All Country World 80/20 vs Simplified Permanent Portfolio Comparison

Last Update: 31 May 2023

The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.

The Simplified Permanent Portfolio obtained a 6.79% compound annual return, with a 6.79% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
All Country World 80/20 Portfolio Simplified Permanent Portfolio
Risk Very High Medium
Asset Allocation Stocks 80% 25%
Fixed Income 20% 50%
Commodities 0% 25%
30 Years Stats Return +6.32% +6.79%
Std Dev 12.69% 6.79%
Max Drawdown -47.32% -16.43%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World 80/20 Portfolio -1.11 +2.37 +0.29 +5.56 +6.85 +6.32 +8.16
Simplified Permanent Portfolio -0.94 +4.28 +0.81 +5.16 +4.49 +6.79 +7.77
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).

Simplified Permanent Portfolio: an investment of 1000$, since June 1993, now would be worth 7182.72$, with a total return of 618.27% (6.79% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).

Simplified Permanent Portfolio: an investment of 1000$, since January 1985, now would be worth 17708.02$, with a total return of 1670.80% (7.77% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

Swipe left to see all data
All Country World 80/20 Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-16.43% Jan 2022 Sep 2022
-13.28% Mar 2008 Oct 2008
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-6.69% Apr 2013 Jun 2013
-6.57% Aug 1997 Oct 1997
-6.23% Aug 2016 Dec 2016
-5.88% Feb 1994 Mar 1994
-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
-4.62% May 2019 May 2019
-4.51% Jan 2000 Jan 2000

Drawdown comparison chart since January 1985.

Swipe left to see all data
All Country World 80/20 Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-17.97% Jan 2020 Mar 2020
-16.43% Jan 2022 Sep 2022
-13.28% Mar 2008 Oct 2008
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-6.69% Apr 2013 Jun 2013
-6.64% Jan 1992 Mar 1992
-6.57% Aug 1997 Oct 1997
-6.23% Aug 2016 Dec 2016
-5.88% Feb 1994 Mar 1994
-5.83% Aug 1987 Nov 1987
-5.67% Feb 1994 Jun 1994
-5.66% Jan 1990 Apr 1990
-5.27% Feb 2015 Dec 2015

Yearly Returns

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

Swipe left to see all data
Year All Country World 80/20 Portfolio Simplified Permanent Portfolio
2023
 +6.47% +5.70%
2022
 -17.17% -12.67%
2021
 +14.21% +3.72%
2020
 +14.55% +16.46%
2019
 +23.35% +16.15%
2018
 -7.79% -1.29%
2017
 +20.43% +9.78%
2016
 +7.66% +5.72%
2015
 -1.32% -1.82%
2014
 +4.31% +7.12%
2013
 +17.86% -1.76%
2012
 +15.19% +7.59%
2011
 -4.38% +10.45%
2010
 +12.00% +16.36%
2009
 +28.02% +9.94%
2008
 -34.37% +0.94%
2007
 +8.92% +14.14%
2006
 +15.95% +10.82%
2005
 +8.00% +7.34%
2004
 +11.86% +6.42%
2003
 +26.95% +15.31%
2002
 -14.55% +9.00%
2001
 -11.36% +0.15%
2000
 -9.84% +4.63%
1999
 +20.74% +2.25%
1998
 +17.65% +12.93%
1997
 +11.46% +8.38%
1996
 +10.54% +4.09%
1995
 +17.60% +21.97%
1994
 +1.26% -4.18%
1993
 +20.51% +13.56%
1992
 -3.52% +4.46%
1991
 +17.30% +15.41%
1990
 -13.44% +1.55%
1989
 +14.69% +15.24%
1988
 +18.54% +3.97%
1987
 +13.56% +5.46%
1986
 +37.13% +19.06%
1985
 +37.92% +24.24%