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Permanent Portfolio ETF Plan
Permanent Portfolio Fund PRPFX ETF Plan Strategic Asset Allocation Risk Profile 35
Permanent Portfolio Fund PRPFX ETF Plan Strategic Asset Allocation Risk Profile 35
live (public) 0.50% May 06
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
Real Estate | VNQ (Vanguard Real Estate Index Fund ETF Shares) | 0.71% | Vanguard REITs Index ETF | 22.39% |
US Equity | IGE (iShares North American Natural Resources ETF) | 1.12% | iShares S&P North Amer Natural Resources | 11.87% |
US Equity | VTI (Vanguard Total Stock Market Index Fund ETF Shares) | 0.07% | Vanguard Total Stock Market ETF | 10.68% |
General Bond | SHY (iShares 1-3 Year Treasury Bond ETF) | 0.06% | iShares Barclays 1-3 Year Treasury Bond | 29.93% |
Commodities | GLD (SPDR® Gold Shares) | 1.29% | SPDR Gold Shares | 25.13% |
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 05/06/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Permanent Portfolio Fund PRPFX ETF Plan Strategic Asset Allocation Risk Profile 35 | 4.1% | 11.5% | 5.6% | 7.8% | 4.9% | 7.3% |
VFINX (Vanguard (S&P 500) Index) | 9.0% | 29.4% | 9.1% | 13.8% | 12.6% | 14.3% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.5% |
* 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(%) | -0.2 | 4.1 | 11.5 | 5.6 | 7.8 | 4.9 | 7.3 | 7.2 | 7.1 | 10.7 | -4.6 | 14.9 | 6.8 | 15.7 | -4.6 | 4.6 | 7.9 | -4.9 | 6.3 | -1.7 | 8.0 | 7.9 | 25.3 | 19.2 | -14.4 | 7.6 | 17.1 | 9.4 | 15.1 | 21.1 | -3.5 | 7.4 |
Sharpe Ratio | NA | 0.35 | 1.0 | 0.36 | 0.57 | 0.43 | NA | NA | 0.54 | 0.85 | -0.52 | 1.93 | 0.38 | 2.69 | -0.93 | 0.84 | 1.07 | -0.61 | 1.03 | -0.21 | 1.14 | 0.51 | 1.85 | 0.96 | -0.66 | 0.41 | 1.45 | 1.03 | 1.54 | 2.68 | -0.43 | 0.62 |
Draw Down(%) | NA | 3.1 | 5.6 | 13.9 | 20.1 | 20.1 | NA | NA | 30.8 | 5.6 | 13.9 | 3.6 | 20.1 | 2.3 | 7.5 | 4.4 | 6.0 | 10.5 | 4.9 | 7.5 | 4.7 | 16.1 | 7.6 | 14.1 | 30.8 | 7.0 | 9.3 | 3.8 | 9.4 | 5.4 | 15.5 | 9.4 |
Standard Deviation(%) | NA | 8.0 | 7.7 | 9.1 | 10.9 | 9.0 | NA | NA | 11.1 | 7.7 | 11.6 | 7.7 | 17.3 | 5.3 | 6.4 | 4.8 | 7.2 | 8.1 | 6.1 | 8.3 | 7.0 | 15.6 | 13.6 | 19.9 | 23.0 | 11.4 | 9.6 | 7.0 | 9.2 | 7.6 | 10.9 | 8.1 |
Treynor Ratio | NA | 0.07 | 0.18 | 0.08 | 0.15 | 0.1 | NA | NA | 0.14 | 0.15 | -0.15 | 0.34 | 0.15 | 0.59 | -0.2 | 0.14 | 0.26 | -0.13 | 0.2 | -0.03 | 0.18 | 0.16 | 0.39 | 0.3 | -0.34 | 0.08 | 0.23 | 0.15 | 0.27 | 0.56 | -0.14 | 0.28 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | NA | NA | 0.01 | -0.01 | 0.01 | 0.01 | -0.01 | 0.03 | -0.02 | 0.0 | 0.02 | -0.02 | 0.01 | -0.06 | 0.01 | 0.03 | 0.06 | 0.01 | 0.02 | 0.02 | 0.03 | 0.03 | 0.04 | 0.04 | 0.01 | 0.03 |
Beta | NA | 0.41 | 0.43 | 0.41 | 0.42 | 0.39 | NA | NA | 0.44 | 0.43 | 0.4 | 0.44 | 0.45 | 0.24 | 0.3 | 0.29 | 0.3 | 0.38 | 0.32 | 0.52 | 0.43 | 0.5 | 0.64 | 0.64 | 0.45 | 0.61 | 0.59 | 0.49 | 0.53 | 0.36 | 0.32 | 0.18 |
RSquared | NA | 0.38 | 0.41 | 0.61 | 0.69 | 0.61 | NA | NA | 0.58 | 0.52 | 0.69 | 0.55 | 0.82 | 0.33 | 0.64 | 0.16 | 0.3 | 0.52 | 0.35 | 0.5 | 0.63 | 0.56 | 0.72 | 0.77 | 0.64 | 0.74 | 0.39 | 0.52 | 0.41 | 0.67 | 0.59 | 0.23 |
Sortino Ratio | NA | 0.48 | 1.48 | 0.5 | 0.77 | 0.58 | NA | NA | 0.75 | 1.27 | -0.7 | 2.86 | 0.49 | 4.18 | -1.2 | 1.24 | 1.56 | -0.79 | 1.46 | -0.28 | 1.71 | 0.68 | 2.72 | 1.39 | -0.89 | 0.55 | 2.13 | 1.48 | 2.16 | 4.09 | -0.59 | 0.85 |
Yield(%) | N/A | 1.08 | 3.06 | 2.17 | 2.16 | 1.89 | N/A | N/A | 1.88 | 2.79 | 1.71 | 1.69 | 1.98 | 2.13 | 1.44 | 0.71 | 2.39 | 1.37 | 2.13 | 1.71 | 0.79 | 1.03 | 2.56 | 2.44 | 1.9 | 1.7 | 1.86 | 1.99 | 1.75 | 2.05 | 1.67 | 2.32 |
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, Fixed Income, REITs, US Equity
that are covered in Permanent Portfolio ETF Plan. It then selects one or two funds for each of the 4 major asset classes.
1.Risk allocation: the risk profile of this portfolio 35.0.
The total allocation of the fixed income assets should be at least 35.0%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 9 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
06/09/2011
are obtained from historical simulation. They are hypothetical.