Harry Browne Permanent vs Simplified Permanent 2x Leveraged Portfolio Comparison

Last Update: 29 February 2024

The Harry Browne Permanent Portfolio obtained a 4.86% compound annual return, with a 7.25% standard deviation, in the last 10 Years.

The Simplified Permanent 2x Leveraged Portfolio obtained a 5.86% compound annual return, with a 14.16% standard deviation, in the last 10 Years.

Summary

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Harry Browne Permanent Portfolio Simplified Permanent 2x Leveraged Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
10 Years Stats Return +4.86% +5.86%
Std Dev 7.25% 14.16%
Max Drawdown -15.92% -31.96%
All time Stats
(Since Mar 2010)
Return +5.78% +8.67%
Std Dev 6.91% 13.78%
Max Drawdown -15.92% -31.96%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from March 2010

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1M 6M 1Y 5Y 10Y MAX
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +5.78
Simplified Permanent 2x Leveraged Portfolio -0.53 +6.53 +14.06 +6.78 +5.86 +8.67
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Harry Browne Permanent Portfolio: an investment of 1$, since March 2014, now would be worth 1.61$, with a total return of 60.77% (4.86% annualized).

Simplified Permanent 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 1.77$, with a total return of 76.74% (5.86% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since March 2010, now would be worth 2.19$, with a total return of 119.47% (5.78% annualized).

Simplified Permanent 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 3.20$, with a total return of 220.13% (8.67% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Harry Browne Permanent Portfolio
Simplified Permanent 2x Leveraged Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.96% Jan 2022 Sep 2022 (9) In progress (26) 20.48
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-13.44% Aug 2016 Dec 2016 (5) Aug 2017 (13) 7.00
-11.33% Feb 2015 Dec 2015 (11) Mar 2016 (14) 7.02
-9.99% Feb 2018 Oct 2018 (9) Mar 2019 (14) 5.75
-8.58% Sep 2020 Mar 2021 (7) May 2021 (9) 5.14
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-5.95% Sep 2021 Sep 2021 (1) Dec 2021 (4) 2.78
-4.81% Sep 2014 Sep 2014 (1) Jan 2015 (5) 2.54
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-3.39% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.78
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-3.21% May 2016 May 2016 (1) Jun 2016 (2) 1.85
-2.87% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.66
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.57
-2.62% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.47
-2.33% Sep 2017 Sep 2017 (1) Dec 2017 (4) 1.29
-2.13% Sep 2019 Sep 2019 (1) Oct 2019 (2) 1.23

Drawdown comparison chart since March 2010.

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Harry Browne Permanent Portfolio
Simplified Permanent 2x Leveraged Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-31.96% Jan 2022 Sep 2022 (9) In progress (26) 20.48
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-13.44% Aug 2016 Dec 2016 (5) Aug 2017 (13) 7.00
-12.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 5.68
-11.33% Feb 2015 Dec 2015 (11) Mar 2016 (14) 7.02
-9.99% Feb 2018 Oct 2018 (9) Mar 2019 (14) 5.75
-8.58% Sep 2020 Mar 2021 (7) May 2021 (9) 5.14
-7.47% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.98
-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
-5.95% Sep 2021 Sep 2021 (1) Dec 2021 (4) 2.78
-4.81% Sep 2014 Sep 2014 (1) Jan 2015 (5) 2.54
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-3.69% May 2012 May 2012 (1) Jul 2012 (3) 1.99
-3.39% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.78
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-3.21% May 2016 May 2016 (1) Jun 2016 (2) 1.85
-2.87% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.66

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%
-0.59%
-0.59%
2023
+11.55%
-5.68%
+15.62%
-11.16%
2022
-12.53%
-15.92%
-26.74%
-31.96%
2021
+4.21%
-4.43%
+8.10%
-7.85%
2020
+16.10%
-3.30%
+24.56%
-6.86%
2019
+16.17%
-1.10%
+30.31%
-2.13%
2018
-1.76%
-4.25%
-6.20%
-9.99%
2017
+10.97%
-0.83%
+18.32%
-2.33%
2016
+5.54%
-6.98%
+8.57%
-13.44%
2015
-3.06%
-6.73%
-4.99%
-11.33%
2014
+9.40%
-2.62%
+13.48%
-4.81%
2013
-2.08%
-6.04%
-1.57%
-11.75%
2012
+6.41%
-1.83%
+13.11%
-4.01%
2011
+11.11%
-1.85%
+17.58%
-7.47%