Last Update: 31 March 2024
The Stocks/Bonds 40/60 ESG Portfolio obtained a 5.16% compound annual return, with a 7.84% standard deviation, in the last 10 Years.
The Simplified Permanent Portfolio obtained a 5.12% compound annual return, with a 7.22% standard deviation, in the last 10 Years.
Summary
Swipe left to see all data
| Stocks/Bonds 40/60 ESG Portfolio | Simplified Permanent Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 25% |
| Fixed Income | 60% | 50% | |
| Commodities | 0% | 25% | |
| 10 Years Stats | Return | +5.16% | +5.12% |
| Std Dev | 7.84% | 7.22% | |
| Max Drawdown | -19.76% | -16.43% | |
| All time Stats (Since Sep 2005) |
Return | +6.23% | +6.83% |
| Std Dev | 8.06% | 7.36% | |
| Max Drawdown | -22.88% | -16.43% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from September 2005
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 ESG Portfolio | +1.63 | +13.46 | +13.29 | +6.34 | +5.16 | +6.23 |
| Simplified Permanent Portfolio | +3.26 | +13.23 | +9.28 | +6.15 | +5.12 | +6.83 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since April 2014,
now would be worth 1.65$, with a total return of 65.42%
(5.16% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 2014, now would be worth 1.65$, with a total return of 64.75% (5.12% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 2014, now would be worth 1.65$, with a total return of 64.75% (5.12% annualized).
Stocks/Bonds 40/60 ESG Portfolio: an investment of 1$, since September 2005,
now would be worth 3.07$, with a total return of 207.38%
(6.23% annualized).
Simplified Permanent Portfolio: an investment of 1$, since September 2005, now would be worth 3.41$, with a total return of 241.40% (6.83% annualized).
Simplified Permanent Portfolio: an investment of 1$, since September 2005, now would be worth 3.41$, with a total return of 241.40% (6.83% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Stocks/Bonds 40/60 ESG Portfolio
|
Simplified 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 (27) | 11.75 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -6.33% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.01 | |||||
| -6.32% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 3.03 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.47% | Jun 2015 | Jan 2016 (8) | Apr 2016 (11) | 3.06 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -3.81% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.20 | |||||
| -3.68% | Feb 2018 | Oct 2018 (9) | Jan 2019 (12) | 2.08 | |||||
| -3.11% | Sep 2020 | Oct 2020 (2) | Dec 2020 (4) | 1.80 | |||||
| -2.92% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.69 | |||||
| -2.83% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.64 | |||||
| -2.81% | Sep 2021 | Sep 2021 (1) | Dec 2021 (4) | 1.37 | |||||
| -2.59% | Sep 2014 | Sep 2014 (1) | Jan 2015 (5) | 1.34 | |||||
| -2.34% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.24 | |||||
| -1.85% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 0.98 | |||||
| -1.78% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.03 | |||||
| -1.73% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.00 | |||||
| -1.54% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 0.89 | |||||
| -1.37% | May 2016 | May 2016 (1) | Jun 2016 (2) | 0.79 | |||||
Drawdown comparison chart since September 2005.
Swipe left to see all data
|
Stocks/Bonds 40/60 ESG Portfolio
|
Simplified 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 (27) | 11.75 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -10.14% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.68 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.33% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.01 | |||||
| -6.32% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 3.03 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.47% | Jun 2015 | Jan 2016 (8) | Apr 2016 (11) | 3.06 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -4.31% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 2.40 | |||||
| -3.81% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.20 | |||||
| -3.69% | Sep 2011 | Sep 2011 (1) | Nov 2011 (3) | 1.87 | |||||
| -3.68% | Feb 2018 | Oct 2018 (9) | Jan 2019 (12) | 2.08 | |||||
| -3.24% | Dec 2009 | Jan 2010 (2) | Apr 2010 (5) | 1.98 | |||||
| -3.11% | Sep 2020 | Oct 2020 (2) | Dec 2020 (4) | 1.80 | |||||
| -2.92% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.69 | |||||
| -2.83% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.64 | |||||
| -2.81% | Sep 2021 | Sep 2021 (1) | Dec 2021 (4) | 1.37 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.47%
|
0.00% |
+3.65%
|
-0.04% |
| 2023 |
+15.57%
|
-6.70% |
+11.51%
|
-5.16% |
| 2022 |
-17.35%
|
-19.76% |
-12.67%
|
-16.43% |
| 2021 |
+9.16%
|
-2.92% |
+3.72%
|
-3.81% |
| 2020 |
+14.57%
|
-6.33% |
+16.46%
|
-3.11% |
| 2019 |
+18.28%
|
-1.73% |
+16.15%
|
-0.99% |
| 2018 |
-6.08%
|
-6.32% |
-1.29%
|
-3.68% |
| 2017 |
+7.47%
|
-0.35% |
+9.78%
|
-0.96% |
| 2016 |
+6.31%
|
-1.90% |
+5.72%
|
-6.23% |
| 2015 |
+0.50%
|
-4.93% |
-1.82%
|
-5.27% |
| 2014 |
+6.76%
|
-2.34% |
+7.12%
|
-2.59% |
| 2013 |
+14.40%
|
-1.89% |
-1.76%
|
-6.69% |
| 2012 |
+12.12%
|
-2.80% |
+7.59%
|
-1.89% |
| 2011 |
+0.56%
|
-10.14% |
+10.45%
|
-3.69% |
| 2010 |
+12.75%
|
-4.31% |
+16.36%
|
-0.02% |
| 2009 |
+25.96%
|
-6.89% |
+9.94%
|
-4.96% |
| 2008 |
-16.02%
|
-20.60% |
+0.94%
|
-13.28% |
| 2007 |
+7.63%
|
-0.87% |
+14.14%
|
-1.50% |
| 2006 |
+9.42%
|
-1.28% |
+10.82%
|
-2.47% |
