Total Bond US vs Simplified Permanent Portfolio Comparison

Last Update: 29 February 2024

The Total Bond US Portfolio obtained a 4.19% compound annual return, with a 4.24% 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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Total Bond US Portfolio Simplified Permanent Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 25%
Fixed Income 100% 50%
Commodities 0% 25%
30 Years Stats Return +4.19% +6.85%
Std Dev 4.24% 6.88%
Max Drawdown -17.28% -16.43%
All time Stats
(Since Jan 1871)
Return +4.48% +5.81%
Std Dev 4.36% 6.24%
Max Drawdown -17.28% -30.22%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
Total Bond US Portfolio -1.36 +2.38 +3.47 +0.54 +1.39 +4.19 +4.48
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.85 +5.81
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Total Bond US Portfolio: an investment of 1$, since March 1994, now would be worth 3.43$, with a total return of 242.67% (4.19% 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).

Total Bond US Portfolio: an investment of 1$, since January 1871, now would be worth 827.26$, with a total return of 82625.58% (4.48% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5673.12$, with a total return of 567212.41% (5.81% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Total Bond US Portfolio
Simplified 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 (43) 9.84
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.27% 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
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.97% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.72
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.81% Jan 2021 Mar 2021 (3) May 2021 (5) 2.20
-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% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.68% Feb 2018 Oct 2018 (9) Jan 2019 (12) 2.08
-3.64% Feb 1996 Jul 1996 (6) Oct 1996 (9) 2.20
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.46% Sep 2000 Mar 2001 (7) Sep 2001 (13) 1.81

Drawdown comparison chart since January 1871.

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Total Bond US Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-30.22% Sep 1929 May 1932 (33) Jun 1933 (46) 15.45
-17.28% Aug 2020 Oct 2022 (27) In progress (43) 9.84
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-14.34% Dec 1980 Sep 1981 (10) Aug 1982 (21) 8.76
-13.70% Mar 1937 Mar 1938 (13) Oct 1939 (32) 5.72
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-13.17% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.15
-13.14% May 1969 May 1970 (13) Jan 1971 (21) 7.88
-11.98% Jan 1876 Jun 1877 (18) May 1879 (41) 6.59
-11.37% Apr 1974 Sep 1974 (6) Jan 1975 (10) 5.96
-10.70% Jul 1979 Feb 1980 (8) Apr 1980 (10) 4.87
-9.64% Oct 1906 Nov 1907 (14) Nov 1908 (26) 4.84
-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
-7.68% Jul 1975 Sep 1975 (3) Feb 1976 (8) 3.55
-7.59% May 1983 May 1984 (13) Oct 1984 (18) 3.64
-7.31% Sep 1892 Aug 1893 (12) Feb 1895 (30) 2.88
-7.14% Oct 1895 Aug 1896 (11) Jan 1897 (16) 3.32

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
-1.53%
-1.53%
+0.37%
-0.04%
2023
+5.41%
-6.02%
+11.51%
-5.16%
2022
-13.11%
-15.50%
-12.67%
-16.43%
2021
-1.86%
-3.64%
+3.72%
-3.81%
2020
+7.71%
-1.59%
+16.46%
-3.11%
2019
+8.83%
-0.57%
+16.15%
-0.99%
2018
-0.12%
-2.57%
-1.29%
-3.68%
2017
+3.57%
-0.60%
+9.78%
-0.96%
2016
+2.52%
-3.68%
+5.72%
-6.23%
2015
+0.56%
-2.67%
-1.82%
-5.27%
2014
+5.82%
-0.57%
+7.12%
-2.59%
2013
-2.10%
-4.01%
-1.76%
-6.69%
2012
+3.16%
-0.88%
+7.59%
-1.89%
2011
+7.92%
-0.38%
+10.45%
-3.69%
2010
+6.20%
-1.70%
+16.36%
-0.02%
2009
+3.64%
-2.65%
+9.94%
-4.96%
2008
+6.86%
-3.88%
+0.94%
-13.28%
2007
+6.92%
-1.16%
+14.14%
-1.50%
2006
+4.27%
-1.30%
+10.82%
-2.47%
2005
+2.40%
-1.90%
+7.34%
-1.60%
2004
+4.24%
-3.03%
+6.42%
-4.79%
2003
+3.97%
-3.47%
+15.31%
-2.22%
2002
+8.26%
-1.46%
+9.00%
-2.60%
2001
+8.43%
-1.91%
+0.15%
-3.21%
2000
+11.39%
-0.65%
+4.63%
-2.98%
1999
-0.76%
-2.64%
+2.25%
-5.09%
1998
+8.58%
-0.55%
+12.93%
-4.63%
1997
+9.44%
-0.97%
+8.38%
-2.87%
1996
+3.58%
-3.16%
+4.09%
-3.64%
1995
+18.18%
-0.25%
+21.97%
0.00%
1994
-2.66%
-5.01%
-4.18%
-5.67%
1993
+9.68%
-0.97%
+13.56%
-1.61%
1992
+7.14%
-1.39%
+4.46%
-3.11%
1991
+15.25%
-0.06%
+15.41%
-1.06%
1990
+8.65%
-1.97%
+1.55%
-5.66%
1989
+13.64%
-1.60%
+15.24%
-1.52%
1988
+7.35%
-2.64%
+3.97%
-2.03%
1987
+1.54%
-5.86%
+5.46%
-5.83%
1986
+15.10%
-2.05%
+19.06%
-1.00%
1985
+22.24%
-2.00%
+24.24%
-2.66%
1984
+15.01%
-4.66%
+3.14%
-5.27%
1983
+5.22%
-3.80%
+2.74%
-3.74%
1982
+31.13%
-1.93%
+28.65%
-5.77%
1981
+9.41%
-3.80%
-6.55%
-13.29%
1980
+2.88%
-9.24%
+11.44%
-13.17%
1979
+5.35%
-6.28%
+38.61%
-5.94%
1978
+1.15%
-1.89%
+11.00%
-5.48%
1977
+1.04%
-2.47%
+5.09%
-3.12%
1976
+13.75%
-1.18%
+13.24%
-2.32%
1975
+7.36%
-2.79%
+6.02%
-7.68%
1974
+5.70%
-3.75%
+11.61%
-11.37%
1973
+4.47%
-3.37%
+15.34%
-6.38%
1972
+2.72%
-1.31%
+17.84%
-2.23%
1971
+9.50%
-7.91%
+14.20%
-2.36%
1970
+17.24%
-5.95%
+12.20%
-5.73%
1969
-2.12%
-5.02%
-9.41%
-11.13%
1968
+2.90%
-4.78%
+11.01%
-0.78%
1967
-0.53%
-4.27%
+5.38%
-1.95%
1966
+4.97%
-3.15%
+0.48%
-4.81%
1965
+0.72%
-1.64%
+4.02%
-0.86%
1964
+3.89%
-0.04%
+5.99%
-0.28%
1963
+1.64%
-0.38%
+6.03%
-0.83%
1962
+5.71%
-0.50%
+0.41%
-5.15%
1961
+1.32%
-1.90%
+7.10%
-1.25%
1960
+13.04%
-0.30%
+6.95%
-1.34%
1959
-1.70%
-3.66%
+2.64%
-2.19%
1958
-2.81%
-6.22%
+10.15%
-0.76%
1957
+8.57%
-2.26%
+0.51%
-3.69%
1956
-1.55%
-2.73%
+0.82%
-2.90%
1955
-0.77%
-1.93%
+5.80%
-0.45%
1954
+2.83%
-0.97%
+14.04%
-1.08%
1953
+3.64%
-2.98%
-0.81%
-5.34%
1952
+2.25%
-1.66%
+3.54%
-1.51%
1951
+0.05%
-2.58%
+4.75%
-1.88%
1950
-0.12%
-0.72%
+6.73%
-1.65%
1949
+4.38%
-0.16%
+6.56%
-1.06%
1948
+2.60%
-0.75%
+1.37%
-2.71%
1947
-0.45%
-2.67%
+3.38%
-1.58%
1946
+0.72%
-1.65%
-0.72%
-6.02%
1945
+5.13%
-1.00%
+13.13%
-0.77%
1944
+2.27%
0.00%
+6.27%
-0.34%
1943
+2.47%
-0.05%
+8.67%
-2.39%
1942
+1.30%
-0.49%
+5.07%
-3.07%
1941
+2.24%
-1.81%
-0.43%
-3.99%
1940
+4.30%
-2.10%
+0.90%
-6.62%
1939
+3.10%
-4.92%
+2.59%
-2.86%
1938
+4.38%
-0.49%
+9.29%
-6.59%
1937
+1.88%
-2.31%
-8.08%
-9.88%
1936
+4.52%
-0.11%
+11.10%
-1.80%
1935
+3.91%
-1.14%
+13.72%
-1.24%
1934
+7.29%
-2.01%
+6.62%
-2.89%
1933
+2.99%
-1.79%
+29.29%
-5.58%
1932
+12.27%
-2.08%
+2.29%
-9.64%
1931
-2.07%
-4.78%
-12.31%
-16.02%
1930
+7.75%
-0.13%
-4.80%
-9.44%
1929
+4.25%
-1.56%
-0.60%
-8.59%
1928
-0.93%
-2.02%
+10.16%
-1.26%
1927
+5.30%
-0.10%
+11.74%
-1.08%
1926
+4.71%
0.00%
+5.77%
-1.75%
1925
+3.17%
-0.35%
+9.10%
-1.55%
1924
+7.88%
-0.13%
+10.50%
-0.47%
1923
+3.71%
-0.08%
+3.44%
-2.77%
1922
+5.52%
-0.75%
+10.08%
-1.24%
1921
+13.13%
0.00%
+9.09%
-1.94%
1920
+0.21%
-3.65%
-2.79%
-3.70%
1919
+2.22%
-0.74%
+6.19%
-2.20%
1918
+4.60%
-1.27%
+6.84%
-0.72%
1917
-1.69%
-3.86%
-5.80%
-5.80%
1916
+3.65%
-0.88%
+3.90%
-0.60%
1915
+6.25%
-0.73%
+10.04%
-0.74%
1914
+6.48%
-0.09%
-0.47%
-5.19%
1913
+3.87%
-2.10%
-0.35%
-1.95%
1912
+1.57%
-0.39%
+3.78%
-0.82%
1911
+4.10%
-0.98%
+1.80%
-2.64%
1910
+4.18%
-0.25%
+0.56%
-2.32%
1909
+1.45%
-1.44%
+3.60%
-0.55%
1908
+11.41%
-0.17%
+12.62%
-0.57%
1907
-0.31%
-4.13%
-9.25%
-9.26%
1906
+0.73%
-1.43%
+1.76%
-2.08%
1905
+0.66%
-2.86%
+6.65%
-1.44%
1904
+5.83%
-0.24%
+8.30%
-0.90%
1903
+2.16%
-1.20%
-3.26%
-5.82%
1902
+0.98%
-4.62%
+2.01%
-2.23%
1901
+1.83%
-1.18%
+6.90%
-2.18%
1900
+3.87%
-1.78%
+8.26%
-0.88%
1899
-0.40%
-2.91%
+4.73%
-1.32%
1898
+4.67%
-5.80%
+8.63%
-4.16%
1897
+5.85%
-1.15%
+10.73%
-0.31%
1896
+4.07%
-3.68%
+2.27%
-4.87%
1895
+0.04%
-6.46%
+5.14%
-2.94%
1894
+6.09%
-0.76%
+3.06%
-1.11%
1893
+4.74%
-2.03%
-2.81%
-7.23%
1892
+2.12%
-1.18%
+1.85%
-0.92%
1891
+5.41%
-3.16%
+4.30%
-2.66%
1890
+1.24%
-2.39%
-1.76%
-3.61%
1889
+2.49%
-0.71%
+2.94%
-0.76%
1888
+5.49%
-1.09%
+3.44%
-1.38%
1887
+1.47%
-2.25%
+0.13%
-3.25%
1886
+0.76%
-1.61%
+6.58%
-0.66%
1885
+5.34%
-0.60%
+9.57%
-0.72%
1884
+3.94%
-2.60%
-1.86%
-4.99%
1883
+4.31%
-0.89%
+1.84%
-1.39%
1882
+3.10%
-1.35%
+3.62%
-1.49%
1881
+3.49%
-2.35%
+4.48%
-2.34%
1880
+5.28%
-2.00%
+12.85%
-1.46%
1879
+2.94%
-1.57%
+15.96%
-0.31%
1878
+6.47%
-0.62%
+4.59%
-0.40%
1877
+3.66%
-1.67%
-2.46%
-6.35%
1876
+7.19%
-2.17%
-6.01%
-6.10%
1875
+6.49%
-3.41%
+4.28%
-1.56%
1874
+13.72%
-2.38%
+4.84%
-1.78%
1873
+4.25%
-5.87%
+1.68%
-6.29%
1872
+1.82%
-3.44%
+6.47%
-1.80%
1871
+2.78%
-1.85%
+8.64%
-1.32%