All Country World 40/60 vs Harry Browne Permanent Portfolio Comparison

Last Update: 29 February 2024

The All Country World 40/60 Portfolio obtained a 6.10% compound annual return, with a 7.62% standard deviation, in the last 30 Years.

The Harry Browne Permanent Portfolio obtained a 6.47% compound annual return, with a 6.59% standard deviation, in the last 30 Years.

Summary

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All Country World 40/60 Portfolio Harry Browne Permanent Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
30 Years Stats Return +6.10% +6.47%
Std Dev 7.62% 6.59%
Max Drawdown -25.16% -15.92%
All time Stats
(Since Jan 1985)
Return +7.77% +7.22%
Std Dev 7.92% 6.38%
Max Drawdown -25.16% -15.92%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 40/60 Portfolio +1.35 +6.53 +12.12 +4.57 +4.59 +6.10 +7.77
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +6.47 +7.22
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 5.90$, with a total return of 490.13% (6.10% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since March 1994, now would be worth 6.57$, with a total return of 556.68% (6.47% annualized).

All Country World 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 18.72$, with a total return of 1771.58% (7.77% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 15.31$, with a total return of 1431.33% (7.22% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World 40/60 Portfolio
Harry Browne Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-25.16% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.64
-19.51% Jan 2022 Sep 2022 (9) In progress (26) 11.16
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-10.07% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.52
-9.09% Feb 2001 Sep 2002 (20) May 2003 (28) 4.14
-7.33% May 1998 Aug 1998 (4) Oct 1998 (6) 3.23
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.92% May 2011 Sep 2011 (5) Jan 2012 (9) 2.89
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.40% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.53
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.18% May 2015 Sep 2015 (5) Jun 2016 (14) 2.81
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-4.20% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.55
-4.02% Jun 2002 Jul 2002 (2) Dec 2002 (7) 2.00
-4.01% May 2013 Jun 2013 (2) Oct 2013 (6) 2.16

Drawdown comparison chart since January 1985.

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All Country World 40/60 Portfolio
Harry Browne Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-25.16% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.64
-19.51% Jan 2022 Sep 2022 (9) In progress (26) 11.16
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-12.43% Sep 1987 Nov 1987 (3) Oct 1988 (14) 5.50
-10.07% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.52
-9.41% Jan 1990 Sep 1990 (9) Feb 1991 (14) 4.82
-9.09% Feb 2001 Sep 2002 (20) May 2003 (28) 4.14
-7.33% May 1998 Aug 1998 (4) Oct 1998 (6) 3.23
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.92% May 2011 Sep 2011 (5) Jan 2012 (9) 2.89
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-5.78% Sep 1987 Nov 1987 (3) Jan 1989 (17) 2.85
-5.70% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.06
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.40% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.53
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.18% May 2015 Sep 2015 (5) Jun 2016 (14) 2.81
-4.53% Jan 1990 Apr 1990 (4) Dec 1990 (12) 2.19

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+1.06%
-0.28%
+0.48%
-0.53%
2023
+13.20%
-6.36%
+11.55%
-5.68%
2022
-15.50%
-19.51%
-12.53%
-15.92%
2021
+6.07%
-2.52%
+4.21%
-4.43%
2020
+10.42%
-10.07%
+16.10%
-3.30%
2019
+16.42%
-1.74%
+16.17%
-1.10%
2018
-3.84%
-5.40%
-1.76%
-4.25%
2017
+12.29%
0.00%
+10.97%
-0.83%
2016
+5.97%
-2.44%
+5.54%
-6.98%
2015
-0.23%
-5.18%
-3.06%
-6.73%
2014
+5.59%
-1.74%
+9.40%
-2.62%
2013
+7.68%
-4.01%
-2.08%
-6.04%
2012
+11.32%
-3.61%
+6.41%
-1.83%
2011
+1.87%
-6.92%
+11.11%
-1.85%
2010
+9.86%
-3.62%
+13.92%
-0.53%
2009
+18.75%
-9.54%
+7.85%
-6.22%
2008
-16.04%
-20.68%
+0.87%
-12.63%
2007
+7.49%
-1.46%
+12.69%
-1.20%
2006
+10.29%
-2.01%
+10.94%
-2.12%
2005
+6.35%
-1.68%
+8.91%
-1.25%
2004
+8.97%
-2.61%
+6.83%
-4.20%
2003
+17.60%
-0.91%
+13.32%
-2.34%
2002
-2.62%
-8.15%
+5.85%
-4.02%
2001
+0.44%
-6.23%
-0.52%
-4.13%
2000
+0.63%
-3.78%
+2.40%
-3.23%
1999
+12.23%
-2.66%
+5.17%
-3.54%
1998
+13.08%
-7.33%
+10.09%
-5.34%
1997
+8.51%
-3.35%
+7.19%
-2.33%
1996
+9.74%
-1.02%
+5.08%
-2.02%
1995
+19.00%
-0.12%
+18.11%
0.00%
1994
-1.94%
-5.70%
-1.37%
-3.63%
1993
+17.30%
-2.48%
+12.00%
-0.99%
1992
+2.84%
-4.16%
+3.57%
-1.77%
1991
+18.05%
-2.86%
+11.72%
-0.88%
1990
-3.06%
-9.41%
+1.11%
-4.53%
1989
+13.76%
-1.93%
+12.90%
-1.18%
1988
+13.22%
-2.25%
+4.39%
-1.50%
1987
+7.38%
-12.43%
+7.42%
-5.78%
1986
+26.10%
-3.68%
+17.64%
-1.28%
1985
+30.46%
-0.76%
+20.47%
-2.05%