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Harry Browne Permanent Portfolio Core Satellite
Harry Browne Permanent Portfolio Core Satellite
live (public) 0.61% April 26
This portfolio consists of two (sub) portfolios: 50% in Harry
Browne's original permanent portfolio as the core holding and 50% in Vanguard ETFs Tactical Allocation Moderate.
The other two investment plans using permanent portfolio concept are:
Permanent Global Portfolio ETF Plan
See Long Term Harry Browne's Permanent Portfolio Performance
Holdings (As of 04/26/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Core Permanent Portfolio | P_17551 (Harry Browne Permanent Portfolio) | 0.47% | 50.82% |
Satellite Vanguard ETF TAA | P_15208 (Vanguard ETFs Tactical Asset Allocation Moderate) | 0.75% | 49.18% |
* Day change on 04/26/2024.
Performance (As of 04/26/2024)
Since 01/02/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Harry Browne Permanent Portfolio Core Satellite | 1.7% | 9.9% | 1.3% | 5.4% | 4.3% | 5.9% |
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(%) | 0.8 | 1.7 | 9.9 | 1.3 | 5.4 | 4.3 | 5.9 | 6.2 | 6.1 | 10.9 | -14.1 | 11.4 | 11.7 | 12.5 | -3.7 | 11.3 | 6.3 | -4.3 | 6.1 | 3.9 | 9.8 | 7.1 | 12.6 | 0.7 | 1.8 | 14.4 | 12.4 | 9.0 | 8.2 | 15.0 | 1.8 | 0.9 |
Sharpe Ratio | NA | 0.07 | 0.83 | -0.13 | 0.48 | 0.48 | NA | NA | 0.71 | 0.94 | -1.9 | 1.62 | 1.1 | 2.38 | -0.82 | 2.6 | 1.12 | -0.78 | 1.28 | 0.61 | 2.06 | 0.9 | 1.37 | 0.06 | 0.11 | 1.09 | 1.0 | 1.15 | 1.29 | 2.65 | 0.23 | -0.54 |
Draw Down(%) | NA | 3.2 | 6.6 | 16.0 | 16.0 | 16.0 | NA | NA | 16.0 | 6.6 | 16.0 | 4.0 | 14.5 | 2.5 | 9.1 | 1.9 | 5.2 | 8.1 | 4.0 | 7.1 | 2.5 | 6.0 | 5.2 | 11.9 | 9.9 | 6.5 | 10.7 | 4.1 | 4.8 | 3.0 | 2.8 | 2.5 |
Standard Deviation(%) | NA | 7.4 | 7.3 | 7.3 | 7.9 | 6.6 | NA | NA | 7.0 | 7.1 | 8.1 | 7.0 | 10.4 | 4.6 | 6.1 | 4.1 | 5.5 | 5.5 | 4.7 | 6.3 | 4.7 | 7.8 | 9.1 | 11.2 | 8.3 | 10.5 | 9.1 | 5.9 | 5.7 | 5.4 | 3.0 | 2.7 |
Treynor Ratio | NA | 0.01 | 0.12 | -0.03 | 0.17 | 0.14 | NA | NA | 0.25 | 0.17 | -0.58 | 0.25 | 0.76 | 0.84 | -0.16 | 0.33 | 0.58 | -0.21 | 0.22 | 0.08 | 0.38 | 0.34 | 0.31 | 0.04 | 0.14 | 0.2 | 0.13 | 0.15 | 0.17 | 0.61 | 0.08 | -0.14 |
Alpha | NA | -0.03 | -0.02 | -0.01 | 0.01 | 0.0 | NA | NA | 0.01 | 0.0 | -0.04 | 0.0 | 0.03 | 0.03 | -0.01 | 0.02 | 0.02 | -0.02 | 0.01 | -0.03 | 0.02 | 0.03 | 0.03 | -0.01 | 0.02 | 0.04 | 0.01 | 0.02 | 0.01 | 0.03 | 0.01 | 0.0 |
Beta | NA | 0.55 | 0.52 | 0.32 | 0.23 | 0.23 | NA | NA | 0.2 | 0.38 | 0.27 | 0.45 | 0.15 | 0.13 | 0.31 | 0.32 | 0.1 | 0.21 | 0.28 | 0.45 | 0.26 | 0.21 | 0.4 | 0.14 | 0.06 | 0.58 | 0.69 | 0.44 | 0.42 | 0.24 | 0.08 | 0.1 |
RSquared | NA | 0.75 | 0.7 | 0.58 | 0.38 | 0.37 | NA | NA | 0.31 | 0.51 | 0.63 | 0.7 | 0.25 | 0.13 | 0.74 | 0.27 | 0.06 | 0.35 | 0.45 | 0.64 | 0.48 | 0.37 | 0.63 | 0.12 | 0.1 | 0.78 | 0.58 | 0.59 | 0.68 | 0.56 | 0.51 | 0.64 |
Sortino Ratio | NA | 0.1 | 1.21 | -0.18 | 0.65 | 0.65 | NA | NA | 1.0 | 1.37 | -2.37 | 2.33 | 1.45 | 3.51 | -1.05 | 4.11 | 1.56 | -1.03 | 1.76 | 0.82 | 3.18 | 1.3 | 1.96 | 0.08 | 0.17 | 1.51 | 1.44 | 1.7 | 1.88 | 4.44 | 0.37 | -0.78 |
Yield(%) | 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 |
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 01/02/2001
Strategies
Rebalancing Strategy | Fixed Time Interval Rebalancing |