Developed World ex-US 60/40 vs Harry Browne Permanent Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 60/40 Portfolio obtained a 5.29% compound annual return, with a 10.17% 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 60/40 Portfolio Harry Browne Permanent Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 25%
Fixed Income 40% 50%
Commodities 0% 25%
30 Years Stats Return +5.29% +6.47%
Std Dev 10.17% 6.59%
Max Drawdown -37.49% -15.92%
All time Stats
(Since Jan 1985)
Return +7.90% +7.22%
Std Dev 10.99% 6.38%
Max Drawdown -37.49% -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 60/40 Portfolio +1.43 +6.56 +11.02 +4.28 +3.79 +5.29 +7.90
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 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 4.70$, with a total return of 370.02% (5.29% 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 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 19.67$, with a total return of 1867.49% (7.90% 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 60/40 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
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-7.33% Nov 1994 Feb 1995 (4) Jul 1995 (9) 3.33
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-5.78% Dec 1996 Apr 1997 (5) Jun 1997 (7) 3.79
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.09% May 2013 Jun 2013 (2) Sep 2013 (5) 2.77
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62

Drawdown comparison chart since January 1985.

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Developed World ex-US 60/40 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
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-18.51% Jan 1990 Sep 1990 (9) Dec 1991 (24) 8.68
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.82% Sep 1987 Oct 1987 (2) Feb 1988 (6) 5.47
-8.78% Jan 1992 Apr 1992 (4) Mar 1993 (15) 5.11
-7.55% Feb 1994 Feb 1995 (13) Jul 1995 (18) 2.81
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-6.35% Sep 1993 Nov 1993 (3) Jan 1994 (5) 2.82
-5.90% Sep 1986 Oct 1986 (2) Dec 1986 (4) 3.02

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
+0.53%
-0.89%
+0.48%
-0.53%
2023
+14.28%
-7.32%
+11.55%
-5.68%
2022
-14.32%
-21.67%
-12.53%
-15.92%
2021
+6.09%
-3.26%
+4.21%
-4.43%
2020
+7.71%
-14.56%
+16.10%
-3.30%
2019
+16.72%
-2.77%
+16.17%
-1.10%
2018
-7.73%
-10.09%
-1.76%
-4.25%
2017
+16.81%
0.00%
+10.97%
-0.83%
2016
+3.45%
-4.03%
+5.54%
-6.98%
2015
+0.25%
-7.87%
-3.06%
-6.73%
2014
-0.09%
-4.31%
+9.40%
-2.62%
2013
+12.77%
-5.09%
-2.08%
-6.04%
2012
+14.95%
-7.61%
+6.41%
-1.83%
2011
-3.94%
-13.28%
+11.11%
-1.85%
2010
+8.42%
-7.69%
+13.92%
-0.53%
2009
+22.61%
-13.44%
+7.85%
-6.22%
2008
-25.33%
-29.87%
+0.87%
-12.63%
2007
+8.69%
-3.28%
+12.69%
-1.20%
2006
+16.94%
-2.26%
+10.94%
-2.12%
2005
+10.15%
-2.01%
+8.91%
-1.25%
2004
+14.59%
-2.01%
+6.83%
-4.20%
2003
+24.77%
-4.07%
+13.32%
-2.34%
2002
-5.65%
-12.16%
+5.85%
-4.02%
2001
-8.83%
-13.08%
-0.52%
-4.13%
2000
-4.89%
-7.85%
+2.40%
-3.23%
1999
+22.89%
-3.20%
+5.17%
-3.54%
1998
+16.75%
-6.93%
+10.09%
-5.34%
1997
-2.77%
-7.06%
+7.19%
-2.33%
1996
+4.67%
-1.39%
+5.08%
-2.02%
1995
+10.88%
-4.80%
+18.11%
0.00%
1994
+2.94%
-3.27%
-1.37%
-3.63%
1993
+24.52%
-6.35%
+12.00%
-0.99%
1992
-4.11%
-8.78%
+3.57%
-1.77%
1991
+14.26%
-5.21%
+11.72%
-0.88%
1990
-11.99%
-18.51%
+1.11%
-4.53%
1989
+12.15%
-3.14%
+12.90%
-1.18%
1988
+18.91%
-5.35%
+4.39%
-1.50%
1987
+19.68%
-8.82%
+7.42%
-5.78%
1986
+44.57%
-5.90%
+17.64%
-1.28%
1985
+43.60%
-0.36%
+20.47%
-2.05%