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 Strategic Asset Allocation - Optimal Moderate | NA | 25.32% | 5.28% | 9.40% | 8.11% | 8.77% | 7.45% | 6.71% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Harry Browne Permanent Portfolio Plan Strategic Asset Allocation - Optimal 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 (%) | -1.16 | 25.32 | 5.28 | 9.40 | 8.11 | 8.77 | 7.45 | 6.71 | NA | 15.29 | 18.37 | -15.09 | 14.12 | 16.41 | 19.99 | -2.91 | 11.10 | 7.73 | 1.02 | 9.21 | 13.58 | 9.96 | 4.34 | 11.51 | 16.05 | -18.07 | 7.42 | 11.14 | 4.84 | 7.41 | 17.64 | -10.15 | -2.86 |
| Sharpe Ratio | NA | 1.20 | 0.15 | 0.56 | 0.68 | NA | NA | 0.51 | 0.02 | 1.11 | 1.79 | -1.17 | 1.90 | 0.96 | 3.10 | -0.48 | 2.96 | 1.17 | 0.13 | 1.62 | 2.15 | 1.55 | 0.38 | 1.21 | 1.11 | -0.95 | 0.51 | 1.31 | 0.46 | 0.97 | 1.73 | -0.78 | -0.42 |
| Standard Deviation(%) | NA | 7.80 | 10.34 | 11.51 | 9.45 | NA | NA | 10.17 | 8.77 | 7.81 | 7.87 | 14.02 | 7.41 | 16.90 | 6.00 | 8.85 | 3.53 | 6.44 | 7.89 | 5.67 | 6.29 | 6.40 | 11.43 | 9.42 | 14.39 | 20.05 | 8.68 | 6.02 | 5.84 | 6.67 | 9.82 | 14.46 | 12.33 |
| Draw Down(%) | NA | 4.54 | 18.37 | 19.21 | 19.21 | NA | NA | 30.24 | 0.79 | 4.54 | 6.13 | 19.15 | 3.13 | 17.27 | 2.31 | 9.70 | 1.66 | 3.86 | 6.32 | 3.30 | 4.30 | 4.04 | 8.47 | 7.47 | 14.99 | 27.29 | 4.64 | 5.08 | 3.60 | 4.54 | 7.65 | 18.11 | 16.30 |
| Yield(%) | NA | 3.41 | 2.12 | 2.08 | 1.90 | NA | NA | 2.36 | NA | 1.23 | 2.90 | 1.41 | 1.16 | 2.25 | 1.97 | 1.42 | 0.38 | 2.30 | 2.48 | 1.78 | 1.68 | 2.48 | 3.21 | 2.38 | 2.90 | 2.58 | 2.91 | 2.79 | 3.14 | 2.63 | 2.84 | 2.74 | 2.71 |
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 |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Plan Strategic Asset Allocation - Optimal Moderate |
-4.79%
Feb 2006 - Feb 2009 |
-0.65%
Feb 2004 - Feb 2009 |
4.33%
Feb 2001 - Feb 2011 |
5.13%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Plan Strategic Asset Allocation - Optimal Moderate |
16.82%
Dec 2018 - Dec 2021 |
13.74%
Feb 2009 - Feb 2014 |
9.86%
Sep 2011 - Sep 2021 |
9.73%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart