Last Update: 31 March 2024
The Stocks/Bonds 40/60 Portfolio obtained a 7.18% compound annual return, with a 6.96% 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 Portfolio | Simplified Permanent Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 25% |
| Fixed Income | 60% | 50% | |
| Commodities | 0% | 25% | |
| 30 Years Stats | Return | +7.18% | +7.06% |
| Std Dev | 6.96% | 6.88% | |
| Max Drawdown | -19.17% | -16.43% | |
| All time Stats (Since Jan 1871) |
Return | +6.75% | +5.82% |
| Std Dev | 7.38% | 6.25% | |
| Max Drawdown | -43.68% | -30.22% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1871
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Portfolio | +1.71 | +12.72 | +12.29 | +6.01 | +5.91 | +7.18 | +6.75 |
| Simplified Permanent Portfolio | +3.26 | +13.23 | +9.28 | +6.15 | +5.12 | +7.06 | +5.82 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 40/60 Portfolio: an investment of 1$, since April 1994,
now would be worth 8.00$, with a total return of 699.72%
(7.18% 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 Portfolio: an investment of 1$, since January 1871,
now would be worth 22305.34$, with a total return of 2230433.63%
(6.75% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5858.30$, with a total return of 585729.62% (5.82% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5858.30$, with a total return of 585729.62% (5.82% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Stocks/Bonds 40/60 Portfolio
|
Simplified Permanent Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -19.17% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 8.87 | |||||
| -18.63% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.80 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -8.59% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 4.25 | |||||
| -8.09% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.88 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.25% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 2.81 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.36% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.59 | |||||
| -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 | |||||
| -4.76% | Jun 2011 | Sep 2011 (4) | Dec 2011 (7) | 1.98 | |||||
| -4.63% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.40 | |||||
| -3.96% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 2.10 | |||||
| -3.81% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.20 | |||||
| -3.79% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 1.92 | |||||
| -3.73% | Dec 1996 | Mar 1997 (4) | May 1997 (6) | 1.90 | |||||
| -3.69% | Sep 2011 | Sep 2011 (1) | Nov 2011 (3) | 1.87 | |||||
Drawdown comparison chart since January 1871.
Swipe left to see all data
|
Stocks/Bonds 40/60 Portfolio
|
