Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Permanent Portfolio (4 Assets) Tactical Asset Allocation Moderate | NA | 26.44% | 8.00% | 7.53% | 5.47% | 5.64% | 5.54% | 5.05% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Permanent Portfolio (4 Assets) Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.92 | 26.44 | 8.00 | 7.53 | 5.47 | 5.64 | 5.54 | 5.05 | NA | 18.76 | 15.99 | -9.39 | 12.96 | 2.07 | 6.92 | -0.92 | 10.26 | 3.38 | -0.99 | 2.32 | 7.69 | 2.14 | 14.00 | 0.62 | -0.97 | 6.23 | 7.96 | 9.87 | 3.35 | 6.11 | 4.90 | -3.56 | 2.31 |
| Sharpe Ratio | NA | 1.73 | 0.45 | 0.58 | 0.60 | NA | NA | 0.57 | 0.07 | 1.59 | 1.73 | -0.86 | 1.82 | 0.23 | 2.17 | -0.35 | 3.32 | 0.96 | -0.32 | 0.70 | 2.15 | 0.41 | 1.66 | 0.06 | -0.17 | 0.73 | 0.67 | 1.21 | 0.23 | 0.81 | 0.63 | -0.70 | 0.01 |
| Standard Deviation(%) | NA | 7.64 | 9.37 | 8.67 | 6.73 | NA | NA | 6.37 | 6.71 | 7.65 | 6.78 | 12.59 | 7.09 | 7.86 | 2.54 | 6.36 | 2.90 | 3.30 | 3.19 | 3.32 | 3.56 | 5.13 | 8.40 | 8.27 | 6.28 | 7.31 | 7.40 | 5.47 | 5.16 | 6.35 | 6.65 | 6.62 | 0.05 |
| Draw Down(%) | NA | 4.96 | 13.39 | 13.96 | 13.96 | NA | NA | 13.96 | 0.55 | 4.96 | 4.64 | 13.96 | 3.10 | 9.30 | 1.01 | 5.33 | 1.11 | 1.64 | 3.27 | 1.98 | 1.92 | 3.54 | 4.44 | 7.08 | 7.26 | 5.16 | 4.11 | 3.92 | 3.41 | 4.99 | 8.88 | 8.62 | 0.00 |
| Yield(%) | NA | 2.41 | 1.71 | 1.50 | 1.34 | NA | NA | 1.69 | NA | 0.81 | 2.49 | 1.19 | 0.79 | 1.02 | 1.99 | 1.24 | 0.38 | 1.79 | 0.94 | 0.91 | 0.72 | 1.43 | 1.42 | 1.77 | 2.01 | 2.06 | 2.24 | 2.54 | 2.70 | 2.12 | 2.49 | 1.51 | 2.31 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Permanent Portfolio (4 Assets) Tactical Asset Allocation Moderate |
0.17%
Sep 2019 - Sep 2022 |
1.69%
Sep 2017 - Sep 2022 |
2.63%
Sep 2012 - Sep 2022 |
3.32%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Permanent Portfolio (4 Assets) Tactical Asset Allocation Moderate |
9.28%
Nov 2021 - Nov 2024 |
8.11%
Nov 2019 - Nov 2024 |
6.01%
Jul 2003 - Jul 2013 |
5.66%
Oct 2009 - Oct 2024 |
Annualized Rolling Returns Comparison Chart