Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 09:58PM Eastern Time
The Harry Browne Permanent Portfolio with Bitcoin is a Medium Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 25% on the Stock Market and for 25% on Commodities.
In the last 10 Years, the Harry Browne Permanent Portfolio with Bitcoin obtained a 15.85% compound annual return, with a 40.66% standard deviation.
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 implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
25.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
25.00 % | TLT | iShares 20+ Year Treasury Bond | Bond, U.S., Long-Term | |
25.00 % | BIL | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term | |
23.00 % | GLD | SPDR Gold Trust | Commodity, Gold | |
2.00 % | ^BTC | Bitcoin | Commodities |
Portfolio and ETF Returns as of Feb 28, 2023
The Harry Browne Permanent Portfolio with Bitcoin guaranteed the following returns.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
|||||||
---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y |
MAX
(~14Y) |
|
Harry Browne Permanent Portfolio with Bitcoin | 0.00 | 3.11 | -3.03 | 1.45 | -9.18 | 5.57 | 15.85 | 16.71 | |
US Inflation Adjusted return | -3.56 | -0.12 | -14.35 | 1.65 | 12.88 | 13.79 | |||
Components | |||||||||
VTI Vanguard Total Stock Market |
0.87 | Mar 20 2023 | -1.32 | -2.40 | 1.41 | -8.31 | 9.34 | 11.82 | 9.03 |
TLT iShares 20+ Year Treasury Bond |
-0.88 | Mar 20 2023 | 4.39 | -5.09 | -8.03 | -25.69 | -1.07 | 0.82 | 4.84 |
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill |
0.01 | Mar 20 2023 | 0.30 | 0.35 | 1.68 | 2.07 | 1.18 | 0.66 | 3.99 |
GLD SPDR Gold Trust |
0.04 | Mar 20 2023 | 8.28 | -5.37 | 6.60 | -4.82 | 6.32 | 1.05 | 2.87 |
^BTC Bitcoin |
-0.49 |
09:58PM Mar 20 2023 |
17.99 | 1.11 | 15.52 | -45.90 | 16.76 | 95.34 | 148.39 |
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63%
Portfolio Metrics as of Feb 28, 2023
Metrics of Harry Browne Permanent Portfolio with Bitcoin, updated as of 28 February 2023.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Metrics as of Feb 28, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~14Y) |
|
Portfolio Return (%) |
-3.03 | 1.44 | 1.45 | -9.18 | 3.29 | 5.57 | 15.85 | 16.71 |
US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.56 |
Infl. Adjusted Return (%) |
-3.56 | 0.39 | -0.12 | -14.35 | -1.78 | 1.65 | 12.88 | 13.79 |
Returns / Inflation rates over 1 year are annualized. | ||||||||
RISK INDICATORS | ||||||||
Standard Deviation (%) | 11.59 | 9.92 | 8.55 | 40.66 | 36.86 | |||
Sharpe Ratio | -0.97 | 0.26 | 0.51 | 0.37 | 0.35 | |||
Sortino Ratio | -1.56 | 0.39 | 0.76 | 1.34 | 1.04 | |||
MAXIMUM DRAWDOWN | ||||||||
Drawdown Depth (%) | -14.67 | -16.88 | -16.88 | -23.85 | -37.49 | |||
Start (yyyy mm) | 2022 03 | 2022 01 | 2022 01 | 2013 12 | 2011 07 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2013 12 | 2011 11 | |||
Start to Bottom (# months) | 7 | 9 | 9 | 1 | 5 | |||
Start to Recovery (# months) in progress |
> 12
|
> 14
|
> 14
|
45
|
29
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||
Best Return (%) | 190.49 | 67.14 | 37.50 | 23.14 | ||||
Worst Return (%) | -29.51 | -4.81 | 2.79 | 13.57 | ||||
% Positive Periods | 85% | 99% | 100% | 100% | ||||
MONTHS | ||||||||
Positive | 0 | 1 | 3 | 4 | 19 | 35 | 72 | 103 |
Negative | 1 | 2 | 3 | 8 | 17 | 25 | 48 | 67 |
% Positive | 0% | 33% | 50% | 33% | 53% | 58% | 60% | 61% |
WITHDRAWAL RATES (WR) | ||||||||
Safe WR (%) | 36.14 | 23.16 | 28.80 | 21.48 | ||||
Perpetual WR (%) | 0.00 | 1.62 | 11.41 | 12.12 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
|
|
|
|
|
||
---|---|---|---|---|---|---|
Asset | VTI | TLT | BIL | GLD | ^BTC | |
VTI |
1.00
|
0.60
|
0.03
|
0.36
|
0.66
|
|
TLT |
0.60
|
1.00
|
0.33
|
0.71
|
0.34
|
|
BIL |
0.03
|
0.33
|
1.00
|
0.41
|
0.20
|
|
GLD |
0.36
|
0.71
|
0.41
|
1.00
|
0.20
|
|
^BTC |
0.66
|
0.34
|
0.20
|
0.20
|
1.00
|
|
|
|
|
|
||
