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

Simulation Settings
Period: August 2009 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond November 2024.
Reset settings
Close
Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
December 2014
1.47$
Final Capital
November 2024
3.93%
Yearly Return
6.96
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period
Harry Browne Permanent with Bitcoin Portfolio
1.00$
Initial Capital
December 2014
2.48$
Final Capital
November 2024
9.50%
Yearly Return
8.50
Std Deviation
-16.89%
Max Drawdown
27months
Recovery Period
Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
August 2009
2.18$
Final Capital
November 2024
5.22%
Yearly Return
6.93
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period
Harry Browne Permanent with Bitcoin Portfolio
1.00$
Initial Capital
August 2009
11.64$
Final Capital
November 2024
17.36%
Yearly Return
35.48
Std Deviation
-37.49%
Max Drawdown
29months
Recovery Period

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.93% compound annual return, with a 6.96% standard deviation, in the last 10 Years.

The Harry Browne Permanent with Bitcoin Portfolio obtained a 9.50% compound annual return, with a 8.50% standard deviation, in the last 10 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 August 2009 - 30 November 2024 (~15 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US 40/60 Momentum
-- Market Benchmark 		8.99 1.48 3.47 12.64 3.42 3.93 5.22
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_harry_browne.webp Permanent Portfolio with Bitcoin
Harry Browne 		16.78 2.52 10.84 21.70 8.26 9.50 17.36
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since December 2014, now would be worth 1.47$, with a total return of 47.03% (3.93% annualized).

Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since December 2014, now would be worth 2.48$, with a total return of 147.89% (9.50% annualized).


Loading data
Please wait
Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.18$, with a total return of 118.15% (5.22% annualized).

Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since August 2009, now would be worth 11.64$, with a total return of 1064.15% (17.36% annualized).


Loading data
Please wait

Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 August 2009 - 30 November 2024 (~15 years)
Swipe left to see all data
Developed World ex-US 40/60 Momentum Permanent Portfolio with Bitcoin
Author Harry Browne
ASSET ALLOCATION
Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 12.64 21.70
Infl. Adjusted Return (%) 9.64 18.46
DRAWDOWN
Deepest Drawdown Depth (%) -2.55 -2.29
Start to Recovery (months) 4 2
Longest Drawdown Depth (%) -2.55 -0.49
Start to Recovery (months) 4 2
Longest Negative Period (months) 3 1
RISK INDICATORS
Standard Deviation (%) 6.04 6.11
Sharpe Ratio 1.23 2.70
Sortino Ratio 1.53 3.41
Ulcer Index 0.96 0.65
Ratio: Return / Standard Deviation 2.09 3.55
Ratio: Return / Deepest Drawdown 4.96 9.47
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Developed World ex-US 40/60 Momentum Permanent Portfolio with Bitcoin
Author Harry Browne
ASSET ALLOCATION
Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 3.42 8.26
Infl. Adjusted Return (%) -0.73 3.92
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -16.89
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -19.40 -16.89
Start to Recovery (months) 35 27
Longest Negative Period (months) 47 39
RISK INDICATORS
Standard Deviation (%) 8.70 9.26
Sharpe Ratio 0.13 0.65
Sortino Ratio 0.17 0.92
Ulcer Index 7.52 6.18
Ratio: Return / Standard Deviation 0.39 0.89
Ratio: Return / Deepest Drawdown 0.18 0.49
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Developed World ex-US 40/60 Momentum Permanent Portfolio with Bitcoin
Author Harry Browne
ASSET ALLOCATION
Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 3.93 9.50
Infl. Adjusted Return (%) 0.97 6.38
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -16.89
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -19.40 -16.89
Start to Recovery (months) 35 27
Longest Negative Period (months) 56 39
RISK INDICATORS
Standard Deviation (%) 6.96 8.50
Sharpe Ratio 0.34 0.93
Sortino Ratio 0.45 1.40
Ulcer Index 5.55 4.76
Ratio: Return / Standard Deviation 0.56 1.12
Ratio: Return / Deepest Drawdown 0.20 0.56
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Developed World ex-US 40/60 Momentum Permanent Portfolio with Bitcoin
Author Harry Browne
ASSET ALLOCATION
Stocks 40% 25%
Fixed Income 60% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 5.22 17.36
Infl. Adjusted Return (%) 2.59 14.43
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -37.49
Start to Recovery (months) 35 29
Longest Drawdown Depth (%) -19.40 -23.85
Start to Recovery (months) 35 45
Longest Negative Period (months) 56 46
RISK INDICATORS
Standard Deviation (%) 6.93 35.48
Sharpe Ratio 0.61 0.46
Sortino Ratio 0.80 1.38
Ulcer Index 4.70 13.16
Ratio: Return / Standard Deviation 0.75 0.49
Ratio: Return / Deepest Drawdown 0.27 0.46
Metrics calculated over the period 1 August 2009 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 August 2009 - 30 November 2024 (~15 years)

Loading data
Please wait
Swipe left to see all data
Developed World ex-US 40/60 Momentum Permanent Portfolio with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-16.89 27 Jan 2022
Mar 2024
-7.72 5 Feb 2020
Jun 2020
-6.28 14 Feb 2015
Mar 2016
-6.08 9 Aug 2016
Apr 2017
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-4.63 14 Feb 2018
Mar 2019
-4.27 8 Aug 2016
Mar 2017
-2.86 2 Sep 2021
Oct 2021
-2.67 3 Sep 2020
Nov 2020
-2.61 4 Jan 2021
Apr 2021
-2.43 3 Feb 2020
Apr 2020
-2.29 2 Apr 2024
May 2024
-2.15 2* Oct 2024
In progress

Loading data
Please wait
Swipe left to see all data
Developed World ex-US 40/60 Momentum Permanent Portfolio with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.49 29 Jul 2011
Nov 2013
-23.85 45 Dec 2013
Aug 2017
-19.40 35 Sep 2021
Jul 2024
-16.89 27 Jan 2022
Mar 2024
-8.94 15 May 2011
Jul 2012
-7.72 5 Feb 2020
Jun 2020
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-5.17 6 May 2013
Oct 2013
-4.63 14 Feb 2018
Mar 2019
-4.27 8 Aug 2016
Mar 2017
-4.04 3 May 2010
Jul 2010
-3.14 5 Dec 2009
Apr 2010
-2.86 2 Sep 2021
Oct 2021
-2.67 3 Sep 2020
Nov 2020

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 2009 - 30 November 2024 (~15 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
Developed World ex-US 40/60 Momentum Permanent Portfolio with Bitcoin
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 8.99 -2.55 16.78 -2.29
2023
 10.83 -4.47 14.40 -5.74
2022
 -14.37 -19.07 -13.80 -16.89
2021
 1.27 -2.17 5.48 -2.86
2020
 11.65 -7.72 21.66 -2.67
2019
 14.52 -0.27 17.66 -1.61
2018
 -4.03 -6.00 -3.19 -4.63
2017
 11.62 -0.20 38.10 -1.36
2016
 2.96 -4.27 7.85 -6.08
2015
 0.07 -5.38 -2.15 -6.28
2014
 1.57 -1.52 8.31 -2.83
2013
 8.39 -5.17 122.23 -23.85
2012
 12.90 -3.09 9.90 -1.72
2011
 -0.59 -8.94 40.38 -37.49
2010
 10.77 -4.04 20.30 -0.51