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Harry Browne Permanent Portfolio Plan REIT
Harry Browne Permanent Portfolio Plan REIT Strategic Asset Allocation - Equal Weight Moderate
Harry Browne Permanent Portfolio Plan REIT Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.30% April 26
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
Real Estate | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 0.92% | VANGUARD REIT INDEX FUND INVESTOR SHARES | 18.26% |
US Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.54% | VFINX (Vanguard 500 Index Investor) | 24.74% |
Commodities | GLD (SPDR® Gold Shares) | 0.52% | GLD (SPDR Gold Shares) | 22.16% |
CASH | CASH (CASH) | 0.0% | CASH | 34.84% |
* Day change on 02/29/2024.
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 04/26/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Harry Browne Permanent Portfolio Plan REIT Strategic Asset Allocation - Equal Weight Moderate | 3.2% | 12.9% | 4.3% | 7.0% | 5.4% | 7.1% |
VFINX (Vanguard (S&P 500) Index) | 7.3% | 27.5% | 8.3% | 13.5% | 12.6% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.7% | 15.1% | 2.4% | 7.6% | 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 | 3.2 | 12.9 | 4.3 | 7.0 | 5.4 | 7.1 | 6.9 | 6.7 | 13.0 | -10.0 | 12.3 | 8.9 | 17.4 | -4.5 | 7.9 | 5.4 | -2.7 | 11.1 | 0.3 | 8.8 | 3.9 | 16.5 | 17.2 | -11.1 | 6.1 | 16.1 | 8.5 | 15.2 | 20.1 | -2.3 | 4.0 |
Sharpe Ratio | NA | 0.31 | 1.37 | 0.25 | 0.55 | 0.54 | NA | NA | 0.56 | 1.26 | -1.05 | 1.93 | 0.56 | 3.05 | -0.91 | 1.51 | 0.76 | -0.39 | 2.21 | 0.03 | 1.4 | 0.3 | 1.41 | 0.95 | -0.57 | 0.28 | 1.58 | 0.96 | 1.61 | 2.73 | -0.35 | 0.21 |
Draw Down(%) | NA | 2.2 | 5.8 | 14.8 | 17.3 | 17.3 | NA | NA | 27.8 | 5.8 | 14.8 | 3.5 | 17.3 | 1.9 | 7.2 | 2.8 | 8.7 | 8.4 | 3.4 | 6.7 | 3.7 | 9.4 | 7.4 | 13.1 | 27.8 | 6.6 | 7.6 | 3.5 | 9.1 | 4.8 | 12.5 | 7.9 |
Standard Deviation(%) | NA | 6.7 | 6.6 | 8.3 | 9.8 | 8.2 | NA | NA | 10.0 | 6.9 | 10.8 | 6.4 | 15.5 | 5.2 | 6.4 | 4.8 | 6.8 | 7.0 | 5.0 | 7.3 | 6.3 | 12.8 | 11.6 | 17.9 | 21.0 | 11.0 | 8.1 | 6.6 | 8.9 | 7.1 | 9.7 | 8.0 |
Treynor Ratio | NA | 0.05 | 0.21 | 0.05 | 0.13 | 0.12 | NA | NA | 0.13 | 0.21 | -0.28 | 0.32 | 0.21 | 0.75 | -0.19 | 0.28 | 0.25 | -0.11 | 0.43 | 0.0 | 0.24 | 0.08 | 0.3 | 0.3 | -0.26 | 0.05 | 0.23 | 0.13 | 0.28 | 0.53 | -0.1 | 0.05 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | 0.0 | -0.01 | 0.01 | 0.0 | 0.04 | -0.01 | 0.01 | 0.01 | -0.01 | 0.03 | -0.05 | 0.01 | 0.01 | 0.03 | 0.01 | 0.03 | 0.01 | 0.03 | 0.02 | 0.04 | 0.04 | 0.02 | 0.02 |
Beta | NA | 0.41 | 0.42 | 0.41 | 0.4 | 0.36 | NA | NA | 0.42 | 0.42 | 0.41 | 0.39 | 0.42 | 0.21 | 0.31 | 0.26 | 0.2 | 0.24 | 0.26 | 0.47 | 0.37 | 0.46 | 0.54 | 0.58 | 0.45 | 0.61 | 0.55 | 0.48 | 0.51 | 0.37 | 0.33 | 0.34 |
RSquared | NA | 0.52 | 0.56 | 0.74 | 0.77 | 0.62 | NA | NA | 0.67 | 0.63 | 0.83 | 0.64 | 0.87 | 0.26 | 0.67 | 0.13 | 0.15 | 0.29 | 0.34 | 0.51 | 0.58 | 0.71 | 0.7 | 0.77 | 0.79 | 0.8 | 0.46 | 0.57 | 0.42 | 0.77 | 0.8 | 0.86 |
Sortino Ratio | NA | 0.44 | 2.11 | 0.35 | 0.75 | 0.72 | NA | NA | 0.79 | 1.92 | -1.42 | 2.83 | 0.72 | 4.68 | -1.18 | 2.0 | 1.06 | -0.52 | 3.19 | 0.04 | 2.15 | 0.42 | 2.04 | 1.39 | -0.78 | 0.38 | 2.38 | 1.4 | 2.24 | 4.32 | -0.5 | 0.3 |
Yield(%) | N/A | 0.75 | 2.76 | 1.97 | 1.96 | 1.87 | N/A | N/A | 2.49 | 2.94 | 1.43 | 1.1 | 1.95 | 2.2 | 1.4 | 0.45 | 2.61 | 2.11 | 2.2 | 1.51 | 1.06 | 0.52 | 2.79 | 2.97 | 2.95 | 2.72 | 2.91 | 3.54 | 3.73 | 4.48 | 4.34 | 4.56 |
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 4 major asset classes: Commodity, US Equity, Fixed Income, REITs
that are covered in Harry Browne Permanent Portfolio Plan REIT. It then selects one or two funds for each of the 4 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 7 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 on
03/30/2011
are obtained from historical simulation. They are hypothetical.