Harry Browne Permanent vs Gyroscopic Investing Desert Portfolio Comparison

Last Update: 29 February 2024

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

The Gyroscopic Investing Desert Portfolio obtained a 6.60% compound annual return, with a 5.50% standard deviation, in the last 30 Years.

Summary

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Harry Browne Permanent Portfolio Gyroscopic Investing Desert Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
30 Years Stats Return +6.47% +6.60%
Std Dev 6.59% 5.50%
Max Drawdown -15.92% -14.72%
All time Stats
(Since Jan 1871)
Return +5.78% +6.18%
Std Dev 5.81% 5.98%
Max Drawdown -30.61% -33.15%
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
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +6.47 +5.78
Gyroscopic Investing Desert Portfolio +0.82 +5.92 +11.74 +5.56 +4.76 +6.60 +6.18
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

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).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since March 1994, now would be worth 6.81$, with a total return of 581.21% (6.60% 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).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1871, now would be worth 9715.79$, with a total return of 971479.17% (6.18% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Harry Browne Permanent Portfolio
Gyroscopic Investing Desert Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-4.20% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.55
-4.02% Jun 2002 Jul 2002 (2) Dec 2002 (7) 2.00
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.63% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.20
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.54% May 1999 Aug 1999 (4) Oct 1999 (6) 2.13
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84

Drawdown comparison chart since January 1871.

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Harry Browne Permanent Portfolio
Gyroscopic Investing Desert Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-33.15% Sep 1929 May 1932 (33) Aug 1933 (48) 16.75
-30.61% Sep 1929 May 1932 (33) Jun 1933 (46) 15.96
-16.03% Mar 1937 Mar 1938 (13) Dec 1939 (34) 6.50
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-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
-11.08% May 1969 May 1970 (13) Nov 1970 (19) 6.21
-10.91% May 1969 Jun 1970 (14) Jan 1971 (21) 6.39
-10.61% Mar 1974 Sep 1974 (7) Jan 1975 (11) 5.76
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-9.99% Feb 1980 Mar 1980 (2) May 1980 (4) 5.03
-9.36% Aug 1895 Aug 1896 (13) Mar 1897 (20) 4.33
-8.60% Oct 1906 Nov 1907 (14) May 1908 (20) 4.30
-8.49% Sep 1987 Nov 1987 (3) Oct 1988 (14) 3.82
-8.38% Feb 1893 Jul 1893 (6) Aug 1894 (19) 3.84
-8.12% Apr 1940 May 1940 (2) Jun 1941 (15) 2.87

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
+0.48%
-0.53%
+1.20%
0.00%
2023
+11.55%
-5.68%
+11.64%
-4.01%
2022
-12.53%
-15.92%
-11.64%
-14.72%
2021
+4.21%
-4.43%
+5.76%
-2.29%
2020
+16.10%
-3.30%
+12.96%
-3.56%
2019
+16.17%
-1.10%
+14.41%
-0.95%
2018
-1.76%
-4.25%
-0.94%
-2.77%
2017
+10.97%
-0.83%
+8.38%
-0.12%
2016
+5.54%
-6.98%
+5.39%
-2.63%
2015
-3.06%
-6.73%
+0.02%
-2.57%
2014
+9.40%
-2.62%
+5.45%
-1.59%
2013
-2.08%
-6.04%
+6.10%
-2.64%
2012
+6.41%
-1.83%
+6.70%
-2.16%
2011
+11.11%
-1.85%
+6.23%
-3.24%
2010
+13.92%
-0.53%
+11.95%
-1.56%
2009
+7.85%
-6.22%
+10.05%
-5.76%
2008
+0.87%
-12.63%
-2.92%
-8.78%
2007
+12.69%
-1.20%
+10.64%
-0.86%
2006
+10.94%
-2.12%
+8.85%
-1.61%
2005
+8.91%
-1.25%
+5.06%
-1.48%
2004
+6.83%
-4.20%
+6.34%
-3.44%
2003
+13.32%
-2.34%
+12.64%
-1.46%
2002
+5.85%
-4.02%
+4.90%
-2.20%
2001
-0.52%
-4.13%
+1.31%
-3.94%
2000
+2.40%
-3.23%
+4.70%
-2.78%
1999
+5.17%
-3.54%
+5.12%
-2.91%
1998
+10.09%
-5.34%
+13.26%
-4.42%
1997
+7.19%
-2.33%
+12.53%
-2.44%
1996
+5.08%
-2.02%
+6.98%
-2.04%
1995
+18.11%
0.00%
+23.10%
0.00%
1994
-1.37%
-3.63%
-2.86%
-5.63%
1993
+12.00%
-0.99%
+11.81%
-1.14%
1992
+3.57%
-1.77%
+6.83%
-2.19%
1991
+11.72%
-0.88%
+18.44%
-1.44%
1990
+1.11%
-4.53%
+3.54%
-3.71%
1989
+12.90%
-1.18%
+16.86%
-1.08%
1988
+4.39%
-1.50%
+6.82%
-1.71%
1987
+7.42%
-5.78%
+4.17%
-8.49%
1986
+17.64%
-1.28%
+15.33%
-2.55%
1985
+20.47%
-2.05%
+23.33%
-1.21%
1984
+2.22%
-3.58%
+7.73%
-4.82%
1983
+3.46%
-2.83%
+8.30%
-2.24%
1982
+23.27%
-5.51%
+26.32%
-3.26%
1981
-5.34%
-9.88%
+1.14%
-7.38%
1980
+13.65%
-11.38%
+13.20%
-9.99%
1979
+39.77%
-4.50%
+23.14%
-5.87%
1978
+12.78%
-5.31%
+6.93%
-4.01%
1977
+6.43%
-2.00%
+1.88%
-2.73%
1976
+11.22%
-2.75%
+15.78%
-1.19%
1975
+6.98%
-7.00%
+13.28%
-5.90%
1974
+12.43%
-11.15%
+1.69%
-10.61%
1973
+15.65%
-6.85%
+4.52%
-2.49%
1972
+18.84%
-1.56%
+11.82%
-0.45%
1971
+12.86%
-1.09%
+12.65%
-4.66%
1970
+7.89%
-4.68%
+12.37%
-7.35%
1969
-6.38%
-8.20%
-5.97%
-8.03%
1968
+9.27%
-1.10%
+7.55%
-2.19%
1967
+6.11%
-1.37%
+7.92%
-2.06%
1966
-0.04%
-3.86%
+0.34%
-5.94%
1965
+4.59%
-0.95%
+4.73%
-1.03%
1964
+6.00%
-0.25%
+7.24%
-0.32%
1963
+6.05%
-0.74%
+7.30%
-1.00%
1962
-0.23%
-4.93%
+0.50%
-6.18%
1961
+6.50%
-1.00%
+8.58%
-1.52%
1960
+5.64%
-1.14%
+8.43%
-1.54%
1959
+2.72%
-1.85%
+2.81%
-2.68%
1958
+9.97%
-0.31%
+11.74%
-0.94%
1957
+0.57%
-2.86%
+2.18%
-3.74%
1956
+1.35%
-2.43%
+1.63%
-3.23%
1955
+6.24%
-0.67%
+7.22%
-0.52%
1954
+14.12%
-0.94%
+16.77%
-1.29%
1953
-0.87%
-4.16%
+1.55%
-4.32%
1952
+3.37%
-1.26%
+5.05%
-1.76%
1951
+4.37%
-1.85%
+6.18%
-2.19%
1950
+7.47%
-1.53%
+8.93%
-1.90%
1949
+6.13%
-1.15%
+8.23%
-1.05%
1948
+1.16%
-2.70%
+2.04%
-3.26%
1947
+3.61%
-1.52%
+2.08%
-1.75%
1946
-0.66%
-5.77%
-1.19%
-7.09%
1945
+12.40%
-0.87%
+14.80%
-0.95%
1944
+5.95%
-0.36%
+7.66%
-0.40%
1943
+8.33%
-2.35%
+10.14%
-2.72%
1942
+5.04%
-3.00%
+5.79%
-3.76%
1941
-1.49%
-3.80%
-1.40%
-4.91%
1940
-0.01%
-6.09%
+0.28%
-8.12%
1939
+1.75%
-3.29%
+2.55%
-3.58%
1938
+8.45%
-6.59%
+11.07%
-7.87%
1937
-8.65%
-10.20%
-9.33%
-11.51%
1936
+10.39%
-1.85%
+12.80%
-2.18%
1935
+12.79%
-1.85%
+16.19%
-1.56%
1934
+5.72%
-3.27%
+5.87%
-3.60%
1933
+28.60%
-5.74%
+24.58%
-6.82%
1932
+2.17%
-10.03%
+4.75%
-11.02%
1931
-12.64%
-16.23%
-14.48%
-18.82%
1930
-4.39%
-9.07%
-3.87%
-9.84%
1929
-0.83%
-9.26%
-0.87%
-10.20%
1928
+10.25%
-1.14%
+11.04%
-1.69%
1927
+11.58%
-1.05%
+13.17%
-1.35%
1926
+5.78%
-1.79%
+6.25%
-2.21%
1925
+8.98%
-1.51%
+9.62%
-1.97%
1924
+10.18%
-0.44%
+12.81%
-0.53%
1923
+3.65%
-2.70%
+3.83%
-3.40%
1922
+9.97%
-1.17%
+12.02%
-1.47%
1921
+8.74%
-1.62%
+10.91%
-2.31%
1920
-1.56%
-2.72%
-4.08%
-4.57%
1919
+6.55%
-2.10%
+7.21%
-2.63%
1918
+7.63%
-0.71%
+8.21%
-0.86%
1917
-4.88%
-4.88%
-6.61%
-6.61%
1916
+4.56%
-0.66%
+4.61%
-0.73%
1915
+10.27%
-0.48%
+13.09%
-0.63%
1914
+1.02%
-3.96%
+2.24%
-4.37%
1913
+0.91%
-1.08%
+0.88%
-1.69%
1912
+3.57%
-0.83%
+3.08%
-1.23%
1911
+2.86%
-2.33%
+3.48%
-2.91%
1910
+0.96%
-1.93%
+1.46%
-2.32%
1909
+5.56%
-0.47%
+5.68%
-0.54%
1908
+13.65%
-0.55%
+18.68%
-0.40%
1907
-5.24%
-5.97%
-7.48%
-7.79%
1906
+1.58%
-1.96%
+0.61%
-3.23%
1905
+6.99%
-1.27%
+6.76%
-1.92%
1904
+10.35%
-0.56%
+13.11%
-0.82%
1903
-2.87%
-5.48%
-3.84%
-6.90%
1902
+3.72%
-1.71%
+3.02%
-2.49%
1901
+6.40%
-2.12%
+6.91%
-2.80%
1900
+7.28%
-1.02%
+8.52%
-1.39%
1899
+2.46%
-1.66%
+0.85%
-2.91%
1898
+9.71%
-2.16%
+11.56%
-4.68%
1897
+7.76%
-0.96%
+9.58%
-0.87%
1896
+3.16%
-3.48%
+3.39%
-5.61%
1895
+2.81%
-2.88%
+1.49%
-4.85%
1894
+3.47%
-0.91%
+4.71%
-1.07%
1893
-2.22%
-6.13%
-2.82%
-8.38%
1892
+3.62%
-0.58%
+3.08%
-1.03%
1891
+6.97%
-1.39%
+8.89%
-2.54%
1890
-0.21%
-2.89%
-1.12%
-4.05%
1889
+4.74%
-0.41%
+3.60%
-0.90%
1888
+3.54%
-0.99%
+4.28%
-1.64%
1887
+1.07%
-2.41%
+0.66%
-3.68%
1886
+5.01%
-0.83%
+4.03%
-1.72%
1885
+10.08%
-0.41%
+12.18%
-0.80%
1884
-0.61%
-3.78%
-1.36%
-5.75%
1883
+0.77%
-1.33%
+0.92%
-1.92%
1882
+3.35%
-1.31%
+2.90%
-2.02%
1881
+2.94%
-1.91%
+2.14%
-3.73%
1880
+9.92%
-1.87%
+11.10%
-2.45%
1879
+14.82%
-0.23%
+16.53%
-0.59%
1878
+6.08%
-0.22%
+8.46%
-0.14%
1877
+1.31%
-4.59%
+1.37%
-4.98%
1876
-1.26%
-2.91%
-0.48%
-4.25%
1875
+6.22%
-0.40%
+5.68%
-1.78%
1874
+5.61%
-0.80%
+9.77%
-1.41%
1873
+1.85%
-4.51%
+1.59%
-7.83%
1872
+6.24%
-0.91%
+4.67%
-2.79%
1871
+6.83%
-1.19%
+6.19%
-1.95%