Stocks/Bonds 40/60 ESG vs Harry Browne Permanent Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 40/60 ESG Portfolio obtained a 4.96% compound annual return, with a 7.84% standard deviation, in the last 10 Years.

The Harry Browne Permanent Portfolio obtained a 4.86% compound annual return, with a 7.25% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 40/60 ESG Portfolio Harry Browne Permanent Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
10 Years Stats Return +4.96% +4.86%
Std Dev 7.84% 7.25%
Max Drawdown -19.76% -15.92%
All time Stats
(Since Sep 2005)
Return +6.16% +6.44%
Std Dev 8.08% 7.28%
Max Drawdown -22.88% -15.92%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from September 2005

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1M 6M 1Y 5Y 10Y MAX
Stocks/Bonds 40/60 ESG Portfolio +1.48 +7.60 +14.81 +6.40 +4.96 +6.16
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +6.44
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since March 2014, now would be worth 1.62$, with a total return of 62.26% (4.96% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since March 2014, now would be worth 1.61$, with a total return of 60.77% (4.86% annualized).

Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since September 2005, now would be worth 3.02$, with a total return of 202.45% (6.16% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since September 2005, now would be worth 3.17$, with a total return of 217.24% (6.44% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Stocks/Bonds 40/60 ESG 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
-19.76% Jan 2022 Sep 2022 (9) In progress (26) 11.97
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-6.33% Feb 2020 Mar 2020 (2) May 2020 (4) 3.01
-6.32% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.03
-5.47% Jun 2015 Jan 2016 (8) Apr 2016 (11) 3.06
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-2.92% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.69
-2.83% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.64
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.57
-2.62% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.47
-2.34% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.24
-1.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.03
-1.73% May 2019 May 2019 (1) Jun 2019 (2) 1.00
-1.67% Feb 2020 Mar 2020 (2) Apr 2020 (3) 0.85
-1.33% Sep 2016 Oct 2016 (2) Jan 2017 (5) 0.77
-1.26% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.73

Drawdown comparison chart since September 2005.

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Stocks/Bonds 40/60 ESG 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
-22.88% Jun 2008 Feb 2009 (9) Sep 2009 (16) 13.06
-19.76% Jan 2022 Sep 2022 (9) In progress (26) 11.97
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-10.14% May 2011 Sep 2011 (5) Feb 2012 (10) 4.68
-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
-6.33% Feb 2020 Mar 2020 (2) May 2020 (4) 3.01
-6.32% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.03
-5.47% Jun 2015 Jan 2016 (8) Apr 2016 (11) 3.06
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.31% May 2010 Jun 2010 (2) Sep 2010 (5) 2.40
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-3.07% Dec 2009 Jan 2010 (2) Apr 2010 (5) 1.77
-2.92% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.69
-2.83% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.64
-2.80% Apr 2012 May 2012 (2) Jul 2012 (4) 1.33
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.57

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
+1.81%
0.00%
+0.48%
-0.53%
2023
+15.57%
-6.70%
+11.55%
-5.68%
2022
-17.35%
-19.76%
-12.53%
-15.92%
2021
+9.16%
-2.92%
+4.21%
-4.43%
2020
+14.57%
-6.33%
+16.10%
-3.30%
2019
+18.28%
-1.73%
+16.17%
-1.10%
2018
-6.08%
-6.32%
-1.76%
-4.25%
2017
+7.47%
-0.35%
+10.97%
-0.83%
2016
+6.31%
-1.90%
+5.54%
-6.98%
2015
+0.50%
-4.93%
-3.06%
-6.73%
2014
+6.76%
-2.34%
+9.40%
-2.62%
2013
+14.40%
-1.89%
-2.08%
-6.04%
2012
+12.12%
-2.80%
+6.41%
-1.83%
2011
+0.56%
-10.14%
+11.11%
-1.85%
2010
+12.75%
-4.31%
+13.92%
-0.53%
2009
+25.96%
-6.89%
+7.85%
-6.22%
2008
-16.02%
-20.60%
+0.87%
-12.63%
2007
+7.63%
-0.87%
+12.69%
-1.20%
2006
+9.42%
-1.28%
+10.94%
-2.12%