Developed World ex-US Stocks vs Simplified Permanent Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Portfolio obtained a 4.92% compound annual return, with a 16.50% 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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Developed World ex-US Stocks Portfolio Simplified Permanent Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 25%
Fixed Income 0% 50%
Commodities 0% 25%
30 Years Stats Return +4.92% +6.85%
Std Dev 16.50% 6.88%
Max Drawdown -57.00% -16.43%
All time Stats
(Since Jan 1970)
Return +8.21% +8.88%
Std Dev 17.13% 8.02%
Max Drawdown -57.00% -16.43%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +4.92 +8.21
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.85 +8.88
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 4.23$, with a total return of 322.51% (4.92% 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).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 71.96$, with a total return of 7095.88% (8.21% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1970, now would be worth 100.42$, with a total return of 9942.04% (8.88% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-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
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47
-3.97% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.72
-3.81% Jan 2021 Mar 2021 (3) May 2021 (5) 2.20

Drawdown comparison chart since January 1970.

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Developed World ex-US Stocks Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-41.73% Jan 1973 Sep 1974 (21) Sep 1977 (57) 16.13
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-27.77% Dec 1980 Jul 1982 (20) Mar 1983 (28) 12.17
-27.31% Jan 1970 Jun 1970 (6) Mar 1971 (15) 15.11
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-14.34% Dec 1980 Sep 1981 (10) Aug 1982 (21) 8.76
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-13.17% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.15
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.37% Apr 1974 Sep 1974 (6) Jan 1975 (10) 5.96
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-11.03% Feb 1980 Mar 1980 (2) Jul 1980 (6) 5.29
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81

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
+1.63%
-1.09%
+0.37%
-0.04%
2023
+17.94%
-10.71%
+11.51%
-5.16%
2022
-15.36%
-27.52%
-12.67%
-16.43%
2021
+11.67%
-4.89%
+3.72%
-3.81%
2020
+9.74%
-23.99%
+16.46%
-3.11%
2019
+22.62%
-5.21%
+16.15%
-0.99%
2018
-14.75%
-18.62%
-1.29%
-3.68%
2017
+26.42%
0.00%
+9.78%
-0.96%
2016
+2.67%
-8.44%
+5.72%
-6.23%
2015
-0.38%
-12.39%
-1.82%
-5.27%
2014
-5.98%
-10.04%
+7.12%
-2.59%
2013
+21.83%
-5.66%
-1.76%
-6.69%
2012
+18.56%
-13.28%
+7.59%
-1.89%
2011
-12.30%
-23.95%
+10.45%
-3.69%
2010
+8.35%
-15.54%
+16.36%
-0.02%
2009
+27.49%
-22.68%
+9.94%
-4.96%
2008
-40.65%
-45.54%
+0.94%
-13.28%
2007
+11.15%
-6.29%
+14.14%
-1.50%
2006
+26.27%
-3.73%
+10.82%
-2.47%
2005
+13.60%
-4.72%
+7.34%
-1.60%
2004
+20.25%
-3.59%
+6.42%
-4.79%
2003
+38.67%
-8.24%
+15.31%
-2.22%
2002
-15.62%
-23.19%
+9.00%
-2.60%
2001
-21.94%
-26.63%
+0.15%
-3.21%
2000
-14.29%
-17.14%
+4.63%
-2.98%
1999
+37.96%
-4.28%
+2.25%
-5.09%
1998
+16.51%
-14.47%
+12.93%
-4.63%
1997
-1.39%
-11.23%
+8.38%
-2.87%
1996
+4.68%
-4.13%
+4.09%
-3.64%
1995
+3.98%
-8.89%
+21.97%
0.00%
1994
+9.76%
-5.55%
-4.18%
-5.67%
1993
+29.92%
-10.94%
+13.56%
-1.61%
1992
-14.79%
-15.85%
+4.46%
-3.11%
1991
+9.48%
-9.97%
+15.41%
-1.06%
1990
-24.79%
-31.21%
+1.55%
-5.66%
1989
+12.85%
-7.94%
+15.24%
-1.52%
1988
+25.66%
-9.43%
+3.97%
-2.03%
1987
+30.48%
-13.46%
+5.46%
-5.83%
1986
+63.38%
-8.70%
+19.06%
-1.00%
1985
+56.04%
-1.19%
+24.24%
-2.66%
1984
+7.32%
-6.40%
+3.14%
-5.27%
1983
+23.61%
-3.06%
+2.74%
-3.74%
1982
-1.94%
-22.97%
+28.65%
-5.77%
1981
-2.36%
-10.87%
-6.55%
-13.29%
1980
+22.48%
-11.03%
+11.44%
-13.17%
1979
+4.69%
-8.91%
+38.61%
-5.94%
1978
+32.52%
-5.86%
+11.00%
-5.48%
1977
+17.99%
-2.80%
+5.09%
-3.12%
1976
+2.46%
-11.28%
+13.24%
-2.32%
1975
+35.29%
-12.20%
+6.02%
-7.68%
1974
-23.23%
-31.46%
+11.61%
-11.37%
1973
-14.99%
-16.30%
+15.34%
-6.38%
1972
+36.24%
-0.55%
+17.84%
-2.23%
1971
+29.49%
-3.82%
+14.20%
-2.36%
1970
-11.71%
-27.31%
+12.20%
-5.73%