Harry Browne Permanent vs Simplified Permanent 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 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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Harry Browne Permanent Portfolio Simplified Permanent Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
30 Years Stats Return +6.47% +6.85%
Std Dev 6.59% 6.88%
Max Drawdown -15.92% -16.43%
All time Stats
(Since Jan 1871)
Return +5.78% +5.81%
Std Dev 5.81% 6.24%
Max Drawdown -30.61% -30.22%
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
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.85 +5.81
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).

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).

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).

Simplified Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5673.12$, with a total return of 567212.41% (5.81% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Harry Browne Permanent Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-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
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-4.63% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.40
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-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
-3.97% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.72

Drawdown comparison chart since January 1871.

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Harry Browne Permanent Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-30.61% Sep 1929 May 1932 (33) Jun 1933 (46) 15.96
-30.22% Sep 1929 May 1932 (33) Jun 1933 (46) 15.45
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-14.34% Dec 1980 Sep 1981 (10) Aug 1982 (21) 8.76
-14.17% Mar 1937 Mar 1938 (13) Jul 1941 (53) 5.11
-13.70% Mar 1937 Mar 1938 (13) Oct 1939 (32) 5.72
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-13.17% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.15
-13.14% May 1969 May 1970 (13) Jan 1971 (21) 7.88
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-11.98% Jan 1876 Jun 1877 (18) May 1879 (41) 6.59
-11.68% Dec 1980 Mar 1982 (16) Aug 1982 (21) 7.51
-11.38% Feb 1980 Mar 1980 (2) Jun 1980 (5) 5.46
-11.37% Apr 1974 Sep 1974 (6) Jan 1975 (10) 5.96
-11.15% Apr 1974 Sep 1974 (6) Jan 1975 (10) 5.73
-10.91% May 1969 Jun 1970 (14) Jan 1971 (21) 6.39
-9.64% Oct 1906 Nov 1907 (14) Nov 1908 (26) 4.84
-7.68% Jul 1975 Sep 1975 (3) Feb 1976 (8) 3.55
-7.59% May 1983 May 1984 (13) Oct 1984 (18) 3.64

