Simplified Permanent Portfolio: ETF allocation and returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 28 2024, 02:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.29%
1 Day
Mar 28 2024, 02:00PM Eastern Time
3.26%
Current Month
March 2024

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 6.85% compound annual return, with a 6.88% standard deviation.

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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 Currency ETF Name Investment Themes
25.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
50.00
IEF
USD iShares 7-10 Year Treasury Bond Bond, U.S., Intermediate-Term
25.00
GLD
USD 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 Feb 29, 2024

The Simplified Permanent Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
SIMPLIFIED PERMANENT PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 28 2024, 02:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
Simplified Permanent Portfolio 0.29 3.26 0.41 5.26 10.59 5.74 4.68 6.85 5.81
US Inflation Adjusted return -0.03 3.61 7.19 1.49 1.81 4.21 3.61
Components
VTI
USD Vanguard Total Stock Market 0.11 01:59PM, Mar 28 2024 2.95 5.30 13.69 28.61 13.82 11.96 10.22 9.14
IEF
USD iShares 7-10 Year Treasury Bond -0.12 02:00PM, Mar 28 2024 0.71 -2.08 0.99 1.36 -0.24 1.03 4.68 4.52
GLD
USD SPDR Gold Trust 1.29 02:00PM, Mar 28 2024 8.67 0.46 5.16 11.50 8.83 4.02 5.46 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 2024. Current inflation (annualized) is 1Y: 3.17% , 5Y: 4.19% , 10Y: 2.82% , 30Y: 2.54%

In 2023, the Simplified Permanent Portfolio granted a 1.94% dividend yield. If you are interested in getting periodic income, please refer to the Simplified Permanent Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 7.30$, with a total return of 630.07% (6.85% annualized).

The Inflation Adjusted Capital now would be 3.44$, with a net total return of 244.32% (4.21% annualized).
An investment of 1$, since January 1871, now would be worth 5673.12$, with a total return of 567212.41% (5.81% annualized).

The Inflation Adjusted Capital now would be 227.59$, with a net total return of 22658.79% (3.61% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Simplified Permanent Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
SIMPLIFIED PERMANENT PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) 0.41 3.93 5.26 10.59 1.60 5.74 4.68 6.55 6.85 5.81
Infl. Adjusted Return (%) details -0.03 2.92 3.61 7.19 -3.86 1.49 1.81 3.87 4.21 3.61
US Inflation (%) 0.44 0.98 1.59 3.17 5.68 4.19 2.82 2.59 2.54 2.12
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -5.16 -16.43 -16.43 -16.43 -16.43 -16.43 -30.22
Start to Recovery (# months) details 4 26* 26* 26* 26* 26* 46
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2022 01 1929 09
Start to Bottom (# months) 2 9 9 9 9 9 33
Bottom (yyyy mm) 2023 09 2022 09 2022 09 2022 09 2022 09 2022 09 1932 05
Bottom to End (# months) 2 17 17 17 17 17 13
End (yyyy mm) 2023 11 - - - - - 1933 06
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2022 01 1929 09
Start to Bottom (# months) 2 9 9 9 9 9 33
Bottom (yyyy mm) 2023 09 2022 09 2022 09 2022 09 2022 09 2022 09 1932 05
Bottom to End (# months) 2 17 17 17 17 17 13
End (yyyy mm) 2023 11 - - - - - 1933 06
Longest negative period (# months) details 7 32 40 40 40 40 80
Period Start (yyyy mm) 2023 04 2021 03 2020 06 2020 06 2020 06 2020 06 1925 11
Period End (yyyy mm) 2023 10 2023 10 2023 09 2023 09 2023 09 2023 09 1932 06
Annualized Return (%) -5.62 -1.59 0.00 0.00 0.00 0.00 0.00
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -5.98 -22.52 -23.36 -23.36 -23.36 -23.36 -49.37
Start to Recovery (# months) details 5 30* 38* 38* 38* 38* 191
Start (yyyy mm) 2023 08 2021 09 2021 01 2021 01 2021 01 2021 01 1911 07
Start to Bottom (# months) 2 13 21 21 21 21 108
Bottom (yyyy mm) 2023 09 2022 09 2022 09 2022 09 2022 09 2022 09 1920 06
Bottom to End (# months) 3 17 17 17 17 17 83
End (yyyy mm) 2023 12 - - - - - 1927 05
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2021 09 2021 01 2021 01 2021 01 2021 01 1911 07
Start to Bottom (# months) 2 13 21 21 21 21 108
Bottom (yyyy mm) 2023 09 2022 09 2022 09 2022 09 2022 09 2022 09 1920 06
Bottom to End (# months) 3 17 17 17 17 17 83
End (yyyy mm) 2023 12 - - - - - 1927 05
Longest negative period (# months) details 8 36* 56 87 87 87 405
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2016 08 2016 08 2016 08 1886 11
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2023 10 2023 10 1920 07
Annualized Return (%) -1.42 -3.86 -0.11 -0.09 -0.09 -0.09 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 8.55 9.52 8.65 7.18 7.23 6.88 6.24
Sharpe Ratio 0.63 -0.08 0.45 0.49 0.72 0.67 0.29
Sortino Ratio 0.94 -0.11 0.64 0.70 1.00 0.93 0.43
Ulcer Index 2.04 7.54 5.94 4.55 3.70 3.19 3.79
Ratio: Return / Standard Deviation 1.24 0.17 0.66 0.65 0.91 1.00 0.93
Ratio: Return / Deepest Drawdown 2.05 0.10 0.35 0.28 0.40 0.42 0.19
% Positive Months details 66% 52% 58% 58% 61% 61% 62%
Positive Months 8 19 35 70 147 223 1156
Negative Months 4 17 25 50 93 137 682
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.68 8.87 10.42 15.78
Worst 10 Years Return (%) - Annualized 3.16 3.16 1.46
Best 10 Years Return (%) - Annualized 1.81 6.49 7.80 9.54
Worst 10 Years Return (%) - Annualized 0.63 0.63 -5.19
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 23.00 16.78 11.77 10.42 8.38 6.85
Worst Rolling Return (%) - Annualized -14.62 -1.62 2.76 3.16 6.36
% Positive Periods 89% 98% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.14 29.13 20.08 11.01 7.28 6.25
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.67 4.13 4.43
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 19.80 15.08 9.45 7.80 6.00 4.21
Worst Rolling Return (%) - Annualized -20.77 -6.95 -0.39 0.63 3.69
% Positive Periods 79% 92% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.14 29.13 20.08 11.01 7.28 6.25
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.67 4.13 4.43
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Feb 2024)
Best Rolling Return (%) - Annualized 48.12 22.17 18.07 15.78 12.21 10.89
Worst Rolling Return (%) - Annualized -21.03 -9.97 -2.38 1.46 2.12 2.65
% Positive Periods 82% 96% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.82 25.92 14.14 7.47 4.18 3.07
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 58.61 17.08 14.40 9.54 7.58 6.62
Worst Rolling Return (%) - Annualized -22.64 -13.46 -11.23 -5.19 -2.19 -0.29
% Positive Periods 69% 83% 86% 88% 93% 99%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.82 25.92 14.14 7.47 4.18 3.07
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • 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).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 29 February 2024
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If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

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.

SIMPLIFIED PERMANENT PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SIMPLIFIED PERMANENT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -14.62 11/2021
10/2022
0.85$ 1.04 1.01$ 6.77 1.06$ 14.25 1.14$ 23.00 02/1995
01/1996
1.23$ 10.59 10.60%
2Y -5.51 10/2020
09/2022
0.89$ 2.67 1.05$ 7.26 1.15$ 11.52 1.24$ 18.93 11/2008
10/2010
1.41$ -0.02 5.93%
3Y -1.62 10/2020
09/2023
0.95$ 3.55 1.11$ 7.56 1.24$ 10.50 1.34$ 16.78 11/2008
10/2011
1.59$ 1.60 1.23%
5Y 2.76 02/2012
01/2017
1.14$ 4.51 1.24$ 7.13 1.41$ 9.80 1.59$ 11.77 03/2003
02/2008
1.74$ 5.74 0.00%
7Y 3.15 11/2011
10/2018
1.24$ 5.07 1.41$ 7.10 1.61$ 9.32 1.86$ 10.92 09/2004
08/2011
2.06$ 5.22 0.00%
10Y 3.16 10/2012
09/2022
1.36$ 6.01 1.79$ 7.51 2.06$ 8.75 2.31$ 10.42 02/2002
01/2012
2.69$ 4.68 0.00%
15Y 5.26 03/2008
02/2023
2.15$ 6.85 2.70$ 7.77 3.07$ 8.27 3.29$ 8.98 09/1996
08/2011
3.63$ 6.57 0.00%
20Y 6.36 11/2003
10/2023
3.43$ 6.81 3.73$ 7.35 4.12$ 7.92 4.59$ 8.38 02/1995
01/2015
5.00$ 6.55 0.00%
30Y 6.85 03/1994
02/2024
7.30$ 6.85 7.30$ 6.85 7.30$ 6.85 7.30$ 6.85 03/1994
02/2024
7.30$ 6.85 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -20.77 11/2021
10/2022
0.79$ -1.31 0.98$ 4.20 1.04$ 11.52 1.11$ 19.80 11/2008
10/2009
1.19$ 7.19 20.92%
2Y -11.50 10/2020
09/2022
0.78$ 0.73 1.01$ 4.81 1.09$ 9.00 1.18$ 18.38 11/2008
10/2010
1.40$ -4.38 11.87%
3Y -6.95 10/2020
09/2023
0.80$ 1.52 1.04$ 5.31 1.16$ 7.96 1.25$ 15.08 11/2008
10/2011
1.52$ -3.86 7.08%
5Y -0.39 11/2017
10/2022
0.98$ 2.27 1.11$ 4.54 1.24$ 7.18 1.41$ 9.45 11/2008
10/2013
1.57$ 1.49 0.66%
7Y 0.11 10/2016
09/2023
1.00$ 2.86 1.21$ 4.77 1.38$ 6.65 1.56$ 8.40 10/2005
09/2012
1.75$ 1.63 0.00%
10Y 0.63 10/2012
09/2022
1.06$ 4.06 1.48$ 5.06 1.63$ 6.31 1.84$ 7.80 08/2002
07/2012
2.11$ 1.81 0.00%
15Y 2.84 03/2008
02/2023
1.52$ 4.63 1.97$ 5.47 2.22$ 5.89 2.35$ 6.37 09/1996
08/2011
2.52$ 3.90 0.00%
20Y 3.69 11/2003
10/2023
2.06$ 4.38 2.35$ 5.05 2.67$ 5.60 2.97$ 6.00 02/1995
01/2015
3.20$ 3.87 0.00%
30Y 4.21 03/1994
02/2024
3.44$ 4.21 3.44$ 4.21 3.44$ 4.21 3.44$ 4.21 03/1994
02/2024
3.44$ 4.21 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.03 07/1931
06/1932
0.78$ -0.60 0.99$ 5.23 1.05$ 12.64 1.12$ 48.12 07/1932
06/1933
1.48$ 10.59 17.52%
2Y -14.88 06/1930
05/1932
0.72$ 1.03 1.02$ 5.44 1.11$ 10.53 1.22$ 29.39 07/1978
06/1980
1.67$ -0.02 9.42%
3Y -9.97 07/1929
06/1932
0.72$ 1.90 1.05$ 5.34 1.16$ 9.95 1.32$ 22.17 07/1970
06/1973
1.82$ 1.60 3.94%
5Y -2.38 06/1927
05/1932
0.88$ 2.45 1.12$ 5.23 1.29$ 9.55 1.57$ 18.07 04/1982
03/1987
2.29$ 5.74 0.62%
7Y 0.56 07/1925
06/1932
1.04$ 2.83 1.21$ 5.17 1.42$ 9.32 1.86$ 15.09 02/1973
01/1980
2.67$ 5.22 0.00%
10Y 1.46 09/1886
08/1896
1.15$ 3.32 1.38$ 5.10 1.64$ 8.91 2.34$ 15.78 07/1970
06/1980
4.32$ 4.68 0.00%
15Y 2.01 01/1906
12/1920
1.34$ 3.69 1.72$ 4.97 2.07$ 8.94 3.61$ 13.37 09/1971
08/1986
6.56$ 6.57 0.00%
20Y 2.12 07/1901
06/1921
1.52$ 3.56 2.01$ 5.03 2.66$ 8.92 5.52$ 12.21 06/1970
05/1990
10.02$ 6.55 0.00%
30Y 2.65 06/1902
05/1932
2.19$ 3.85 3.10$ 5.00 4.32$ 9.24 14.17$ 10.89 07/1970
06/2000
22.20$ 6.85 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -22.64 10/1980
09/1981
0.77$ -4.28 0.95$ 3.86 1.03$ 11.83 1.11$ 58.61 07/1932
06/1933
1.58$ 7.19 30.49%
2Y -15.92 12/1916
11/1918
0.70$ -1.34 0.97$ 3.80 1.07$ 9.40 1.19$ 25.26 06/1932
05/1934
1.56$ -4.38 22.20%
3Y -13.46 02/1917
01/1920
0.64$ -0.45 0.98$ 3.68 1.11$ 8.41 1.27$ 17.08 07/1932
06/1935
1.60$ -3.86 16.36%
5Y -11.23 07/1915
06/1920
0.55$ 0.31 1.01$ 3.78 1.20$ 7.36 1.42$ 14.40 07/1982
06/1987
1.95$ 1.49 13.38%
7Y -8.12 06/1913
05/1920
0.55$ 0.31 1.02$ 4.04 1.31$ 7.12 1.61$ 10.67 08/1920
07/1927
2.03$ 1.63 12.42%
10Y -5.19 12/1910
11/1920
0.58$ 0.50 1.05$ 3.96 1.47$ 6.50 1.87$ 9.54 06/1920
05/1930
2.48$ 1.81 11.81%
15Y -3.95 08/1905
07/1920
0.54$ 0.81 1.12$ 3.74 1.73$ 5.90 2.36$ 9.15 08/1920
07/1935
3.71$ 3.90 8.74%
20Y -2.19 07/1900
06/1920
0.64$ 1.28 1.28$ 3.59 2.02$ 5.53 2.93$ 7.58 08/1920
07/1940
4.31$ 3.87 6.88%
30Y -0.29 07/1890
06/1920
0.91$ 1.49 1.55$ 3.27 2.62$ 4.93 4.23$ 6.62 07/1982
06/2012
6.83$ 4.21 0.41%
Annualized rolling and percentiles/median 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.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Simplified Permanent Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SIMPLIFIED PERMANENT PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
223 Positive Months (62%) - 137 Negative Months (38%)
1156 Positive Months (63%) - 682 Negative Months (37%)
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Investment Returns, up to December 2004, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • IEF - iShares 7-10 Year Treasury Bond (IEF), up to December 2002
  • GLD - SPDR Gold Trust (GLD), up to December 2004

Portfolio efficiency

No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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

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