10-year Treasury vs Harry Browne Permanent Portfolio Comparison

Last Update: 29 February 2024

The 10-year Treasury Portfolio obtained a 4.68% compound annual return, with a 6.82% standard deviation, in the last 30 Years.

The Harry Browne Permanent Portfolio obtained a 6.47% compound annual return, with a 6.59% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Harry Browne Permanent Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 25%
Fixed Income 100% 50%
Commodities 0% 25%
30 Years Stats Return +4.68% +6.47%
Std Dev 6.82% 6.59%
Max Drawdown -23.18% -15.92%
All time Stats
(Since Jan 1871)
Return +4.52% +5.78%
Std Dev 5.45% 5.81%
Max Drawdown -23.18% -30.61%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio -2.08 +0.99 +1.36 -0.24 +1.03 +4.68 +4.52
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +6.47 +5.78
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

10-year Treasury Portfolio: an investment of 1$, since March 1994, now would be worth 3.95$, with a total return of 294.92% (4.68% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since March 1994, now would be worth 6.57$, with a total return of 556.68% (6.47% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1871, now would be worth 875.51$, with a total return of 87451.23% (4.52% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5484.57$, with a total return of 548357.07% (5.78% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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10-year Treasury Portfolio
Harry Browne Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.91% Mar 1994 Nov 1994 (9) Mar 1995 (13) 4.83
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22

Drawdown comparison chart since January 1871.

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10-year Treasury Portfolio
Harry Browne Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-30.61% Sep 1929 May 1932 (33) Jun 1933 (46) 15.96
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-15.76% Jul 1979 Feb 1980 (8) May 1980 (11) 7.54
-14.57% Jul 1980 Sep 1981 (15) Nov 1981 (17) 9.19
-14.17% Mar 1937 Mar 1938 (13) Jul 1941 (53) 5.11
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-11.68% Dec 1980 Mar 1982 (16) Aug 1982 (21) 7.51
-11.38% Feb 1980 Mar 1980 (2) Jun 1980 (5) 5.46
-11.15% Apr 1974 Sep 1974 (6) Jan 1975 (10) 5.73
-10.91% May 1969 Jun 1970 (14) Jan 1971 (21) 6.39
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-9.06% Sep 1968 Dec 1969 (16) Sep 1970 (25) 4.34
-7.99% Feb 1984 May 1984 (4) Aug 1984 (7) 4.01
-7.78% May 1958 Sep 1959 (17) Jul 1960 (27) 4.90
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.34% Apr 1971 Jul 1971 (4) Oct 1971 (7) 4.31
-7.33% May 1907 Dec 1907 (8) Jan 1911 (45) 2.89

