Last Update: 31 March 2024
The Harry Browne Permanent Portfolio obtained a 6.64% compound annual return, with a 6.60% standard deviation, in the last 30 Years.
The Merrill Lynch Edge Select Moderately Conservative Portfolio obtained a 6.74% compound annual return, with a 6.82% standard deviation, in the last 30 Years.
Summary
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| Harry Browne Permanent Portfolio | Merrill Lynch Edge Select Moderately Conservative Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 25% | 37% |
| Fixed Income | 50% | 63% | |
| Commodities | 25% | 0% | |
| 30 Years Stats | Return | +6.64% | +6.74% |
| Std Dev | 6.60% | 6.82% | |
| Max Drawdown | -15.92% | -20.48% | |
| All time Stats (Since Jan 1985) |
Return | +7.29% | +8.28% |
| Std Dev | 6.39% | 7.13% | |
| Max Drawdown | -15.92% | -20.48% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Harry Browne Permanent Portfolio | +3.19 | +13.45 | +9.29 | +6.27 | +5.25 | +6.64 | +7.29 |
| Merrill Lynch Edge Select Moderately Conservative Portfolio | +1.72 | +11.69 | +11.02 | +5.12 | +5.10 | +6.74 | +8.28 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
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).
Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since April 1994, now would be worth 7.07$, with a total return of 606.75% (6.74% annualized).
Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since April 1994, now would be worth 7.07$, with a total return of 606.75% (6.74% annualized).
Harry Browne Permanent Portfolio: an investment of 1$, since January 1985,
now would be worth 15.80$, with a total return of 1480.21%
(7.29% annualized).
Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since January 1985, now would be worth 22.72$, with a total return of 2172.21% (8.28% annualized).
Merrill Lynch Edge Select Moderately Conservative Portfolio: an investment of 1$, since January 1985, now would be worth 22.72$, with a total return of 2172.21% (8.28% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Harry Browne Permanent Portfolio
|
Merrill Lynch Edge Select Moderately Conservative Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -20.48% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 9.59 | |||||
| -18.53% | 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 | |||||
| -7.78% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.56 | |||||
| -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 | |||||
| -6.14% | Feb 2001 | Sep 2002 (20) | Apr 2003 (27) | 3.29 | |||||
| -5.80% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 2.34 | |||||
| -5.43% | Sep 2000 | Mar 2001 (7) | Mar 2002 (19) | 2.54 | |||||
| -5.34% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 2.52 | |||||
| -5.01% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 2.36 | |||||
| -4.75% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 2.52 | |||||
| -4.43% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.62 | |||||
| -4.35% | May 2015 | Jan 2016 (9) | May 2016 (13) | 2.47 | |||||
| -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 | |||||
| -3.54% | May 1999 | Aug 1999 (4) | Oct 1999 (6) | 2.13 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Harry Browne Permanent Portfolio
|
Merrill Lynch Edge Select Moderately Conservative Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -20.48% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 9.59 | |||||
| -18.53% | 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 | |||||
| -10.69% | Sep 1987 | Nov 1987 (3) | Sep 1988 (13) | 4.76 | |||||
| -7.78% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.56 | |||||
| -7.56% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.14 | |||||
| -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 | |||||
| -6.14% | Feb 2001 | Sep 2002 (20) | Apr 2003 (27) | 3.29 | |||||
| -5.80% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 2.34 | |||||
| -5.78% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 2.85 | |||||
| -5.43% | Sep 2000 | Mar 2001 (7) | Mar 2002 (19) | 2.54 | |||||
| -5.34% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 2.52 | |||||
| -5.18% | Feb 1994 | Mar 1994 (2) | Mar 1995 (14) | 3.41 | |||||
| -5.15% | Jan 1990 | Apr 1990 (4) | May 1990 (5) | 3.28 | |||||
| -5.01% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 2.36 | |||||
| -4.75% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 2.52 | |||||
| -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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.69%
|
-0.53% |
+2.62%
|
-0.08% |
| 2023 |
+11.55%
|
-5.68% |
+13.70%
|
-6.23% |
| 2022 |
-12.53%
|
-15.92% |
-14.91%
|
-18.53% |
| 2021 |
+4.21%
|
-4.43% |
+6.44%
|
-2.24% |
| 2020 |
+16.10%
|
-3.30% |
+11.65%
|
-7.78% |
| 2019 |
+16.17%
|
-1.10% |
+16.41%
|
-1.82% |
| 2018 |
-1.76%
|
-4.25% |
-2.89%
|
-4.75% |
| 2017 |
+10.97%
|
-0.83% |
+11.44%
|
0.00% |
| 2016 |
+5.54%
|
-6.98% |
+6.14%
|
-1.87% |
| 2015 |
-3.06%
|
-6.73% |
-0.48%
|
-4.33% |
| 2014 |
+9.40%
|
-2.62% |
+6.29%
|
-1.64% |
| 2013 |
-2.08%
|
-6.04% |
+8.82%
|
-3.06% |
| 2012 |
+6.41%
|
-1.83% |
+9.99%
|
-2.86% |
| 2011 |
+11.11%
|
-1.85% |
+3.41%
|
-5.80% |
| 2010 |
+13.92%
|
-0.53% |
+10.48%
|
-3.50% |
| 2009 |
+7.85%
|
-6.22% |
+17.30%
|
-8.37% |
| 2008 |
+0.87%
|
-12.63% |
-11.92%
|
-16.14% |
| 2007 |
+12.69%
|
-1.20% |
+6.98%
|
-1.47% |
| 2006 |
+10.94%
|
-2.12% |
+9.60%
|
-1.69% |
| 2005 |
+8.91%
|
-1.25% |
+5.47%
|
-1.53% |
| 2004 |
+6.83%
|
-4.20% |
+8.54%
|
-2.54% |
| 2003 |
+13.32%
|
-2.34% |
+16.19%
|
-1.02% |
| 2002 |
+5.85%
|
-4.02% |
-0.79%
|
-4.95% |
| 2001 |
-0.52%
|
-4.13% |
+0.35%
|
-5.56% |
| 2000 |
+2.40%
|
-3.23% |
+2.03%
|
-3.51% |
| 1999 |
+5.17%
|
-3.54% |
+9.63%
|
-2.17% |
| 1998 |
+10.09%
|
-5.34% |
+13.94%
|
-5.01% |
| 1997 |
+7.19%
|
-2.33% |
+12.19%
|
-3.09% |
| 1996 |
+5.08%
|
-2.02% |
+9.06%
|
-1.42% |
| 1995 |
+18.11%
|
0.00% |
+21.86%
|
0.00% |
| 1994 |
-1.37%
|
-3.63% |
-1.15%
|
-5.18% |
| 1993 |
+12.00%
|
-0.99% |
+15.17%
|
-1.67% |
| 1992 |
+3.57%
|
-1.77% |
+6.09%
|
-2.25% |
| 1991 |
+11.72%
|
-0.88% |
+24.65%
|
-2.13% |
| 1990 |
+1.11%
|
-4.53% |
+1.69%
|
-7.56% |
| 1989 |
+12.90%
|
-1.18% |
+19.80%
|
-0.51% |
| 1988 |
+4.39%
|
-1.50% |
+12.42%
|
-1.76% |
| 1987 |
+7.42%
|
-5.78% |
+3.90%
|
-10.69% |
| 1986 |
+17.64%
|
-1.28% |
+19.56%
|
-3.61% |
| 1985 |
+20.47%
|
-2.05% |
+27.56%
|
-0.71% |
