Developed World ex-US 40/60 Momentum vs Simplified Permanent Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The Simplified Permanent Portfolio obtained a 4.68% compound annual return, with a 7.18% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Simplified Permanent Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
10 Years Stats Return +3.47% +4.68%
Std Dev 6.79% 7.18%
Max Drawdown -19.40% -16.43%
All time Stats
(Since Aug 2009)
Return +5.07% +6.19%
Std Dev 6.96% 7.12%
Max Drawdown -19.40% -16.43%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.19
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

Simplified Permanent Portfolio: an investment of 1$, since March 2014, now would be worth 1.58$, with a total return of 57.98% (4.68% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

Simplified Permanent Portfolio: an investment of 1$, since August 2009, now would be worth 2.40$, with a total return of 140.01% (6.19% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-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
-2.81% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.37
-2.59% Sep 2014 Sep 2014 (1) Jan 2015 (5) 1.34
-1.85% Feb 2020 Mar 2020 (2) Apr 2020 (3) 0.98
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.54% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.89
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.37% May 2016 May 2016 (1) Jun 2016 (2) 0.79
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.99% Sep 2019 Sep 2019 (1) Oct 2019 (2) 0.57

Drawdown comparison chart since August 2009.

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Developed World ex-US 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-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
-3.38% Dec 2009 Jan 2010 (2) Apr 2010 (5) 2.08
-3.11% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.80
-2.81% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.37
-2.59% Sep 2014 Sep 2014 (1) Jan 2015 (5) 1.34
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16

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.
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Year Return Drawdown Return Drawdown
2024
+2.78%
0.00%
+0.37%
-0.04%
2023
+10.84%
-4.47%
+11.51%
-5.16%
2022
-14.37%
-19.07%
-12.67%
-16.43%
2021
+1.27%
-2.17%
+3.72%
-3.81%
2020
+11.65%
-7.72%
+16.46%
-3.11%
2019
+14.52%
-0.27%
+16.15%
-0.99%
2018
-4.03%
-6.00%
-1.29%
-3.68%
2017
+11.62%
-0.20%
+9.78%
-0.96%
2016
+2.96%
-4.27%
+5.72%
-6.23%
2015
+0.07%
-5.38%
-1.82%
-5.27%
2014
+1.57%
-1.52%
+7.12%
-2.59%
2013
+8.39%
-5.17%
-1.76%
-6.69%
2012
+12.90%
-3.09%
+7.59%
-1.89%
2011
-0.59%
-8.94%
+10.45%
-3.69%
2010
+10.77%
-4.04%
+16.36%
-0.02%