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
-2.01%
-2.08%
+0.48%
-0.53%
2023
+3.64%
-8.81%
+11.55%
-5.68%
2022
-15.19%
-16.91%
-12.53%
-15.92%
2021
-3.33%
-5.73%
+4.21%
-4.43%
2020
+10.01%
-2.02%
+16.10%
-3.30%
2019
+8.03%
-2.59%
+16.17%
-1.10%
2018
+0.99%
-3.19%
-1.76%
-4.25%
2017
+2.55%
-1.90%
+10.97%
-0.83%
2016
+1.00%
-6.50%
+5.54%
-6.98%
2015
+1.51%
-4.25%
-3.06%
-6.73%
2014
+9.07%
-1.05%
+9.40%
-2.62%
2013
-6.09%
-7.60%
-2.08%
-6.04%
2012
+3.66%
-2.67%
+6.41%
-1.83%
2011
+15.64%
-1.29%
+11.11%
-1.85%
2010
+9.37%
-4.30%
+13.92%
-0.53%
2009
-6.59%
-6.65%
+7.85%
-6.22%
2008
+17.91%
-4.15%
+0.87%
-12.63%
2007
+10.37%
-1.85%
+12.69%
-1.20%
2006
+2.52%
-2.87%
+10.94%
-2.12%
2005
+2.64%
-3.19%
+8.91%
-1.25%
2004
+4.12%
-4.85%
+6.83%
-4.20%
2003
+5.29%
-5.68%
+13.32%
-2.34%
2002
+15.45%
-4.13%
+5.85%
-4.02%
2001
+5.40%
-5.21%
-0.52%
-4.13%
2000
+17.28%
-1.12%
+2.40%
-3.23%
1999
-7.83%
-8.11%
+5.17%
-3.54%
1998
+14.64%
-1.61%
+10.09%
-5.34%
1997
+11.97%
-2.02%
+7.19%
-2.33%
1996
-0.00%
-6.90%
+5.08%
-2.02%
1995
+25.55%
-1.23%
+18.11%
0.00%
1994
-7.19%
-9.56%
-1.37%
-3.63%
1993
+12.97%
-2.55%
+12.00%
-0.99%
1992
+7.23%
-4.02%
+3.57%
-1.77%
1991
+18.91%
-0.54%
+11.72%
-0.88%
1990
+7.70%
-4.48%
+1.11%
-4.53%
1989
+17.84%
-2.30%
+12.90%
-1.18%
1988
+6.90%
-4.60%
+4.39%
-1.50%
1987
-2.64%
-10.87%
+7.42%
-5.78%
1986
+21.35%
-3.93%
+17.64%
-1.28%
1985
+29.85%
-3.33%
+20.47%
-2.05%
1984
+14.87%
-7.99%
+2.22%
-3.58%
1983
+2.30%
-6.29%
+3.46%
-2.83%
1982
+39.57%
-2.66%
+23.27%
-5.51%
1981
+5.28%
-7.42%
-5.34%
-9.88%
1980
-1.29%
-11.52%
+13.65%
-11.38%
1979
+1.83%
-8.62%
+39.77%
-4.50%
1978
-0.74%
-2.31%
+12.78%
-5.31%
1977
+0.53%
-3.55%
+6.43%
-2.00%
1976
+15.29%
-1.33%
+11.22%
-2.75%
1975
+5.52%
-4.42%
+6.98%
-7.00%
1974
+4.05%
-3.79%
+12.43%
-11.15%
1973
+3.29%
-3.40%
+15.65%
-6.85%
1972
+2.35%
-2.01%
+18.84%
-1.56%
1971
+11.24%
-7.34%
+12.86%
-1.09%
1970
+18.93%
-5.54%
+7.89%
-4.68%
1969
-5.63%
-7.29%
-6.38%
-8.20%
1968
+6.26%
-3.63%
+9.27%
-1.10%
1967
-3.08%
-5.97%
+6.11%
-1.37%
1966
+5.46%
-3.03%
-0.04%
-3.86%
1965
+0.72%
-1.64%
+4.59%
-0.95%
1964
+3.65%
-0.06%
+6.00%
-0.25%
1963
+1.64%
-0.38%
+6.05%
-0.74%
1962
+5.83%
-0.48%
-0.23%
-4.93%
1961
+2.10%
-1.70%
+6.50%
-1.00%
1960
+11.66%
-0.41%
+5.64%
-1.14%
1959
-1.12%
-3.37%
+2.72%
-1.85%
1958
-2.10%
-5.86%
+9.97%
-0.31%
1957
+5.92%
-3.36%
+0.57%
-2.86%
1956
-2.68%
-3.65%
+1.35%
-2.43%
1955
-1.13%
-2.16%
+6.24%
-0.67%
1954
+3.13%
-0.84%
+14.12%
-0.94%
1953
+2.19%
-3.70%
-0.87%
-4.16%
1952
+1.89%
-1.78%
+3.37%
-1.26%
1951
-0.56%
-2.77%
+4.37%
-1.85%
1950
-1.39%
-1.65%
+7.47%
-1.53%
1949
+4.92%
-0.12%
+6.13%
-1.15%
1948
+2.72%
-0.72%
+1.16%
-2.70%
1947
-1.38%
-2.99%
+3.61%
-1.52%
1946
+0.36%
-1.88%
-0.66%
-5.77%
1945
+5.77%
-0.94%
+12.40%
-0.87%
1944
+2.27%
0.00%
+5.95%
-0.36%
1943
+1.98%
-0.10%
+8.33%
-2.35%
1942
+1.78%
-0.45%
+5.04%
-3.00%
1941
+2.73%
-1.73%
-1.49%
-3.80%
1940
+6.10%
-1.80%
-0.01%
-6.09%
1939
+4.02%
-4.74%
+1.75%
-3.29%
1938
+4.38%
-0.49%
+8.45%
-6.59%
1937
+1.27%
-2.41%
-8.65%
-10.20%
1936
+5.37%
-0.04%
+10.39%
-1.85%
1935
+4.30%
-1.07%
+12.79%
-1.85%
1934
+7.94%
-1.90%
+5.72%
-3.27%
1933
+1.81%
-2.00%
+28.60%
-5.74%
1932
+8.90%
-2.36%
+2.17%
-10.03%
1931
-2.56%
-4.95%
-12.64%
-16.23%
1930
+4.57%
-0.39%
-4.39%
-9.07%
1929
+4.44%
-1.50%
-0.83%
-9.26%
1928
+0.97%
-1.23%
+10.25%
-1.14%
1927
+6.82%
0.00%
+11.58%
-1.05%
1926
+5.82%
0.00%
+5.78%
-1.79%
1925
+5.31%
-0.17%
+8.98%
-1.51%
1924
+7.49%
-0.16%
+10.18%
-0.44%
1923
+4.19%
-0.04%
+3.65%
-2.70%
1922
+5.64%
-0.73%
+9.97%
-1.17%
1921
+13.13%
0.00%
+8.74%
-1.62%
1920
+1.43%
-3.24%
-1.56%
-2.72%
1919
+2.57%
-0.68%
+6.55%
-2.10%
1918
+4.60%
-1.27%
+7.63%
-0.71%
1917
-2.28%
-4.06%
-4.88%
-4.88%
1916
+3.78%
-0.86%
+4.56%
-0.66%
1915
+4.51%
-0.88%
+10.27%
-0.48%
1914
+1.79%
-0.80%
+1.02%
-3.96%
1913
+1.68%
-2.83%
+0.91%
-1.08%
1912
+4.01%
-0.15%
+3.57%
-0.83%
1911
+1.86%
-1.26%
+2.86%
-2.33%
1910
+2.84%
-0.36%
+0.96%
-1.93%
1909
-0.85%
-2.48%
+5.56%
-0.47%
1908
+5.53%
-0.75%
+13.65%
-0.55%
1907
-6.38%
-7.33%
-5.24%
-5.97%
1906
+3.21%
-1.01%
+1.58%
-1.96%
1905
+2.69%
-2.49%
+6.99%
-1.27%
1904
+0.53%
-0.68%
+10.35%
-0.56%
1903
+2.04%
-1.21%
-2.87%
-5.48%
1902
-0.08%
-4.81%
+3.72%
-1.71%
1901
+4.10%
-0.79%
+6.40%
-2.12%
1900
+6.14%
-1.37%
+7.28%
-1.02%
1899
+7.64%
-0.37%
+2.46%
-1.66%
1898
+2.65%
-6.31%
+9.71%
-2.16%
1897
+11.31%
-0.69%
+7.76%
-0.96%
1896
+2.95%
-4.43%
+3.16%
-3.48%
1895
+7.80%
-4.07%
+2.81%
-2.88%
1894
+4.33%
-0.91%
+3.47%
-0.91%
1893
+3.79%
-2.27%
-2.22%
-6.13%
1892
+0.66%
-1.54%
+3.62%
-0.58%
1891
-0.82%
-3.77%
+6.97%
-1.39%
1890
-0.41%
-2.94%
-0.21%
-2.89%
1889
+2.36%
-0.75%
+4.74%
-0.41%
1888
+5.24%
-1.11%
+3.54%
-0.99%
1887
+0.62%
-2.47%
+1.07%
-2.41%
1886
+7.20%
-0.14%
+5.01%
-0.83%
1885
+4.15%
-0.70%
+10.08%
-0.41%
1884
+2.46%
-2.98%
-0.61%
-3.78%
1883
+6.44%
-0.71%
+0.77%
-1.33%
1882
+5.46%
-0.63%
+3.35%
-1.31%
1881
+8.87%
-1.40%
+2.94%
-1.91%
1880
+12.45%
-0.82%
+9.92%
-1.87%
1879
+7.32%
-0.63%
+14.82%
-0.23%
1878
+2.37%
-1.30%
+6.08%
-0.22%
1877
-2.01%
-3.27%
+1.31%
-4.59%
1876
-2.30%
-4.98%
-1.26%
-2.91%
1875
+4.92%
-3.56%
+6.22%
-0.40%
1874
+6.58%
-3.03%
+5.61%
-0.80%
1873
+5.59%
-5.41%
+1.85%
-4.51%
1872
+6.04%
-2.60%
+6.24%
-0.91%
1871
+10.11%
-1.22%
+6.83%
-1.19%