Data Source: from January 1871 to October 2022 (~152 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.09%
1 Day
Nov 29 2022, 03:00PM Eastern Time
3.67%
Current Month
November 2022

The Simplified Permanent Portfolio is a Medium Risk portfolio and can be implemented with 3 ETFs.

It's exposed for 25% on the Stock Market and for 25% on Commodities.

In the last 30 Years, the Simplified Permanent Portfolio obtained a 6.80% compound annual return, with a 6.61% standard deviation.

Asset Allocation and ETFs

The Simplified Permanent Portfolio has the following asset allocation:

25% Stocks
50% Fixed Income
25% Commodities

The Simplified 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
50.00 %
IEF iShares 7-10 Year Treasury Bond Bond, U.S., Intermediate-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 Oct 31, 2022

The Simplified Permanent Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
SIMPLIFIED PERMANENT PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~152Y)
Simplified Permanent Portfolio -0.09 3.67 0.61 -8.80 -14.62 3.44 3.38 6.80 5.75
US Inflation Adjusted return 0.20 -11.52 -20.76 -0.40 0.79 4.19 3.57
Components
VTI
Vanguard Total Stock Market
-0.26 02:59PM
Nov 29 2022
1.92 8.11 -5.43 -16.87 9.80 12.41 9.79 10.34
IEF
iShares 7-10 Year Treasury Bond
-0.35 03:00PM
Nov 29 2022
2.76 -1.46 -7.34 -16.44 -0.75 0.38 5.00 6.63
GLD
SPDR Gold Trust
0.59 02:59PM
Nov 29 2022
7.23 -1.78 -14.13 -8.84 4.71 -0.93 5.10 7.23
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Simplified Permanent Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
SIMPLIFIED PERMANENT PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 31 October 2022 (~152 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~152Y)
Portfolio
Return (%)
0.61 -8.16 -8.80 -14.62 0.89 3.44 3.38 6.75 6.80 5.75
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.11
Infl. Adjusted
Return (%)
0.20 -8.69 -11.52 -20.76 -3.93 -0.40 0.79 4.13 4.19 3.57
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 8.64 8.26 7.20 6.52 6.96 6.61 6.20
Sharpe Ratio -1.77 0.06 0.34 0.44 0.81 0.70 0.29
Sortino Ratio -2.44 0.08 0.47 0.60 1.12 0.96 0.42
MAXIMUM DRAWDOWN
Drawdown Depth (%) -16.43 -16.43 -16.43 -16.43 -16.43 -16.43 -30.22
Start (yyyy mm) 2022 01 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) 9 9 9 9 9 9 33
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
> 10
> 10
46
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 48.12 22.17 18.07 15.78 12.21 10.89
Worst Return (%) -21.03 -9.97 -2.38 1.46 2.12 2.65
% Positive Periods 83% 96% 99% 100% 100% 100%
MONTHS
Positive 1 1 2 4 18 36 68 149 226 1146
Negative 0 2 4 8 18 24 52 91 134 676
% Positive 100% 33% 33% 33% 50% 60% 57% 62% 63% 63%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.52 22.36 11.04 8.67 6.50 4.61
Perpetual WR (%) 0.00 0.00 0.78 3.97 4.02 3.44
Terms and Definitions
  • 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).

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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
Asset VTI IEF GLD
VTI
1.00
0.54
0.16
IEF
0.54
1.00
0.12
GLD
0.16
0.12
1.00
 
 
 
Asset VTI IEF GLD
VTI
1.00
0.00
0.15
IEF
0.00
1.00
0.31
GLD
0.15
0.31
1.00
 
 
 
Asset VTI IEF GLD
VTI
1.00
-0.07
0.04
IEF
-0.07
1.00
0.39
GLD
0.04
0.39
1.00
 
 
 
Asset VTI IEF GLD
VTI
1.00
-0.15
0.04
IEF
-0.15
1.00
0.21
GLD
0.04
0.21
1.00
 
 
 
Asset VTI IEF GLD
VTI
1.00
0.09
0.02
IEF
0.09
1.00
0.06
GLD
0.02
0.06
1.00

Portfolio Dividends

In 2021, the Simplified Permanent Portfolio granted a 0.78% dividend yield. If you are interested in getting periodic income, please refer to the Simplified Permanent Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 7192.82$, with a total return of 619.28% (6.80% annualized).

The Inflation Adjusted Capital now would be 3422.49$, with a net total return of 242.25% (4.19% annualized).
An investment of 1000$, since January 1871, now would be worth 4880162.86$, with a total return of 487916.29% (5.75% annualized).

The Inflation Adjusted Capital now would be 204257.37$, with a net total return of 20325.74% (3.57% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-16.43% Jan 2022 Sep 2022 9 in progress 1 10
-13.28% Mar 2008 Oct 2008 8 Aug 2009 10 18
-6.69% Apr 2013 Jun 2013 3 Feb 2014 8 11
-6.23% Aug 2016 Dec 2016 5 Jul 2017 7 12
-5.67% Feb 1994 Jun 1994 5 Mar 1995 9 14
-5.27% Feb 2015 Dec 2015 11 Mar 2016 3 14
-5.09% Feb 1999 Aug 1999 7 Oct 1999 2 9
-4.79% Apr 2004 Apr 2004 1 Oct 2004 6 7
-4.63% Jul 1998 Aug 1998 2 Sep 1998 1 3
-3.81% Jan 2021 Mar 2021 3 May 2021 2 5
-3.73% Dec 1996 Mar 1997 4 May 1997 2 6
-3.69% Sep 2011 Sep 2011 1 Nov 2011 2 3
-3.68% Feb 2018 Oct 2018 9 Jan 2019 3 12
-3.64% Feb 1996 Jul 1996 6 Oct 1996 3 9
-3.46% Sep 2000 Mar 2001 7 Sep 2001 6 13
-3.24% Dec 2009 Jan 2010 2 Apr 2010 3 5
-3.11% Sep 2020 Oct 2020 2 Dec 2020 2 4
-2.98% Apr 2000 May 2000 2 Jun 2000 1 3
-2.81% Sep 2021 Sep 2021 1 Dec 2021 3 4
-2.60% Jun 2002 Jul 2002 2 Aug 2002 1 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-30.22% Sep 1929 May 1932 33 Jun 1933 13 46
-16.43% Jan 2022 Sep 2022 9 in progress 1 10
-14.34% Dec 1980 Sep 1981 10 Aug 1982 11 21
-13.70% Mar 1937 Mar 1938 13 Oct 1939 19 32
-13.28% Mar 2008 Oct 2008 8 Aug 2009 10 18
-13.17% Feb 1980 Mar 1980 2 Jun 1980 3 5
-13.14% May 1969 May 1970 13 Jan 1971 8 21
-11.98% Jan 1876 Jun 1877 18 May 1879 23 41
-11.37% Apr 1974 Sep 1974 6 Jan 1975 4 10
-9.64% Oct 1906 Nov 1907 14 Nov 1908 12 26
-7.68% Jul 1975 Sep 1975 3 Feb 1976 5 8
-7.59% May 1983 May 1984 13 Oct 1984 5 18
-7.31% Sep 1892 Aug 1893 12 Feb 1895 18 30
-7.14% Oct 1895 Aug 1896 11 Jan 1897 5 16
-6.69% Apr 2013 Jun 2013 3 Feb 2014 8 11
-6.62% Apr 1940 May 1940 2 Oct 1940 5 7
-6.44% Oct 1902 Nov 1903 14 Oct 1904 11 25
-6.43% Aug 1941 Apr 1942 9 Dec 1942 8 17
-6.38% Jul 1973 Aug 1973 2 Jan 1974 5 7
-6.37% Dec 1916 Dec 1917 13 Oct 1918 10 23

Rolling Returns ( more details)

Simplified Permanent Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.08 48.12
Jul 1932 - Jun 1933
-21.03
Jul 1931 - Jun 1932
17.39%
2 Years
5.98 29.39
Jul 1978 - Jun 1980
-14.88
Jun 1930 - May 1932
8.67%
3 Years
5.95 22.17
Jul 1970 - Jun 1973
-9.97
Jul 1929 - Jun 1932
3.75%
5 Years
5.90 18.07
Apr 1982 - Mar 1987
-2.38
Jun 1927 - May 1932
0.62%
7 Years
5.92 15.09
Feb 1973 - Jan 1980
0.56
Jul 1925 - Jun 1932
0.00%
10 Years
5.96 15.78
Jul 1970 - Jun 1980
1.46
Sep 1886 - Aug 1896
0.00%
15 Years
5.97 13.37
Sep 1971 - Aug 1986
2.01
Jan 1906 - Dec 1920
0.00%
20 Years
5.96 12.21
Jun 1970 - May 1990
2.12
Jul 1901 - Jun 1921
0.00%
30 Years
5.99 10.89
Jul 1970 - Jun 2000
2.65
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 Simplified Permanent Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Simplified 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.
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
0.53
60%
-0.64
40%
-0.23
40%
0.47
60%
0.88
80%
0.33
40%
1.99
100%
0.45
80%
-2.33
0%
0.19
60%
0.65
60%
1.37
100%
 Capital Growth on monthly avg returns
100
100.53
99.89
99.66
100.13
101.01
101.34
103.36
103.82
101.40
101.59
102.25
103.64
Best 3.2
2019
0.8
2022
1.3
2019
4.6
2020
2.1
2021
4.4
2019
4.6
2020
3.3
2019
-0.7
2018
2.1
2021
1.4
2020
2.9
2020
Worst -3.0
2022
-2.0
2018
-1.2
2020
-4.8
2022
-0.7
2022
-2.8
2022
0.1
2018
-3.6
2022
-5.3
2022
-1.7
2018
-0.1
2019
0.1
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
1.20
80%
0.36
50%
0.01
40%
0.48
60%
0.23
70%
0.15
40%
1.38
80%
0.35
60%
-1.41
20%
0.37
70%
-0.06
50%
0.47
60%
 Capital Growth on monthly avg returns
100
101.20
101.57
101.58
102.07
102.31
102.46
103.88
104.24
102.77
103.15
103.08
103.57
Best 3.6
2015
3.6
2016
1.4
2013
4.6
2020
2.1
2021
4.4
2019
4.6
2020
3.3
2019
1.0
2013
2.1
2015
1.4
2020
2.9
2020
Worst -3.0
2022
-2.0
2018
-1.2
2020
-4.8
2022
-2.2
2013
-4.0
2013
-1.5
2014
-3.6
2022
-5.3
2022
-2.1
2016
-3.3
2016
-0.9
2015
Monthly Seasonality over the period Nov 2012 - Oct 2022
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
0.76
66%
0.42
61%
0.25
63%
0.51
62%
0.40
59%
0.39
60%
0.47
62%
0.54
65%
0.31
61%
0.33
61%
0.67
66%
0.75
70%
 Capital Growth on monthly avg returns
100
100.76
101.18
101.43
101.95
102.36
102.76
103.24
103.80
104.12
104.46
105.16
105.95
Best 15.2
1933
6.7
1974
4.8
1986
8.6
1980
7.7
1973
7.4
1980
7.1
1932
10.4
1982
7.5
1979
8.1
1982
6.0
2009
9.6
1979
Worst -4.7
1981
-4.3
1980
-9.3
1980
-4.8
2022
-6.5
1940
-4.2
1930
-2.7
1973
-3.8
1973
-7.1
1931
-8.3
2008
-5.2
1978
-3.7
1931
Monthly Seasonality over the period Jan 1871 - Oct 2022

Monthly/Yearly Returns

Simplified 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 - Oct 2022
1146 Positive Months (63%) - 676 Negative Months (37%)
MONTHLY RETURNS TABLE
Jan 1871 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-15.92 -21.34 -3.0 0.8 -0.9 -4.8 -0.7 -2.8 2.8 -3.6 -5.3 0.6
2021
+3.72 -3.10 -1.4 -1.9 -0.5 2.7 2.1 -0.6 2.0 0.6 -2.8 2.1 -0.1 1.6
2020
+16.46 +14.90 2.8 -0.6 -1.2 4.6 2.0 1.2 4.6 1.0 -1.9 -1.3 1.4 2.9
2019
+16.15 +13.55 3.2 0.5 1.3 0.7 0.1 4.4 0.4 3.3 -1.0 1.3 -0.1 1.2
2018
-1.29 -3.14 1.0 -2.0 0.2 -0.8 0.9 -0.6 0.1 0.9 -0.7 -1.7 1.3 0.1
2017
+9.78 +7.51 1.9 2.1 -0.1 1.3 0.6 -0.6 1.3 1.8 -1.0 0.3 0.8 0.9
2016
+5.72 +3.57 1.6 3.6 1.3 1.5 -1.4 4.0 1.6 -1.4 0.4 -2.1 -3.3 0.0
2015
-1.82 -2.53 3.6 -1.4 -0.4 -0.2 0.3 -1.6 -0.4 -0.7 -0.3 2.1 -1.7 -0.9
2014
+7.12 +6.32 1.6 2.9 -1.0 0.5 0.6 2.1 -1.5 2.1 -2.6 0.7 1.2 0.4
2013
-1.76 -3.22 0.6 -0.4 1.4 -0.6 -2.2 -4.0 3.0 -0.6 1.0 1.6 -0.7 -0.8
2012
+7.59 +5.75 4.5 -0.3 -0.3 1.0 -1.9 1.4 1.1 1.9 1.7 -1.4 0.6 -0.7
2011
+10.45 +7.28 -1.1 2.3 0.4 3.9 0.5 -1.3 3.1 4.1 -3.7 3.2 0.7 -1.7
2010
+16.36 +14.64 0.0 1.8 0.9 2.8 0.2 0.8 0.7 2.1 3.3 1.9 0.2 0.6
2009
+9.94 +7.02 -2.6 -2.5 2.7 0.2 3.0 -1.6 3.1 1.4 3.2 0.2 6.0 -3.2
2008
+0.94 +0.85 2.8 1.5 -1.2 -1.3 -0.2 -0.2 -0.2 -1.4 -1.1 -8.3 6.0 5.3
2007
+14.14 +9.67 0.9 1.3 -0.1 1.8 -0.3 -1.2 0.8 1.8 3.6 2.8 0.3 1.7
2006
+10.82 +8.07 2.9 -0.3 0.8 3.2 -1.2 -1.2 1.7 1.0 -0.2 1.5 3.1 -0.8
2005
+7.34 +3.79 -1.1 0.6 -1.1 1.0 0.9 1.5 -0.4 1.1 1.2 -1.4 3.0 2.0
2004
+6.42 +3.07 0.2 0.9 2.0 -4.8 0.4 1.0 -0.6 2.4 1.1 1.5 1.8 0.4
2003
+15.31 +13.18 0.4 -0.7 -0.9 2.3 5.2 -1.0 -1.3 2.4 2.9 0.8 1.2 3.2
2002
+9.00 +6.47 0.5 1.8 -0.6 0.9 1.6 -1.2 -1.4 2.7 1.4 -0.5 0.2 3.3
2001
+0.15 -1.38 0.0 -1.0 -2.3 0.9 0.6 0.2 0.8 0.4 1.1 0.7 -0.6 -0.5
2000
+4.63 +1.21 -2.2 2.8 1.7 -2.0 -1.0 3.7 -1.2 3.3 -1.5 -0.9 -0.5 2.6
1999
+2.25 -0.42 0.9 -3.0 0.7 1.7 -2.9 0.3 -1.6 -0.3 3.9 1.5 0.0 1.4
1998
+12.93 +11.14 2.4 1.1 1.7 1.3 -1.4 1.8 -1.2 -3.5 6.1 1.0 1.5 1.7
1997
+8.38 +6.57 -0.3 1.0 -2.9 1.6 2.7 1.3 3.8 -2.1 3.2 -1.0 0.2 0.8
1996
+4.09 +0.75 2.0 -1.6 -0.5 -0.5 0.3 -0.1 -1.2 0.6 2.1 1.9 2.8 -1.6
1995
+21.97 +18.95 1.2 2.8 2.0 1.3 3.7 1.5 0.2 1.1 1.8 0.4 2.7 1.3
1994
-4.18 -6.68 0.6 -1.8 -2.6 -1.4 0.9 -0.9 1.5 1.3 -1.0 -0.6 -1.0 0.9
1993
+13.56 +10.52 1.5 1.5 1.6 0.7 2.2 1.8 1.7 0.6 -0.6 1.5 -1.6 2.1
1992
+4.46 +1.51 -1.8 0.7 -2.1 0.0 1.5 0.9 3.8 -1.1 2.1 -1.7 0.4 1.6
1991
+15.41 +11.98 0.4 2.0 0.6 0.7 1.5 -1.1 1.5 1.4 1.7 0.9 0.1 4.9
1990
+1.55 -4.29 -2.1 0.0 -2.0 -1.7 3.7 0.1 1.6 -2.6 0.6 -1.2 3.5 1.8
1989
+15.24 +10.12 1.5 -1.5 0.8 2.2 1.9 2.7 3.1 -1.0 0.5 1.4 2.8 0.0
1988
+3.97 -0.43 2.0 0.4 0.1 -0.7 -0.4 2.0 -0.8 -1.3 1.1 2.4 -0.9 0.1
1987
+5.46 +0.99 4.4 1.9 0.8 -0.4 -0.5 1.6 1.7 -0.1 -1.7 -3.9 -0.3 2.0
1986
+19.06 +17.76 2.1 4.3 4.8 0.3 -0.9 3.4 -0.5 5.2 -1.0 0.4 0.6 -0.7
1985
+24.24 +19.70 3.8 -2.7 4.5 0.5 4.8 1.3 0.1 1.6 -1.2 2.5 3.6 3.6
1984
+3.14 -0.78 0.0 -0.2 -1.0 -1.1 -3.1 0.5 0.5 4.0 1.2 1.9 0.6 -0.1
1983
+2.74 -1.02 2.5 -2.1 0.6 4.3 -0.4 0.0 -2.4 -0.4 2.0 -2.4 2.9 -1.6
1982
+28.65 +23.90 -1.2 -1.9 -2.8 5.4 -1.9 -2.5 4.1 10.4 3.5 8.1 2.1 3.3
1981
-6.55 -14.20 -4.7 -2.0 3.7 -3.8 2.5 -3.0 -2.6 -2.0 -2.0 5.5 5.8 -3.4
1980
+11.44 -0.96 6.6 -4.3 -9.3 8.6 4.4 7.4 -1.6 -0.4 2.0 -2.1 2.4 -1.2
1979
+38.61 +22.35 3.1 0.9 1.0 0.4 4.0 2.6 2.0 3.1 7.5 -5.9 5.8 9.6
1978
+11.00 +1.81 0.0 0.7 0.7 0.4 2.3 -0.7 4.5 3.1 0.8 -0.3 -5.2 4.5
1977
+5.09 -1.51 -3.1 1.7 1.3 0.0 -0.5 2.2 -0.6 0.8 1.4 0.0 1.3 0.6
1976
+13.24 +7.99 1.2 1.3 1.0 -0.2 -1.4 1.6 -1.8 -0.5 3.6 1.4 3.1 3.4
1975
+6.02 -0.86 1.9 3.0 -1.2 -0.5 2.9 2.2 -2.4 -1.4 -4.1 4.3 0.0 1.5
1974
+11.61 -0.65 4.5 6.7 0.6 -2.2 -2.7 -3.2 0.5 -2.1 -2.2 7.2 3.6 1.1
1973
+15.34 +6.10 -0.4 6.2 1.6 -0.5 7.7 2.9 -2.7 -3.8 1.2 0.2 -1.1 3.7
1972
+17.84 +13.96 2.3 1.8 0.3 1.0 6.4 2.1 2.1 -0.6 -1.6 1.0 1.5 0.7
1971
+14.20 +10.59 3.4 0.9 3.6 -0.2 -1.0 -1.1 0.2 2.4 2.1 -0.2 0.8 2.6
1970
+12.20 +6.28 -1.2 4.9 -0.1 -4.1 -1.7 0.4 3.0 1.3 2.3 0.8 4.9 1.4
1969
-9.41 -14.69 0.3 -1.0 1.2 1.5 -1.3 -2.8 -0.8 0.3 -2.9 3.0 -4.4 -2.5
1968
+11.01 +6.01 1.7 -0.5 -0.2 5.0 2.1 0.7 -0.5 2.1 -0.1 -0.3 1.3 -0.8
1967
+5.38 +2.27 2.8 -0.4 2.2 0.4 -1.3 -0.7 1.8 0.6 0.1 -1.7 0.0 1.3
1966
+0.48 -2.88 0.3 -1.4 1.0 0.5 -1.1 -0.8 -0.3 -2.7 1.5 1.6 -0.2 2.2
1965
+4.02 +2.05 1.3 0.1 0.0 1.1 0.0 -0.9 0.5 0.6 0.8 0.8 -0.2 -0.1
1964
+5.99 +4.97 0.9 0.4 0.4 0.4 0.7 0.8 0.6 -0.3 1.1 0.5 -0.1 0.3
1963
+6.03 +4.32 1.3 -0.8 1.1 1.5 0.6 -0.5 0.1 1.4 -0.3 0.8 0.2 0.7
1962
+0.41 -0.91 -1.0 1.0 0.6 -1.3 -2.0 -2.0 1.3 0.9 -0.7 0.4 2.3 0.8
1961
+7.10 +6.38 1.1 1.2 1.1 0.2 1.0 -1.3 1.0 0.3 -0.1 1.3 1.3 -0.1
1960
+6.95 +5.51 -0.7 1.4 0.9 -0.3 0.6 1.5 0.7 1.3 -1.1 -0.2 1.0 1.7
1959
+2.64 +0.89 0.3 0.5 0.1 0.7 0.0 0.1 1.0 -0.3 -1.9 1.2 0.6 0.4
1958
+10.15 +8.25 1.8 -0.1 1.3 1.5 0.5 0.7 0.5 -0.8 0.8 0.9 1.2 1.4
1957
+0.51 -2.32 -0.8 0.0 0.4 0.8 0.7 -0.6 0.0 -1.2 -1.2 -0.7 1.7 1.5
1956
+0.82 -2.10 -0.6 1.3 1.5 -0.7 -1.0 1.5 1.1 -1.7 -1.1 0.6 -0.7 0.8
1955
+5.80 +5.40 0.0 0.0 -0.1 0.7 0.0 2.2 1.3 -0.4 0.4 -0.5 2.2 -0.2
1954
+14.04 +14.89 1.8 0.3 1.4 1.8 0.7 0.2 2.1 -1.1 2.5 -0.6 2.4 1.7
1953
-0.81 -1.55 -2.5 -0.5 -0.6 -0.7 -0.8 -0.4 1.7 -1.3 0.7 2.5 0.4 0.7
1952
+3.54 +2.76 -0.3 -1.0 1.3 -0.5 0.9 1.1 0.3 -0.6 -0.9 0.7 1.4 1.0
1951
+4.75 -1.18 1.8 0.1 -1.0 1.0 -1.3 -0.6 2.5 1.9 -0.6 -0.4 -0.1 1.4
1950
+6.73 +0.76 0.0 0.4 0.2 1.2 1.2 -1.7 0.5 1.1 1.6 0.1 0.1 1.7
1949
+6.56 +8.82 -0.4 -0.7 1.2 -0.2 -0.6 0.6 1.9 0.9 0.7 1.0 0.3 1.7
1948
+1.37 -1.57 -1.4 -0.9 2.0 0.9 2.6 -0.2 -1.4 0.3 -0.5 1.7 -2.6 1.1
1947
+3.38 -5.02 4.0 -0.1 -0.3 -0.9 0.0 1.2 1.1 -0.4 -0.4 0.3 -1.0 0.0
1946
-0.72 -15.96 2.9 -1.5 1.4 0.5 0.7 -0.7 -0.7 -1.9 -2.5 0.1 -0.4 1.6
1945
+13.13 +10.64 1.9 2.0 -0.8 3.0 0.5 0.3 -0.5 1.8 1.5 1.3 1.3 0.0
1944
+6.27 +3.89 0.4 0.3 0.7 -0.1 1.3 1.5 -0.3 0.6 0.1 0.2 0.3 1.1
1943
+8.67 +5.55 2.9 1.5 1.6 0.4 1.7 0.9 -1.5 0.5 0.9 -0.2 -2.1 1.8
1942
+5.07 -3.64 0.6 -1.0 -1.0 -1.2 1.8 0.6 0.8 0.3 0.8 1.9 -0.3 1.7
1941
-0.43 -9.43 -0.2 -0.5 1.0 -0.9 0.3 2.0 2.1 -0.3 0.0 -1.2 -0.9 -1.6
1940
+0.90 +0.18 -1.0 0.4 1.0 -0.1 -6.5 2.6 1.3 0.9 0.9 1.4 0.0 0.4
1939
+2.59 +2.59 -1.5 1.3 -2.6 0.5 2.2 -1.3 2.7 -2.0 1.8 0.9 -0.5 1.3
1938
+9.29 +12.41 0.6 1.9 -6.6 3.6 -0.7 5.8 2.1 -0.6 0.2 2.7 -1.0 1.3
1937
-8.08 -10.63 1.4 0.6 -1.2 -2.2 0.1 -1.1 3.0 -1.6 -3.1 -2.0 -1.5 -0.6
1936
+11.10 +9.51 1.9 0.9 1.1 -1.8 1.5 0.9 2.1 0.7 0.1 2.3 0.8 0.0
1935
+13.72 +10.43 -0.2 -0.5 -0.6 2.6 1.0 1.9 2.5 0.2 0.7 2.6 1.3 1.5
1934
+6.62 +5.03 5.3 0.1 0.8 -0.1 -1.4 1.0 -2.3 1.0 -0.6 0.3 2.1 0.4
1933
+29.29 +28.31 15.2 -4.1 0.5 8.5 4.8 4.3 -2.5 3.6 -3.2 -2.4 2.2 0.7
1932
+2.29 +14.00 -1.8 2.3 -2.0 -3.4 -4.6 0.2 7.1 8.5 -0.6 -3.3 -1.1 1.8
1931
-12.31 -3.30 1.6 2.8 -1.6 -2.3 -2.8 3.5 -1.7 0.3 -7.1 0.0 -1.7 -3.7
1930
-4.80 +1.70 1.4 0.8 2.8 -0.4 0.0 -4.2 1.0 0.3 -3.0 -1.7 -0.2 -1.5
1929
-0.60 -1.18 1.3 -0.4 -0.4 1.0 -1.0 2.9 1.6 2.7 -1.3 -5.4 -2.1 0.7
1928
+10.16 +11.44 0.0 -0.4 2.9 0.9 0.3 -1.2 -0.1 1.9 0.9 0.5 4.1 0.0
1927
+11.74 +14.32 -0.1 1.5 0.8 0.7 1.7 -0.2 1.8 1.6 1.2 -1.1 2.4 1.0
1926
+5.77 +6.97 0.3 -0.6 -1.2 0.8 0.6 1.3 0.7 1.3 0.9 -0.5 1.1 1.0
1925
+9.10 +5.44 0.7 0.5 -1.5 1.1 1.7 0.6 1.1 0.0 0.9 1.9 0.2 1.5
1924
+10.50 +10.50 1.3 -0.1 -0.3 0.3 0.8 1.9 1.6 0.6 0.3 0.3 2.0 1.5
1923
+3.44 +1.05 0.3 1.9 -0.3 -0.4 -0.6 -1.5 0.8 0.7 -0.5 0.1 1.8 1.1
1922
+10.08 +12.69 0.6 0.9 1.5 2.4 1.8 -0.8 1.1 2.4 -0.4 0.6 -1.2 0.9
1921
+9.09 +22.33 2.0 -0.1 -0.3 0.9 -0.3 -1.7 1.0 -0.1 1.3 2.0 2.6 1.4
1920
-2.79 -5.29 -0.4 -1.8 2.6 -2.1 -1.6 0.4 -0.2 0.5 1.3 2.1 -1.9 -1.5
1919
+6.19 -7.29 -0.1 0.9 0.3 1.7 2.7 -0.6 1.9 -2.2 1.0 2.5 -1.8 -0.2
1918
+6.84 -11.29 2.1 1.0 -0.7 0.6 0.6 1.3 0.1 0.8 -0.4 1.4 0.0 -0.2
1917
-5.80 -20.24 -0.4 -0.7 0.0 -0.1 -1.4 0.5 -0.2 -0.3 -0.2 -1.0 -1.3 -0.8
1916
+3.90 -7.74 -0.3 0.4 0.4 -0.1 0.9 0.1 -0.4 0.6 1.4 1.1 0.6 -0.6
1915
+10.04 +7.91 0.7 -0.2 1.2 2.3 -0.6 0.3 -0.5 1.8 0.9 1.6 1.4 0.6
1914
-0.47 -1.45 1.7 0.7 -0.5 -0.8 0.3 -0.1 -1.5 -1.9 0.2 -1.0 1.1 1.4
1913
-0.35 -3.34 0.1 -0.5 -0.2 0.2 0.0 -0.9 -0.6 0.8 0.4 -0.8 0.4 0.8
1912
+3.78 -3.29 0.3 0.1 1.1 1.2 0.1 0.2 0.3 0.6 0.5 0.2 0.0 -0.8
1911
+1.80 +3.94 0.8 1.1 -0.1 -0.1 0.0 0.9 0.1 -1.4 -1.3 0.3 1.1 0.3
1910
+0.56 +8.85 -0.5 -0.6 0.7 -0.3 -0.2 -0.7 -0.8 1.0 0.7 1.4 0.3 -0.4
1909
+3.60 -6.26 0.3 -0.5 0.5 1.3 1.0 0.6 0.3 0.2 -0.2 0.3 -0.5 0.3
1908
+12.62 +9.00 1.2 -0.6 2.2 2.3 1.7 -0.4 1.1 1.2 -0.4 0.5 2.1 0.9
1907
-9.25 -7.28 -0.8 -0.5 -1.6 0.5 -0.8 -0.7 1.2 -2.0 -0.5 -2.2 -2.1 0.0
1906
+1.76 -3.59 1.0 -0.4 -0.5 0.3 -1.1 0.2 -0.5 2.2 1.1 -0.2 -0.1 -0.2
1905
+6.65 +6.66 0.8 1.3 1.7 -0.1 -1.4 0.8 1.0 1.3 0.7 0.6 -0.4 0.0
1904
+8.30 +3.45 0.6 -0.9 0.3 0.8 -0.5 0.4 1.2 0.8 1.6 1.9 1.4 0.5
1903
-3.26 +2.36 1.4 0.2 -0.4 -1.6 0.0 -1.5 -1.0 -0.9 0.0 -0.5 -0.1 1.1
1902
+2.01 -4.77 0.9 0.5 0.3 1.1 0.1 -1.3 -0.4 1.0 2.0 -0.3 -1.2 -0.7
1901
+6.90 +1.82 2.6 0.7 0.8 2.8 -1.7 3.1 -2.2 0.0 0.2 0.2 0.7 -0.4
1900
+8.26 +12.37 0.7 1.0 1.1 -0.1 -0.4 -0.4 0.2 0.3 0.7 -0.2 2.2 2.9
1899
+4.73 -10.37 2.3 0.8 0.6 0.8 -1.2 -0.1 0.7 0.9 -0.3 -0.1 0.9 -0.7
1898
+8.63 +7.03 1.0 -0.9 -2.5 -0.9 2.7 2.1 1.7 1.5 0.3 -0.1 1.0 2.5
1897
+10.73 +10.73 1.3 0.3 0.7 -0.2 -0.1 2.1 1.9 1.8 1.6 0.0 -0.3 1.2
1896
+2.27 +3.80 -1.8 1.1 0.4 0.9 -0.2 -0.1 -2.5 -2.2 2.9 1.3 3.1 -0.6
1895
+5.14 +2.19 -1.0 2.4 0.6 1.8 2.0 1.4 0.3 -0.1 0.5 -2.1 0.7 -1.5
1894
+3.06 +10.43 -0.8 1.1 1.2 0.7 -0.9 0.1 -0.4 1.3 0.9 -0.7 0.6 0.0
1893
-2.81 +5.05 0.3 -0.6 -0.5 0.0 -2.2 -1.7 -2.5 0.0 2.4 0.6 1.4 0.0
1892
+1.85 +0.65 0.4 0.3 0.7 -0.4 0.7 0.4 -0.3 0.4 -0.9 0.7 0.2 -0.3
1891
+4.30 +9.58 0.8 0.5 -0.1 1.2 0.0 -0.4 -2.3 0.9 2.8 -0.4 -0.2 1.4
1890
-1.76 -2.99 0.0 -0.9 -0.2 0.6 1.4 0.2 0.3 0.1 0.4 -1.6 -1.5 -0.6
1889
+2.94 +9.29 0.3 1.0 0.1 -0.2 1.0 0.7 -0.8 0.5 0.8 -0.6 -0.1 0.1
1888
+3.44 +3.45 0.5 0.6 -1.4 0.3 1.2 -0.1 0.7 1.0 1.3 -0.4 -0.3 -0.1
1887
+0.13 -5.66 -0.5 0.4 1.0 0.9 0.7 -0.5 -1.0 -0.7 -0.8 -0.4 1.2 -0.3
1886
+6.58 +11.78 0.0 1.6 0.0 -0.3 -0.4 1.6 0.5 0.3 1.3 1.2 0.8 -0.2
1885
+9.57 +10.90 -0.7 1.3 0.5 0.0 0.1 0.5 1.2 1.9 0.1 1.9 2.1 0.4
1884
-1.86 +9.40 -0.6 0.9 0.4 -1.0 -2.9 -1.2 0.3 1.9 -0.3 -0.4 0.4 0.6
1883
+1.84 +10.22 -0.4 -0.4 0.7 0.8 -0.4 0.6 -0.6 -0.8 1.0 -0.2 1.1 0.5
1882
+3.62 +5.58 -0.2 -0.2 0.6 0.8 0.4 -0.1 1.3 1.1 0.5 -0.8 -0.7 0.9
1881
+4.48 -2.40 1.9 0.2 0.6 0.5 2.3 0.7 -1.5 -0.9 0.7 -0.7 0.6 0.0
1880
+12.85 +15.11 1.4 1.9 1.1 -0.2 -1.3 1.0 1.2 1.8 0.0 0.5 3.0 1.9
1879
+15.96 -2.21 0.9 1.3 -0.3 1.4 2.6 0.2 0.3 0.4 1.7 3.5 2.3 0.5
1878
+4.59 +21.60 -0.3 -0.1 0.4 0.7 1.4 0.4 0.4 0.2 1.0 -0.3 0.4 0.3
1877
-2.46 +10.26 -2.1 -1.4 -1.3 -0.9 1.1 -1.9 1.2 1.4 0.5 0.7 0.2 0.0
1876
-6.01 -4.36 -1.3 1.1 0.1 -0.9 -0.7 0.6 -1.0 -1.8 -2.1 -0.3 0.1 0.0
1875
+4.28 +9.72 0.2 0.7 0.7 1.4 0.1 0.4 -1.6 0.5 0.0 0.2 1.0 0.7
1874
+4.84 +10.96 1.3 1.9 0.2 -0.2 -0.4 0.3 -1.5 0.4 0.5 0.2 1.0 1.0
1873
+1.68 +8.03 -0.7 0.8 0.6 0.5 1.2 0.7 -0.9 0.4 -2.6 -2.8 -0.5 5.1
1872
+6.47 +4.08 0.1 0.2 1.3 2.1 1.3 0.6 -1.0 -0.1 -0.7 1.0 0.5 1.3
1871
+8.64 +7.01 -0.2 1.7 1.4 1.7 1.6 0.5 -0.9 0.9 1.1 -1.3 0.7 1.2

Portofolio Returns, up to December 2004, 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
  • IEF - iShares 7-10 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 Simplified Permanent Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

The following portfolios share asset allocation strategy and/or similar asset weights.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Permanent Portfolio with Bitcoin
Harry Browne
+6.88 8.96 -16.88 25 50 25
All Weather Portfolio with Bitcoin
Ray Dalio
+6.43 10.13 -21.57 30 55 15
All Weather Portfolio 2x Leveraged
Ray Dalio
+4.69 18.36 -36.33 37.5 55 7.5
Permanent Portfolio
Harry Browne
+3.55 7.21 -15.92 25 50 25
Simplified Permanent Portfolio
+3.44 7.20 -16.43 25 50 25
All Weather Portfolio
Ray Dalio
+3.23 8.45 -20.19 30 55 15
Simplified Permanent Portfolio 2x Leveraged
+3.07 14.05 -31.96 25 50 25

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
+8.06 8.58 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
+8.04 6.77 -21.11 40 60 0
Robo Advisor 50
Betterment
+7.53 9.11 -30.72 49.9 50.1 0
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15
Global Market Portfolio
Credit Suisse
+7.14 7.93 -25.90 45 55 0
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