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Harry Browne Permanent Portfolio Plan
Harry Browne Permanent Portfolio Plan Strategic Asset Allocation - Equal Weight Moderate
Harry Browne Permanent Portfolio Plan Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.40% May 03
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | VFISX (VANGUARD SHORT-TERM TREASURY FUND INVESTOR SHARES) | 0.20% | VFISX (Vanguard Short-Term Treasury) | 33.94% |
US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.11% | VFINX (Vanguard 500 Index Investor) | 34.73% |
Commodities | GLD (SPDR® Gold Shares) | 1.29% | GLD (SPDR Gold Shares) | 31.33% |
CASH | CASH (CASH) | 0.0% | CASH | 0.00% |
* Day change on 03/28/2024.
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 05/03/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Harry Browne Permanent Portfolio Plan Strategic Asset Allocation - Equal Weight Moderate | 6.5% | 14.2% | 6.4% | 9.3% | 6.4% | 7.3% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.3 | 6.5 | 14.2 | 6.4 | 9.3 | 6.4 | 7.3 | 7.0 | 6.1 | 14.0 | -5.7 | 7.2 | 15.4 | 15.9 | -2.9 | 10.4 | 4.8 | -2.5 | 5.8 | -0.2 | 7.4 | 5.7 | 14.3 | 16.0 | -7.7 | 13.5 | 12.0 | 8.1 | 6.9 | 18.5 | -10.5 | -3.0 |
Sharpe Ratio | NA | 0.83 | 1.77 | 0.56 | 0.93 | 0.75 | NA | NA | 0.58 | 1.64 | -0.76 | 1.15 | 1.25 | 2.98 | -0.7 | 3.01 | 0.76 | -0.37 | 1.18 | -0.03 | 1.16 | 0.63 | 1.73 | 1.6 | -0.6 | 1.29 | 1.03 | 1.1 | 0.81 | 1.72 | -0.79 | -0.43 |
Draw Down(%) | NA | 2.2 | 4.6 | 11.2 | 12.1 | 12.1 | NA | NA | 23.2 | 4.6 | 11.2 | 3.5 | 12.1 | 1.9 | 7.3 | 2.0 | 7.0 | 7.8 | 2.7 | 7.3 | 4.5 | 5.9 | 4.7 | 5.7 | 20.6 | 3.6 | 8.5 | 2.8 | 5.0 | 8.2 | 18.4 | 16.3 |
Standard Deviation(%) | NA | 6.3 | 5.9 | 7.3 | 8.3 | 7.0 | NA | NA | 8.7 | 6.0 | 9.4 | 6.3 | 12.1 | 4.9 | 6.1 | 3.3 | 6.1 | 6.7 | 4.9 | 7.6 | 6.3 | 9.0 | 8.2 | 10.0 | 14.5 | 8.1 | 8.5 | 5.4 | 7.4 | 10.4 | 14.6 | 12.2 |
Treynor Ratio | NA | 0.13 | 0.28 | 0.12 | 0.25 | 0.18 | NA | NA | 0.15 | 0.31 | -0.21 | 0.2 | 0.51 | 0.88 | -0.14 | 0.51 | 0.29 | -0.09 | 0.29 | -0.01 | 0.2 | 0.22 | 0.42 | 0.64 | -0.34 | 0.27 | 0.21 | 0.19 | 0.09 | 0.29 | -0.21 | -0.09 |
Alpha | NA | 0.03 | 0.01 | 0.01 | 0.02 | 0.01 | NA | NA | 0.01 | 0.01 | 0.0 | -0.01 | 0.03 | 0.04 | -0.01 | 0.02 | 0.01 | -0.01 | 0.01 | -0.04 | 0.01 | 0.02 | 0.04 | 0.04 | 0.01 | 0.04 | 0.02 | 0.02 | 0.0 | 0.01 | 0.01 | 0.01 |
Beta | NA | 0.4 | 0.37 | 0.34 | 0.31 | 0.29 | NA | NA | 0.34 | 0.31 | 0.35 | 0.37 | 0.3 | 0.17 | 0.3 | 0.19 | 0.16 | 0.29 | 0.2 | 0.41 | 0.36 | 0.26 | 0.34 | 0.25 | 0.25 | 0.4 | 0.42 | 0.31 | 0.64 | 0.61 | 0.56 | 0.57 |
RSquared | NA | 0.58 | 0.55 | 0.67 | 0.64 | 0.55 | NA | NA | 0.58 | 0.48 | 0.79 | 0.58 | 0.71 | 0.18 | 0.71 | 0.15 | 0.12 | 0.44 | 0.21 | 0.36 | 0.53 | 0.46 | 0.55 | 0.46 | 0.52 | 0.61 | 0.25 | 0.36 | 0.92 | 0.99 | 0.99 | 0.99 |
Sortino Ratio | NA | 1.23 | 2.7 | 0.8 | 1.3 | 1.06 | NA | NA | 0.82 | 2.52 | -1.04 | 1.6 | 1.7 | 4.74 | -0.91 | 4.91 | 1.1 | -0.51 | 1.72 | -0.04 | 1.75 | 0.88 | 2.47 | 2.33 | -0.82 | 1.81 | 1.46 | 1.65 | 1.17 | 2.62 | -1.12 | -0.6 |
Yield(%) | N/A | 0.59 | 2.06 | 1.39 | 1.37 | 1.33 | N/A | N/A | 1.85 | 2.29 | 0.96 | 0.6 | 1.39 | 1.59 | 0.87 | 0.37 | 1.81 | 1.66 | 1.52 | 0.87 | 1.35 | 2.75 | 2.24 | 2.1 | 2.09 | 2.42 | 2.28 | 2.56 | 2.27 | 2.66 | 2.64 | 2.7 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 3 major asset classes: Commodity, US Equity, Fixed Income
that are covered in Harry Browne Permanent Portfolio Plan. It then selects one or two funds for each of the 3 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 6 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.