---|---|---|---|---|---|---|
Asset | VTI | TLT | BIL | GLD | ^BTC | |
VTI |
1.00
|
0.05
|
-0.22
|
0.18
|
0.41
|
|
TLT |
0.05
|
1.00
|
0.19
|
0.41
|
0.08
|
|
BIL |
-0.22
|
0.19
|
1.00
|
0.07
|
-0.14
|
|
GLD |
0.18
|
0.41
|
0.07
|
1.00
|
0.16
|
|
^BTC |
0.41
|
0.08
|
-0.14
|
0.16
|
1.00
|
|
|
|
|
|
||
---|---|---|---|---|---|---|
Asset | VTI | TLT | BIL | GLD | ^BTC | |
VTI |
1.00
|
-0.02
|
-0.16
|
0.07
|
0.18
|
|
TLT |
-0.02
|
1.00
|
0.10
|
0.41
|
-0.01
|
|
BIL |
-0.16
|
0.10
|
1.00
|
0.13
|
-0.12
|
|
GLD |
0.07
|
0.41
|
0.13
|
1.00
|
-0.06
|
|
^BTC |
0.18
|
-0.01
|
-0.12
|
-0.06
|
1.00
|
|
|
|
|
|
||
---|---|---|---|---|---|---|
Asset | VTI | TLT | BIL | GLD | ^BTC | |
VTI |
1.00
|
-0.17
|
-0.18
|
0.08
|
0.15
|
|
TLT |
-0.17
|
1.00
|
0.01
|
0.23
|
-0.03
|
|
BIL |
-0.18
|
0.01
|
1.00
|
0.06
|
-0.11
|
|
GLD |
0.08
|
0.23
|
0.06
|
1.00
|
0.00
|
|
^BTC |
0.15
|
-0.03
|
-0.11
|
0.00
|
1.00
|
Portfolio Dividends
In 2022, the Harry Browne Permanent Portfolio with Bitcoin granted a 1.13% dividend yield. If you are interested in getting periodic income, please refer to the Harry Browne Permanent Portfolio with Bitcoin: Dividend Yield page.
Capital Growth as of Feb 28, 2023
The Inflation Adjusted Capital now would be 3359.78$, with a net total return of 235.98% (12.88% annualized).
The Inflation Adjusted Capital now would be 6235.58$, with a net total return of 523.56% (13.79% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-23.85% | Dec 2013 | Dec 2013 | 1 | Aug 2017 | 44 | 45 |
-16.88% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-9.84% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
-4.62% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 |
-2.85% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.64% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-2.63% | Jan 2021 | Feb 2021 | 2 | Apr 2021 | 2 | 4 |
-2.44% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 |
-1.64% | Sep 2019 | Sep 2019 | 1 | Jan 2020 | 4 | 5 |
-1.56% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 |
-0.21% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
-0.12% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-37.49% | Jul 2011 | Nov 2011 | 5 | Nov 2013 | 24 | 29 |
-23.85% | Dec 2013 | Dec 2013 | 1 | Aug 2017 | 44 | 45 |
-16.88% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-6.36% | Jan 2009 | Feb 2009 | 2 | Jul 2009 | 5 | 7 |
-4.62% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 |
-2.89% | Dec 2009 | Jan 2010 | 2 | Apr 2010 | 3 | 5 |
-2.85% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.64% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-2.63% | Jan 2021 | Feb 2021 | 2 | Apr 2021 | 2 | 4 |
-2.44% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 |
-1.64% | Sep 2019 | Sep 2019 | 1 | Jan 2020 | 4 | 5 |
-1.56% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 |
-0.36% | Oct 2009 | Oct 2009 | 1 | Nov 2009 | 1 | 2 |
-0.26% | Jan 2011 | Jan 2011 | 1 | Feb 2011 | 1 | 2 |
-0.21% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
-0.12% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
-0.05% | May 2010 | May 2010 | 1 | Jun 2010 | 1 | 2 |
-0.02% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 |
Rolling Returns ( more details)
Harry Browne Permanent Portfolio with Bitcoin: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
21.53 |
190.49 Dec 2012 - Nov 2013 |
-29.51 Jul 2011 - Jun 2012 |
15.09% |
2 Years |
20.67 |
85.83 Dec 2011 - Nov 2013 |
-10.69 Jul 2011 - Jun 2013 |
7.48% |
3 Years |
19.98 |
67.14 Dec 2010 - Nov 2013 |
-4.81 Dec 2013 - Nov 2016 |
0.74% |
5 Years |
20.29 |
37.50 Mar 2009 - Feb 2014 |
2.79 Dec 2013 - Nov 2018 |
0.00% |
7 Years |
18.93 |
27.22 Feb 2011 - Jan 2018 |
6.65 Dec 2013 - Nov 2020 |
0.00% |
10 Years |
19.79 |
23.14 Aug 2010 - Jul 2020 |
13.57 Jul 2011 - Jun 2021 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Harry Browne Permanent Portfolio with Bitcoin: Rolling Returns page.
Seasonality
In which months is it better to invest in Harry Browne Permanent Portfolio with Bitcoin?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.50
60% |
-0.68
40% |
-0.06
40% |
0.69
60% |
0.53
80% |
0.45
40% |
2.12
100% |
0.59
80% |
-2.38
0% |
0.49
60% |
1.55
60% |
0.98
80% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.50
|
100.82
|
100.76
|
101.46
|
102.00
|
102.45
|
104.63
|
105.24
|
102.74
|
103.24
|
104.84
|
105.87
|
Best |
5.8 2023 |
0.7 2019 |
1.6 2019 |
5.3 2020 |
1.9 2019 |
5.0 2019 |
5.7 2020 |
3.8 2019 |
-0.8 2018 |
4.0 2021 |
4.7 2022 |
4.8 2020 |
Worst |
-3.2 2022 |
-3.0 2023 |
-1.9 2020 |
-5.2 2022 |
-1.7 2022 |
-3.2 2022 |
0.0 2019 |
-2.7 2022 |
-4.7 2022 |
-2.3 2018 |
-0.6 2019 |
-1.1 2022 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.62
80% |
0.14
50% |
0.89
40% |
1.22
70% |
0.21
60% |
0.09
50% |
1.61
90% |
1.25
70% |
-1.65
10% |
1.97
70% |
13.74
60% |
-1.22
70% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.62
|
101.77
|
102.67
|
103.92
|
104.15
|
104.24
|
105.92
|
107.24
|
105.47
|
107.54
|
122.31
|
120.82
|
Best |
5.8 2023 |
3.7 2016 |
9.7 2013 |
6.0 2013 |
2.4 2017 |
5.0 2019 |
5.7 2020 |
5.6 2017 |
0.4 2013 |
11.7 2013 |
123.5 2013 |
5.2 2017 |
Worst |
-3.2 2022 |
-3.0 2023 |
-1.9 2020 |
-5.2 2022 |
-3.2 2013 |
-6.9 2013 |
-1.3 2014 |
-2.7 2022 |
-4.7 2022 |
-2.3 2018 |
-2.9 2016 |
-23.8 2013 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.14
67% |
0.41
53% |
0.81
43% |
2.61
79% |
2.29
57% |
2.26
57% |
0.98
86% |
0.19
71% |
-1.59
29% |
1.08
57% |
10.22
64% |
-0.26
64% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.14
|
101.55
|
102.38
|
105.05
|
107.45
|
109.88
|
110.96
|
111.16
|
109.40
|
110.58
|
121.88
|
121.56
|
Best |
5.8 2023 |
4.9 2011 |
9.7 2013 |
20.6 2011 |
27.8 2011 |
29.4 2011 |
5.7 2020 |
5.6 2017 |
3.1 2009 |
11.7 2013 |
123.5 2013 |
7.7 2011 |
Worst |
-4.0 2009 |
-3.0 2023 |
-1.9 2020 |
-5.2 2022 |
-3.2 2013 |
-6.9 2013 |
-7.6 2011 |
-15.6 2011 |
-13.3 2011 |
-6.9 2011 |
-2.9 2016 |
-23.8 2013 |
Monthly/Yearly Returns
Harry Browne Permanent Portfolio with Bitcoin data source starts from January 2009: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+2.61 | +1.24 | 5.8 | -3.0 | ||||||||||
2022 |
-13.79 | -19.02 | -3.2 | 0.6 | -0.1 | -5.2 | -1.7 | -3.2 | 2.2 | -2.7 | -4.7 | 0.2 | 4.7 | -1.1 |
2021 |
+5.47 | -1.46 | -1.5 | -1.2 | 0.5 | 2.6 | 0.4 | -0.1 | 2.4 | 1.1 | -2.8 | 4.0 | -0.2 | 0.6 |
2020 |
+21.71 | +20.08 | 3.6 | -0.5 | -1.9 | 5.3 | 1.4 | 1.2 | 5.7 | 0.2 | -1.9 | -0.7 | 3.1 | 4.8 |
2019 |
+17.70 | +15.07 | 2.8 | 0.7 | 1.6 | 1.1 | 1.9 | 5.0 | 0.0 | 3.8 | -1.6 | 1.3 | -0.6 | 0.6 |
2018 |
-3.15 | -4.97 | 0.8 | -2.0 | -0.2 | -0.2 | 0.6 | -0.6 | 0.3 | 0.7 | -0.8 | -2.3 | 0.7 | 0.0 |
