Last Update: 31 March 2024
The Developed World ex-US 60/40 Momentum Portfolio obtained a 4.49% compound annual return, with a 8.96% standard deviation, in the last 10 Years.
The Simplified Permanent Portfolio obtained a 5.12% compound annual return, with a 7.22% standard deviation, in the last 10 Years.
Summary
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| Developed World ex-US 60/40 Momentum Portfolio | Simplified Permanent Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Medium | |
| Asset Allocation | Stocks | 60% | 25% |
| Fixed Income | 40% | 50% | |
| Commodities | 0% | 25% | |
| 10 Years Stats | Return | +4.49% | +5.12% |
| Std Dev | 8.96% | 7.22% | |
| Max Drawdown | -22.23% | -16.43% | |
| All time Stats (Since Aug 2009) |
Return | +5.88% | +6.38% |
| Std Dev | 9.53% | 7.14% | |
| Max Drawdown | -22.23% | -16.43% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from August 2009
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Developed World ex-US 60/40 Momentum Portfolio | +3.73 | +18.09 | +16.56 | +5.91 | +4.49 | +5.88 |
| Simplified Permanent Portfolio | +3.26 | +13.23 | +9.28 | +6.15 | +5.12 | +6.38 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since April 2014,
now would be worth 1.55$, with a total return of 55.15%
(4.49% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 2014, now would be worth 1.65$, with a total return of 64.75% (5.12% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 2014, now would be worth 1.65$, with a total return of 64.75% (5.12% annualized).
Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since August 2009,
now would be worth 2.31$, with a total return of 131.06%
(5.88% annualized).
Simplified Permanent Portfolio: an investment of 1$, since August 2009, now would be worth 2.48$, with a total return of 147.84% (6.38% annualized).
Simplified Permanent Portfolio: an investment of 1$, since August 2009, now would be worth 2.48$, with a total return of 147.84% (6.38% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Developed World ex-US 60/40 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 |
| -22.23% | Nov 2021 | Sep 2022 (11) | Mar 2024 (29) | 11.24 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -10.52% | Feb 2018 | Dec 2018 (11) | Jun 2019 (17) | 4.70 | |||||
| -10.46% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 5.30 | |||||
| -7.73% | May 2015 | Sep 2015 (5) | Jul 2016 (15) | 4.34 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.21% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.46 | |||||
| -4.02% | Jul 2014 | Dec 2014 (6) | Apr 2015 (10) | 2.20 | |||||
| -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 | |||||
| -2.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.55 | |||||
| -2.59% | Sep 2014 | Sep 2014 (1) | Jan 2015 (5) | 1.34 | |||||
| -2.13% | Oct 2020 | Oct 2020 (1) | Nov 2020 (2) | 1.23 | |||||
| -1.85% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 0.98 | |||||
| -1.54% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 0.89 | |||||
| -1.37% | May 2016 | May 2016 (1) | Jun 2016 (2) | 0.79 | |||||
| -1.30% | Jan 2021 | Feb 2021 (2) | Apr 2021 (4) | 0.83 | |||||
Drawdown comparison chart since August 2009.
Swipe left to see all data
|
Developed World ex-US 60/40 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 |
| -22.23% | Nov 2021 | Sep 2022 (11) | Mar 2024 (29) | 11.24 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -15.10% | May 2011 | Sep 2011 (5) | Nov 2012 (19) | 7.35 | |||||
| -10.52% | Feb 2018 | Dec 2018 (11) | Jun 2019 (17) | 4.70 | |||||
| -10.46% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 5.30 | |||||
| -7.73% | May 2015 | Sep 2015 (5) | Jul 2016 (15) | 4.34 | |||||
| -6.85% | Apr 2010 | Jun 2010 (3) | Sep 2010 (6) | 3.74 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.64% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 3.77 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.21% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.46 | |||||
| -4.02% | Jul 2014 | Dec 2014 (6) | Apr 2015 (10) | 2.20 | |||||
| -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 | |||||
| -3.50% | Jan 2010 | Jan 2010 (1) | Mar 2010 (3) | 2.25 | |||||
| -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 | |||||
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.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+8.64%
|
0.00% |
+3.65%
|
-0.04% |
| 2023 |
+11.86%
|
-5.80% |
+11.51%
|
-5.16% |
| 2022 |
-15.18%
|
-22.15% |
-12.67%
|
-16.43% |
| 2021 |
+3.05%
|
-2.69% |
+3.72%
|
-3.81% |
| 2020 |
+15.15%
|
-10.46% |
+16.46%
|
-3.11% |
| 2019 |
+17.85%
|
-1.00% |
+16.15%
|
-0.99% |
| 2018 |
-7.45%
|
-10.52% |
-1.29%
|
-3.68% |
| 2017 |
+16.24%
|
-0.39% |
+9.78%
|
-0.96% |
| 2016 |
+2.13%
|
-5.21% |
+5.72%
|
-6.23% |
| 2015 |
-0.48%
|
-7.73% |
-1.82%
|
-5.27% |
| 2014 |
-2.02%
|
-4.02% |
+7.12%
|
-2.59% |
| 2013 |
+12.99%
|
-5.64% |
-1.76%
|
-6.69% |
| 2012 |
+14.58%
|
-4.84% |
+7.59%
|
-1.89% |
| 2011 |
-5.18%
|
-15.10% |
+10.45%
|
-3.69% |
| 2010 |
+11.89%
|
-6.85% |
+16.36%
|
-0.02% |
