Data Source: from October 2013 to September 2021
Last Update: 30 September 2021
The Harry Browne Permanent Portfolio with Bitcoin is exposed for 25% on the Stock Market and for 25% on Commodities.
It's a Medium Risk portfolio and it can be replicated with 5 ETFs.
In 2020, the portfolio granted a 0.94% dividend yield. If you are interested in getting periodic income, please refer to the Harry Browne Permanent Portfolio with Bitcoin: Dividend Yield page.
Asset Allocation and ETFs
The Harry Browne Permanent Portfolio with Bitcoin has the following asset allocation:
The Harry Browne Permanent Portfolio with Bitcoin can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 25.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 25.00 % | BIL | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term | |
| 25.00 % | TLT | iShares 20+ Year Treasury Bond | Bond, U.S., Long-Term | |
| 23.00 % | GLD | SPDR Gold Trust | Commodity, Gold | |
| 2.00 % | GBTC | Grayscale Bitcoin Trust | Commodity, Bitcoin |
Portfolio and ETF Returns
The Harry Browne Permanent Portfolio with Bitcoin guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | |
|---|---|---|---|---|---|---|
| Harry Browne Permanent Portfolio with Bitcoin | -2.89 | +0.14 | +3.38 | +7.55 | +12.21 | +13.42 |
| Components | ||||||
|
VTI Vanguard Total Stock Market |
-4.46 | -0.03 | +8.10 | +32.16 | +16.05 | +16.88 |
|
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill |
+0.01 | -0.01 | -0.04 | -0.06 | +0.96 | +0.96 |
|
TLT iShares 20+ Year Treasury Bond |
-2.91 | +0.36 | +7.41 | -10.30 | +9.25 | +3.19 |
|
GLD SPDR Gold Trust |
-3.22 | -0.85 | +2.66 | -7.28 | +13.35 | +5.50 |
|
GBTC Grayscale Bitcoin Trust |
-10.38 | +13.55 | -32.35 | +208.57 | +62.15 | +102.71 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Harry Browne Permanent Portfolio with Bitcoin: Dividend Yield page.
Historical Returns
Harry Browne Permanent Portfolio with Bitcoin - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.89%
|
-2.89%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
+0.14%
|
-2.89%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+3.38%
|
-2.89%
Sep 2021 - Sep 2021
|
5 - 1 | |
|
YTD
|
+0.18%
|
-3.10%
Jan 2021 - Mar 2021
|
5 - 4 | |
|
1Y
|
+7.55%
|
7.19%
|
-3.10%
Jan 2021 - Mar 2021
|
7 - 5 |
|
3Y
|
+12.21%
annualized
|
7.76%
|
-3.10%
Jan 2021 - Mar 2021
|
23 - 13 |
|
5Y
|
+13.42%
annualized
|
10.15%
|
-5.19%
Oct 2016 - Nov 2016
|
37 - 23 |
|
MAX
01 Oct 2013
|
+11.86%
annualized
|
10.25%
|
-6.56%
Feb 2015 - Sep 2015
|
59 - 37 |
Similar portfolios, ordered by 5 Years annualized return.
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.
5 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| All Weather Portfolio with Bitcoin Ray Dalio |
+14.24% | -5.32% | 30 | 55 | 15 | Compare | |
| Permanent Portfolio with Bitcoin Harry Browne |
+13.42% | -5.19% | 25 | 50 | 25 | ||
| All Weather Portfolio Ray Dalio |
+7.52% | -5.71% | 30 | 55 | 15 | Compare | |
| Permanent Portfolio Harry Browne |
+6.72% | -5.77% | 25 | 50 | 25 | Compare | |
Best Classic Portfolios, with Medium Risk, ordered by 5 Years annualized return.
