Developed World ex-US Stocks Momentum vs Harry Browne Permanent with Bitcoin Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation, in the last 10 Years.

The Harry Browne Permanent with Bitcoin Portfolio obtained a 8.16% compound annual return, with a 8.43% standard deviation, in the last 10 Years.

Summary

Swipe left to see all data
Developed World ex-US Stocks Momentum Portfolio Harry Browne Permanent with Bitcoin Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 25%
Fixed Income 0% 50%
Commodities 0% 25%
10 Years Stats Return +5.00% +8.16%
Std Dev 13.60% 8.43%
Max Drawdown -28.57% -16.88%
All time Stats
(Since Aug 2009)
Return +6.55% +17.08%
Std Dev 15.24% 36.35%
Max Drawdown -28.57% -37.49%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

Swipe left to see all data
1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
Harry Browne Permanent with Bitcoin Portfolio +1.87 +7.84 +12.96 +7.84 +8.16 +17.08
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since March 2014, now would be worth 2.19$, with a total return of 119.06% (8.16% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since August 2009, now would be worth 9.97$, with a total return of 897.19% (17.08% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

Swipe left to see all data
Developed World ex-US Stocks Momentum Portfolio
Harry Browne Permanent with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.88% Jan 2022 Sep 2022 (9) In progress (26) 9.20
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-6.32% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.83
-6.17% Aug 2016 Nov 2016 (4) Apr 2017 (9) 3.11
-4.62% Feb 2018 Oct 2018 (9) Mar 2019 (14) 2.48
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-2.85% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.64
-2.83% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.61
-2.64% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.64
-2.63% Jan 2021 Feb 2021 (2) Apr 2021 (4) 1.66
-2.44% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.25
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.64% Sep 2019 Sep 2019 (1) Jan 2020 (5) 0.79
-1.56% Sep 2017 Sep 2017 (1) Oct 2017 (2) 0.90
-1.27% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.73

Drawdown comparison chart since August 2009.

Swipe left to see all data
Developed World ex-US Stocks Momentum Portfolio
Harry Browne Permanent with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Jul 2011 Nov 2011 (5) Nov 2013 (29) 24.47
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-23.85% Dec 2013 Dec 2013 (1) Aug 2017 (45) 15.89
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.88% Jan 2022 Sep 2022 (9) In progress (26) 9.20
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.62% Feb 2018 Oct 2018 (9) Mar 2019 (14) 2.48
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.43% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.98
-3.14% Dec 2009 Jan 2010 (2) Apr 2010 (5) 1.84
-2.85% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.64
-2.64% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.64
-2.63% Jan 2021 Feb 2021 (2) Apr 2021 (4) 1.66

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+8.63%
0.00%
+1.36%
-0.50%
2023
+13.91%
-8.35%
+14.36%
-5.74%
2022
-16.80%
-28.32%
-13.79%
-16.88%
2021
+6.60%
-4.63%
+5.47%
-2.85%
2020
+22.16%
-15.97%
+21.71%
-2.64%
2019
+24.51%
-2.38%
+17.70%
-1.64%
2018
-14.30%
-19.22%
-3.15%
-4.62%
2017
+25.46%
-0.73%
+36.15%
-1.56%
2016
+0.47%
-7.09%
+7.86%
-6.17%
2015
-1.60%
-12.26%
-2.10%
-6.32%
2014
-9.19%
-9.77%
+8.27%
-2.83%
2013
+22.20%
-6.52%
+122.23%
-23.85%
2012
+17.94%
-8.24%
+9.90%
-1.72%
2011
-14.36%
-26.91%
+40.38%
-37.49%
2010
+14.14%
-14.08%
+20.30%
-0.51%