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 Simplified Permanent Portfolio obtained a 6.86% compound annual return, with a 6.67% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 20/80 Portfolio Simplified Permanent Portfolio
Risk Low Medium
Asset Allocation Stocks 20% 25%
Fixed Income 80% 50%
Commodities 0% 25%
30 Years Stats Return +5.36% +6.86%
Std Dev 5.20% 6.67%
Max Drawdown -16.80% -16.43%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 1985

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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
Simplified Permanent Portfolio -1.34 -1.90 -12.67 +3.88 +3.79 +6.86 +7.70
(*) Returns over 1 year are annualized

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).

Simplified Permanent Portfolio: an investment of 1000$, since January 1993, now would be worth 7321.12$, with a total return of 632.11% (6.86% 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).

Simplified Permanent Portfolio: an investment of 1000$, since January 1985, now would be worth 16753.07$, with a total return of 1575.31% (7.70% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Developed World ex-US 20/80 Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.80% Aug 2021 Sep 2022
-16.43% Jan 2022 Sep 2022
-15.55% Mar 2008 Nov 2008
-13.28% Mar 2008 Oct 2008
-7.46% Dec 1996 Apr 1997
-6.69% Apr 2013 Jun 2013
-6.51% Feb 1994 Feb 1995
-6.23% Aug 2016 Dec 2016
-5.99% Feb 2020 Mar 2020
-5.67% Feb 1994 Jun 1994
-5.27% Feb 2015 Dec 2015
-5.09% Feb 1999 Aug 1999
-4.79% Apr 2004 Apr 2004
-4.63% Jul 1998 Aug 1998
-4.48% May 2013 Jun 2013
-3.81% Jan 2021 Mar 2021
-3.73% Dec 1996 Mar 1997
-3.69% Sep 2011 Sep 2011
-3.68% Feb 2018 Oct 2018
-3.64% Feb 1996 Jul 1996

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.80% Aug 2021 Sep 2022
-16.43% Jan 2022 Sep 2022
-15.55% Mar 2008 Nov 2008
-13.28% Mar 2008 Oct 2008
-7.46% Dec 1996 Apr 1997
-7.02% Jan 1990 Apr 1990
-6.69% Apr 2013 Jun 2013
-6.51% Feb 1994 Feb 1995
-6.31% Aug 1990 Sep 1990
-6.23% Aug 2016 Dec 2016
-5.99% Feb 2020 Mar 2020
-5.83% Aug 1987 Nov 1987
-5.67% Feb 1994 Jun 1994
-5.66% Jan 1990 Apr 1990
-5.27% Feb 2015 Dec 2015
-5.09% Feb 1999 Aug 1999
-4.79% Apr 2004 Apr 2004
-4.63% Jul 1998 Aug 1998
-4.48% May 2013 Jun 2013
-4.18% Jan 1992 Mar 1992

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Developed World ex-US 20/80 Portfolio Simplified Permanent Portfolio
2022
-13.28% -12.67%
2021
+0.51% +3.72%
2020
+5.67% +16.46%
2019
+10.82% +16.15%
2018
-0.71% -1.29%
2017
+7.20% +9.78%
2016
+4.23% +5.72%
2015
+0.88% -1.82%
2014
+5.80% +7.12%
2013
+3.72% -1.76%
2012
+11.34% +7.59%
2011
+4.42% +10.45%
2010
+8.49% +16.36%
2009
+17.74% +9.94%
2008
-10.01% +0.94%
2007
+6.22% +14.14%
2006
+7.61% +10.82%
2005
+6.71% +7.34%
2004
+8.93% +6.42%
2003
+10.88% +15.31%
2002
+4.31% +9.00%
2001
+4.28% +0.15%
2000
+4.50% +4.63%
1999
+7.82% +2.25%
1998
+16.99% +12.93%
1997
-4.15% +8.38%
1996
+4.66% +4.09%
1995
+17.78% +21.97%
1994
-3.88% -4.18%
1993
+19.11% +13.56%
1992
+6.56% +4.46%
1991
+19.03% +15.41%
1990
+0.80% +1.55%
1989
+11.45% +15.24%
1988
+12.16% +3.97%
1987
+8.87% +5.46%
1986
+25.77% +19.06%
1985
+31.17% +24.24%
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