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Static Portfolio
Harry Browne Permanent Portfolio Without Cash Quarterly
Harry Browne Permanent Portfolio Without Cash Quarterly (Static Portfolio)
live (public) 0.24% May 16
Buy and Hold (Quarterly Reblance)
Equity VFINX 33.4%
Gold GLD 33.3%
Treasury VUSTX 33.3%
Simulated from 12/15/1989
See Long Term Harry Browne's Permanent Portfolio Performance
See Original Harry Browne Permanent Portfolio
Holdings (As of 05/16/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Equity | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.19% | 33.16% |
Gold | GLD (SPDR® Gold Shares) | 0.39% | 35.01% |
Treasury | VUSTX (VANGUARD LONG-TERM TREASURY FUND INVESTOR SHARES) | 0.12% | 31.83% |
* Day change on 05/16/2024.
Performance (As of 05/16/2024)
Since 12/15/1989
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Harry Browne Permanent Portfolio Without Cash Quarterly | 7.2% | 14.5% | 3.2% | 8.4% | 6.7% | 8.2% |
VFINX (Vanguard (S&P 500) Index) | 11.7% | 29.3% | 9.9% | 15.0% | 12.9% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 17.4% | 3.9% | 8.6% | 8.0% | 9.8% |
* 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 12/15/1989 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 7.2 | 14.5 | 3.2 | 8.4 | 6.7 | 8.2 | 8.3 | 7.6 | 14.1 | -16.4 | 6.1 | 21.4 | 20.9 | -2.8 | 13.2 | 7.9 | -3.6 | 12.1 | -5.4 | 9.5 | 14.0 | 17.9 | 12.9 | -3.6 | 15.1 | 13.2 | 9.8 | 8.7 | 19.4 | 2.5 | -1.9 | 1.8 | 2.8 | 14.1 | 6.7 | 5.3 | 22.5 | -2.3 | 14.0 | 2.7 | 14.0 | -0.9 | 0.2 |
Sharpe Ratio | NA | 0.68 | 1.15 | 0.08 | 0.63 | 0.62 | NA | NA | 0.67 | 1.0 | -1.34 | 0.72 | 1.58 | 3.01 | -0.62 | 2.33 | 1.03 | -0.46 | 1.98 | -0.57 | 1.35 | 1.56 | 2.05 | 1.07 | -0.29 | 1.35 | 0.99 | 1.24 | 1.46 | 2.58 | 0.18 | -0.55 | -0.27 | -0.05 | 1.5 | 0.42 | 0.26 | 3.86 | -0.89 | 1.88 | 0.06 | 1.58 | -0.74 | 0.0 |
Draw Down(%) | NA | 3.3 | 10.1 | 22.3 | 22.3 | 22.3 | NA | NA | 22.3 | 10.1 | 22.3 | 7.5 | 14.4 | 3.3 | 7.7 | 3.0 | 9.2 | 8.7 | 3.3 | 10.3 | 4.3 | 5.0 | 4.4 | 9.5 | 20.8 | 4.2 | 10.0 | 3.3 | 4.8 | 5.0 | 7.5 | 9.0 | 5.4 | 7.0 | 6.0 | 5.2 | 5.6 | 1.9 | 6.7 | 3.0 | 4.8 | 2.5 | 8.2 | 0.4 |
