Last Update: 31 March 2024
The All Country World Stocks Portfolio obtained a 6.72% compound annual return, with a 15.61% standard deviation, in the last 30 Years.
The Simplified Permanent Portfolio obtained a 7.06% compound annual return, with a 6.88% standard deviation, in the last 30 Years.
Summary
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| All Country World Stocks Portfolio | Simplified Permanent Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 100% | 25% |
| Fixed Income | 0% | 50% | |
| Commodities | 0% | 25% | |
| 30 Years Stats | Return | +6.72% | +7.06% |
| Std Dev | 15.61% | 6.88% | |
| Max Drawdown | -57.06% | -16.43% | |
| All time Stats (Since Jan 1970) |
Return | +8.58% | +8.93% |
| Std Dev | 15.86% | 8.02% | |
| Max Drawdown | -57.06% | -16.43% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1970
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| All Country World Stocks Portfolio | +3.19 | +19.99 | +22.75 | +10.95 | +8.76 | +6.72 | +8.58 |
| Simplified Permanent Portfolio | +3.26 | +13.23 | +9.28 | +6.15 | +5.12 | +7.06 | +8.93 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
All Country World Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 7.05$, with a total return of 604.58%
(6.72% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).
All Country World Stocks Portfolio: an investment of 1$, since January 1970,
now would be worth 86.82$, with a total return of 8582.34%
(8.58% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1970, now would be worth 103.70$, with a total return of 10269.82% (8.93% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1970, now would be worth 103.70$, with a total return of 10269.82% (8.93% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
All Country World Stocks Portfolio
|
Simplified Permanent Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -57.06% | Nov 2007 | Feb 2009 (16) | Oct 2013 (72) | 26.60 | |||||
| -48.44% | Apr 2000 | Sep 2002 (30) | Oct 2006 (79) | 26.77 | |||||
| -25.52% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 12.79 | |||||
| -22.15% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 10.05 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -14.59% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 7.20 | |||||
| -14.45% | Feb 2018 | Dec 2018 (11) | Oct 2019 (21) | 5.44 | |||||
| -13.76% | Jun 2015 | Feb 2016 (9) | Dec 2016 (19) | 6.43 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -8.28% | Aug 1997 | Oct 1997 (3) | Feb 1998 (7) | 5.31 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.65% | Sep 1994 | Jan 1995 (5) | Apr 1995 (8) | 3.81 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.50% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 3.81 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.09% | Feb 1999 | Aug 1999 (7) | Oct 1999 (9) | 3.00 | |||||
| -4.91% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.86 | |||||
| -4.79% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.04 | |||||
| -4.73% | Sep 2014 | Jan 2015 (5) | Feb 2015 (6) | 2.70 | |||||
| -4.63% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.40 | |||||
Drawdown comparison chart since January 1970.
Swipe left to see all data
|
All Country World Stocks Portfolio
|
Simplified Permanent Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -57.06% | Nov 2007 | Feb 2009 (16) | Oct 2013 (72) | 26.60 | |||||
| -48.44% | Apr 2000 | Sep 2002 (30) | Oct 2006 (79) | 26.77 | |||||
| -42.30% | Jan 1973 | Sep 1974 (21) | Dec 1977 (60) | 15.57 | |||||
| -26.12% | Sep 1987 | Nov 1987 (3) | Apr 1989 (20) | 12.48 | |||||
