Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Harry Browne Permanent Portfolio Plan REIT Tactical Asset Allocation Moderate | -2.45% | 2.01% | -1.09% | 3.08% | 3.16% | 4.18% | 5.52% | 6.21% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Harry Browne Permanent Portfolio Plan REIT Tactical Asset Allocation Moderate | 12/31/2000 | 06/20/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 (%) | -1.35 | 2.01 | -1.09 | 3.08 | 3.16 | 4.18 | 5.52 | 6.21 | -2.45 | 6.63 | 4.09 | -12.51 | 14.23 | 11.14 | 8.98 | -5.21 | 8.83 | 5.01 | -2.32 | 6.77 | 4.94 | 3.04 | 9.68 | 10.61 | 0.39 | 6.08 | 10.64 | 17.25 | 5.43 | 14.14 | 14.76 | 10.57 | 3.60 |
| Sharpe Ratio | NA | -0.11 | -0.04 | 0.16 | 0.31 | NA | NA | 0.65 | -0.16 | 0.37 | 0.06 | -1.66 | 1.82 | 1.38 | 1.63 | -0.93 | 2.53 | 0.94 | -0.44 | 1.67 | 1.03 | 0.65 | 0.99 | 0.78 | 0.03 | 0.48 | 0.82 | 1.79 | 0.38 | 1.59 | 2.31 | 1.61 | 0.21 |
| Standard Deviation(%) | NA | 9.57 | 7.81 | 8.16 | 6.95 | NA | NA | 7.68 | 10.86 | 8.16 | 7.14 | 8.37 | 7.79 | 7.90 | 4.62 | 7.12 | 3.23 | 5.11 | 5.30 | 4.03 | 4.76 | 4.59 | 9.79 | 13.43 | 10.23 | 10.70 | 9.10 | 7.74 | 8.45 | 8.29 | 6.09 | 5.86 | 5.66 |
| Draw Down(%) | NA | 10.82 | 10.82 | 18.14 | 18.14 | NA | NA | 18.14 | 10.82 | 5.12 | 7.75 | 13.22 | 3.78 | 5.70 | 2.71 | 10.64 | 1.90 | 4.15 | 6.29 | 2.03 | 4.77 | 2.69 | 7.57 | 9.52 | 10.19 | 12.32 | 5.87 | 5.33 | 6.18 | 9.17 | 3.58 | 3.88 | 5.56 |
| Yield(%) | NA | 3.31 | 2.33 | 2.16 | 2.04 | NA | NA | 3.17 | NA | 1.35 | 2.76 | 1.50 | 1.42 | 1.79 | 2.75 | 1.60 | 0.35 | 2.13 | 2.85 | 2.12 | 1.48 | 0.83 | 5.08 | 2.73 | 4.91 | 3.80 | 2.79 | 3.80 | 4.53 | 4.31 | 5.61 | 6.01 | 6.39 |
Data as of 03/31/2025, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Plan REIT Tactical Asset Allocation Moderate |
-1.09%
Mar 2022 - Mar 2025 |
1.44%
Sep 2018 - Sep 2023 |
2.75%
Oct 2013 - Oct 2023 |
3.58%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Plan REIT Tactical Asset Allocation Moderate |
14.89%
Feb 2005 - Feb 2008 |
13.69%
Feb 2003 - Feb 2008 |
10.07%
Jan 2002 - Jan 2012 |
7.91%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart