Emerging Markets Stocks vs Harry Browne Permanent Portfolio Comparison

Last Update: 29 February 2024

The Emerging Markets Stocks Portfolio obtained a 4.45% compound annual return, with a 22.53% 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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Emerging Markets Stocks Portfolio Harry Browne Permanent Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 25%
Fixed Income 0% 50%
Commodities 0% 25%
30 Years Stats Return +4.45% +6.47%
Std Dev 22.53% 6.59%
Max Drawdown -60.44% -15.92%
All time Stats
(Since Jan 1976)
Return +7.41% +7.96%
Std Dev 24.03% 7.26%
Max Drawdown -60.44% -15.92%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

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1M 6M 1Y 5Y 10Y 30Y MAX
Emerging Markets Stocks Portfolio +4.17 +4.06 +7.46 +1.11 +2.35 +4.45 +7.41
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +6.47 +7.96
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Emerging Markets Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 3.69$, with a total return of 268.88% (4.45% 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).

Emerging Markets Stocks Portfolio: an investment of 1$, since January 1976, now would be worth 31.25$, with a total return of 3024.55% (7.41% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1976, now would be worth 40.07$, with a total return of 3907.34% (7.96% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Emerging Markets Stocks 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
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-53.99% Aug 1997 Aug 1998 (13) Jan 2004 (78) 29.43
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-27.16% Sep 1994 Mar 1995 (7) Jan 1997 (29) 14.80
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-14.20% Mar 1994 Mar 1994 (1) Aug 1994 (6) 7.46
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-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% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-6.34% Oct 2005 Oct 2005 (1) Dec 2005 (3) 3.20
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-4.74% Mar 1997 Apr 1997 (2) Jun 1997 (4) 2.55
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22

Drawdown comparison chart since January 1976.

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Emerging Markets Stocks 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
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-55.33% Mar 1987 Dec 1987 (10) Sep 1989 (31) 35.10
-55.05% Dec 1980 Jul 1982 (20) May 1986 (66) 33.21
-54.22% Feb 1994 Aug 1998 (55) Jan 2004 (120) 26.65
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-34.47% Aug 1990 Sep 1990 (2) Feb 1991 (7) 19.05
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-23.01% Jun 1992 Dec 1992 (7) Apr 1993 (11) 13.98
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-13.68% Feb 1980 Mar 1980 (2) Nov 1980 (10) 6.61
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-11.68% Dec 1980 Mar 1982 (16) Aug 1982 (21) 7.51
-11.38% Feb 1980 Mar 1980 (2) Jun 1980 (5) 5.46
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-10.62% Jan 1990 Apr 1990 (4) Jun 1990 (6) 6.39
-9.07% Sep 1986 Sep 1986 (1) Jan 1987 (5) 4.68
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-7.97% Feb 1976 Nov 1976 (10) Nov 1977 (22) 4.49
-7.84% Oct 1978 Oct 1978 (1) Jan 1979 (4) 4.37

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
-0.55%
-4.53%
+0.48%
-0.53%
2023
+8.99%
-12.51%
+11.55%
-5.68%
2022
-20.56%
-29.40%
-12.53%
-15.92%
2021
-3.61%
-11.44%
+4.21%
-4.43%
2020
+17.03%
-23.94%
+16.10%
-3.30%
2019
+18.20%
-7.82%
+16.17%
-1.10%
2018
-15.31%
-22.75%
-1.76%
-4.25%
2017
+37.28%
-0.39%
+10.97%
-0.83%
2016
+10.87%
-5.81%
+5.54%
-6.98%
2015
-16.18%
-23.20%
-3.06%
-6.73%
2014
-3.93%
-11.58%
+9.40%
-2.62%
2013
-3.69%
-13.17%
-2.08%
-6.04%
2012
+19.10%
-14.96%
+6.41%
-1.83%
2011
-18.82%
-29.09%
+11.11%
-1.85%
2010
+16.51%
-10.81%
+13.92%
-0.53%
2009
+68.93%
-14.98%
+7.85%
-6.22%
2008
-48.88%
-53.98%
+0.87%
-12.63%
2007
+33.31%
-8.97%
+12.69%
-1.20%
2006
+31.19%
-11.14%
+10.94%
-2.12%
2005
+32.62%
-9.06%
+8.91%
-1.25%
2004
+24.63%
-11.25%
+6.83%
-4.20%
2003
+57.65%
-5.76%
+13.32%
-2.34%
2002
-7.43%
-24.27%
+5.85%
-4.02%
2001
-2.88%
-30.79%
-0.52%
-4.13%
2000
-27.56%
-31.63%
+2.40%
-3.23%
1999
+61.57%
-4.87%
+5.17%
-3.54%
1998
-18.12%
-40.98%
+10.09%
-5.34%
1997
-16.82%
-27.85%
+7.19%
-2.33%
1996
+15.83%
-6.73%
+5.08%
-2.02%
1995
+0.56%
-11.22%
+18.11%
0.00%
1994
-20.17%
-25.83%
-1.37%
-3.63%
1993
+100.42%
-5.91%
+12.00%
-0.99%
1992
-10.90%
-23.01%
+3.57%
-1.77%
1991
+111.70%
-7.61%
+11.72%
-0.88%
1990
-1.92%
-34.47%
+1.11%
-4.53%
1989
+98.20%
-6.54%
+12.90%
-1.18%
1988
+36.81%
-6.67%
+4.39%
-1.50%
1987
-46.69%
-55.33%
+7.42%
-5.78%
1986
+11.58%
-9.07%
+17.64%
-1.28%
1985
+27.58%
-4.87%
+20.47%
-2.05%
1984
+16.85%
-4.31%
+2.22%
-3.58%
1983
+14.20%
-3.85%
+3.46%
-2.83%
1982
-31.65%
-40.30%
+23.27%
-5.51%
1981
-20.21%
-22.51%
-5.34%
-9.88%
1980
+6.80%
-13.68%
+13.65%
-11.38%
1979
+19.35%
-6.39%
+39.77%
-4.50%
1978
+14.19%
-7.84%
+12.78%
-5.31%
1977
+6.78%
-3.89%
+6.43%
-2.00%
1976
+6.79%
-7.97%
+11.22%
-2.75%