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 Simplified Permanent Portfolio obtained a 7.06% compound annual return, with a 6.88% standard deviation, in the last 30 Years.
Summary
Swipe left to see all data
| Dynamic 40/60 Income Portfolio | Simplified Permanent Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 25% |
| Fixed Income | 60% | 50% | |
| Commodities | 0% | 25% | |
| 30 Years Stats | Return | +7.11% | +7.06% |
| Std Dev | 8.10% | 6.88% | |
| Max Drawdown | -29.84% | -16.43% | |
| All time Stats (Since Jan 1992) |
Return | +7.38% | +6.99% |
| Std Dev | 7.89% | 6.79% | |
| Max Drawdown | -29.84% | -16.43% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1992
Swipe left to see all data
| 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 |
| Simplified Permanent Portfolio | +3.26 | +13.23 | +9.28 | +6.15 | +5.12 | +7.06 | +6.99 |
| 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).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% 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).
Simplified Permanent Portfolio: an investment of 1$, since January 1992, now would be worth 8.84$, with a total return of 783.85% (6.99% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1992, now would be worth 8.84$, with a total return of 783.85% (6.99% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Dynamic 40/60 Income Portfolio
|
Simplified 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 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -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 | |||||
| -6.73% | May 2002 | Jul 2002 (3) | Jan 2003 (9) | 3.81 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.09% | Feb 1999 | Aug 1999 (7) | Oct 1999 (9) | 3.00 | |||||
| -5.09% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 2.70 | |||||
| -4.79% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.04 | |||||
| -4.63% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.40 | |||||
| -4.13% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.13 | |||||
| -4.06% | Jun 2015 | Sep 2015 (4) | Apr 2016 (11) | 2.27 | |||||
| -3.81% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.20 | |||||
| -3.73% | Dec 1996 | Mar 1997 (4) | May 1997 (6) | 1.90 | |||||
| -3.72% | May 2010 | May 2010 (1) | Jul 2010 (3) | 2.62 | |||||
Drawdown comparison chart since January 1992.
Swipe left to see all data
|
Dynamic 40/60 Income Portfolio
|
Simplified 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 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -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 | |||||
| -6.73% | May 2002 | Jul 2002 (3) | Jan 2003 (9) | 3.81 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.67% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 4.01 | |||||
| -5.36% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 3.57 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.09% | Feb 1999 | Aug 1999 (7) | Oct 1999 (9) | 3.00 | |||||
| -5.09% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 2.70 | |||||
| -4.79% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.04 | |||||
| -4.63% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.40 | |||||
| -4.13% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.13 | |||||
| -4.06% | Jun 2015 | Sep 2015 (4) | Apr 2016 (11) | 2.27 | |||||
| -3.81% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.20 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.47%
|
0.00% |
+3.65%
|
-0.04% |
| 2023 |
+11.97%
|
-4.99% |
+11.51%
|
-5.16% |
| 2022 |
-14.37%
|
-17.33% |
-12.67%
|
-16.43% |
| 2021 |
+6.72%
|
-1.83% |
+3.72%
|
-3.81% |
| 2020 |
+8.28%
|
-12.42% |
+16.46%
|
-3.11% |
| 2019 |
+15.91%
|
-1.51% |
+16.15%
|
-0.99% |
| 2018 |
-3.18%
|
-5.09% |
-1.29%
|
-3.68% |
| 2017 |
+9.18%
|
0.00% |
+9.78%
|
-0.96% |
| 2016 |
+7.53%
|
-1.95% |
+5.72%
|
-6.23% |
| 2015 |
+0.21%
|
-4.06% |
-1.82%
|
-5.27% |
| 2014 |
+7.01%
|
-1.44% |
+7.12%
|
-2.59% |
| 2013 |
+6.13%
|
-3.06% |
-1.76%
|
-6.69% |
| 2012 |
+12.70%
|
-2.72% |
+7.59%
|
-1.89% |
| 2011 |
+2.96%
|
-7.19% |
+10.45%
|
-3.69% |
| 2010 |
+11.25%
|
-3.72% |
+16.36%
|
-0.02% |
| 2009 |
+22.37%
|
-15.04% |
+9.94%
|
-4.96% |
| 2008 |
-14.80%
|
-23.51% |
+0.94%
|
-13.28% |
| 2007 |
+0.88%
|
-3.23% |
+14.14%
|
-1.50% |
| 2006 |
+9.18%
|
-1.29% |
+10.82%
|
-2.47% |
| 2005 |
+5.23%
|
-1.76% |
+7.34%
|
-1.60% |
| 2004 |
+8.41%
|
-3.31% |
+6.42%
|
-4.79% |
| 2003 |
+21.64%
|
-1.30% |
+15.31%
|
-2.22% |
| 2002 |
+1.03%
|
-6.73% |
+9.00%
|
-2.60% |
| 2001 |
+8.71%
|
-3.24% |
+0.15%
|
-3.21% |
| 2000 |
+3.43%
|
-4.13% |
+4.63%
|
-2.98% |
| 1999 |
+11.02%
|
-2.15% |
+2.25%
|
-5.09% |
| 1998 |
+6.04%
|
-9.38% |
+12.93%
|
-4.63% |
| 1997 |
+16.36%
|
-2.49% |
+8.38%
|
-2.87% |
| 1996 |
+16.81%
|
-1.12% |
+4.09%
|
-3.64% |
| 1995 |
+23.17%
|
0.00% |
+21.97%
|
0.00% |
| 1994 |
-3.19%
|
-5.36% |
-4.18%
|
-5.67% |
| 1993 |
+14.73%
|
-0.57% |
+13.56%
|
-1.61% |
| 1992 |
+12.95%
|
-0.70% |
+4.46%
|
-3.11% |