Standard Deviation(%) | NA | 8.6 | 9.3 | 10.6 | 10.8 | 9.0 | NA | NA | 8.5 | 9.8 | 13.3 | 8.3 | 13.4 | 6.5 | 6.6 | 5.4 | 7.4 | 7.8 | 6.1 | 9.5 | 7.0 | 9.0 | 8.7 | 12.0 | 15.5 | 9.0 | 10.0 | 6.2 | 5.3 | 7.2 | 7.8 | 7.7 | 8.4 | 9.9 | 7.1 | 7.6 | 6.9 | 4.8 | 5.9 | 6.3 | 5.8 | 6.5 | 8.4 | 5.1 |
Treynor Ratio | NA | 0.12 | 0.21 | 0.02 | 0.22 | 0.21 | NA | NA | 0.2 | 0.25 | -0.45 | 0.18 | 0.85 | 1.83 | -0.15 | 2.34 | 1.29 | -0.18 | 0.97 | -0.15 | 0.42 | 1.09 | 0.72 | 0.45 | -0.19 | 0.31 | 0.2 | 0.22 | 0.24 | 0.65 | 0.06 | -0.14 | -0.07 | -0.01 | 0.36 | 0.09 | 0.03 | 0.37 | -0.1 | 0.27 | 0.01 | 0.26 | -0.15 | 0.0 |
Alpha | NA | 0.01 | 0.0 | -0.01 | 0.01 | 0.01 | NA | NA | 0.01 | 0.01 | -0.04 | -0.01 | 0.06 | 0.06 | -0.01 | 0.04 | 0.03 | -0.01 | 0.04 | -0.06 | 0.03 | 0.05 | 0.05 | 0.02 | 0.03 | 0.04 | 0.02 | 0.03 | 0.02 | 0.04 | 0.03 | 0.0 | 0.01 | -0.02 | 0.01 | -0.02 | -0.02 | 0.01 | -0.01 | 0.04 | 0.0 | 0.01 | -0.01 | -0.03 |
Beta | NA | 0.51 | 0.51 | 0.38 | 0.3 | 0.27 | NA | NA | 0.29 | 0.39 | 0.39 | 0.33 | 0.25 | 0.11 | 0.27 | 0.05 | 0.06 | 0.2 | 0.12 | 0.37 | 0.22 | 0.13 | 0.25 | 0.28 | 0.24 | 0.39 | 0.49 | 0.34 | 0.33 | 0.29 | 0.25 | 0.3 | 0.33 | 0.39 | 0.3 | 0.34 | 0.51 | 0.51 | 0.52 | 0.44 | 0.37 | 0.39 | 0.4 | 0.33 |
RSquared | NA | 0.46 | 0.41 | 0.39 | 0.35 | 0.28 | NA | NA | 0.37 | 0.26 | 0.51 | 0.28 | 0.41 | 0.04 | 0.49 | 0.0 | 0.01 | 0.15 | 0.05 | 0.19 | 0.17 | 0.11 | 0.26 | 0.42 | 0.41 | 0.49 | 0.24 | 0.32 | 0.46 | 0.46 | 0.71 | 0.7 | 0.75 | 0.49 | 0.71 | 0.65 | 0.78 | 0.67 | 0.73 | 0.36 | 0.39 | 0.75 | 0.58 | 0.73 |
Sortino Ratio | NA | 1.0 | 1.73 | 0.12 | 0.88 | 0.87 | NA | NA | 0.97 | 1.51 | -1.81 | 1.01 | 2.16 | 4.69 | -0.82 | 3.69 | 1.51 | -0.63 | 2.95 | -0.73 | 1.99 | 2.3 | 2.96 | 1.59 | -0.41 | 1.88 | 1.41 | 1.88 | 2.28 | 4.92 | 0.28 | -0.78 | -0.41 | -0.07 | 2.29 | 0.58 | 0.35 | 6.41 | -1.16 | 3.14 | 0.08 | 2.38 | -1.03 | 0.0 |
Yield(%) | N/A | 0.7 | 2.0 | 1.48 | 2.19 | 1.95 | N/A | N/A | 2.84 | 1.74 | 1.18 | 1.86 | 4.24 | 1.72 | 1.06 | 0.38 | 2.7 | 2.37 | 2.32 | 1.95 | 2.68 | 3.26 | 3.11 | 3.35 | 2.48 | 2.61 | 2.46 | 2.73 | 2.57 | 2.7 | 2.76 | 2.2 | 2.43 | 2.97 | 2.64 | 3.04 | 3.08 | 4.31 | 3.7 | 3.99 | 5.78 | 4.01 | 3.94 | 1.41 |
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 | 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 12/15/1989
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |