Stocks/Bonds 20/80 Momentum vs Simplified Permanent Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.20% compound annual return, with a 4.95% standard deviation, in the last 30 Years.

The Simplified Permanent Portfolio obtained a 6.85% compound annual return, with a 6.88% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 20/80 Momentum Portfolio Simplified Permanent Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 20% 25%
Fixed Income 80% 50%
Commodities 0% 25%
30 Years Stats Return +6.20% +6.85%
Std Dev 4.95% 6.88%
Max Drawdown -17.91% -16.43%
All time Stats
(Since Jan 1982)
Return +8.15% +7.99%
Std Dev 5.50% 7.12%
Max Drawdown -17.91% -16.43%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Momentum Portfolio +1.01 +6.71 +9.00 +2.91 +3.73 +6.20 +8.15
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.85 +7.99
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 6.08$, with a total return of 507.85% (6.20% annualized).

Simplified Permanent Portfolio: an investment of 1$, since March 1994, now would be worth 7.30$, with a total return of 630.07% (6.85% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.22$, with a total return of 2622.09% (8.15% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1982, now would be worth 25.56$, with a total return of 2455.92% (7.99% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Stocks/Bonds 20/80 Momentum Portfolio
Simplified 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 (28) 12.46
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-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
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-4.63% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.40
-3.97% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.72
-3.81% Jan 2021 Mar 2021 (3) May 2021 (5) 2.20
-3.73% Dec 1996 Mar 1997 (4) May 1997 (6) 1.90
-3.69% Sep 2011 Sep 2011 (1) Nov 2011 (3) 1.87
-3.68% Feb 2018 Oct 2018 (9) Jan 2019 (12) 2.08
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.64% Feb 1996 Jul 1996 (6) Oct 1996 (9) 2.20
-3.49% Mar 1994 Jun 1994 (4) Jan 1995 (11) 2.25
-3.46% Sep 2000 Mar 2001 (7) Sep 2001 (13) 1.81
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73

Drawdown comparison chart since January 1982.

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Stocks/Bonds 20/80 Momentum Portfolio
Simplified 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 (28) 12.46
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-7.59% May 1983 May 1984 (13) Oct 1984 (18) 3.64
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.83% Aug 1987 Nov 1987 (4) Oct 1988 (15) 2.68
-5.77% Jan 1982 Mar 1982 (3) Aug 1982 (8) 2.95
-5.67% Feb 1994 Jun 1994 (5) Mar 1995 (14) 4.01
-5.66% Jan 1990 Apr 1990 (4) Dec 1990 (12) 2.70
-5.47% Feb 1984 May 1984 (4) Aug 1984 (7) 2.67
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-4.63% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.40
-3.81% Jan 2021 Mar 2021 (3) May 2021 (5) 2.20
-3.73% Dec 1996 Mar 1997 (4) May 1997 (6) 1.90

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
+2.01%
0.00%
+0.37%
-0.04%
2023
+6.16%
-5.43%
+11.51%
-5.16%
2022
-14.14%
-17.00%
-12.67%
-16.43%
2021
+1.18%
-2.95%
+3.72%
-3.81%
2020
+12.14%
-3.46%
+16.46%
-3.11%
2019
+12.52%
-0.69%
+16.15%
-0.99%
2018
-0.42%
-3.12%
-1.29%
-3.68%
2017
+10.35%
0.00%
+9.78%
-0.96%
2016
+3.02%
-3.64%
+5.72%
-6.23%
2015
+2.23%
-1.48%
-1.82%
-5.27%
2014
+7.58%
-0.83%
+7.12%
-2.59%
2013
+5.23%
-2.48%
-1.76%
-6.69%
2012
+5.51%
-0.69%
+7.59%
-1.89%
2011
+7.52%
-0.70%
+10.45%
-3.69%
2010
+8.56%
-0.70%
+16.36%
-0.02%
2009
+6.40%
-6.03%
+9.94%
-4.96%
2008
-2.70%
-9.00%
+0.94%
-13.28%
2007
+9.07%
-0.41%
+14.14%
-1.50%
2006
+5.53%
-1.33%
+10.82%
-2.47%
2005
+5.74%
-1.35%
+7.34%
-1.60%
2004
+6.73%
-2.37%
+6.42%
-4.79%
2003
+8.38%
-2.29%
+15.31%
-2.22%
2002
+4.15%
-1.79%
+9.00%
-2.60%
2001
+3.27%
-2.01%
+0.15%
-3.21%
2000
+7.19%
-1.52%
+4.63%
-2.98%
1999
+7.48%
-1.73%
+2.25%
-5.09%
1998
+16.62%
-1.24%
+12.93%
-4.63%
1997
+14.93%
-1.81%
+8.38%
-2.87%
1996
+8.83%
-1.37%
+4.09%
-3.64%
1995
+23.01%
0.00%
+21.97%
0.00%
1994
-2.34%
-5.46%
-4.18%
-5.67%
1993
+10.39%
-0.92%
+13.56%
-1.61%
1992
+6.58%
-1.69%
+4.46%
-3.11%
1991
+19.58%
-0.95%
+15.41%
-1.06%
1990
+7.22%
-2.90%
+1.55%
-5.66%
1989
+19.47%
-0.82%
+15.24%
-1.52%
1988
+7.30%
-2.80%
+3.97%
-2.03%
1987
+1.70%
-6.53%
+5.46%
-5.83%
1986
+16.62%
-3.15%
+19.06%
-1.00%
1985
+24.27%
-1.28%
+24.24%
-2.66%
1984
+11.85%
-5.47%
+3.14%
-5.27%
1983
+7.57%
-3.28%
+2.74%
-3.74%
1982
+31.00%
-1.71%
+28.65%
-5.77%