Last Update: 31 March 2024
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
The Simplified Permanent Portfolio obtained a 7.06% compound annual return, with a 6.88% standard deviation, in the last 30 Years.
Summary
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| Stocks/Bonds 40/60 Momentum Portfolio | Simplified Permanent Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 25% |
| Fixed Income | 60% | 50% | |
| Commodities | 0% | 25% | |
| 30 Years Stats | Return | +8.24% | +7.06% |
| Std Dev | 6.99% | 6.88% | |
| Max Drawdown | -21.11% | -16.43% | |
| All time Stats (Since Jan 1982) |
Return | +9.77% | +8.06% |
| Std Dev | 7.43% | 7.13% | |
| Max Drawdown | -21.11% | -16.43% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.77 |
| Simplified Permanent Portfolio | +3.26 | +13.23 | +9.28 | +6.15 | +5.12 | +7.06 | +8.06 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994,
now would be worth 10.75$, with a total return of 975.36%
(8.24% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982,
now would be worth 51.26$, with a total return of 5026.13%
(9.77% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1982, now would be worth 26.39$, with a total return of 2539.34% (8.06% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1982, now would be worth 26.39$, with a total return of 2539.34% (8.06% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 40/60 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 |
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -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 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -3.81% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.20 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
| -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% | Feb 1996 | Jul 1996 (6) | Oct 1996 (9) | 2.20 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Stocks/Bonds 40/60 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 |
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.59% | May 1983 | May 1984 (13) | Oct 1984 (18) | 3.64 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.28% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 3.29 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.91% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -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 | |||||
| -5.29% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 3.29 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.09% | Feb 1999 | Aug 1999 (7) | Oct 1999 (9) | 3.00 | |||||
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 |
+7.39%
|
0.00% |
+3.65%
|
-0.04% |
| 2023 |
+6.91%
|
-5.18% |
+11.51%
|
-5.16% |
| 2022 |
-15.17%
|
-19.48% |
-12.67%
|
-16.43% |
| 2021 |
+4.23%
|
-2.38% |
+3.72%
|
-3.81% |
| 2020 |
+16.57%
|
-7.10% |
+16.46%
|
-3.11% |
| 2019 |
+16.20%
|
-0.81% |
+16.15%
|
-0.99% |
| 2018 |
-0.73%
|
-5.89% |
-1.29%
|
-3.68% |
| 2017 |
+17.14%
|
0.00% |
+9.78%
|
-0.96% |
| 2016 |
+3.51%
|
-3.61% |
+5.72%
|
-6.23% |
| 2015 |
+3.91%
|
-2.95% |
-1.82%
|
-5.27% |
| 2014 |
+9.34%
|
-1.49% |
+7.12%
|
-2.59% |
| 2013 |
+12.57%
|
-1.74% |
-1.76%
|
-6.69% |
| 2012 |
+7.87%
|
-2.05% |
+7.59%
|
-1.89% |
| 2011 |
+7.13%
|
-3.62% |
+10.45%
|
-3.69% |
| 2010 |
+10.93%
|
-3.48% |
+16.36%
|
-0.02% |
| 2009 |
+9.16%
|
-9.41% |
+9.94%
|
-4.96% |
| 2008 |
-12.27%
|
-15.80% |
+0.94%
|
-13.28% |
| 2007 |
+11.21%
|
-0.82% |
+14.14%
|
-1.50% |
| 2006 |
+6.78%
|
-1.50% |
+10.82%
|
-2.47% |
| 2005 |
+9.09%
|
-0.93% |
+7.34%
|
-1.60% |
| 2004 |
+9.22%
|
-2.12% |
+6.42%
|
-4.79% |
| 2003 |
+12.78%
|
-1.27% |
+15.31%
|
-2.22% |
| 2002 |
+0.04%
|
-5.36% |
+9.00%
|
-2.60% |
| 2001 |
-1.88%
|
-6.89% |
+0.15%
|
-3.21% |
| 2000 |
+2.99%
|
-3.33% |
+4.63%
|
-2.98% |
| 1999 |
+15.71%
|
-1.69% |
+2.25%
|
-5.09% |
| 1998 |
+24.65%
|
-4.13% |
+12.93%
|
-4.63% |
| 1997 |
+20.41%
|
-2.69% |
+8.38%
|
-2.87% |
| 1996 |
+14.08%
|
-1.52% |
+4.09%
|
-3.64% |
| 1995 |
+27.84%
|
0.00% |
+21.97%
|
0.00% |
| 1994 |
-2.03%
|
-5.91% |
-4.18%
|
-5.67% |
| 1993 |
+11.10%
|
-0.87% |
+13.56%
|
-1.61% |
| 1992 |
+6.01%
|
-2.11% |
+4.46%
|
-3.11% |
| 1991 |
+23.91%
|
-1.79% |
+15.41%
|
-1.06% |
| 1990 |
+5.79%
|
-5.29% |
+1.55%
|
-5.66% |
| 1989 |
+25.29%
|
-1.01% |
+15.24%
|
-1.52% |
| 1988 |
+7.24%
|
-2.95% |
+3.97%
|
-2.03% |
| 1987 |
+1.86%
|
-13.77% |
+5.46%
|
-5.83% |
| 1986 |
+18.14%
|
-4.37% |
+19.06%
|
-1.00% |
| 1985 |
+26.30%
|
-0.74% |
+24.24%
|
-2.66% |
| 1984 |
+8.68%
|
-6.28% |
+3.14%
|
-5.27% |
| 1983 |
+9.91%
|
-2.81% |
+2.74%
|
-3.74% |
| 1982 |
+30.86%
|
-1.48% |
+28.65%
|
-5.77% |