2017 |
+36.15 | +33.33 | 1.9 | 2.6 | -0.5 | 1.6 | 2.4 | 0.7 | 1.2 | 5.6 | -1.6 | 3.9 | 8.8 | 5.2 |
2016 |
+7.86 | +5.67 | 1.0 | 3.7 | 1.3 | 1.4 | -0.6 | 4.5 | 2.0 | -1.3 | 0.0 | -2.0 | -2.9 | 0.9 |
2015 |
-2.10 | -2.81 | 3.2 | -1.6 | -0.5 | -0.9 | -0.1 | -1.6 | 0.2 | -1.4 | -0.6 | 2.9 | -1.2 | -0.4 |
2014 |
+8.27 | +7.46 | 1.8 | 2.0 | -0.7 | 0.6 | 1.0 | 2.0 | -1.3 | 2.2 | -2.8 | 0.7 | 1.5 | 1.0 |
2013 |
+122.23 | +118.94 | 1.5 | 1.4 | 9.7 | 6.0 | -3.2 | -6.9 | 3.4 | 4.4 | 0.4 | 11.7 | 123.5 | -23.8 |
2012 |
+9.90 | +8.02 | 4.1 | -0.5 | -0.5 | 0.9 | -1.0 | 1.7 | 2.4 | 1.8 | 1.9 | -1.7 | 0.9 | -0.5 |
2011 |
+40.38 | +36.34 | -0.3 | 4.9 | 0.0 | 20.6 | 27.8 | 29.4 | -7.6 | -15.6 | -13.3 | -6.9 | -0.7 | 7.7 |
2010 |
+20.30 | +18.53 | -0.5 | 1.5 | 1.0 | 2.7 | 0.0 | 0.7 | 0.0 | 2.5 | 2.5 | 4.5 | 0.2 | 3.7 |
2009 |
+7.37 | +4.52 | -4.0 | -2.5 | 2.1 | 0.1 | 3.1 | -1.1 | 2.8 | 1.5 | 3.1 | -0.4 | 5.2 | -2.4 |
Portfolio efficiency
Compared to the Harry Browne Permanent Portfolio with Bitcoin, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 60/40 with Bitcoin |
+18.42 | 37.70 | -22.56 | 59 | 39 | 2 | ||
Golden Butterfly with Bitcoin |
+16.87 | 39.27 | -23.09 | 40 | 40 | 20 | ||
Stocks/Bonds 40/60 with Bitcoin |
+16.52 | 38.36 | -22.55 | 39 | 59 | 2 | ||
All Weather Portfolio with Bitcoin Ray Dalio |
+15.87 | 40.03 | -23.45 | 30 | 55 | 15 | ||
Permanent Portfolio with Bitcoin Harry Browne |
+15.85 | 40.66 | -23.85 | 25 | 50 | 25 |
The following portfolios share asset allocation strategy and/or similar asset weights.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
All Weather Portfolio 2x Leveraged Ray Dalio |
+5.67 | 19.70 | -36.33 | 37.5 | 55 | 7.5 | ||
Permanent Portfolio with Bitcoin Harry Browne |
+5.57 | 8.55 | -16.88 | 25 | 50 | 25 | ||
All Weather Portfolio with Bitcoin Ray Dalio |
+5.00 | 9.91 | -21.57 | 30 | 55 | 15 | ||
Simplified Permanent Portfolio 2x Leveraged |
+4.48 | 15.51 | -31.96 | 25 | 50 | 25 | ||
Permanent Portfolio Harry Browne |
+4.41 | 7.87 | -15.92 | 25 | 50 | 25 | ||
Simplified Permanent Portfolio |
+4.32 | 7.96 | -16.43 | 25 | 50 | 25 | ||
All Weather Portfolio Ray Dalio |
+3.90 | 9.19 | -20.19 | 30 | 55 | 15 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Medium Risk categorization.
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato Scott Burns |
+6.60 | 9.00 | -19.77 | 50 | 50 | 0 | ||
Stocks/Bonds 40/60 Momentum |
+5.86 | 7.46 | -21.11 | 40 | 60 | 0 | ||
One-Decision Portfolio Marvin Appel |
+5.73 | 8.51 | -16.74 | 50 | 50 | 0 | ||
Stocks/Bonds 40/60 |
+5.54 | 7.36 | -18.63 | 40 | 60 | 0 | ||
Sheltered Sam 50/50 Bill Bernstein |
+5.03 | 7.63 | -15.17 | 48.5 | 50 | 1.5 |