| -25.52% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 12.79 | |||||
| -25.28% | Jan 1990 | Sep 1990 (9) | May 1993 (41) | 11.61 | |||||
| -22.50% | Jan 1970 | Jun 1970 (6) | Jan 1971 (13) | 11.42 | |||||
| -22.15% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 10.05 | |||||
| -21.07% | Dec 1980 | Jul 1982 (20) | Nov 1982 (24) | 10.08 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -14.59% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 7.20 | |||||
| -14.45% | Feb 2018 | Dec 2018 (11) | Oct 2019 (21) | 5.44 | |||||
| -14.34% | Dec 1980 | Sep 1981 (10) | Aug 1982 (21) | 8.76 | |||||
| -13.76% | Jun 2015 | Feb 2016 (9) | Dec 2016 (19) | 6.43 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -13.17% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 6.15 | |||||
| -11.37% | Apr 1974 | Sep 1974 (6) | Jan 1975 (10) | 5.96 | |||||
| -10.22% | Mar 1980 | Mar 1980 (1) | Jun 1980 (4) | 5.51 | |||||
| -8.28% | Aug 1997 | Oct 1997 (3) | Feb 1998 (7) | 5.31 | |||||
| -7.68% | Jul 1975 | Sep 1975 (3) | Feb 1976 (8) | 3.55 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+7.82%
|
0.00% |
+3.65%
|
-0.04% |
| 2023 |
+22.02%
|
-9.69% |
+11.51%
|
-5.16% |
| 2022 |
-18.01%
|
-25.52% |
-12.67%
|
-16.43% |
| 2021 |
+18.27%
|
-4.10% |
+3.72%
|
-3.81% |
| 2020 |
+16.61%
|
-22.15% |
+16.46%
|
-3.11% |
| 2019 |
+26.82%
|
-5.97% |
+16.15%
|
-0.99% |
| 2018 |
-9.76%
|
-14.45% |
-1.29%
|
-3.68% |
| 2017 |
+24.49%
|
0.00% |
+9.78%
|
-0.96% |
| 2016 |
+8.51%
|
-6.91% |
+5.72%
|
-6.23% |
| 2015 |
-1.86%
|
-11.65% |
-1.82%
|
-5.27% |
| 2014 |
+3.67%
|
-4.44% |
+7.12%
|
-2.59% |
| 2013 |
+22.95%
|
-3.20% |
-1.76%
|
-6.69% |
| 2012 |
+17.12%
|
-10.01% |
+7.59%
|
-1.89% |
| 2011 |
-7.50%
|
-21.87% |
+10.45%
|
-3.69% |
| 2010 |
+13.08%
|
-12.80% |
+16.36%
|
-0.02% |
| 2009 |
+32.65%
|
-19.35% |
+9.94%
|
-4.96% |
| 2008 |
-43.54%
|
-45.43% |
+0.94%
|
-13.28% |
| 2007 |
+9.64%
|
-5.70% |
+14.14%
|
-1.50% |
| 2006 |
+18.78%
|
-4.43% |
+10.82%
|
-2.47% |
| 2005 |
+8.83%
|
-4.80% |
+7.34%
|
-1.60% |
| 2004 |
+13.30%
|
-4.26% |
+6.42%
|
-4.79% |
| 2003 |
+31.62%
|
-5.55% |
+15.31%
|
-2.22% |
| 2002 |
-20.51%
|
-26.35% |
+9.00%
|
-2.60% |
| 2001 |
-17.26%
|
-26.01% |
+0.15%
|
-3.21% |
| 2000 |
-15.08%
|
-17.07% |
+4.63%
|
-2.98% |
| 1999 |
+25.00%
|
-3.66% |
+2.25%
|
-5.09% |
| 1998 |
+19.93%
|
-14.59% |
+12.93%
|
-4.63% |
| 1997 |
+12.93%
|
-8.28% |
+8.38%
|
-2.87% |
| 1996 |
+10.93%
|
-3.91% |
+4.09%
|
-3.64% |
| 1995 |
+16.90%
|
-2.36% |
+21.97%
|
0.00% |
| 1994 |
+2.85%
|
-6.20% |
-4.18%
|
-5.67% |
| 1993 |
+22.12%
|
-5.37% |
+13.56%
|
-1.61% |
| 1992 |
-6.70%
|
-8.71% |
+4.46%
|
-3.11% |
| 1991 |
+16.92%
|
-6.55% |
+15.41%
|
-1.06% |
| 1990 |
-18.63%
|
-25.28% |
+1.55%
|
-5.66% |
| 1989 |
+15.15%
|
-4.07% |
+15.24%
|
-1.52% |
| 1988 |
+21.20%
|
-6.38% |
+3.97%
|
-2.03% |
| 1987 |
+16.65%
|
-26.12% |
+5.46%
|
-5.83% |
| 1986 |
+42.65%
|
-5.84% |
+19.06%
|
-1.00% |
| 1985 |
+41.65%
|
-2.26% |
+24.24%
|
-2.66% |
| 1984 |
+5.68%
|
-7.06% |
+3.14%
|
-5.27% |
| 1983 |
+23.14%
|
-3.10% |
+2.74%
|
-3.74% |
| 1982 |
+11.14%
|
-15.33% |
+28.65%
|
-5.77% |
| 1981 |
-3.39%
|
-11.40% |
-6.55%
|
-13.29% |
| 1980 |
+27.59%
|
-10.22% |
+11.44%
|
-13.17% |
| 1979 |
+12.57%
|
-7.36% |
+38.61%
|
-5.94% |
| 1978 |
+18.11%
|
-7.38% |
+11.00%
|
-5.48% |
| 1977 |
+1.91%
|
-5.11% |
+5.09%
|
-3.12% |
| 1976 |
+14.60%
|
-3.44% |
+13.24%
|
-2.32% |
| 1975 |
+34.35%
|
-12.40% |
+6.02%
|
-7.68% |
| 1974 |
-24.56%
|
-32.45% |
+11.61%
|
-11.37% |
| 1973 |
-14.59%
|
-15.92% |
+15.34%
|
-6.38% |
| 1972 |
+23.43%
|
-1.54% |
+17.84%
|
-2.23% |
| 1971 |
+19.46%
|
-6.12% |
+14.20%
|
-2.36% |
| 1970 |
-2.07%
|
-22.50% |
+12.20%
|
-5.73% |