5 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Couch Potato Scott Burns |
+10.57% | -10.72% | 50 | 50 | 0 | Compare | |
| Stocks/Bonds 40/60 |
+8.56% | -8.09% | 40 | 60 | 0 | Compare | |
| Robo Advisor 50 Betterment |
+7.67% | -13.31% | 49.9 | 50.1 | 0 | Compare | |
| Edge Select Moderately Conservative Merrill Lynch |
+7.62% | -7.78% | 37 | 63 | 0 | Compare | |
| Lifepath Fund iShares |
+7.61% | -8.34% | 40.42 | 59.58 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Harry Browne Permanent Portfolio with Bitcoin: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+11.86% |
+41.86% Jan 2017 - Dec 2017 |
-4.49% Feb 2015 - Jan 2016 |
9.41% |
| 2 Years |
+12.03% |
+23.40% Feb 2016 - Jan 2018 |
-0.24% Dec 2013 - Nov 2015 |
1.37% |
| 3 Years |
+12.40% |
+18.76% Aug 2017 - Jul 2020 |
+2.01% Dec 2013 - Nov 2016 |
0.00% |
| 5 Years |
+12.38% |
+16.06% Jan 2016 - Dec 2020 |
+7.93% Dec 2013 - Nov 2018 |
0.00% |
| 7 Years |
+11.51% |
+12.49% Oct 2013 - Sep 2020 |
+10.49% Dec 2013 - Nov 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Harry Browne Permanent Portfolio with Bitcoin: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Harry Browne Permanent Portfolio with Bitcoin Seasonality: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
1.63 88% |
0.40 50% |
-0.12 25% |
1.49 75% |
1.43 75% |
1.22 63% |
1.18 75% |
1.88 75% |
-1.95 13% |
0.53 63% |
3.16 63% |
0.92 75% |
| Best Year |
3.6 2020 |
3.9 2016 |
1.6 2019 |
5.3 2020 |
6.1 2017 |
5.7 2019 |
5.9 2020 |
10.5 2017 |
0.1 2016 |
2.6 2015 |
13.8 2013 |
7.2 2017 |
| Worst Year |
-1.6 2021 |
-2.0 2018 |
-2.0 2020 |
-0.9 2015 |
-0.8 2016 |
-1.9 2015 |
-1.3 2014 |
-1.4 2016 |
-4.7 2017 |
-2.4 2018 |
-3.4 2016 |
-6.1 2013 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Harry Browne Permanent Portfolio with Bitcoin
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+0.18% | -1.6 | -1.5 | -0.1 | 2.5 | 0.7 | 0.0 | 2.2 | 0.9 | -2.9 | |||
| 2020 |
+21.42% | 3.6 | -0.6 | -2.0 | 5.3 | 1.5 | 1.0 | 5.9 | 0.3 | -2.3 | -0.5 | 3.5 | 4.3 |
| 2019 |
+17.94% | 3.0 | 0.7 | 1.6 | 1.4 | 2.4 | 5.7 | -0.2 | 3.0 | -1.5 | 1.1 | -0.5 | 0.2 |
| 2018 |
-3.36% | 0.7 | -2.0 | -0.3 | -0.1 | 0.6 | -0.8 | 0.2 | 0.7 | -0.9 | -2.4 | 0.9 | 0.0 |
| 2017 |
+41.86% | 1.7 | 2.2 | -0.2 | 1.4 | 6.1 | -1.4 | 1.3 | 10.5 | -4.7 | 2.1 | 10.5 | 7.2 |
| 2016 |
+7.24% | 0.6 | 3.9 | 1.3 | 1.8 | -0.8 | 5.3 | 1.3 | -1.4 | 0.1 | -1.9 | -3.4 | 0.6 |
| 2015 |
-1.97% | 3.2 | -1.6 | -0.5 | -0.9 | -0.1 | -1.9 | 0.0 | -1.2 | -0.6 | 2.6 | -1.1 | 0.1 |
| 2014 |
+8.27% | 1.8 | 2.0 | -0.7 | 0.6 | 1.0 | 2.0 | -1.3 | 2.2 | -2.8 | 0.7 | 1.5 | 1.0 |
* Note: Portofolio Returns, up to May 2015, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- GBTC - Grayscale Bitcoin Trust: simulated historical serie, up to May 2015