Simplified Permanent Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -43.68% | Sep 1929 | May 1932 (33) | Sep 1935 (73) | 20.75 | |||||
| -30.22% | Sep 1929 | May 1932 (33) | Jun 1933 (46) | 15.45 | |||||
| -21.33% | Mar 1937 | Mar 1938 (13) | Jul 1941 (53) | 7.66 | |||||
| -19.17% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 8.87 | |||||
| -18.63% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.80 | |||||
| -17.04% | Jan 1973 | Sep 1974 (21) | May 1975 (29) | 7.69 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -14.34% | Dec 1980 | Sep 1981 (10) | Aug 1982 (21) | 8.76 | |||||
| -13.70% | Mar 1937 | Mar 1938 (13) | Oct 1939 (32) | 5.72 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -13.17% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 6.15 | |||||
| -13.14% | May 1969 | May 1970 (13) | Jan 1971 (21) | 7.88 | |||||
| -13.08% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 6.07 | |||||
| -12.84% | Dec 1968 | Jun 1970 (19) | Nov 1970 (24) | 6.66 | |||||
| -11.98% | Jan 1876 | Jun 1877 (18) | May 1879 (41) | 6.59 | |||||
| -11.62% | Oct 1906 | Nov 1907 (14) | Jul 1908 (22) | 5.75 | |||||
| -11.37% | Apr 1974 | Sep 1974 (6) | Jan 1975 (10) | 5.96 | |||||
| -11.05% | Feb 1893 | Aug 1893 (7) | Feb 1895 (25) | 4.82 | |||||
| -10.88% | Oct 1895 | Aug 1896 (11) | Jun 1897 (21) | 4.82 | |||||
| -10.74% | Apr 1876 | Jun 1877 (15) | Apr 1878 (25) | 5.37 | |||||
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 |
+3.41%
|
0.00% |
+3.65%
|
-0.04% |
| 2023 |
+13.66%
|
-6.58% |
+11.51%
|
-5.16% |
| 2022 |
-15.67%
|
-18.63% |
-12.67%
|
-16.43% |
| 2021 |
+9.15%
|
-2.56% |
+3.72%
|
-3.81% |
| 2020 |
+13.04%
|
-8.09% |
+16.46%
|
-3.11% |
| 2019 |
+17.57%
|
-1.77% |
+16.15%
|
-0.99% |
| 2018 |
-2.15%
|
-5.36% |
-1.29%
|
-3.68% |
| 2017 |
+10.63%
|
-0.00% |
+9.78%
|
-0.96% |
| 2016 |
+6.64%
|
-1.57% |
+5.72%
|
-6.23% |
| 2015 |
+0.48%
|
-3.41% |
-1.82%
|
-5.27% |
| 2014 |
+8.51%
|
-1.20% |
+7.12%
|
-2.59% |
| 2013 |
+12.12%
|
-1.84% |
-1.76%
|
-6.69% |
| 2012 |
+8.47%
|
-2.11% |
+7.59%
|
-1.89% |
| 2011 |
+5.14%
|
-4.76% |
+10.45%
|
-3.69% |
| 2010 |
+10.69%
|
-3.96% |
+16.36%
|
-0.02% |
| 2009 |
+13.74%
|
-8.68% |
+9.94%
|
-4.96% |
| 2008 |
-10.67%
|
-14.39% |
+0.94%
|
-13.28% |
| 2007 |
+6.30%
|
-1.93% |
+14.14%
|
-1.50% |
| 2006 |
+8.84%
|
-1.40% |
+10.82%
|
-2.47% |
| 2005 |
+3.96%
|
-1.77% |
+7.34%
|
-1.60% |
| 2004 |
+7.66%
|
-2.46% |
+6.42%
|
-4.79% |
| 2003 |
+14.68%
|
-1.08% |
+15.31%
|
-2.22% |
| 2002 |
-3.23%
|
-6.97% |
+9.00%
|
-2.60% |
| 2001 |
+0.67%
|
-5.62% |
+0.15%
|
-3.21% |
| 2000 |
+2.61%
|
-4.51% |
+4.63%
|
-2.98% |
| 1999 |
+9.07%
|
-2.57% |
+2.25%
|
-5.09% |
| 1998 |
+14.45%
|
-6.25% |
+12.93%
|
-4.63% |
| 1997 |
+18.06%
|
-2.41% |
+8.38%
|
-2.87% |
| 1996 |
+10.53%
|
-2.15% |
+4.09%
|
-3.64% |
| 1995 |
+25.22%
|
0.00% |
+21.97%
|
0.00% |
| 1994 |
-1.66%
|
-5.98% |
-4.18%
|
-5.67% |
| 1993 |
+10.06%
|
-1.23% |
+13.56%
|
-1.61% |
| 1992 |
+7.93%
|
-1.27% |
+4.46%
|
-3.11% |
| 1991 |
+22.10%
|
-1.98% |
+15.41%
|
-1.06% |
| 1990 |
+2.76%
|
-5.70% |
+1.55%
|
-5.66% |
| 1989 |
+19.43%
|
-1.12% |
+15.24%
|
-1.52% |
| 1988 |
+11.34%
|
-1.71% |
+3.97%
|
-2.03% |
| 1987 |
+1.97%
|
-13.08% |
+5.46%
|
-5.83% |
| 1986 |
+14.89%
|
-4.37% |
+19.06%
|
-1.00% |
| 1985 |
+25.86%
|
-1.17% |
+24.24%
|
-2.66% |
| 1984 |
+9.88%
|
-5.84% |
+3.14%
|
-5.27% |
| 1983 |
+12.20%
|
-2.64% |
+2.74%
|
-3.74% |
| 1982 |
+26.88%
|
-2.17% |
+28.65%
|
-5.77% |
| 1981 |
+3.99%
|
-6.81% |
-6.55%
|
-13.29% |
| 1980 |
+14.99%
|
-8.39% |
+11.44%
|
-13.17% |
| 1979 |
+12.91%
|
-6.34% |
+38.61%
|
-5.94% |
| 1978 |
+4.07%
|
-5.90% |
+11.00%
|
-5.48% |
| 1977 |
-0.72%
|
-3.59% |
+5.09%
|
-3.12% |
| 1976 |
+18.84%
|
-1.06% |
+13.24%
|
-2.32% |
| 1975 |
+19.54%
|
-5.93% |
+6.02%
|
-7.68% |
| 1974 |
-7.71%
|
-13.50% |
+11.61%
|
-11.37% |
| 1973 |
-4.59%
|
-5.73% |
+15.34%
|
-6.38% |
| 1972 |
+8.68%
|
-1.10% |
+17.84%
|
-2.23% |
| 1971 |
+12.75%
|
-5.80% |
+14.20%
|
-2.36% |
| 1970 |
+12.26%
|
-8.78% |
+12.20%
|
-5.73% |
| 1969 |
-5.38%
|
-7.12% |
-9.41%
|
-11.13% |
| 1968 |
+7.09%
|
-3.10% |
+11.01%
|
-0.78% |
| 1967 |
+10.63%
|
-2.31% |
+5.38%
|
-1.95% |
| 1966 |
-0.51%
|
-7.40% |
+0.48%
|
-4.81% |
| 1965 |
+6.11%
|
-1.52% |
+4.02%
|
-0.86% |
| 1964 |
+8.90%
|
-0.46% |
+5.99%
|
-0.28% |
| 1963 |
+9.44%
|
-1.27% |
+6.03%
|
-0.83% |
| 1962 |
-0.42%
|
-8.22% |
+0.41%
|
-5.15% |
| 1961 |
+11.57%
|
-1.78% |
+7.10%
|
-1.25% |
| 1960 |
+8.19%
|
-2.58% |
+6.95%
|
-1.34% |
| 1959 |
+4.09%
|
-3.21% |
+2.64%
|
-2.19% |
| 1958 |
+16.24%
|
-0.74% |
+10.15%
|
-0.76% |
| 1957 |
+1.17%
|
-4.90% |
+0.51%
|
-3.69% |
| 1956 |
+2.47%
|
-3.96% |
+0.82%
|
-2.90% |
| 1955 |
+9.83%
|
-0.87% |
+5.80%
|
-0.45% |
| 1954 |
+21.93%
|
-1.61% |
+14.04%
|
-1.08% |
| 1953 |
+2.45%
|
-4.06% |
-0.81%
|
-5.34% |
| 1952 |
+6.80%
|
-2.08% |
+3.54%
|
-1.51% |
| 1951 |
+8.33%
|
-2.81% |
+4.75%
|
-1.88% |
| 1950 |
+12.06%
|
-2.45% |
+6.73%
|
-1.65% |
| 1949 |
+10.62%
|
-1.47% |
+6.56%
|
-1.06% |
| 1948 |
+2.50%
|
-4.32% |
+1.37%
|
-2.71% |
| 1947 |
+1.27%
|
-2.13% |
+3.38%
|
-1.58% |
| 1946 |
-2.08%
|
-9.26% |
-0.72%
|
-6.02% |
| 1945 |
+18.36%
|
-1.37% |
+13.13%
|
-0.77% |
| 1944 |
+9.86%
|
-0.57% |
+6.27%
|
-0.34% |
| 1943 |
+12.64%
|
-3.58% |
+8.67%
|
-2.39% |
| 1942 |
+7.47%
|
-5.00% |
+5.07%
|
-3.07% |
| 1941 |
-2.69%
|
-6.19% |
-0.43%
|
-3.99% |
| 1940 |
-0.28%
|
-10.39% |
+0.90%
|
-6.62% |
| 1939 |
+2.79%
|
-5.09% |
+2.59%
|
-2.86% |
| 1938 |
+13.98%
|
-10.41% |
+9.29%
|
-6.59% |
| 1937 |
-12.81%
|
-15.42% |
-8.08%
|
-9.88% |
| 1936 |
+16.17%
|
-2.94% |
+11.10%
|
-1.80% |
| 1935 |
+20.86%
|
-2.56% |
+13.72%
|
-1.24% |
| 1934 |
+5.30%
|
-5.32% |
+6.62%
|
-2.89% |
| 1933 |
+24.67%
|
-9.11% |
+29.29%
|
-5.58% |
| 1932 |
