Harry Browne Permanent vs Stocks/Bonds 40/60 Momentum 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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Harry Browne Permanent Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 25% 40%
Fixed Income 50% 60%
Commodities 25% 0%
30 Years Stats Return +6.47% +8.06%
Std Dev 6.59% 7.02%
Max Drawdown -15.92% -21.11%
All time Stats
(Since Jan 1982)
Return +7.36% +9.74%
Std Dev 6.64% 7.44%
Max Drawdown -15.92% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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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 +7.36
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
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).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1982, now would be worth 19.96$, with a total return of 1896.41% (7.36% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Harry Browne Permanent Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-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
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-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
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-4.20% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.55
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-4.02% Jun 2002 Jul 2002 (2) Dec 2002 (7) 2.00
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.70% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.47
-3.62% Jun 2011 Sep 2011 (4) Oct 2011 (5) 1.65

Drawdown comparison chart since January 1982.

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Harry Browne Permanent Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-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
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.78% Sep 1987 Nov 1987 (3) Jan 1989 (17) 2.85
-5.51% Jan 1982 Mar 1982 (3) Aug 1982 (8) 2.97
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-5.13% Jul 1983 Jul 1984 (13) Oct 1984 (16) 2.58
-4.53% Jan 1990 Apr 1990 (4) Dec 1990 (12) 2.19

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%
+5.54%
0.00%
2023
+11.55%
-5.68%
+6.91%
-5.18%
2022
-12.53%
-15.92%
-15.17%
-19.48%
2021
+4.21%
-4.43%
+4.23%
-2.38%
2020
+16.10%
-3.30%
+16.57%
-7.10%
2019
+16.17%
-1.10%
+16.20%
-0.81%
2018
-1.76%
-4.25%
-0.73%
-5.89%
2017
+10.97%
-0.83%
+17.14%
0.00%
2016
+5.54%
-6.98%
+3.51%
-3.61%
2015
-3.06%
-6.73%
+3.91%
-2.95%
2014
+9.40%
-2.62%
+9.34%
-1.49%
2013
-2.08%
-6.04%
+12.57%
-1.74%
2012
+6.41%
-1.83%
+7.87%
-2.05%
2011
+11.11%
-1.85%
+7.13%
-3.62%
2010
+13.92%
-0.53%
+10.93%
-3.48%
2009
+7.85%
-6.22%
+9.16%
-9.41%
2008
+0.87%
-12.63%
-12.27%
-15.80%
2007
+12.69%
-1.20%
+11.21%
-0.82%
2006
+10.94%
-2.12%
+6.78%
-1.50%
2005
+8.91%
-1.25%
+9.09%
-0.93%
2004
+6.83%
-4.20%
+9.22%
-2.12%
2003
+13.32%
-2.34%
+12.78%
-1.27%
2002
+5.85%
-4.02%
+0.04%
-5.36%
2001
-0.52%
-4.13%
-1.88%
-6.89%
2000
+2.40%
-3.23%
+2.99%
-3.33%
1999
+5.17%
-3.54%
+15.71%
-1.69%
1998
+10.09%
-5.34%
+24.65%
-4.13%
1997
+7.19%
-2.33%
+20.41%
-2.69%
1996
+5.08%
-2.02%
+14.08%
-1.52%
1995
+18.11%
0.00%
+27.84%
0.00%
1994
-1.37%
-3.63%
-2.03%
-5.91%
1993
+12.00%
-0.99%
+11.10%
-0.87%
1992
+3.57%
-1.77%
+6.01%
-2.11%
1991
+11.72%
-0.88%
+23.91%
-1.79%
1990
+1.11%
-4.53%
+5.79%
-5.29%
1989
+12.90%
-1.18%
+25.29%
-1.01%
1988
+4.39%
-1.50%
+7.24%
-2.95%
1987
+7.42%
-5.78%
+1.86%
-13.77%
1986
+17.64%
-1.28%
+18.14%
-4.37%
1985
+20.47%
-2.05%
+26.30%
-0.74%
1984
+2.22%
-3.58%
+8.68%
-6.28%
1983
+3.46%
-2.83%
+9.91%
-2.81%
1982
+23.27%
-5.51%
+30.86%
-1.48%