Harry Browne Canadian Permanent Portfolio: Rolling Returns

Simulation Settings
Period: May 1994 - June 2025 (~31 years)
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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When holding the Harry Browne Canadian Permanent Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~31 years), the longest duration with a negative return was 39 months (from July 2020 to September 2023).

This indicates that, within the same timeframe, any rolling period of 40 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

HARRY BROWNE CANADIAN PERMANENT PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 May 1994 - 30 June 2025 (~31 years)
30 Years
(1995/07 - 2025/06)
All Data
(1994/05 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 5.83%.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

HARRY BROWNE CANADIAN PERMANENT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 May 1994 - 30 June 2025 (~31 years)
30 Years
(1995/07 - 2025/06)
All Data
(1994/05 - 2025/06)
Canada Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

HARRY BROWNE CANADIAN PERMANENT PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 May 1994 - 30 June 2025 (~31 years)
Over Time
Histogram
Canada Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-6.57%
Sep 2021 - Aug 2022
+6.64% +22.31%
Nov 2023 - Oct 2024
12.95%
47 out of 363
-12.69%
Sep 2021 - Aug 2022
+4.45% +20.07%
Oct 2023 - Sep 2024
23.97%
87 out of 363
-2.76%
Sep 2020 - Aug 2022
+5.95% +14.55%
Nov 2008 - Oct 2010
5.98%
21 out of 351
-7.93%
Aug 2020 - Jul 2022
+3.94% +13.13%
Nov 2008 - Oct 2010
13.96%
49 out of 351
-0.65%
Oct 2020 - Sep 2023
+6.09% +12.66%
May 2003 - Apr 2006
0.59%
2 out of 339
-5.39%
Oct 2020 - Sep 2023
+4.05% +10.58%
Nov 2008 - Oct 2011
10.32%
35 out of 339
+1.33%
Dec 2011 - Nov 2015
+5.58% +11.43%
Apr 2003 - Mar 2007
0.00%
0 out of 327
-1.85%
Oct 2019 - Sep 2023
+3.50% +9.37%
Apr 2003 - Mar 2007
3.98%
13 out of 327
+2.36%
Oct 2012 - Sep 2017
+5.51% +11.07%
Apr 2003 - Mar 2008
0.00%
0 out of 315
-0.13%
Nov 2017 - Oct 2022
+3.31% +9.13%
Apr 2003 - Mar 2008
0.32%
1 out of 315
+2.05%
Nov 2012 - Oct 2018
+5.63% +9.84%
Sep 2005 - Aug 2011
0.00%
0 out of 303
-0.33%
Oct 2016 - Sep 2022
+3.72% +7.80%
Sep 2005 - Aug 2011
0.99%
3 out of 303
+2.24%
Dec 2011 - Nov 2018
+5.72% +10.07%
Sep 2004 - Aug 2011
0.00%
0 out of 291
-0.31%
Oct 2016 - Sep 2023
+3.82% +7.92%
Sep 2004 - Aug 2011
0.34%
1 out of 291
+3.09%
Nov 2010 - Oct 2018
+5.86% +9.62%
May 2003 - Apr 2011
0.00%
0 out of 279
+0.66%
Mar 2015 - Feb 2023
+3.77% +7.59%
Apr 2003 - Mar 2011
0.00%
0 out of 279
+3.40%
Feb 2015 - Jan 2024
+6.04% +9.53%
Sep 2002 - Aug 2011
0.00%
0 out of 267
+0.66%
Feb 2015 - Jan 2024
+4.03% +7.41%
Sep 2002 - Aug 2011
0.00%
0 out of 267
+2.96%
Oct 2012 - Sep 2022
+6.32% +8.93%
Sep 2001 - Aug 2011
0.00%
0 out of 255
+0.64%
Nov 2012 - Oct 2022
+4.30% +6.81%
Nov 2002 - Oct 2012
0.00%
0 out of 255
+3.01%
Sep 2011 - Aug 2022
+6.64% +8.27%
Oct 2001 - Sep 2012
0.00%
0 out of 243
+0.60%
Oct 2012 - Sep 2023
+4.48% +6.19%
Oct 2001 - Sep 2012
0.00%
0 out of 243
+3.20%
Oct 2011 - Sep 2023
+6.65% +8.43%
Sep 1999 - Aug 2011
0.00%
0 out of 231
+0.88%
Oct 2011 - Sep 2023
+4.69% +6.16%
Sep 1999 - Aug 2011
0.00%
0 out of 231
+3.63%
Oct 2010 - Sep 2023
+6.57% +8.17%
Sep 1998 - Aug 2011
0.00%
0 out of 219
+1.23%
Oct 2010 - Sep 2023
+4.67% +5.91%
Sep 1998 - Aug 2011
0.00%
0 out of 219
+4.21%
Oct 2009 - Sep 2023
+6.56% +7.61%
Jul 1994 - Jun 2008
0.00%
0 out of 207
+1.83%
Oct 2009 - Sep 2023
+4.58% +5.51%
Aug 2002 - Jul 2016
0.00%
0 out of 207
+4.41%
Jul 2008 - Jun 2023
+6.50% +7.69%
Sep 1996 - Aug 2011
0.00%
0 out of 195
+2.21%
Mar 2008 - Feb 2023
+4.59% +5.55%
Sep 1996 - Aug 2011
0.00%
0 out of 195
+4.53%
Mar 2008 - Feb 2024
+6.39% +7.79%
Sep 1995 - Aug 2011
0.00%
0 out of 183
+2.27%
Nov 2007 - Oct 2023
+4.43% +5.68%
Sep 1995 - Aug 2011
0.00%
0 out of 183
+4.80%
Mar 2007 - Feb 2024
+6.31% +7.84%
Feb 1995 - Jan 2012
0.00%
0 out of 171
+2.52%
Nov 2006 - Oct 2023
+4.36% +5.76%
Feb 1995 - Jan 2012
0.00%
0 out of 171
+5.09%
Feb 2006 - Jan 2024
+6.28% +7.44%
Dec 1994 - Nov 2012
0.00%
0 out of 159
+2.89%
May 2006 - Apr 2024
+4.33% +5.42%
Feb 1995 - Jan 2013
0.00%
0 out of 159
+5.50%
Oct 2004 - Sep 2023
+6.17% +6.96%
Mar 1995 - Feb 2014
0.00%
0 out of 147
+3.24%
Oct 2004 - Sep 2023
+4.19% +5.03%
Aug 2001 - Jul 2020
0.00%
0 out of 147
+5.55%
Oct 2003 - Sep 2023
+6.20% +7.21%
Feb 1995 - Jan 2015
0.00%
0 out of 135
+3.31%
Oct 2003 - Sep 2023
+4.15% +5.29%
Feb 1995 - Jan 2015
0.00%
0 out of 135
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