Rob Arnott vs Simplified Permanent Portfolio Comparison

Last Update: 29 February 2024

The Rob Arnott Portfolio obtained a 6.50% compound annual return, with a 7.22% 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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Rob Arnott Portfolio Simplified Permanent Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 25%
Fixed Income 60% 50%
Commodities 10% 25%
30 Years Stats Return +6.50% +6.85%
Std Dev 7.22% 6.88%
Max Drawdown -24.27% -16.43%
All time Stats
(Since Jan 1985)
Return +8.17% +7.77%
Std Dev 7.17% 6.79%
Max Drawdown -24.27% -16.43%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Rob Arnott Portfolio +0.06 +3.82 +6.79 +4.16 +3.85 +6.50 +8.17
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.85 +7.77
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Rob Arnott Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.71% (6.50% 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).

Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 21.69$, with a total return of 2068.86% (8.17% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 18.75$, with a total return of 1775.00% (7.77% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Rob Arnott Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-17.86% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.26% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.05
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74
-4.63% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.40
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15
-3.97% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.72
-3.86% Aug 2016 Nov 2016 (4) May 2017 (10) 1.64
-3.81% Jan 2021 Mar 2021 (3) May 2021 (5) 2.20

Drawdown comparison chart since January 1985.

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Rob Arnott Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-17.86% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-7.37% Feb 1994 Nov 1994 (10) May 1995 (16) 4.71
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-6.11% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.26
-5.83% Aug 1987 Nov 1987 (4) Oct 1988 (15) 2.68
-5.67% Feb 1994 Jun 1994 (5) Mar 1995 (14) 4.01
-5.66% Jan 1990 Apr 1990 (4) Dec 1990 (12) 2.70
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.21% Sep 1987 Nov 1987 (3) Jan 1988 (5) 3.32
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74

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
-0.70%
-0.76%
+0.37%
-0.04%
2023
+9.08%
-7.06%
+11.51%
-5.16%
2022
-14.81%
-17.86%
-12.67%
-16.43%
2021
+11.04%
-1.71%
+3.72%
-3.81%
2020
+7.98%
-8.72%
+16.46%
-3.11%
2019
+16.67%
-0.49%
+16.15%
-0.99%
2018
-4.12%
-4.84%
-1.29%
-3.68%
2017
+9.02%
-0.37%
+9.78%
-0.96%
2016
+7.14%
-3.86%
+5.72%
-6.23%
2015
-3.26%
-5.73%
-1.82%
-5.27%
2014
+7.59%
-2.79%
+7.12%
-2.59%
2013
+1.41%
-5.66%
-1.76%
-6.69%
2012
+10.55%
-2.17%
+7.59%
-1.89%
2011
+7.73%
-3.51%
+10.45%
-3.69%
2010
+11.89%
-2.99%
+16.36%
-0.02%
2009
+14.59%
-11.26%
+9.94%
-4.96%
2008
-11.48%
-21.15%
+0.94%
-13.28%
2007
+7.64%
-1.84%
+14.14%
-1.50%
2006
+8.97%
-1.26%
+10.82%
-2.47%
2005
+7.74%
-2.50%
+7.34%
-1.60%
2004
+11.93%
-4.70%
+6.42%
-4.79%
2003
+17.00%
-2.42%
+15.31%
-2.22%
2002
+8.16%
-0.99%
+9.00%
-2.60%
2001
+0.06%
-2.47%
+0.15%
-3.21%
2000
+12.87%
-0.83%
+4.63%
-2.98%
1999
+7.22%
-2.71%
+2.25%
-5.09%
1998
+6.53%
-4.10%
+12.93%
-4.63%
1997
+7.20%
-2.36%
+8.38%
-2.87%
1996
+11.02%
-0.75%
+4.09%
-3.64%
1995
+21.23%
0.00%
+21.97%
0.00%
1994
-2.84%
-7.37%
-4.18%
-5.67%
1993
+13.77%
-2.73%
+13.56%
-1.61%
1992
+6.56%
-2.87%
+4.46%
-3.11%
1991
+18.67%
-1.99%
+15.41%
-1.06%
1990
+2.80%
-6.11%
+1.55%
-5.66%
1989
+17.53%
-1.16%
+15.24%
-1.52%
1988
+13.48%
-1.21%
+3.97%
-2.03%
1987
+6.41%
-5.21%
+5.46%
-5.83%
1986
+21.76%
-3.06%
+19.06%
-1.00%
1985
+27.17%
-1.73%
+24.24%
-2.66%