All Country World Bonds vs Simplified Permanent Portfolio Comparison

Last Update: 29 February 2024

The All Country World Bonds Portfolio obtained a 5.18% compound annual return, with a 4.62% standard deviation, in the last 30 Years.

The Simplified Permanent Portfolio obtained a 6.85% compound annual return, with a 6.88% standard deviation, in the last 30 Years.

Summary

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All Country World Bonds Portfolio Simplified Permanent Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 25%
Fixed Income 100% 50%
Commodities 0% 25%
30 Years Stats Return +5.18% +6.85%
Std Dev 4.62% 6.88%
Max Drawdown -17.60% -16.43%
All time Stats
(Since Jan 1985)
Return +6.64% +7.77%
Std Dev 4.91% 6.79%
Max Drawdown -17.60% -16.43%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Bonds Portfolio -0.76 +3.29 +5.40 +0.47 +1.80 +5.18 +6.64
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.85 +7.77
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World Bonds Portfolio: an investment of 1$, since March 1994, now would be worth 4.55$, with a total return of 355.16% (5.18% annualized).

Simplified Permanent Portfolio: an investment of 1$, since March 1994, now would be worth 7.30$, with a total return of 630.07% (6.85% annualized).

All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.41$, with a total return of 1141.31% (6.64% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 18.75$, with a total return of 1775.00% (7.77% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World Bonds Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (38) 10.57
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-4.63% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.40
-4.58% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.10
-3.97% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.72
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.81% Jan 2021 Mar 2021 (3) May 2021 (5) 2.20
-3.73% Dec 1996 Mar 1997 (4) May 1997 (6) 1.90
-3.69% Sep 2011 Sep 2011 (1) Nov 2011 (3) 1.87
-3.68% Feb 2018 Oct 2018 (9) Jan 2019 (12) 2.08
-3.64% Feb 1996 Jul 1996 (6) Oct 1996 (9) 2.20
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91

Drawdown comparison chart since January 1985.

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All Country World Bonds Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.60% Jan 2021 Oct 2022 (22) In progress (38) 10.57
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-6.85% Feb 1994 Jun 1994 (5) May 1995 (16) 4.92
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.83% Aug 1987 Nov 1987 (4) Oct 1988 (15) 2.68
-5.71% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.06
-5.67% Feb 1994 Jun 1994 (5) Mar 1995 (14) 4.01
-5.66% Jan 1990 Apr 1990 (4) Dec 1990 (12) 2.70
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-4.63% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.40
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.81% Jan 2021 Mar 2021 (3) May 2021 (5) 2.20
-3.73% Dec 1996 Mar 1997 (4) May 1997 (6) 1.90
-3.69% Sep 2011 Sep 2011 (1) Nov 2011 (3) 1.87

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
-1.22%
-1.22%
+0.37%
-0.04%
2023
+7.31%
-4.10%
+11.51%
-5.16%
2022
-13.82%
-15.86%
-12.67%
-16.43%
2021
-2.06%
-3.44%
+3.72%
-3.81%
2020
+6.30%
-3.92%
+16.46%
-3.11%
2019
+9.49%
-0.86%
+16.15%
-0.99%
2018
+0.10%
-1.92%
-1.29%
-3.68%
2017
+4.16%
-0.40%
+9.78%
-0.96%
2016
+4.27%
-3.54%
+5.72%
-6.23%
2015
+0.85%
-2.23%
-1.82%
-5.27%
2014
+6.88%
-0.66%
+7.12%
-2.59%
2013
-2.50%
-5.16%
-1.76%
-6.69%
2012
+7.45%
-0.22%
+7.59%
-1.89%
2011
+8.12%
-0.42%
+10.45%
-3.69%
2010
+7.71%
-2.17%
+16.36%
-0.02%
2009
+9.48%
-3.00%
+9.94%
-4.96%
2008
+2.29%
-8.82%
+0.94%
-13.28%
2007
+6.05%
-1.42%
+14.14%
-1.50%
2006
+4.63%
-1.46%
+10.82%
-2.47%
2005
+4.71%
-1.32%
+7.34%
-1.60%
2004
+6.09%
-3.02%
+6.42%
-4.79%
2003
+8.25%
-3.22%
+15.31%
-2.22%
2002
+9.30%
-1.07%
+9.00%
-2.60%
2001
+12.23%
-0.35%
+0.15%
-3.21%
2000
+11.10%
-0.72%
+4.63%
-2.98%
1999
+3.71%
-2.69%
+2.25%
-5.09%
1998
+8.51%
-2.13%
+12.93%
-4.63%
1997
+5.56%
-2.07%
+8.38%
-2.87%
1996
+8.94%
-2.00%
+4.09%
-3.64%
1995
+20.40%
-0.22%
+21.97%
0.00%
1994
-5.13%
-6.85%
-4.18%
-5.67%
1993
+14.09%
-0.38%
+13.56%
-1.61%
1992
+9.20%
-1.73%
+4.46%
-3.11%
1991
+18.81%
-0.40%
+15.41%
-1.06%
1990
+7.31%
-2.97%
+1.55%
-5.66%
1989
+12.84%
-1.53%
+15.24%
-1.52%
1988
+7.90%
-2.11%
+3.97%
-2.03%
1987
+1.20%
-5.71%
+5.46%
-5.83%
1986
+15.08%
-2.62%
+19.06%
-1.00%
1985
+22.99%
-2.83%
+24.24%
-2.66%