Last Update: 31 July 2022
The Stocks/Bonds 40/60 ESG Portfolio obtained a 5.96% compound annual return, with a 8.04% standard deviation, in the last 15 Years.
The Harry Browne Permanent Portfolio obtained a 6.12% compound annual return, with a 7.12% standard deviation, in the last 15 Years.
Summary
| Stocks/Bonds 40/60 ESG Portfolio | Harry Browne Permanent Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 25% |
| Fixed Income | 60% | 50% | |
| Commodities | 0% | 25% | |
| 15 Years Stats | Return | +5.96% | +6.12% |
| Std Dev | 8.04% | 7.12% | |
| Max Drawdown | -22.88% | -12.63% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from September 2005
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 ESG Portfolio | +5.07 | -7.64 | -9.07 | +4.96 | +6.11 | +6.17 |
| Harry Browne Permanent Portfolio | +1.90 | -6.73 | -7.47 | +5.39 | +4.38 | +6.56 |
Capital Growth as of Jul 31, 2022
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1000$, since August 2007, now would be worth 2382.84$, with a total return of 138.28% (5.96% annualized).
Harry Browne Permanent Portfolio: an investment of 1000$, since August 2007, now would be worth 2437.32$, with a total return of 143.73% (6.12% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1000$, since September 2005, now would be worth 2755.00$, with a total return of 175.50% (6.17% annualized).
Harry Browne Permanent Portfolio: an investment of 1000$, since September 2005, now would be worth 2930.03$, with a total return of 193.00% (6.56% annualized).
Drawdowns
Drawdown comparison chart since July 2007.
Stocks/Bonds 40/60 ESG Portfolio |
Harry Browne Permanent Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -22.88% | Jun 2008 | Feb 2009 | |||
| -15.70% | Jan 2022 | Jun 2022 | |||
| -12.63% | Mar 2008 | Oct 2008 | |||
| -11.14% | Jan 2022 | Jun 2022 | |||
| -10.14% | May 2011 | Sep 2011 | |||
| -6.98% | Aug 2016 | Dec 2016 | |||
| -6.86% | Oct 2012 | Jun 2013 | |||
| -6.73% | Feb 2015 | Dec 2015 | |||
| -6.33% | Feb 2020 | Mar 2020 | |||
| -6.32% | Feb 2018 | Dec 2018 | |||
| -5.47% | Jun 2015 | Jan 2016 | |||
| -4.43% | Jan 2021 | Mar 2021 | |||
| -4.31% | May 2010 | Jun 2010 | |||
| -4.25% | Feb 2018 | Oct 2018 | |||
| -3.30% | Sep 2020 | Oct 2020 | |||
| -3.07% | Dec 2009 | Jan 2010 | |||
| -2.92% | Sep 2021 | Sep 2021 | |||
| -2.83% | Sep 2020 | Oct 2020 | |||
| -2.80% | Apr 2012 | May 2012 | |||
| -2.73% | Sep 2021 | Sep 2021 | |||
Drawdown comparison chart since September 2005.
Stocks/Bonds 40/60 ESG Portfolio |
Harry Browne Permanent Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -22.88% | Jun 2008 | Feb 2009 | |||
| -15.70% | Jan 2022 | Jun 2022 | |||
| -12.63% | Mar 2008 | Oct 2008 | |||
| -11.14% | Jan 2022 | Jun 2022 | |||
| -10.14% | May 2011 | Sep 2011 | |||
| -6.98% | Aug 2016 | Dec 2016 | |||
| -6.86% | Oct 2012 | Jun 2013 | |||
| -6.73% | Feb 2015 | Dec 2015 | |||
| -6.33% | Feb 2020 | Mar 2020 | |||
| -6.32% | Feb 2018 | Dec 2018 | |||
| -5.47% | Jun 2015 | Jan 2016 | |||
| -4.43% | Jan 2021 | Mar 2021 | |||
| -4.31% | May 2010 | Jun 2010 | |||
| -4.25% | Feb 2018 | Oct 2018 | |||
| -3.30% | Sep 2020 | Oct 2020 | |||
| -3.07% | Dec 2009 | Jan 2010 | |||
| -2.92% | Sep 2021 | Sep 2021 | |||
| -2.83% | Sep 2020 | Oct 2020 | |||
| -2.80% | Apr 2012 | May 2012 | |||
| -2.73% | Sep 2021 | Sep 2021 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from September 2005.
| Year | Stocks/Bonds 40/60 ESG Portfolio | Harry Browne Permanent Portfolio |
|---|---|---|
| 2022 |
-11.42% | -9.45% |
| 2021 |
+9.16% | +4.21% |
| 2020 |
+14.57% | +16.10% |
| 2019 |
+18.28% | +16.17% |
| 2018 |
-6.08% | -1.76% |
| 2017 |
+7.47% | +10.97% |
| 2016 |
+6.31% | +5.54% |
| 2015 |
+0.50% | -3.06% |
| 2014 |
+6.76% | +9.40% |
| 2013 |
+14.40% | -2.08% |
| 2012 |
+12.12% | +6.41% |
| 2011 |
+0.56% | +11.11% |
| 2010 |
+12.75% | +13.92% |
| 2009 |
+25.96% | +7.85% |
| 2008 |
-16.02% | +0.87% |
| 2007 |
+7.63% | +12.69% |
| 2006 |
+9.42% | +10.94% |