The Harry Browne Permanent Portfolio is exposed for 25% on the Stock Market.

In the last 10 years, it obtained a 6.94% compound annual return, with a 6.01% standard deviation (*).

(*) Last Update: June 2019

The Harry Browne Permanent Portfolio has the following asset allocation:

25% Stocks
50% Fixed Income
25% Commodities

The Harry Browne Permanent Portfolio can be replicated with the following ETFs:

Weight ETF: Ticker - 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
25.00 % GLD -
SPDR Gold Trust
Commodity, Gold

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2005, now would be worth 2623.22$, with a total return of 162.32% (6.88% annualized).

Capital Growth:

Portofolio Returns, up to December 2007, 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:

BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+4.07%
0.00%
1 - 0
YTD
+10.03%
0.00%
6 - 0
1Y
+8.95%
5.38%
-2.97%
Sep 2018 - Oct 2018
10 - 2
3Y
+4.43%
annualized
5.17%
-6.98%
Aug 2016 - Dec 2016
23 - 13
5Y
+4.54%
annualized
5.75%
-6.98%
Aug 2016 - Dec 2016
34 - 26
10Y
+6.94%
annualized
6.01%
-6.98%
Aug 2016 - Dec 2016
73 - 47
MAX
Dec 2004
+6.88%
annualized
6.58%
-12.62%
Mar 2008 - Oct 2008
105 - 69

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Harry Browne Permanent Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*)
Rolling Period Average Best Worst
1 Year
+6.84% +18.16%
May 2009 - Apr 2010
-9.19%
Nov 2007 - Oct 2008
2 Years
+6.69% +16.58%
Nov 2008 - Oct 2010
+0.22%
Feb 2015 - Jan 2017
3 Years
+6.60% +15.69%
Nov 2008 - Oct 2011
+0.68%
Oct 2012 - Sep 2015
5 Years
+6.73% +10.11%
Nov 2008 - Oct 2013
+2.72%
Feb 2012 - Jan 2017
7 Years
+6.77% +10.11%
Feb 2005 - Jan 2012
+3.19%
Nov 2011 - Oct 2018
10 Years
+6.66% +8.37%
Feb 2005 - Jan 2015
+5.58%
Mar 2008 - Feb 2018

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+10.03% 3.0 0.5 1.4 0.5 0.3 4.1
2018
-1.76% 1.3 -2.2 0.4 -0.6 0.9 -0.5 0.0 0.8 -0.8 -2.2 1.1 0.2
2017
+10.97% 2.0 2.2 -0.3 1.1 0.7 -0.1 0.9 2.0 -0.8 0.4 1.1 1.3
2016
+5.54% 1.3 3.6 1.3 1.4 -1.1 4.2 2.0 -1.1 -0.2 -2.5 -3.3 -0.1
2015
-3.06% 3.9 -1.8 -0.6 -0.8 -0.1 -1.8 -0.1 -0.9 -0.7 2.4 -1.7 -0.7
2014
+9.40% 1.6 2.9 -0.5 0.7 0.5 2.1 -1.3 2.4 -2.6 0.7 1.4 1.2
2013
-2.08% 0.4 -0.6 1.2 -0.2 -2.4 -3.5 2.6 -0.2 0.3 1.6 -0.9 -0.2
2012
+6.41% 4.0 -0.3 -0.5 0.9 -1.2 1.2 1.4 1.6 1.2 -1.4 0.4 -0.9
2011
+11.11% -1.9 2.8 0.5 3.6 0.1 -1.7 2.7 4.2 -1.4 2.7 0.9 -1.7
2010
+13.92% -0.5 1.6 1.0 2.8 0.0 0.7 -0.1 2.6 2.6 0.7 0.3 1.5
2009
+7.85% -3.9 -2.5 2.0 0.1 3.3 -1.2 2.8 1.5 3.2 -0.3 5.5 -2.6
2008
+0.87% 1.8 0.8 -1.3 -0.7 0.1 -0.1 -0.6 -1.5 -0.6 -8.5 5.6 6.5
2007
+12.69% 1.0 1.2 -0.3 1.9 -0.1 -1.1 0.6 1.2 3.8 2.8 -0.3 1.6
2006
+10.94% 3.0 0.1 0.5 3.0 -1.1 -1.0 1.5 1.0 -0.2 1.5 3.1 -0.7
2005
+8.91% -0.6 0.9 -0.9 0.8 0.8 1.8 -0.1 1.0 1.1 -1.3 2.9 2.2