+3.90%
|
-15.57% |
+2.29%
|
-9.64% |
| 1931 |
-18.89%
|
-24.29% |
-12.31%
|
-16.02% |
| 1930 |
-6.69%
|
-13.91% |
-4.80%
|
-9.44% |
| 1929 |
-1.97%
|
-13.91% |
-0.60%
|
-8.59% |
| 1928 |
+14.91%
|
-1.98% |
+10.16%
|
-1.26% |
| 1927 |
+16.51%
|
-1.80% |
+11.74%
|
-1.08% |
| 1926 |
+7.41%
|
-3.13% |
+5.77%
|
-1.75% |
| 1925 |
+12.21%
|
-2.63% |
+9.10%
|
-1.55% |
| 1924 |
+15.54%
|
-0.89% |
+10.50%
|
-0.47% |
| 1923 |
+4.38%
|
-4.74% |
+3.44%
|
-2.77% |
| 1922 |
+14.92%
|
-1.92% |
+10.08%
|
-1.24% |
| 1921 |
+11.92%
|
-3.20% |
+9.09%
|
-1.94% |
| 1920 |
-5.48%
|
-5.80% |
-2.79%
|
-3.70% |
| 1919 |
+9.18%
|
-3.41% |
+6.19%
|
-2.20% |
| 1918 |
+10.02%
|
-1.24% |
+6.84%
|
-0.72% |
| 1917 |
-8.47%
|
-8.47% |
-5.80%
|
-5.80% |
| 1916 |
+5.41%
|
-1.10% |
+3.90%
|
-0.60% |
| 1915 |
+16.21%
|
-0.82% |
+10.04%
|
-0.74% |
| 1914 |
+1.71%
|
-6.40% |
-0.47%
|
-5.19% |
| 1913 |
+0.41%
|
-2.35% |
-0.35%
|
-1.95% |
| 1912 |
+3.79%
|
-1.64% |
+3.78%
|
-0.82% |
| 1911 |
+3.85%
|
-3.88% |
+1.80%
|
-2.64% |
| 1910 |
+1.13%
|
-3.45% |
+0.56%
|
-2.32% |
| 1909 |
+7.30%
|
-0.82% |
+3.60%
|
-0.55% |
| 1908 |
+22.62%
|
-0.76% |
+12.62%
|
-0.57% |
| 1907 |
-9.88%
|
-10.61% |
-9.25%
|
-9.26% |
| 1906 |
+0.68%
|
-4.20% |
+1.76%
|
-2.08% |
| 1905 |
+8.89%
|
-2.45% |
+6.65%
|
-1.44% |
| 1904 |
+16.35%
|
-1.04% |
+8.30%
|
-0.90% |
| 1903 |
-5.56%
|
-9.38% |
-3.26%
|
-5.82% |
| 1902 |
+3.88%
|
-3.25% |
+2.01%
|
-2.23% |
| 1901 |
+8.86%
|
-3.45% |
+6.90%
|
-2.18% |
| 1900 |
+10.62%
|
-1.73% |
+8.26%
|
-0.88% |
| 1899 |
+1.22%
|
-3.83% |
+4.73%
|
-1.32% |
| 1898 |
+14.49%
|
-5.07% |
+8.63%
|
-4.16% |
| 1897 |
+11.63%
|
-1.44% |
+10.73%
|
-0.31% |
| 1896 |
+3.73%
|
-6.81% |
+2.27%
|
-4.87% |
| 1895 |
+2.01%
|
-5.62% |
+5.14%
|
-2.94% |
| 1894 |
+5.09%
|
-1.63% |
+3.06%
|
-1.11% |
| 1893 |
-4.70%
|
-11.05% |
-2.81%
|
-7.23% |
| 1892 |
+3.70%
|
-1.24% |
+1.85%
|
-0.92% |
| 1891 |
+10.78%
|
-2.88% |
+4.30%
|
-2.66% |
| 1890 |
-1.74%
|
-5.18% |
-1.76%
|
-3.61% |
| 1889 |
+4.31%
|
-1.08% |
+2.94%
|
-0.76% |
| 1888 |
+4.61%
|
-1.96% |
+3.44%
|
-1.38% |
| 1887 |
+0.60%
|
-4.61% |
+0.13%
|
-3.25% |
| 1886 |
+5.22%
|
-2.17% |
+6.58%
|
-0.66% |
| 1885 |
+15.19%
|
-0.95% |
+9.57%
|
-0.72% |
| 1884 |
-2.59%
|
-7.14% |
-1.86%
|
-4.99% |
| 1883 |
+0.38%
|
-2.52% |
+1.84%
|
-1.39% |
| 1882 |
+3.29%
|
-2.59% |
+3.62%
|
-1.49% |
| 1881 |
+2.17%
|
-4.53% |
+4.48%
|
-2.34% |
| 1880 |
+13.77%
|
-3.35% |
+12.85%
|
-1.46% |
| 1879 |
+21.48%
|
-0.68% |
+15.96%
|
-0.31% |
| 1878 |
+10.38%
|
-0.17% |
+4.59%
|
-0.40% |
| 1877 |
+1.75%
|
-6.47% |
-2.46%
|
-6.35% |
| 1876 |
-1.36%
|
-5.59% |
-6.01%
|
-6.10% |
| 1875 |
+6.03%
|
-1.68% |
+4.28%
|
-1.56% |
| 1874 |
+10.10%
|
-1.40% |
+4.84%
|
-1.78% |
| 1873 |
+1.53%
|
-9.21% |
+1.68%
|
-6.29% |
| 1872 |
+5.54%
|
-3.01% |
+6.47%
|
-1.80% |
| 1871 |
+7.90%
|
-2.38% |
+8.64%
|
-1.32% |
