Simplified Permanent vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 31 March 2024

The Simplified Permanent Portfolio obtained a 7.06% compound annual return, with a 6.88% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.

Summary

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Simplified 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 +7.06% +8.24%
Std Dev 6.88% 6.99%
Max Drawdown -16.43% -21.11%
All time Stats
(Since Jan 1982)		 Return +8.06% +9.77%
Std Dev 7.13% 7.43%
Max Drawdown -16.43% -21.11%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Simplified Permanent Portfolio +3.26 +13.23 +9.28 +6.15 +5.12 +7.06 +8.06
Stocks/Bonds 40/60 Momentum Portfolio +1.76 +17.02 +14.65 +5.19 +6.37 +8.24 +9.77
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1982, now would be worth 26.39$, with a total return of 2539.34% (8.06% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Simplified 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 (29) 14.29
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-16.43% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.65
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-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
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.81% Jan 2021 Mar 2021 (3) May 2021 (5) 2.20
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.73% Dec 1996 Mar 1997 (4) May 1997 (6) 1.90
-3.69% Sep 2011 Sep 2011 (1) Nov 2011 (3) 1.87
-3.68% Feb 2018 Oct 2018 (9) Jan 2019 (12) 2.08
-3.64% Feb 1996 Jul 1996 (6) Oct 1996 (9) 2.20

Drawdown comparison chart since January 1982.

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Simplified 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 (29) 14.29
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-16.43% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.65
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.59% May 1983 May 1984 (13) Oct 1984 (18) 3.64
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.83% Aug 1987 Nov 1987 (4) Oct 1988 (15) 2.68
-5.77% Jan 1982 Mar 1982 (3) Aug 1982 (8) 2.95
-5.67% Feb 1994 Jun 1994 (5) Mar 1995 (14) 4.01
-5.66% Jan 1990 Apr 1990 (4) Dec 1990 (12) 2.70
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00

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
+3.65%
 -0.04%
+7.39%
 0.00%
2023
+11.51%
 -5.16%
+6.91%
 -5.18%
2022
-12.67%
 -16.43%
-15.17%
 -19.48%
2021
+3.72%
 -3.81%
+4.23%
 -2.38%
2020
+16.46%
 -3.11%
+16.57%
 -7.10%
2019
+16.15%
 -0.99%
+16.20%
 -0.81%
2018
-1.29%
 -3.68%
-0.73%
 -5.89%
2017
+9.78%
 -0.96%
+17.14%
 0.00%
2016
+5.72%
 -6.23%
+3.51%
 -3.61%
2015
-1.82%
 -5.27%
+3.91%
 -2.95%
2014
+7.12%
 -2.59%
+9.34%
 -1.49%
2013
-1.76%
 -6.69%
+12.57%
 -1.74%
2012
+7.59%
 -1.89%
+7.87%
 -2.05%
2011
+10.45%
 -3.69%
+7.13%
 -3.62%
2010
+16.36%
 -0.02%
+10.93%
 -3.48%
2009
+9.94%
 -4.96%
+9.16%
 -9.41%
2008
+0.94%
 -13.28%
-12.27%
 -15.80%
2007
+14.14%
 -1.50%
+11.21%
 -0.82%
2006
+10.82%
 -2.47%
+6.78%
 -1.50%
2005
+7.34%
 -1.60%
+9.09%
 -0.93%
2004
+6.42%
 -4.79%
+9.22%
 -2.12%
2003
+15.31%
 -2.22%
+12.78%
 -1.27%
2002
+9.00%
 -2.60%
+0.04%
 -5.36%
2001
+0.15%
 -3.21%
-1.88%
 -6.89%
2000
+4.63%
 -2.98%
+2.99%
 -3.33%
1999
+2.25%
 -5.09%
+15.71%
 -1.69%
1998
+12.93%
 -4.63%
+24.65%
 -4.13%
1997
+8.38%
 -2.87%
+20.41%
 -2.69%
1996
+4.09%
 -3.64%
+14.08%
 -1.52%
1995
+21.97%
 0.00%
+27.84%
 0.00%
1994
-4.18%
 -5.67%
-2.03%
 -5.91%
1993
+13.56%
 -1.61%
+11.10%
 -0.87%
1992
+4.46%
 -3.11%
+6.01%
 -2.11%
1991
+15.41%
 -1.06%
+23.91%
 -1.79%
1990
+1.55%
 -5.66%
+5.79%
 -5.29%
1989
+15.24%
 -1.52%
+25.29%
 -1.01%
1988
+3.97%
 -2.03%
+7.24%
 -2.95%
1987
+5.46%
 -5.83%
+1.86%
 -13.77%
1986
+19.06%
 -1.00%
+18.14%
 -4.37%
1985
+24.24%
 -2.66%
+26.30%
 -0.74%
1984
+3.14%
 -5.27%
+8.68%
 -6.28%
1983
+2.74%
 -3.74%
+9.91%
 -2.81%
1982
+28.65%
 -5.77%
+30.86%
 -1.48%