Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
Advanced Investors
Advanced Strategies
Harry Browne Permanent Portfolio Without Cash Tactical Rebalance
Harry Browne Permanent Portfolio Without Cash Tactical Rebalance
live (public) 0.24% May 16
Buy and Hold (Tactical 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% | 34.86% |
Gold | GLD (SPDR® Gold Shares) | 0.39% | 34.50% |
Treasury | VUSTX (VANGUARD LONG-TERM TREASURY FUND INVESTOR SHARES) | 0.12% | 30.64% |
* 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 Tactical Rebalance | 7.1% | 14.8% | 3.2% | 8.6% | 7.0% | 8.5% |
VFINX (Vanguard (S&P 500) Index) | 11.6% | 30.7% | 9.8% | 15.0% | 12.8% | 14.8% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 18.2% | 3.8% | 8.6% | 7.9% | 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 | 7.1 | 14.8 | 3.2 | 8.6 | 7.0 | 8.5 | 8.5 | 8.0 | 14.5 | -17.1 | 7.9 | 21.1 | 21.2 | -2.2 | 13.5 | 7.6 | -3.6 | 13.1 | -1.9 | 8.6 | 14.2 | 17.5 | 11.1 | -3.2 | 16.3 | 13.9 | 9.8 | 8.4 | 19.3 | 2.7 | -1.6 | 1.8 | 3.5 | 14.4 | 13.4 | 6.8 | 23.2 | -2.5 | 13.4 | 2.8 | 14.0 | -1.3 | 0.2 |
Sharpe Ratio | NA | 0.66 | 1.19 | 0.09 | 0.64 | 0.66 | NA | NA | 0.72 | 1.05 | -1.38 | 0.94 | 1.55 | 3.05 | -0.49 | 2.54 | 0.99 | -0.46 | 2.32 | -0.22 | 1.21 | 1.59 | 1.95 | 0.96 | -0.28 | 1.33 | 0.97 | 1.22 | 1.4 | 2.66 | 0.22 | -0.56 | -0.26 | 0.03 | 1.24 | 1.04 | 0.44 | 3.89 | -0.91 | 1.83 | 0.07 | 1.53 | -0.79 | 0.0 |
Draw Down(%) | NA | 3.3 | 9.9 | 23.1 | 23.1 | 23.1 | NA | NA | 23.1 | 9.9 | 23.0 | 7.0 | 14.3 | 3.3 | 7.5 | 2.9 | 9.3 | 8.2 | 3.4 | 9.0 | 4.8 | 4.7 | 4.7 | 7.4 | 20.4 | 4.4 | 10.9 | 3.3 | 4.6 | 5.0 | 7.3 | 7.6 | 5.5 | 6.9 | 9.2 | 6.1 | 5.7 | 1.9 | 6.9 | 2.9 | 4.9 | 2.7 | 8.6 | 0.4 |
Standard Deviation(%) | NA | 8.7 | 9.3 | 10.6 | 10.9 | 9.0 | NA | NA | 8.6 | 9.8 | 13.4 | 8.4 | 13.5 | 6.5 | 7.1 | 5.1 | 7.5 | 7.8 | 5.6 | 8.9 | 7.1 | 8.9 | 8.9 | 11.5 | 14.7 | 10.0 | 10.9 | 6.2 | 5.3 | 7.0 | 7.2 | 7.1 | 8.5 | 10.2 | 8.9 | 9.5 | 7.4 | 5.0 | 6.0 | 6.2 | 5.8 | 6.7 | 8.4 | 5.1 |
Treynor Ratio | NA | 0.11 | 0.21 | 0.02 | 0.22 | 0.2 | NA | NA | 0.21 | 0.26 | -0.46 | 0.19 | 0.82 | 1.77 | -0.11 | 1.07 | 1.31 | -0.12 | 0.44 | -0.05 | 0.34 | 1.02 | 0.63 | 0.61 | -0.21 | 0.31 | 0.21 | 0.22 | 0.22 | 0.75 | 0.07 | -0.16 | -0.07 | 0.01 | 0.28 | 0.2 | 0.06 | 0.37 | -0.1 | 0.25 | 0.01 | 0.25 | -0.16 | 0.0 |
Alpha | NA | 0.01 | 0.0 | -0.01 | 0.01 | 0.01 | NA | NA | 0.02 | 0.01 | -0.04 | -0.01 | 0.06 | 0.06 | 0.0 | 0.04 | 0.03 | -0.01 | 0.04 | -0.05 | 0.02 | 0.05 | 0.05 | 0.03 | 0.02 | 0.05 | 0.02 | 0.03 | 0.02 | 0.04 | 0.03 | 0.0 | 0.01 | -0.02 | 0.01 | -0.01 | -0.02 | 0.01 | -0.01 | 0.03 | 0.0 | 0.0 | -0.01 | -0.03 |
Beta | NA | 0.51 | 0.52 | 0.4 | 0.31 | 0.3 | NA | NA | 0.29 | 0.39 | 0.41 | 0.41 | 0.25 | 0.11 | 0.33 | 0.12 | 0.06 | 0.3 | 0.3 | 0.43 | 0.25 | 0.14 | 0.28 | 0.18 | 0.2 | 0.43 | 0.5 | 0.35 | 0.34 | 0.25 | 0.22 | 0.25 | 0.34 | 0.42 | 0.4 | 0.49 | 0.57 | 0.53 | 0.52 | 0.46 | 0.37 | 0.41 | 0.4 | 0.33 |
RSquared | NA | 0.47 | 0.42 | 0.43 | 0.38 | 0.34 | NA | NA | 0.38 | 0.27 | 0.54 | 0.42 | 0.42 | 0.05 | 0.62 | 0.03 | 0.01 | 0.36 | 0.36 | 0.29 | 0.2 | 0.13 | 0.31 | 0.18 | 0.3 | 0.48 | 0.21 | 0.33 | 0.5 | 0.36 | 0.62 | 0.57 | 0.77 | 0.54 | 0.81 | 0.88 | 0.84 | 0.69 | 0.74 | 0.41 | 0.39 | 0.77 | 0.59 | 0.73 |
Sortino Ratio | NA | 0.98 | 1.79 | 0.12 | 0.9 | 0.93 | NA | NA | 1.03 | 1.59 | -1.87 | 1.32 | 2.1 | 4.76 | -0.65 | 4.06 | 1.45 | -0.63 | 3.41 | -0.28 | 1.77 | 2.36 | 2.8 | 1.46 | -0.4 | 1.86 | 1.37 | 1.85 | 2.17 | 5.31 | 0.34 | -0.81 | -0.4 | 0.04 | 1.73 | 1.5 | 0.6 | 6.4 | -1.18 | 2.98 | 0.09 | 2.28 | -1.09 | 0.0 |
Yield(%) | N/A | 0.72 | 2.02 | 1.48 | 2.11 | 1.93 | N/A | N/A | 2.85 | 1.74 | 1.15 | 1.73 | 3.98 | 1.73 | 1.07 | 0.39 | 2.64 | 2.48 | 2.42 | 2.01 | 2.59 | 3.37 | 2.92 | 3.61 | 2.44 | 2.23 | 2.23 | 2.65 | 2.44 | 2.71 | 2.87 | 2.37 | 2.49 | 2.95 | 2.74 | 3.38 | 3.23 | 4.5 | 3.72 | 4.2 | 5.86 | 4.04 | 3.97 | 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 | Tactical Rebalance for Static Portfolios |