | 0.4 | -3.0 | -1.7 | -0.2 | -1.4 |
| 1929 |
-0.83 | -1.41 | 1.4 | -0.2 | -0.1 | 0.8 | -1.0 | 3.0 | 1.5 | 2.8 | -1.3 | -5.6 | -2.6 | 0.7 |
| 1928 |
+10.25 | +11.54 | -0.1 | -0.4 | 2.8 | 0.9 | 0.4 | -1.1 | 0.2 | 2.0 | 0.8 | 0.5 | 3.9 | 0.1 |
| 1927 |
+11.58 | +14.16 | -0.2 | 1.5 | 0.6 | 0.7 | 1.7 | -0.1 | 1.9 | 1.6 | 1.2 | -1.1 | 2.3 | 0.9 |
| 1926 |
+5.78 | +6.97 | 0.3 | -0.7 | -1.1 | 0.8 | 0.6 | 1.3 | 0.7 | 1.4 | 0.9 | -0.5 | 1.0 | 0.9 |
| 1925 |
+8.98 | +5.33 | 0.7 | 0.5 | -1.5 | 1.0 | 1.6 | 0.5 | 1.1 | 0.2 | 0.9 | 1.9 | 0.2 | 1.6 |
| 1924 |
+10.18 | +10.18 | 1.2 | -0.1 | -0.3 | 0.3 | 0.7 | 1.6 | 1.6 | 0.5 | 0.4 | 0.2 | 2.1 | 1.7 |
| 1923 |
+3.65 | +1.25 | 0.4 | 1.9 | -0.1 | -0.4 | -0.7 | -1.5 | 0.8 | 0.7 | -0.4 | 0.2 | 1.7 | 1.1 |
| 1922 |
+9.97 | +12.58 | 0.6 | 1.0 | 1.4 | 2.1 | 1.8 | -0.8 | 0.9 | 2.4 | -0.2 | 0.8 | -1.2 | 0.9 |
| 1921 |
+8.74 | +21.94 | 1.8 | 0.1 | -0.2 | 1.0 | -0.1 | -1.5 | 1.1 | 0.0 | 1.3 | 1.5 | 2.4 | 1.1 |
| 1920 |
-1.56 | -4.09 | -0.3 | -1.6 | 2.7 | -1.7 | -1.0 | 0.4 | -0.1 | 0.7 | 0.8 | 1.4 | -1.6 | -1.1 |
| 1919 |
+6.55 | -6.98 | -0.1 | 1.0 | 0.4 | 1.7 | 2.6 | -0.6 | 1.9 | -2.1 | 0.9 | 2.4 | -1.6 | 0.0 |
| 1918 |
+7.63 | -10.64 | 2.1 | 0.9 | -0.7 | 0.6 | 0.7 | 1.1 | 0.1 | 0.9 | -0.3 | 1.6 | 0.0 | 0.3 |
| 1917 |
-4.88 | -19.46 | -0.4 | -0.9 | 0.5 | -0.1 | -0.9 | 0.7 | -0.2 | -0.3 | -0.5 | -0.9 | -1.4 | -0.6 |
| 1916 |
+4.56 | -7.16 | -0.2 | 0.2 | 0.3 | 0.0 | 0.9 | 0.3 | -0.2 | 0.6 | 1.4 | 1.1 | 0.8 | -0.7 |
| 1915 |
+10.27 | +8.13 | 0.7 | -0.1 | 1.1 | 2.2 | -0.5 | 0.4 | -0.2 | 1.6 | 1.1 | 1.7 | 1.3 | 0.5 |
| 1914 |
+1.02 | +0.02 | 1.6 | 0.7 | -0.3 | -0.5 | 0.4 | 0.1 | -1.2 | -1.8 | 0.3 | -0.9 | 1.2 | 1.7 |
| 1913 |
+0.91 | -2.12 | 0.2 | -0.4 | -0.1 | 0.3 | -0.1 | -0.8 | 0.1 | 0.9 | 0.5 | -0.5 | 0.1 | 0.6 |
| 1912 |
+3.57 | -3.48 | 0.3 | 0.1 | 1.0 | 1.1 | 0.1 | 0.2 | 0.3 | 0.7 | 0.4 | 0.2 | -0.1 | -0.8 |
| 1911 |
+2.86 | +5.03 | 0.9 | 0.9 | 0.0 | 0.1 | 0.4 | 0.9 | 0.1 | -1.2 | -1.2 | 0.4 | 1.2 | 0.3 |
| 1910 |
+0.96 | +9.28 | -0.4 | -0.5 | 0.8 | -0.2 | -0.1 | -0.7 | -0.8 | 0.9 | 0.6 | 1.4 | 0.3 | -0.4 |
| 1909 |
+5.56 | -4.49 | 0.3 | -0.5 | 0.6 | 1.4 | 1.1 | 0.7 | 0.5 | 0.6 | 0.1 | 0.4 | -0.2 | 0.5 |
| 1908 |
+13.65 | +9.99 | 1.4 | -0.6 | 1.8 | 2.1 | 1.9 | -0.1 | 1.3 | 1.4 | -0.2 | 0.6 | 2.3 | 1.0 |
| 1907 |
-5.24 | -3.18 | -0.5 | -0.3 | -1.7 | 0.6 | -0.5 | -0.4 | 1.3 | -1.5 | 0.0 | -1.9 | -1.3 | 0.8 |
| 1906 |
+1.58 | -3.75 | 1.0 | -0.3 | -0.5 | 0.0 | -0.9 | 0.3 | -0.6 | 2.0 | 1.0 | -0.1 | -0.1 | -0.2 |
| 1905 |
+6.99 | +7.00 | 0.8 | 1.4 | 1.4 | -0.1 | -1.2 | 0.7 | 1.1 | 1.3 | 0.5 | 0.6 | -0.2 | 0.5 |
| 1904 |
+10.35 | +5.41 | 0.7 | -0.6 | 0.3 | 1.0 | -0.3 | 0.5 | 1.3 | 1.0 | 1.6 | 1.9 | 1.7 | 0.6 |
| 1903 |
-2.87 | +2.78 | 1.4 | 0.1 | -0.6 | -1.2 | -0.1 | -1.3 | -0.8 | -0.9 | -0.2 | -0.5 | 0.1 | 1.1 |
| 1902 |
+3.72 | -3.18 | 0.9 | 0.6 | 0.4 | 1.2 | 0.2 | -0.5 | 0.3 | 1.1 | 1.2 | -0.4 | -0.9 | -0.4 |
| 1901 |
+6.40 | +1.34 | 2.5 | 0.7 | 0.9 | 2.6 | -1.6 | 3.0 | -2.1 | 0.2 | 0.0 | -0.1 | 0.7 | -0.4 |
| 1900 |
+7.28 | +11.35 | 0.7 | 0.9 | 0.8 | 0.3 | -0.6 | -0.4 | 0.3 | 0.5 | 0.5 | -0.2 | 1.7 | 2.6 |
| 1899 |
+2.46 | -12.31 | 2.1 | 0.8 | 0.4 | 0.5 | -1.2 | -0.4 | 0.8 | 0.7 | -0.3 | -0.1 | 0.6 | -1.4 |
| 1898 |
+9.71 | +8.10 | 1.1 | -0.2 | -1.6 | -0.4 | 2.4 | 1.8 | 1.1 | 1.5 | 0.4 | -0.1 | 1.2 | 2.3 |
| 1897 |
+7.76 | +7.76 | 0.7 | 0.1 | 0.4 | -0.4 | 0.1 | 1.7 | 1.6 | 1.8 | 1.5 | -0.4 | -0.6 | 1.0 |
| 1896 |
+3.16 | +4.70 | -0.8 | 1.2 | 0.2 | 0.8 | 0.0 | -0.1 | -1.8 | -1.6 | 2.2 | 1.1 | 2.5 | -0.6 |
| 1895 |
+2.81 | -0.07 | -0.6 | 1.0 | 0.3 | 1.5 | 1.8 | 1.0 | 0.2 | 0.2 | 0.4 | -1.2 | -0.1 | -1.5 |
| 1894 |
+3.47 | +10.86 | -0.5 | 0.9 | 1.1 | 0.7 | -0.7 | 0.1 | -0.2 | 1.3 | 0.8 | -0.6 | 0.5 | 0.1 |
| 1893 |
-2.22 | +5.70 | 0.5 | -0.4 | -0.5 | 0.2 | -2.1 | -1.3 | -2.1 | -0.1 | 2.0 | 0.8 | 1.0 | -0.2 |
| 1892 |
+3.62 | +2.39 | 0.6 | 0.4 | 0.7 | 0.0 | 0.5 | 0.3 | 0.1 | 0.6 | -0.6 | 0.8 | 0.2 | -0.1 |
| 1891 |
+6.97 | +12.38 | 1.2 | 0.6 | -0.1 | 1.2 | 0.2 | -0.3 | -1.1 | 1.1 | 2.7 | 0.0 | -0.1 | 1.3 |
| 1890 |
-0.21 | -1.46 | 0.3 | -0.4 | 0.0 | 0.8 | 1.4 | 0.2 | 0.2 | 0.0 | 0.2 | -1.1 | -1.4 | -0.4 |
| 1889 |
+4.74 | +11.20 | 0.6 | 0.9 | 0.0 | 0.1 | 1.1 | 0.8 | -0.4 | 0.6 | 1.0 | -0.3 | 0.1 | 0.2 |
| 1888 |
+3.54 | +3.55 | 0.5 | 0.4 | -1.0 | 0.4 | 1.0 | -0.3 | 0.9 | 0.9 | 1.1 | -0.1 | -0.3 | -0.1 |
| 1887 |
+1.07 | -4.78 | -0.2 | 0.3 | 0.9 | 0.9 | 0.7 | -0.5 | -0.6 | -0.5 | -0.4 | -0.4 | 1.0 | -0.1 |
| 1886 |
+5.01 | +10.13 | 0.1 | 1.1 | -0.2 | -0.3 | -0.4 | 1.4 | 0.5 | 0.3 | 1.1 | 1.0 | 0.8 | -0.4 |
| 1885 |
+10.08 | +11.43 | -0.4 | 1.2 | 0.5 | 0.2 | 0.1 | 0.4 | 1.3 | 1.9 | 0.1 | 1.9 | 2.1 | 0.3 |
| 1884 |
-0.61 | +10.80 | -0.5 | 1.0 | 0.4 | -0.8 | -2.3 | -0.8 | 0.4 | 1.9 | -0.3 | -0.3 | 0.2 | 0.5 |
| 1883 |
+0.77 | +9.06 | -0.2 | -0.4 | 0.6 | 0.7 | -0.4 | 0.5 | -0.4 | -0.9 | 0.7 | -0.4 | 0.8 | 0.1 |
| 1882 |
+3.35 | +5.31 | -0.2 | -0.2 | 0.4 | 0.6 | 0.2 | 0.1 | 1.5 | 1.1 | 0.5 | -0.6 | -0.7 | 0.7 |
| 1881 |
+2.94 | -3.84 | 1.7 | 0.1 | 0.5 | 0.2 | 1.7 | 0.6 | -1.2 | -0.7 | 0.5 | -0.5 | 0.4 | -0.3 |
| 1880 |
+9.92 | +12.13 | 1.2 | 1.3 | 0.9 | -0.3 | -1.6 | 0.6 | 1.2 | 1.5 | 0.1 | 0.7 | 2.3 | 1.6 |
| 1879 |
+14.82 | -3.17 | 1.0 | 1.2 | -0.2 | 1.2 | 2.1 | 0.4 | 0.5 | 0.5 | 1.5 | 3.4 | 2.1 | 0.3 |
| 1878 |
+6.08 | +23.33 | -0.2 | 0.0 | 0.7 | 1.0 | 1.0 | 0.7 | 0.7 | 0.2 | 1.0 | 0.0 | 0.4 | 0.3 |
| 1877 |
+1.31 | +14.53 | -1.4 | -1.1 | -0.9 | -0.9 | 0.9 | -1.4 | 1.4 | 1.8 | 1.3 | 1.0 | 0.3 | 0.3 |
| 1876 |
-1.26 | +0.48 | -0.6 | 1.1 | 0.4 | -0.6 | -0.4 | 0.6 | -0.3 | -1.0 | -1.3 | 0.2 | 0.2 | 0.3 |
| 1875 |
+6.22 | +11.76 | 0.7 | 0.7 | 0.9 | 1.2 | -0.1 | 0.3 | -0.4 | 0.7 | 0.2 | 0.3 | 1.0 | 0.7 |
| 1874 |
