Last Update: 31 December 2022
The Developed World ex-US 20/80 Portfolio obtained a 5.36% compound annual return, with a 5.20% standard deviation, in the last 30 Years.
The Harry Browne Permanent Portfolio obtained a 6.44% compound annual return, with a 6.35% standard deviation, in the last 30 Years.
Summary
| Developed World ex-US 20/80 Portfolio | Harry Browne Permanent Portfolio | ||
|---|---|---|---|
| Risk | Low | Medium | |
| Asset Allocation | Stocks | 20% | 25% |
| Fixed Income | 80% | 50% | |
| Commodities | 0% | 25% | |
| 30 Years Stats | Return | +5.36% | +6.44% |
| Std Dev | 5.20% | 6.35% | |
| Max Drawdown | -16.80% | -15.92% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US 20/80 Portfolio | -2.64 | -1.83 | -13.28 | +0.27 | +2.28 | +5.36 | +7.14 |
| Harry Browne Permanent Portfolio | -1.04 | -1.57 | -12.53 | +3.85 | +3.92 | +6.44 | +7.12 |
Capital Growth as of Dec 31, 2022
Developed World ex-US 20/80 Portfolio: an investment of 1000$, since January 1993, now would be worth 4786.42$, with a total return of 378.64% (5.36% annualized).
Harry Browne Permanent Portfolio: an investment of 1000$, since January 1993, now would be worth 6508.78$, with a total return of 550.88% (6.44% annualized).
Developed World ex-US 20/80 Portfolio: an investment of 1000$, since January 1985, now would be worth 13740.49$, with a total return of 1274.05% (7.14% annualized).
Harry Browne Permanent Portfolio: an investment of 1000$, since January 1985, now would be worth 13662.24$, with a total return of 1266.22% (7.12% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Developed World ex-US 20/80 Portfolio |
Harry Browne Permanent Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.80% | Aug 2021 | Sep 2022 | |||
| -15.92% | Jan 2022 | Sep 2022 | |||
| -15.55% | Mar 2008 | Nov 2008 | |||
| -12.63% | Mar 2008 | Oct 2008 | |||
| -7.46% | Dec 1996 | Apr 1997 | |||
| -6.98% | Aug 2016 | Dec 2016 | |||
| -6.86% | Oct 2012 | Jun 2013 | |||
| -6.73% | Feb 2015 | Dec 2015 | |||
| -6.51% | Feb 1994 | Feb 1995 | |||
| -5.99% | Feb 2020 | Mar 2020 | |||
| -5.43% | Sep 2000 | Mar 2001 | |||
| -5.34% | Jul 1998 | Aug 1998 | |||
| -4.48% | May 2013 | Jun 2013 | |||
| -4.43% | Jan 2021 | Mar 2021 | |||
| -4.25% | Feb 2018 | Oct 2018 | |||
| -4.20% | Apr 2004 | Apr 2004 | |||
| -4.02% | Jun 2002 | Jul 2002 | |||
| -3.63% | Feb 1994 | Apr 1994 | |||
| -3.54% | May 1999 | Aug 1999 | |||
| -3.30% | Sep 2020 | Oct 2020 | |||
Drawdown comparison chart since January 1985.
Developed World ex-US 20/80 Portfolio |
Harry Browne Permanent Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.80% | Aug 2021 | Sep 2022 | |||
| -15.92% | Jan 2022 | Sep 2022 | |||
| -15.55% | Mar 2008 | Nov 2008 | |||
| -12.63% | Mar 2008 | Oct 2008 | |||
| -7.46% | Dec 1996 | Apr 1997 | |||
| -7.02% | Jan 1990 | Apr 1990 | |||
| -6.98% | Aug 2016 | Dec 2016 | |||
| -6.86% | Oct 2012 | Jun 2013 | |||
| -6.73% | Feb 2015 | Dec 2015 | |||
| -6.51% | Feb 1994 | Feb 1995 | |||
| -6.31% | Aug 1990 | Sep 1990 | |||
| -5.99% | Feb 2020 | Mar 2020 | |||
| -5.78% | Sep 1987 | Nov 1987 | |||
| -5.43% | Sep 2000 | Mar 2001 | |||
| -5.34% | Jul 1998 | Aug 1998 | |||
| -4.53% | Jan 1990 | Apr 1990 | |||
| -4.48% | May 2013 | Jun 2013 | |||
| -4.43% | Jan 2021 | Mar 2021 | |||
| -4.25% | Feb 2018 | Oct 2018 | |||
| -4.20% | Apr 2004 | Apr 2004 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Developed World ex-US 20/80 Portfolio | Harry Browne Permanent Portfolio |
|---|---|---|
| 2022 |
-13.28% | -12.53% |
| 2021 |
+0.51% | +4.21% |
| 2020 |
+5.67% | +16.10% |
| 2019 |
+10.82% | +16.17% |
| 2018 |
-0.71% | -1.76% |
| 2017 |
+7.20% | +10.97% |
| 2016 |
+4.23% | +5.54% |
| 2015 |
+0.88% | -3.06% |
| 2014 |
+5.80% | +9.40% |
| 2013 |
+3.72% | -2.08% |
| 2012 |
+11.34% | +6.41% |
| 2011 |
+4.42% | +11.11% |
| 2010 |
+8.49% | +13.92% |
| 2009 |
+17.74% | +7.85% |
| 2008 |
-10.01% | +0.87% |
| 2007 |
+6.22% | +12.69% |
| 2006 |
+7.61% | +10.94% |
| 2005 |
+6.71% | +8.91% |
| 2004 |
+8.93% | +6.83% |
| 2003 |
+10.88% | +13.32% |
| 2002 |
+4.31% | +5.85% |
| 2001 |
+4.28% | -0.52% |
| 2000 |
+4.50% | +2.40% |
| 1999 |
+7.82% | +5.17% |
| 1998 |
+16.99% | +10.09% |
| 1997 |
-4.15% | +7.19% |
| 1996 |
+4.66% | +5.08% |
| 1995 |
+17.78% | +18.11% |
| 1994 |
-3.88% | -1.37% |
| 1993 |
+19.11% | +12.00% |
| 1992 |
+6.56% | +3.57% |
| 1991 |
+19.03% | +11.72% |
| 1990 |
+0.80% | +1.11% |
| 1989 |
+11.45% | +12.90% |
| 1988 |
+12.16% | +4.39% |
| 1987 |
+8.87% | +7.42% |
| 1986 |
+25.77% | +17.64% |
| 1985 |
+31.17% | +20.47% |