Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/08/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Harry Browne Permanent Portfolio Without Cash Quarterly | 0.18% | 16.02% | 3.81% | 6.76% | 6.71% | 7.55% | 8.19% | 7.64% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Harry Browne Permanent Portfolio Without Cash Quarterly | 12/15/1989 | 01/08/2025 |
The return data shown below all have the same latest date: 01/08/2025.
AR inception is since 12/15/1989.
AR inception is since 12/15/1989.
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 16.02 | 3.81 | 6.76 | 6.71 | 7.55 | 8.19 | 7.64 | 0.18 | 14.35 | 14.05 | -16.42 | 6.06 | 21.42 | 20.93 | -2.79 | 13.18 | 7.88 | -3.58 | 12.07 | -5.39 | 9.51 | 13.99 | 17.94 | 12.86 | -3.56 | 15.07 | 13.19 | 9.80 | 8.73 | 19.40 | 2.51 | -1.89 | 1.80 | 2.77 | 14.07 | 6.74 | 5.27 | 22.54 | -2.33 | 13.98 | 2.73 | 14.01 | -0.92 | 0.20 |
| Sharpe Ratio | NA | 1.03 | -0.02 | 0.39 | 0.56 | NA | NA | 0.67 | 0.02 | 0.84 | 1.00 | -1.34 | 0.72 | 1.58 | 3.01 | -0.62 | 2.33 | 1.03 | -0.46 | 1.98 | -0.57 | 1.35 | 1.56 | 2.05 | 1.07 | -0.29 | 1.35 | 0.99 | 1.24 | 1.46 | 2.58 | 0.18 | -0.55 | -0.27 | -0.05 | 1.50 | 0.42 | 0.26 | 3.86 | -0.89 | 1.88 | 0.06 | 1.58 | -0.74 | 0.00 |
| Standard Deviation(%) | NA | 9.21 | 10.94 | 11.05 | 9.18 | NA | NA | 8.52 | 5.43 | 9.25 | 9.83 | 13.30 | 8.34 | 13.43 | 6.49 | 6.61 | 5.38 | 7.44 | 7.85 | 6.10 | 9.47 | 7.00 | 8.98 | 8.73 | 11.96 | 15.48 | 8.97 | 10.02 | 6.17 | 5.32 | 7.25 | 7.78 | 7.71 | 8.36 | 9.92 | 7.15 | 7.63 | 6.86 | 4.84 | 5.95 | 6.34 | 5.76 | 6.49 | 8.38 | 5.15 |
| Draw Down(%) | NA | 3.99 | 21.22 | 22.33 | 22.33 | NA | NA | 22.33 | 0.52 | 3.99 | 10.07 | 22.33 | 7.47 | 14.37 | 3.27 | 7.70 | 3.01 | 9.25 | 8.73 | 3.30 | 10.33 | 4.25 | 5.03 | 4.42 | 9.49 | 20.83 | 4.17 | 9.95 | 3.28 | 4.79 | 5.00 | 7.54 | 9.01 | 5.44 | 7.02 | 6.03 | 5.18 | 5.55 | 1.86 | 6.70 | 3.03 | 4.82 | 2.55 | 8.24 | 0.45 |
| Yield(%) | NA | 2.00 | 1.48 | 2.19 | 1.95 | NA | NA | 2.84 | NA | 0.70 | 1.74 | 1.18 | 1.86 | 4.24 | 1.72 | 1.06 | 0.38 | 2.70 | 2.37 | 2.32 | 1.95 | 2.68 | 3.26 | 3.11 | 3.35 | 2.48 | 2.61 | 2.46 | 2.73 | 2.57 | 2.70 | 2.76 | 2.20 | 2.43 | 2.97 | 2.64 | 3.04 | 3.08 | 4.31 | 3.70 | 3.99 | 5.78 | 4.01 | 3.94 | 1.41 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Without Cash Quarterly |
-2.30%
Sep 2020 - Sep 2023 |
2.43%
Mar 1998 - Mar 2003 |
3.89%
Sep 2012 - Sep 2022 |
6.13%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Without Cash Quarterly |
20.14%
Oct 2008 - Oct 2011 |
14.11%
Feb 2003 - Feb 2008 |
12.19%
Sep 2002 - Sep 2012 |
9.58%
Jul 2005 - Jul 2020 |
Annualized Rolling Returns Comparison Chart