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:
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).
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
| 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
Rolling Returns
Harry Browne Permanent Portfolio: annualized rolling and average returns
| 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
| 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 |