+5.61 | +11.77 | 1.7 | 1.6 | 0.1 | -0.3 | -0.3 | 0.3 | -0.5 | 0.4 | 0.7 | 0.3 | 0.8 | 0.7 |
| 1873 |
+1.85 | +8.21 | -0.3 | 0.8 | 0.4 | 0.3 | 0.9 | 0.5 | -0.2 | 0.4 | -2.0 | -2.2 | -0.4 | 3.8 |
| 1872 |
+6.24 | +3.86 | 0.8 | 0.3 | 1.2 | 1.6 | 0.8 | 0.3 | -0.5 | 0.0 | -0.4 | 0.7 | 0.3 | 1.1 |
| 1871 |
+6.83 | +5.23 | -0.3 | 1.2 | 1.2 | 1.4 | 1.3 | 0.3 | -0.5 | 0.7 | 0.9 | -1.2 | 0.7 | 1.1 |
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
- TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
- GLD - SPDR Gold Trust: simulated historical serie, up to December 2004
Portfolio efficiency
Compared to the Harry Browne Permanent Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Desert Portfolio Gyroscopic Investing |
+6.54 | 5.42 | -14.72 | 30 | 60 | 10 | ||
|
Permanent Portfolio Harry Browne |
+6.53 | 6.47 | -15.92 | 25 | 50 | 25 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
All Weather Portfolio 2x Leveraged Ray Dalio |
+7.05 | 19.94 | -36.33 | 37.5 | 55 | 7.5 | ||
|
Permanent Portfolio with Bitcoin Harry Browne |
+6.53 | 8.72 | -16.88 | 25 | 50 | 25 | ||
|
Simplified Permanent Portfolio 2x Leveraged |
+6.26 | 15.94 | -31.96 | 25 | 50 | 25 | ||
|
All Weather Portfolio with Bitcoin Ray Dalio |
+5.85 | 10.05 | -21.57 | 30 | 55 | 15 | ||
|
Simplified Permanent Portfolio |
+5.20 | 8.16 | -16.43 | 25 | 50 | 25 | ||
|
Permanent Portfolio Harry Browne |
+5.14 | 8.03 | -15.92 | 25 | 50 | 25 | ||
|
All Weather Portfolio Ray Dalio |
+4.50 | 9.31 | -20.19 | 30 | 55 | 15 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Couch Potato Scott Burns |
+7.90 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.85 | 6.85 | -21.11 | 40 | 60 | 0 | ||
|
Robo Advisor 50 Betterment |
+7.40 | 9.23 | -30.72 | 49.9 | 50.1 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.28 | 7.20 | -20.19 | 30 | 55 | 15 | ||
|
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 | ||
