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 Core Satellite | 0.29% | 35.37% | 9.28% | 9.50% | 6.79% | 7.11% | 7.44% | 7.14% |
Data as of 01/07/2025, AR inception is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Harry Browne Permanent Portfolio Core Satellite | 01/02/2001 | 01/07/2025 |
| 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 (%) | 0.29 | 35.37 | 9.28 | 9.50 | 6.79 | 7.11 | 7.44 | 7.14 | 0.29 | 33.80 | 10.90 | -14.08 | 11.36 | 11.66 | 12.48 | -3.65 | 11.26 | 6.34 | -4.26 | 6.06 | 3.86 | 9.84 | 7.06 | 12.63 | 0.72 | 1.85 | 14.44 | 12.38 | 8.99 | 8.23 | 14.99 | 1.81 | 0.86 |
| Sharpe Ratio | NA | 1.38 | 0.37 | 0.58 | 0.55 | NA | NA | 0.72 | 0.03 | 1.26 | 0.94 | -1.90 | 1.62 | 1.10 | 2.38 | -0.82 | 2.60 | 1.12 | -0.78 | 1.28 | 0.61 | 2.06 | 0.90 | 1.37 | 0.06 | 0.11 | 1.09 | 1.00 | 1.15 | 1.29 | 2.65 | 0.23 | -0.54 |
| Standard Deviation(%) | NA | 21.59 | 13.98 | 12.18 | 9.37 | NA | NA | 8.18 | 9.45 | 21.59 | 7.05 | 8.12 | 6.98 | 10.42 | 4.65 | 6.09 | 4.08 | 5.50 | 5.49 | 4.71 | 6.28 | 4.74 | 7.83 | 9.13 | 11.17 | 8.28 | 10.51 | 9.11 | 5.91 | 5.67 | 5.39 | 3.05 | 2.71 |
| Draw Down(%) | NA | 4.77 | 14.66 | 16.02 | 16.02 | NA | NA | 16.02 | 0.80 | 4.77 | 6.62 | 16.02 | 4.04 | 14.46 | 2.50 | 9.08 | 1.91 | 5.23 | 8.08 | 3.98 | 7.11 | 2.52 | 5.97 | 5.21 | 11.86 | 9.90 | 6.52 | 10.69 | 4.07 | 4.78 | 3.04 | 2.83 | 2.48 |
| Yield(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 01/07/2025, AR inception is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Core Satellite |
1.11%
Apr 2021 - Apr 2024 |
2.67%
Feb 2014 - Feb 2019 |
3.54%
Oct 2013 - Oct 2023 |
4.37%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Core Satellite |
14.15%
Oct 2004 - Oct 2007 |
12.31%
Oct 2002 - Oct 2007 |
9.24%
Apr 2003 - Apr 2013 |
7.72%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart