Total Bond US vs Harry Browne Permanent Portfolio Comparison

Last Update: 31 March 2024

The Total Bond US Portfolio obtained a 4.30% compound annual return, with a 4.21% standard deviation, in the last 30 Years.

The Harry Browne Permanent Portfolio obtained a 6.64% compound annual return, with a 6.60% standard deviation, in the last 30 Years.

Summary

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Total Bond US Portfolio Harry Browne Permanent Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 25%
Fixed Income 100% 50%
Commodities 0% 25%
30 Years Stats Return +4.30% +6.64%
Std Dev 4.21% 6.60%
Max Drawdown -17.28% -15.92%
All time Stats
(Since Jan 1871)		 Return +4.49% +5.80%
Std Dev 4.36% 5.81%
Max Drawdown -17.28% -30.61%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
Total Bond US Portfolio +0.85 +5.87 +1.62 +0.32 +1.49 +4.30 +4.49
Harry Browne Permanent Portfolio +3.19 +13.45 +9.29 +6.27 +5.25 +6.64 +5.80
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Total Bond US Portfolio: an investment of 1$, since April 1994, now would be worth 3.54$, with a total return of 253.70% (4.30% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 6.88$, with a total return of 588.05% (6.64% annualized).

Total Bond US Portfolio: an investment of 1$, since January 1871, now would be worth 834.28$, with a total return of 83327.56% (4.49% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5659.64$, with a total return of 565863.95% (5.80% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Total Bond US 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
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-15.92% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.56
-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
-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
-4.02% Jun 2002 Jul 2002 (2) Dec 2002 (7) 2.00
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.54% May 1999 Aug 1999 (4) Oct 1999 (6) 2.13
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-3.16% Feb 1996 May 1996 (4) Oct 1996 (9) 1.96
-3.07% Dec 2009 Jan 2010 (2) Apr 2010 (5) 1.77

Drawdown comparison chart since January 1871.

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Total Bond US 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
-30.61% Sep 1929 May 1932 (33) Jun 1933 (46) 15.96
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-15.92% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.56
-14.17% Mar 1937 Mar 1938 (13) Jul 1941 (53) 5.11
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-11.68% Dec 1980 Mar 1982 (16) Aug 1982 (21) 7.51
-11.38% Feb 1980 Mar 1980 (2) Jun 1980 (5) 5.46
-11.15% Apr 1974 Sep 1974 (6) Jan 1975 (10) 5.73
-10.91% May 1969 Jun 1970 (14) Jan 1971 (21) 6.39
-10.70% Jul 1979 Feb 1980 (8) Apr 1980 (10) 4.87
-8.66% May 1958 Sep 1959 (17) Jul 1960 (27) 5.50
-8.66% Jul 1980 Aug 1981 (14) Nov 1981 (17) 6.19
-8.40% Jul 1895 Aug 1896 (14) Jan 1897 (19) 5.09
-7.91% Apr 1971 Jul 1971 (4) Oct 1971 (7) 4.65
-7.00% Jul 1975 Sep 1975 (3) Mar 1976 (9) 3.27
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.88% Aug 1968 Sep 1969 (14) Feb 1970 (19) 3.67
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.85% Jul 1973 Nov 1973 (5) Jan 1974 (7) 4.42
-6.76% Sep 1931 Jan 1932 (5) Jun 1932 (10) 3.29

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
-0.69%
 -1.53%
+3.69%
 -0.53%
2023
+5.41%
 -6.02%
+11.55%
 -5.68%
2022
-13.11%
 -15.50%
-12.53%
 -15.92%
2021
-1.86%
 -3.64%
+4.21%
 -4.43%
2020
+7.71%
 -1.59%
+16.10%
 -3.30%
2019
+8.83%
 -0.57%
+16.17%
 -1.10%
2018
-0.12%
 -2.57%
-1.76%
 -4.25%
2017
+3.57%
 -0.60%
+10.97%
 -0.83%
2016
+2.52%
 -3.68%
+5.54%
 -6.98%
2015
+0.56%
 -2.67%
-3.06%
 -6.73%
2014
+5.82%
 -0.57%
+9.40%
 -2.62%
2013
-2.10%
 -4.01%
-2.08%
 -6.04%
2012
+3.16%
 -0.88%
+6.41%
 -1.83%
2011
+7.92%
 -0.38%
+11.11%
 -1.85%
2010
+6.20%
 -1.70%
+13.92%
 -0.53%
2009
+3.64%
 -2.65%
+7.85%
 -6.22%
2008
+6.86%
 -3.88%
+0.87%
 -12.63%
2007
+6.92%
 -1.16%
+12.69%
 -1.20%
2006
+4.27%
 -1.30%
+10.94%
 -2.12%
2005
+2.40%
 -1.90%
+8.91%
 -1.25%
2004
+4.24%
 -3.03%
+6.83%
 -4.20%
2003
+3.97%
 -3.47%
+13.32%
 -2.34%
2002
+8.26%
 -1.46%
+5.85%
 -4.02%
2001
+8.43%
 -1.91%
-0.52%
 -4.13%
2000
+11.39%
 -0.65%
+2.40%
 -3.23%
1999
-0.76%
 -2.64%
+5.17%
 -3.54%
1998
+8.58%
 -0.55%
+10.09%
 -5.34%
1997
+9.44%
 -0.97%
+7.19%
 -2.33%
1996
+3.58%
 -3.16%
+5.08%
 -2.02%
1995
+18.18%
 -0.25%
+18.11%
 0.00%
1994
-2.66%
 -5.01%
-1.37%
 -3.63%
1993
+9.68%
 -0.97%
+12.00%
 -0.99%
1992
+7.14%
 -1.39%
+3.57%
 -1.77%
1991
+15.25%
 -0.06%
+11.72%
 -0.88%
1990
+8.65%
 -1.97%
+1.11%
 -4.53%
1989
+13.64%
 -1.60%
+12.90%
 -1.18%
1988
+7.35%
 -2.64%
+4.39%
 -1.50%
1987
+1.54%
 -5.86%
+7.42%
 -5.78%
1986
+15.10%
 -2.05%
+17.64%
 -1.28%
1985
+22.24%
 -2.00%
+20.47%
 -2.05%
1984
+15.01%
 -4.66%
+2.22%
 -3.58%
1983
+5.22%
 -3.80%
+3.46%
 -2.83%
1982
+31.13%
 -1.93%
+23.27%
 -5.51%
1981
+9.41%
 -3.80%
-5.34%
 -9.88%
1980
+2.88%
 -9.24%
+13.65%
 -11.38%
1979
+5.35%
 -6.28%
+39.77%
 -4.50%
1978
+1.15%
 -1.89%
+12.78%
 -5.31%
1977
+1.04%
 -2.47%
+6.43%
 -2.00%
1976
+13.75%
 -1.18%
+11.22%
 -2.75%
1975
+7.36%
 -2.79%
+6.98%
 -7.00%
1974
+5.70%
 -3.75%
+12.43%
 -11.15%
1973
+4.47%
 -3.37%
+15.65%
 -6.85%
1972
+2.72%
 -1.31%
+18.84%
 -1.56%
1971
+9.50%
 -7.91%
+12.86%
 -1.09%
1970
+17.24%
 -5.95%
+7.89%
 -4.68%
1969
-2.12%
 -5.02%
-6.38%
 -8.20%
1968
+2.90%
 -4.78%
+9.27%
 -1.10%
1967
-0.53%
 -4.27%
+6.11%
 -1.37%
1966
+4.97%
 -3.15%
-0.04%
 -3.86%
1965
+0.72%
 -1.64%
+4.59%
 -0.95%
1964
+3.89%
 -0.04%
+6.00%
 -0.25%
1963
+1.64%
 -0.38%
+6.05%
 -0.74%
1962
+5.71%
 -0.50%
-0.23%
 -4.93%
1961
+1.32%
 -1.90%
+6.50%
 -1.00%
1960
+13.04%
 -0.30%
+5.64%
 -1.14%
1959
-1.70%
 -3.66%
+2.72%
 -1.85%
1958
-2.81%
 -6.22%
+9.97%
 -0.31%
1957
+8.57%
 -2.26%
+0.57%
 -2.86%
1956
-1.55%
 -2.73%
+1.35%
 -2.43%
1955
-0.77%
 -1.93%
+6.24%
 -0.67%
1954
+2.83%
 -0.97%
+14.12%
 -0.94%
1953
+3.64%
 -2.98%
-0.87%
 -4.16%
1952
+2.25%
 -1.66%
+3.37%
 -1.26%
1951
+0.05%
 -2.58%
+4.37%
 -1.85%
1950
-0.12%
 -0.72%
+7.47%
 -1.53%
1949
+4.38%
 -0.16%
+6.13%
 -1.15%
1948
+2.60%
 -0.75%
+1.16%
 -2.70%
1947
-0.45%
 -2.67%
+3.61%
 -1.52%
1946
+0.72%
 -1.65%
-0.66%
 -5.77%
1945
+5.13%
 -1.00%
+12.40%
 -0.87%
1944
+2.27%
 0.00%
+5.95%
 -0.36%
1943
+2.47%
 -0.05%
+8.33%
 -2.35%
1942
+1.30%
 -0.49%
+5.04%
 -3.00%
1941
+2.24%
 -1.81%
-1.49%
 -3.80%
1940
+4.30%
 -2.10%
-0.01%
 -6.09%
1939
+3.10%
 -4.92%
+1.75%
 -3.29%
1938
+4.38%
 -0.49%
+8.45%
 -6.59%
1937
+1.88%
 -2.31%
-8.65%
 -10.20%
1936
+4.52%
 -0.11%
+10.39%
 -1.85%
1935
+3.91%
 -1.14%
+12.79%
 -1.85%
1934
+7.29%
 -2.01%
+5.72%
 -3.27%
1933
+2.99%
 -1.79%
+28.60%
 -5.74%
1932
+12.27%
 -2.08%
+2.17%
 -10.03%
1931
-2.07%
 -4.78%
-12.64%
 -16.23%
1930
+7.75%
 -0.13%
-4.39%
 -9.07%
1929
+4.25%
 -1.56%
-0.83%
 -9.26%
1928
-0.93%
 -2.02%
+10.25%
 -1.14%
1927
+5.30%
 -0.10%
+11.58%
 -1.05%
1926
+4.71%
 0.00%
+5.78%
 -1.79%
1925
+3.17%
 -0.35%
+8.98%
 -1.51%
1924
+7.88%
 -0.13%
+10.18%
 -0.44%
1923
+3.71%
 -0.08%
+3.65%
 -2.70%
1922
+5.52%
 -0.75%
+9.97%
 -1.17%
1921
+13.13%
 0.00%
+8.74%
 -1.62%
1920
+0.21%
 -3.65%
-1.56%
 -2.72%
1919
+2.22%
 -0.74%
+6.55%
 -2.10%
1918
+4.60%
 -1.27%
+7.63%
 -0.71%
1917
-1.69%
 -3.86%
-4.88%
 -4.88%
1916
+3.65%
 -0.88%
+4.56%
 -0.66%
1915
+6.25%
 -0.73%
+10.27%
 -0.48%
1914
+6.48%
 -0.09%
+1.02%
 -3.96%
1913
+3.87%
 -2.10%
+0.91%
 -1.08%
1912
+1.57%
 -0.39%
+3.57%
 -0.83%
1911
+4.10%
 -0.98%
+2.86%
 -2.33%
1910
+4.18%
 -0.25%
+0.96%
 -1.93%
1909
+1.45%
 -1.44%
+5.56%
 -0.47%
1908
+11.41%
 -0.17%
+13.65%
 -0.55%
1907
-0.31%
 -4.13%
-5.24%
 -5.97%
1906
+0.73%
 -1.43%
+1.58%
 -1.96%
1905
+0.66%
 -2.86%
+6.99%
 -1.27%
1904
+5.83%
 -0.24%
+10.35%
 -0.56%
1903
+2.16%
 -1.20%
-2.87%
 -5.48%
1902
+0.98%
 -4.62%
+3.72%
 -1.71%
1901
+1.83%
 -1.18%
+6.40%
 -2.12%
1900
+3.87%
 -1.78%
+7.28%
 -1.02%
1899
-0.40%
 -2.91%
+2.46%
 -1.66%
1898
+4.67%
 -5.80%
+9.71%
 -2.16%
1897
+5.85%
 -1.15%
+7.76%
 -0.96%
1896
+4.07%
 -3.68%
+3.16%
 -3.48%
1895
+0.04%
 -6.46%
+2.81%
 -2.88%
1894
+6.09%
 -0.76%
+3.47%
 -0.91%
1893
+4.74%
 -2.03%
-2.22%
 -6.13%
1892
+2.12%
 -1.18%
+3.62%
 -0.58%
1891
+5.41%
 -3.16%
+6.97%
 -1.39%
1890
+1.24%
 -2.39%
-0.21%
 -2.89%
1889
+2.49%
 -0.71%
+4.74%
 -0.41%
1888
+5.49%
 -1.09%
+3.54%
 -0.99%
1887
+1.47%
 -2.25%
+1.07%
 -2.41%
1886
+0.76%
 -1.61%
+5.01%
 -0.83%
1885
+5.34%
 -0.60%
+10.08%
 -0.41%
1884
+3.94%
 -2.60%
-0.61%
 -3.78%
1883
+4.31%
 -0.89%
+0.77%
 -1.33%
1882
+3.10%
 -1.35%
+3.35%
 -1.31%
1881
+3.49%
 -2.35%
+2.94%
 -1.91%
1880
+5.28%
 -2.00%
+9.92%
 -1.87%
1879
+2.94%
 -1.57%
+14.82%
 -0.23%
1878
+6.47%
 -0.62%
+6.08%
 -0.22%
1877
+3.66%
 -1.67%
+1.31%
 -4.59%
1876
+7.19%
 -2.17%
-1.26%
 -2.91%
1875
+6.49%
 -3.41%
+6.22%
 -0.40%
1874
+13.72%
 -2.38%
+5.61%
 -0.80%
1873
+4.25%
 -5.87%
+1.85%
 -4.51%
1872
+1.82%
 -3.44%
+6.24%
 -0.91%
1871
+2.78%
 -1.85%
+6.83%
 -1.19%