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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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