Larry Swedroe Larry vs Harry Browne Permanent Portfolio Comparison

Last Update: 29 February 2024

The Larry Swedroe Larry Portfolio obtained a 5.83% compound annual return, with a 5.55% standard deviation, in the last 30 Years.

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

Summary

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Larry Swedroe Larry Portfolio Harry Browne Permanent Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 25%
Fixed Income 70% 50%
Commodities 0% 25%
30 Years Stats Return +5.83% +6.47%
Std Dev 5.55% 6.59%
Max Drawdown -15.96% -15.92%
All time Stats
(Since Jan 1976)
Return +8.56% +7.96%
Std Dev 6.76% 7.26%
Max Drawdown -15.96% -15.92%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

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1M 6M 1Y 5Y 10Y 30Y MAX
Larry Swedroe Larry Portfolio -0.25 +3.04 +3.69 +1.85 +2.49 +5.83 +8.56
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +6.47 +7.96
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Larry Swedroe Larry Portfolio: an investment of 1$, since March 1994, now would be worth 5.47$, with a total return of 446.97% (5.83% annualized).

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).

Larry Swedroe Larry Portfolio: an investment of 1$, since January 1976, now would be worth 52.30$, with a total return of 5129.92% (8.56% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1976, now would be worth 40.07$, with a total return of 3907.34% (7.96% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Larry Swedroe Larry Portfolio
Harry Browne Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-15.96% Jun 2021 Sep 2022 (16) In progress (33) 9.09
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-11.47% Apr 2008 Feb 2009 (11) Jul 2009 (16) 5.18
-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
-5.38% Jan 2020 Mar 2020 (3) Jul 2020 (7) 2.42
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.14% May 1998 Aug 1998 (4) Nov 1998 (7) 2.18
-4.61% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.00
-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
-4.08% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.25
-4.02% Jun 2002 Jul 2002 (2) Dec 2002 (7) 2.00
-3.98% Apr 2004 May 2004 (2) Sep 2004 (6) 2.62
-3.97% Aug 2011 Sep 2011 (2) Jan 2012 (6) 1.63
-3.54% May 1999 Aug 1999 (4) Oct 1999 (6) 2.13

Drawdown comparison chart since January 1976.

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Larry Swedroe Larry Portfolio
Harry Browne Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-15.96% Jun 2021 Sep 2022 (16) In progress (33) 9.09
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-11.68% Dec 1980 Mar 1982 (16) Aug 1982 (21) 7.51
-11.47% Apr 2008 Feb 2009 (11) Jul 2009 (16) 5.18
-11.38% Feb 1980 Mar 1980 (2) Jun 1980 (5) 5.46
-9.49% Sep 1979 Mar 1980 (7) May 1980 (9) 4.38
-9.16% Sep 1987 Nov 1987 (3) Jun 1988 (10) 4.44
-7.44% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-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
-6.63% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.69
-5.83% Jul 1981 Sep 1981 (3) Oct 1981 (4) 3.47
-5.78% Sep 1987 Nov 1987 (3) Jan 1989 (17) 2.85
-5.66% Oct 1978 Oct 1978 (1) Jan 1979 (4) 3.26
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.38% Jan 2020 Mar 2020 (3) Jul 2020 (7) 2.42
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.31% Nov 1978 Nov 1978 (1) Jan 1979 (3) 2.67

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
-1.32%
-1.32%
+0.48%
-0.53%
2023
+6.94%
-6.22%
+11.55%
-5.68%
2022
-11.20%
-14.55%
-12.53%
-15.92%
2021
+3.41%
-2.64%
+4.21%
-4.43%
2020
+6.44%
-5.38%
+16.10%
-3.30%
2019
+10.64%
-1.45%
+16.17%
-1.10%
2018
-3.54%
-4.08%
-1.76%
-4.25%
2017
+7.74%
0.00%
+10.97%
-0.83%
2016
+6.87%
-1.26%
+5.54%
-6.98%
2015
-0.54%
-3.22%
-3.06%
-6.73%
2014
+2.38%
-2.37%
+9.40%
-2.62%
2013
+6.31%
-2.41%
-2.08%
-6.04%
2012
+7.27%
-2.25%
+6.41%
-1.83%
2011
+3.23%
-3.97%
+11.11%
-1.85%
2010
+10.82%
-2.16%
+13.92%
-0.53%
2009
+10.12%
-7.76%
+7.85%
-6.22%
2008
-2.44%
-7.60%
+0.87%
-12.63%
2007
+8.99%
-0.45%
+12.69%
-1.20%
2006
+9.57%
-2.17%
+10.94%
-2.12%
2005
+6.71%
-1.81%
+8.91%
-1.25%
2004
+10.23%
-3.98%
+6.83%
-4.20%
2003
+16.93%
-0.92%
+13.32%
-2.34%
2002
+7.68%
-1.92%
+5.85%
-4.02%
2001
+6.47%
-2.38%
-0.52%
-4.13%
2000
+10.81%
-1.59%
+2.40%
-3.23%
1999
+4.08%
-3.38%
+5.17%
-3.54%
1998
+6.06%
-5.14%
+10.09%
-5.34%
1997
+8.62%
-1.80%
+7.19%
-2.33%
1996
+5.81%
-1.78%
+5.08%
-2.02%
1995
+18.99%
0.00%
+18.11%
0.00%
1994
-4.77%
-7.44%
-1.37%
-3.63%
1993
+20.95%
-1.55%
+12.00%
-0.99%
1992
+9.36%
-1.05%
+3.57%
-1.77%
1991
+26.47%
-2.04%
+11.72%
-0.88%
1990
+1.93%
-6.63%
+1.11%
-4.53%
1989
+22.14%
0.00%
+12.90%
-1.18%
1988
+12.93%
-1.48%
+4.39%
-1.50%
1987
-0.86%
-9.16%
+7.42%
-5.78%
1986
+17.85%
-3.07%
+17.64%
-1.28%
1985
+27.10%
-0.72%
+20.47%
-2.05%
1984
+12.87%
-5.07%
+2.22%
-3.58%
1983
+13.15%
-1.80%
+3.46%
-2.83%
1982
+24.76%
-2.37%
+23.27%
-5.51%
1981
+7.24%
-5.83%
-5.34%
-9.88%
1980
+8.19%
-8.91%
+13.65%
-11.38%
1979
+11.24%
-7.04%
+39.77%
-4.50%
1978
+7.42%
-5.66%
+12.78%
-5.31%
1977
+5.31%
-1.98%
+6.43%
-2.00%
1976
+18.63%
-1.58%
+11.22%
-2.75%