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 Asset Allocation Composite Moderate | NA | 22.27% | 4.25% | 8.24% | 7.44% | 8.41% | 8.01% | 8.59% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Harry Browne Permanent Portfolio Plan Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.09 | 22.27 | 4.25 | 8.24 | 7.44 | 8.41 | 8.01 | 8.59 | NA | 14.96 | 11.88 | -15.17 | 16.42 | 12.51 | 20.97 | -2.24 | 12.66 | 8.46 | -3.11 | 8.59 | 17.66 | 10.63 | 5.52 | 9.98 | 10.64 | 0.89 | 6.92 | 10.50 | 3.11 | 7.27 | 14.14 | 11.98 | 6.39 |
| Sharpe Ratio | NA | 0.70 | 0.10 | 0.70 | 0.70 | NA | NA | 0.88 | 0.08 | 1.09 | 1.06 | -1.51 | 2.05 | 1.52 | 2.83 | -0.36 | 3.08 | 1.45 | -0.42 | 1.31 | 2.68 | 1.49 | 0.43 | 1.19 | 1.20 | 0.00 | 0.44 | 1.18 | 0.15 | 0.94 | 1.86 | 2.01 | 0.62 |
| Standard Deviation(%) | NA | 7.86 | 8.58 | 8.41 | 7.83 | NA | NA | 7.74 | 8.28 | 7.70 | 7.19 | 10.96 | 7.98 | 8.05 | 6.91 | 9.94 | 3.91 | 5.68 | 7.42 | 6.54 | 6.59 | 7.09 | 12.69 | 8.28 | 8.78 | 7.47 | 8.93 | 6.14 | 6.36 | 6.75 | 7.22 | 5.41 | 6.57 |
| Draw Down(%) | NA | 4.54 | 17.43 | 18.93 | 18.93 | NA | NA | 18.93 | 2.58 | 4.54 | 5.99 | 16.24 | 3.12 | 6.83 | 3.02 | 11.39 | 1.45 | 2.83 | 6.95 | 3.65 | 3.93 | 4.85 | 9.12 | 6.69 | 6.12 | 4.95 | 5.05 | 4.38 | 4.29 | 5.22 | 4.62 | 2.99 | 5.42 |
| Yield(%) | NA | 3.92 | 2.34 | 2.15 | 2.08 | NA | NA | 3.02 | NA | 1.41 | 3.10 | 1.60 | 1.00 | 1.85 | 2.35 | 1.94 | 1.72 | 2.18 | 2.28 | 1.87 | 1.56 | 2.48 | 3.62 | 2.85 | 5.11 | 4.09 | 3.01 | 2.88 | 2.85 | 2.75 | 4.37 | 6.75 | 5.86 |
Data as of 11/29/2024, 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 Asset Allocation Composite Moderate |
2.43%
Apr 2021 - Apr 2024 |
4.62%
Feb 2004 - Feb 2009 |
5.96%
Oct 2013 - Oct 2023 |
7.03%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Plan Asset Allocation Composite Moderate |
16.58%
Dec 2018 - Dec 2021 |
12.31%
Jun 2009 - Jun 2014 |
10.09%
Sep 2011 - Sep 2021 |
9.08%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart