Dynamic 40/60 Income vs Harry Browne Permanent Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

The Harry Browne Permanent Portfolio obtained a 6.64% compound annual return, with a 6.60% standard deviation, in the last 30 Years.

Summary

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Dynamic 40/60 Income 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 +7.11% +6.64%
Std Dev 8.10% 6.60%
Max Drawdown -29.84% -15.92%
All time Stats
(Since Jan 1992)		 Return +7.38% +6.58%
Std Dev 7.89% 6.47%
Max Drawdown -29.84% -15.92%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Harry Browne Permanent Portfolio +3.19 +13.45 +9.29 +6.27 +5.25 +6.64 +6.58
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 6.88$, with a total return of 588.05% (6.64% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1992, now would be worth 7.80$, with a total return of 679.70% (6.58% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 40/60 Income 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
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-15.92% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.56
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-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
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-4.02% Jun 2002 Jul 2002 (2) Dec 2002 (7) 2.00

Drawdown comparison chart since January 1992.

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Dynamic 40/60 Income 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
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-15.92% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.56
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-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
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27

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
+3.47%
 0.00%
+3.69%
 -0.53%
2023
+11.97%
 -4.99%
+11.55%
 -5.68%
2022
-14.37%
 -17.33%
-12.53%
 -15.92%
2021
+6.72%
 -1.83%
+4.21%
 -4.43%
2020
+8.28%
 -12.42%
+16.10%
 -3.30%
2019
+15.91%
 -1.51%
+16.17%
 -1.10%
2018
-3.18%
 -5.09%
-1.76%
 -4.25%
2017
+9.18%
 0.00%
+10.97%
 -0.83%
2016
+7.53%
 -1.95%
+5.54%
 -6.98%
2015
+0.21%
 -4.06%
-3.06%
 -6.73%
2014
+7.01%
 -1.44%
+9.40%
 -2.62%
2013
+6.13%
 -3.06%
-2.08%
 -6.04%
2012
+12.70%
 -2.72%
+6.41%
 -1.83%
2011
+2.96%
 -7.19%
+11.11%
 -1.85%
2010
+11.25%
 -3.72%
+13.92%
 -0.53%
2009
+22.37%
 -15.04%
+7.85%
 -6.22%
2008
-14.80%
 -23.51%
+0.87%
 -12.63%
2007
+0.88%
 -3.23%
+12.69%
 -1.20%
2006
+9.18%
 -1.29%
+10.94%
 -2.12%
2005
+5.23%
 -1.76%
+8.91%
 -1.25%
2004
+8.41%
 -3.31%
+6.83%
 -4.20%
2003
+21.64%
 -1.30%
+13.32%
 -2.34%
2002
+1.03%
 -6.73%
+5.85%
 -4.02%
2001
+8.71%
 -3.24%
-0.52%
 -4.13%
2000
+3.43%
 -4.13%
+2.40%
 -3.23%
1999
+11.02%
 -2.15%
+5.17%
 -3.54%
1998
+6.04%
 -9.38%
+10.09%
 -5.34%
1997
+16.36%
 -2.49%
+7.19%
 -2.33%
1996
+16.81%
 -1.12%
+5.08%
 -2.02%
1995
+23.17%
 0.00%
+18.11%
 0.00%
1994
-3.19%
 -5.36%
-1.37%
 -3.63%
1993
+14.73%
 -0.57%
+12.00%
 -0.99%
1992
+12.95%
 -0.70%
+3.57%
 -1.77%