Stocks/Bonds 20/80 Momentum vs Harry Browne Permanent Portfolio Comparison

Last Update: 31 March 2024

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% 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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Stocks/Bonds 20/80 Momentum Portfolio Harry Browne Permanent Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 20% 25%
Fixed Income 80% 50%
Commodities 0% 25%
30 Years Stats Return +6.34% +6.64%
Std Dev 4.92% 6.60%
Max Drawdown -17.91% -15.92%
All time Stats
(Since Jan 1982)		 Return +8.17% +7.42%
Std Dev 5.49% 6.65%
Max Drawdown -17.91% -15.92%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Momentum Portfolio +1.32 +11.39 +8.01 +2.78 +3.95 +6.34 +8.17
Harry Browne Permanent Portfolio +3.19 +13.45 +9.29 +6.27 +5.25 +6.64 +7.42
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% 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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.58$, with a total return of 2657.97% (8.17% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1982, now would be worth 20.60$, with a total return of 1960.13% (7.42% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 20/80 Momentum 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
-17.91% Nov 2021 Sep 2022 (11) In progress (29) 12.31
-15.92% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.56
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-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
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-4.43% 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
-4.02% Jun 2002 Jul 2002 (2) Dec 2002 (7) 2.00
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.54% May 1999 Aug 1999 (4) Oct 1999 (6) 2.13
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.07% Dec 2009 Jan 2010 (2) Apr 2010 (5) 1.77
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39

Drawdown comparison chart since January 1982.

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Stocks/Bonds 20/80 Momentum 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
-17.91% Nov 2021 Sep 2022 (11) In progress (29) 12.31
-15.92% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.56
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-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
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-5.78% Sep 1987 Nov 1987 (3) Jan 1989 (17) 2.85
-5.51% Jan 1982 Mar 1982 (3) Aug 1982 (8) 2.97
-5.47% Feb 1984 May 1984 (4) Aug 1984 (7) 2.67
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.13% Jul 1983 Jul 1984 (13) Oct 1984 (16) 2.58
-4.53% Jan 1990 Apr 1990 (4) Dec 1990 (12) 2.19
-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
-4.02% Jun 2002 Jul 2002 (2) Dec 2002 (7) 2.00

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
+3.35%
 0.00%
+3.69%
 -0.53%
2023
+6.16%
 -5.43%
+11.55%
 -5.68%
2022
-14.14%
 -17.00%
-12.53%
 -15.92%
2021
+1.18%
 -2.95%
+4.21%
 -4.43%
2020
+12.14%
 -3.46%
+16.10%
 -3.30%
2019
+12.52%
 -0.69%
+16.17%
 -1.10%
2018
-0.42%
 -3.12%
-1.76%
 -4.25%
2017
+10.35%
 0.00%
+10.97%
 -0.83%
2016
+3.02%
 -3.64%
+5.54%
 -6.98%
2015
+2.23%
 -1.48%
-3.06%
 -6.73%
2014
+7.58%
 -0.83%
+9.40%
 -2.62%
2013
+5.23%
 -2.48%
-2.08%
 -6.04%
2012
+5.51%
 -0.69%
+6.41%
 -1.83%
2011
+7.52%
 -0.70%
+11.11%
 -1.85%
2010
+8.56%
 -0.70%
+13.92%
 -0.53%
2009
+6.40%
 -6.03%
+7.85%
 -6.22%
2008
-2.70%
 -9.00%
+0.87%
 -12.63%
2007
+9.07%
 -0.41%
+12.69%
 -1.20%
2006
+5.53%
 -1.33%
+10.94%
 -2.12%
2005
+5.74%
 -1.35%
+8.91%
 -1.25%
2004
+6.73%
 -2.37%
+6.83%
 -4.20%
2003
+8.38%
 -2.29%
+13.32%
 -2.34%
2002
+4.15%
 -1.79%
+5.85%
 -4.02%
2001
+3.27%
 -2.01%
-0.52%
 -4.13%
2000
+7.19%
 -1.52%
+2.40%
 -3.23%
1999
+7.48%
 -1.73%
+5.17%
 -3.54%
1998
+16.62%
 -1.24%
+10.09%
 -5.34%
1997
+14.93%
 -1.81%
+7.19%
 -2.33%
1996
+8.83%
 -1.37%
+5.08%
 -2.02%
1995
+23.01%
 0.00%
+18.11%
 0.00%
1994
-2.34%
 -5.46%
-1.37%
 -3.63%
1993
+10.39%
 -0.92%
+12.00%
 -0.99%
1992
+6.58%
 -1.69%
+3.57%
 -1.77%
1991
+19.58%
 -0.95%
+11.72%
 -0.88%
1990
+7.22%
 -2.90%
+1.11%
 -4.53%
1989
+19.47%
 -0.82%
+12.90%
 -1.18%
1988
+7.30%
 -2.80%
+4.39%
 -1.50%
1987
+1.70%
 -6.53%
+7.42%
 -5.78%
1986
+16.62%
 -3.15%
+17.64%
 -1.28%
1985
+24.27%
 -1.28%
+20.47%
 -2.05%
1984
+11.85%
 -5.47%
+2.22%
 -3.58%
1983
+7.57%
 -3.28%
+3.46%
 -2.83%
1982
+31.00%
 -1.71%
+23.27%
 -5.51%