Developed World ex-US 20/80 vs Harry Browne Permanent Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 20/80 Portfolio obtained a 5.08% compound annual return, with a 5.25% 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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Developed World ex-US 20/80 Portfolio Harry Browne Permanent Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 20% 25%
Fixed Income 80% 50%
Commodities 0% 25%
30 Years Stats Return +5.08% +6.47%
Std Dev 5.25% 6.59%
Max Drawdown -16.80% -15.92%
All time Stats
(Since Jan 1985)
Return +7.18% +7.22%
Std Dev 5.84% 6.38%
Max Drawdown -16.80% -15.92%
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
Developed World ex-US 20/80 Portfolio +0.11 +4.57 +8.13 +1.74 +2.72 +5.08 +7.18
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +6.47 +7.22
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.42$, with a total return of 341.69% (5.08% 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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.11$, with a total return of 1411.21% (7.18% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 15.31$, with a total return of 1431.33% (7.22% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 20/80 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
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-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
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-4.61% Mar 1994 Feb 1995 (12) May 1995 (15) 3.30
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-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
-3.54% May 1999 Aug 1999 (4) Oct 1999 (6) 2.13
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-3.07% Dec 2009 Jan 2010 (2) Apr 2010 (5) 1.77

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 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
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-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
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.78% Sep 1987 Nov 1987 (3) Jan 1989 (17) 2.85
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-4.53% Jan 1990 Apr 1990 (4) Dec 1990 (12) 2.19
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-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

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
-0.57%
-0.69%
+0.48%
-0.53%
2023
+10.62%
-3.65%
+11.55%
-5.68%
2022
-13.28%
-15.82%
-12.53%
-15.92%
2021
+0.51%
-1.64%
+4.21%
-4.43%
2020
+5.67%
-5.99%
+16.10%
-3.30%
2019
+10.82%
-0.13%
+16.17%
-1.10%
2018
-0.71%
-1.97%
-1.76%
-4.25%
2017
+7.20%
-0.28%
+10.97%
-0.83%
2016
+4.23%
-2.76%
+5.54%
-6.98%
2015
+0.88%
-3.06%
-3.06%
-6.73%
2014
+5.80%
-0.91%
+9.40%
-2.62%
2013
+3.72%
-4.48%
-2.08%
-6.04%
2012
+11.34%
-1.93%
+6.41%
-1.83%
2011
+4.42%
-2.68%
+11.11%
-1.85%
2010
+8.49%
-1.80%
+13.92%
-0.53%
2009
+17.74%
-4.20%
+7.85%
-6.22%
2008
-10.01%
-15.55%
+0.87%
-12.63%
2007
+6.22%
-0.75%
+12.69%
-1.20%
2006
+7.61%
-0.62%
+10.94%
-2.12%
2005
+6.71%
-1.16%
+8.91%
-1.25%
2004
+8.93%
-1.18%
+6.83%
-4.20%
2003
+10.88%
-0.98%
+13.32%
-2.34%
2002
+4.31%
-1.24%
+5.85%
-4.02%
2001
+4.28%
-1.41%
-0.52%
-4.13%
2000
+4.50%
-1.64%
+2.40%
-3.23%
1999
+7.82%
-2.07%
+5.17%
-3.54%
1998
+16.99%
-0.92%
+10.09%
-5.34%
1997
-4.15%
-6.74%
+7.19%
-2.33%
1996
+4.66%
-1.36%
+5.08%
-2.02%
1995
+17.78%
-0.82%
+18.11%
0.00%
1994
-3.88%
-6.31%
-1.37%
-3.63%
1993
+19.11%
-1.94%
+12.00%
-0.99%
1992
+6.56%
-4.18%
+3.57%
-1.77%
1991
+19.03%
-1.69%
+11.72%
-0.88%
1990
+0.80%
-7.02%
+1.11%
-4.53%
1989
+11.45%
-2.33%
+12.90%
-1.18%
1988
+12.16%
-0.98%
+4.39%
-1.50%
1987
+8.87%
-2.58%
+7.42%
-5.78%
1986
+25.77%
-3.32%
+17.64%
-1.28%
1985
+31.17%
-2.24%
+20.47%
-2.05%