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%
+0.37%
-0.04%
2023
+11.55%
-5.68%
+11.51%
-5.16%
2022
-12.53%
-15.92%
-12.67%
-16.43%
2021
+4.21%
-4.43%
+3.72%
-3.81%
2020
+16.10%
-3.30%
+16.46%
-3.11%
2019
+16.17%
-1.10%
+16.15%
-0.99%
2018
-1.76%
-4.25%
-1.29%
-3.68%
2017
+10.97%
-0.83%
+9.78%
-0.96%
2016
+5.54%
-6.98%
+5.72%
-6.23%
2015
-3.06%
-6.73%
-1.82%
-5.27%
2014
+9.40%
-2.62%
+7.12%
-2.59%
2013
-2.08%
-6.04%
-1.76%
-6.69%
2012
+6.41%
-1.83%
+7.59%
-1.89%
2011
+11.11%
-1.85%
+10.45%
-3.69%
2010
+13.92%
-0.53%
+16.36%
-0.02%
2009
+7.85%
-6.22%
+9.94%
-4.96%
2008
+0.87%
-12.63%
+0.94%
-13.28%
2007
+12.69%
-1.20%
+14.14%
-1.50%
2006
+10.94%
-2.12%
+10.82%
-2.47%
2005
+8.91%
-1.25%
+7.34%
-1.60%
2004
+6.83%
-4.20%
+6.42%
-4.79%
2003
+13.32%
-2.34%
+15.31%
-2.22%
2002
+5.85%
-4.02%
+9.00%
-2.60%
2001
-0.52%
-4.13%
+0.15%
-3.21%
2000
+2.40%
-3.23%
+4.63%
-2.98%
1999
+5.17%
-3.54%
+2.25%
-5.09%
1998
+10.09%
-5.34%
+12.93%
-4.63%
1997
+7.19%
-2.33%
+8.38%
-2.87%
1996
+5.08%
-2.02%
+4.09%
-3.64%
1995
+18.11%
0.00%
+21.97%
0.00%
1994
-1.37%
-3.63%
-4.18%
-5.67%
1993
+12.00%
-0.99%
+13.56%
-1.61%
1992
+3.57%
-1.77%
+4.46%
-3.11%
1991
+11.72%
-0.88%
+15.41%
-1.06%
1990
+1.11%
-4.53%
+1.55%
-5.66%
1989
+12.90%
-1.18%
+15.24%
-1.52%
1988
+4.39%
-1.50%
+3.97%
-2.03%
1987
+7.42%
-5.78%
+5.46%
-5.83%
1986
+17.64%
-1.28%
+19.06%
-1.00%
1985
+20.47%
-2.05%
+24.24%
-2.66%
1984
+2.22%
-3.58%
+3.14%
-5.27%
1983
+3.46%
-2.83%
+2.74%
-3.74%
1982
+23.27%
-5.51%
+28.65%
-5.77%
1981
-5.34%
-9.88%
-6.55%
-13.29%
1980
+13.65%
-11.38%
+11.44%
-13.17%
1979
+39.77%
-4.50%
+38.61%
-5.94%
1978
+12.78%
-5.31%
+11.00%
-5.48%
1977
+6.43%
-2.00%
+5.09%
-3.12%
1976
+11.22%
-2.75%
+13.24%
-2.32%
1975
+6.98%
-7.00%
+6.02%
-7.68%
1974
+12.43%
-11.15%
+11.61%
-11.37%
1973
+15.65%
-6.85%
+15.34%
-6.38%
1972
+18.84%
-1.56%
+17.84%
-2.23%
1971
+12.86%
-1.09%
+14.20%
-2.36%
1970
+7.89%
-4.68%
+12.20%
-5.73%
1969
-6.38%
-8.20%
-9.41%
-11.13%
1968
+9.27%
-1.10%
+11.01%
-0.78%
1967
+6.11%
-1.37%
+5.38%
-1.95%
1966
-0.04%
-3.86%
+0.48%
-4.81%
1965
+4.59%
-0.95%
+4.02%
-0.86%
1964
+6.00%
-0.25%
+5.99%
-0.28%
1963
+6.05%
-0.74%
+6.03%
-0.83%
1962
-0.23%
-4.93%
+0.41%
-5.15%
1961
+6.50%
-1.00%
+7.10%
-1.25%
1960
+5.64%
-1.14%
+6.95%
-1.34%
1959
+2.72%
-1.85%
+2.64%
-2.19%
1958
+9.97%
-0.31%
+10.15%
-0.76%
1957
+0.57%
-2.86%
+0.51%
-3.69%
1956
+1.35%
-2.43%
+0.82%
-2.90%
1955
+6.24%
-0.67%
+5.80%
-0.45%
1954
+14.12%
-0.94%
+14.04%
-1.08%
1953
-0.87%
-4.16%
-0.81%
-5.34%
1952
+3.37%
-1.26%
+3.54%
-1.51%
1951
+4.37%
-1.85%
+4.75%
-1.88%
1950
+7.47%
-1.53%
+6.73%
-1.65%
1949
+6.13%
-1.15%
+6.56%
-1.06%
1948
+1.16%
-2.70%
+1.37%
-2.71%
1947
+3.61%
-1.52%
+3.38%
-1.58%
1946
-0.66%
-5.77%
-0.72%
-6.02%
1945
+12.40%
-0.87%
+13.13%
-0.77%
1944
+5.95%
-0.36%
+6.27%
-0.34%
1943
+8.33%
-2.35%
+8.67%
-2.39%
1942
+5.04%
-3.00%
+5.07%
-3.07%
1941
-1.49%
-3.80%
-0.43%
-3.99%
1940
-0.01%
-6.09%
+0.90%
-6.62%
1939
+1.75%
-3.29%
+2.59%
-2.86%
1938
+8.45%
-6.59%
+9.29%
-6.59%
1937
-8.65%
-10.20%
-8.08%
-9.88%
1936
+10.39%
-1.85%
+11.10%
-1.80%
1935
+12.79%
-1.85%
+13.72%
-1.24%
1934
+5.72%
-3.27%
+6.62%
-2.89%
1933
+28.60%
-5.74%
+29.29%
-5.58%
1932
+2.17%
-10.03%
+2.29%
-9.64%
1931
-12.64%
-16.23%
-12.31%
-16.02%
1930
-4.39%
-9.07%
-4.80%
-9.44%
1929
-0.83%
-9.26%
-0.60%
-8.59%
1928
+10.25%
-1.14%
+10.16%
-1.26%
1927
+11.58%
-1.05%
+11.74%
-1.08%
1926
+5.78%
-1.79%
+5.77%
-1.75%
1925
+8.98%
-1.51%
+9.10%
-1.55%
1924
+10.18%
-0.44%
+10.50%
-0.47%
1923
+3.65%
-2.70%
+3.44%
-2.77%
1922
+9.97%
-1.17%
+10.08%
-1.24%
1921
+8.74%
-1.62%
+9.09%
-1.94%
1920
-1.56%
-2.72%
-2.79%
-3.70%
1919
+6.55%
-2.10%
+6.19%
-2.20%
1918
+7.63%
-0.71%
+6.84%
-0.72%
1917
-4.88%
-4.88%
-5.80%
-5.80%
1916
+4.56%
-0.66%
+3.90%
-0.60%
1915
+10.27%
-0.48%
+10.04%
-0.74%
1914
+1.02%
-3.96%
-0.47%
-5.19%
1913
+0.91%
-1.08%
-0.35%
-1.95%
1912
+3.57%
-0.83%
+3.78%
-0.82%
1911
+2.86%
-2.33%
+1.80%
-2.64%
1910
+0.96%
-1.93%
+0.56%
-2.32%
1909
+5.56%
-0.47%
+3.60%
-0.55%
1908
+13.65%
-0.55%
+12.62%
-0.57%
1907
-5.24%
-5.97%
-9.25%
-9.26%
1906
+1.58%
-1.96%
+1.76%
-2.08%
1905
+6.99%
-1.27%
+6.65%
-1.44%
1904
+10.35%
-0.56%
+8.30%
-0.90%
1903
-2.87%
-5.48%
-3.26%
-5.82%
1902
+3.72%
-1.71%
+2.01%
-2.23%
1901
+6.40%
-2.12%
+6.90%
-2.18%
1900
+7.28%
-1.02%
+8.26%
-0.88%
1899
+2.46%
-1.66%
+4.73%
-1.32%
1898
+9.71%
-2.16%
+8.63%
-4.16%
1897
+7.76%
-0.96%
+10.73%
-0.31%
1896
+3.16%
-3.48%
+2.27%
-4.87%
1895
+2.81%
-2.88%
+5.14%
-2.94%
1894
+3.47%
-0.91%
+3.06%
-1.11%
1893
-2.22%
-6.13%
-2.81%
-7.23%
1892
+3.62%
-0.58%
+1.85%
-0.92%
1891
+6.97%
-1.39%
+4.30%
-2.66%
1890
-0.21%
-2.89%
-1.76%
-3.61%
1889
+4.74%
-0.41%
+2.94%
-0.76%
1888
+3.54%
-0.99%
+3.44%
-1.38%
1887
+1.07%
-2.41%
+0.13%
-3.25%
1886
+5.01%
-0.83%
+6.58%
-0.66%
1885
+10.08%
-0.41%
+9.57%
-0.72%
1884
-0.61%
-3.78%
-1.86%
-4.99%
1883
+0.77%
-1.33%
+1.84%
-1.39%
1882
+3.35%
-1.31%
+3.62%
-1.49%
1881
+2.94%
-1.91%
+4.48%
-2.34%
1880
+9.92%
-1.87%
+12.85%
-1.46%
1879
+14.82%
-0.23%
+15.96%
-0.31%
1878
+6.08%
-0.22%
+4.59%
-0.40%
1877
+1.31%
-4.59%
-2.46%
-6.35%
1876
-1.26%
-2.91%
-6.01%
-6.10%
1875
+6.22%
-0.40%
+4.28%
-1.56%
1874
+5.61%
-0.80%
+4.84%
-1.78%
1873
+1.85%
-4.51%
+1.68%
-6.29%
1872
+6.24%
-0.91%
+6.47%
-1.80%
1871
+6.83%
-1.19%
+8.64%
-1.32%