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

In the last 10 years, it obtained a 6.73% compound annual return, with a 5.99% standard deviation (*).

(*) Last Update: April 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:

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: April 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 1978, now would be worth 25963.57$, with a total return of 2496.36% (8.20% 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:

VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001

TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002

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

IAU - iShares Gold Trust: simulated historical serie, up to December 2005

Swipe left to see all data
Range Returns
Apr 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+0.44%
0.00%
1 - 0
YTD
+5.41%
0.00%
4 - 0
1Y
+4.77%
4.22%
-2.95%
Sep 2018 - Oct 2018
8 - 4
3Y
+4.02%
annualized
5.25%
-6.94%
Aug 2016 - Dec 2016
21 - 15
5Y
+4.23%
annualized
5.55%
-6.94%
Aug 2016 - Dec 2016
33 - 27
10Y
+6.73%
annualized
5.99%
-6.94%
Aug 2016 - Dec 2016
71 - 49
MAX
Dec 1977
+8.20%
annualized
7.17%
-12.60%
Mar 2008 - Oct 2008
317 - 179

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Harry Browne Permanent Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+8.45% +45.29%
Feb 1979 - Jan 1980
-9.87%
Oct 1980 - Sep 1981
2 Years
+8.22% +30.12%
Jul 1978 - Jun 1980
-4.36%
Jul 1980 - Jun 1982
3 Years
+7.96% +21.45%
Jan 1978 - Dec 1980
+0.71%
Oct 2012 - Sep 2015
5 Years
+7.95% +16.49%
May 1978 - Apr 1983
+2.76%
Feb 2012 - Jan 2017
7 Years
+7.94% +14.07%
Apr 1979 - Mar 1986
+3.23%
Nov 2011 - Oct 2018
10 Years
+7.84% +13.00%
Feb 1978 - Jan 1988
+5.60%
Aug 1993 - Jul 2003
15 Years
+7.68% +11.02%
Jul 1978 - Jun 1993
+5.69%
Aug 1987 - Jul 2002

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+5.41% 3.0 0.5 1.4 0.4
2018
-1.71% 1.4 -2.2 0.4 -0.6 0.9 -0.5 -0.0 0.8 -0.7 -2.2 1.1 0.2
2017
+11.00% 2.0 2.1 -0.2 1.1 0.7 -0.1 0.9 2.0 -0.8 0.4 1.1 1.3
2016
+5.61% 1.3 3.7 1.3 1.4 -1.1 4.2 2.1 -1.1 -0.1 -2.5 -3.3 -0.1
2015
-3.03% 3.9 -1.8 -0.6 -0.8 -0.1 -1.8 -0.2 -0.9 -0.7 2.4 -1.7 -0.8
2014
+9.43% 1.6 2.9 -0.5 0.7 0.5 2.1 -1.2 2.4 -2.6 0.8 1.4 1.2
2013
-2.07% 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
+6.48% 4.1 -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 3.5 0.1 -1.6 2.7 4.2 -1.4 2.7 1.0 -1.7
2010
+13.97% -0.5 1.6 1.0 2.8 0.0 0.7 -0.1 2.6 2.6 0.8 0.3 1.5
2009
+7.81% -3.9 -2.5 2.0 0.0 3.3 -1.2 2.8 1.5 3.2 -0.3 5.4 -2.6
2008
+0.91% 1.8 0.8 -1.3 -0.8 0.1 -0.1 -0.5 -1.4 -0.5 -8.5 5.6 6.6
2007
+12.67% 1.0 1.2 -0.3 1.9 -0.1 -1.1 0.6 1.2 3.8 2.8 -0.2 1.5
2006
+10.87% 3.0 0.1 0.5 2.9 -1.2 -1.0 1.5 0.9 -0.2 1.5 3.2 -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
2004
+6.83% 0.1 0.7 1.8 -4.2 0.6 1.0 -0.8 2.1 1.2 1.5 2.2 0.6
2003
+13.32% 0.7 -1.0 -1.1 2.5 4.9 -1.1 -1.3 2.4 1.9 0.8 1.3 2.6
2002
+5.85% 0.6 1.2 0.3 0.4 1.4 -1.8 -2.3 2.1 0.1 -0.0 1.1 2.6
2001
-0.52% 0.3 -1.7 -2.5 1.8 0.8 0.2 0.2 -0.1 0.2 0.6 -0.1 0.0
2000
+2.40% -1.2 2.4 0.9 -1.5 -1.1 3.2 -0.9 2.5 -1.6 -0.7 -1.0 1.7
1999
+5.17% 1.0 -1.9 0.4 2.0 -2.4 0.6 -1.4 -0.3 3.6 1.8 0.2 1.8
1998
+10.09% 2.0 1.1 1.8 1.3 -1.6 1.9 -1.3 -4.2 4.3 1.3 2.1 1.2
1997
+7.19% -0.3 0.9 -2.3 1.3 2.6 1.0 3.1 -1.7 2.9 -1.5 0.5 0.7
1996
+5.08% 2.0 -1.0 -0.4 0.0 0.7 -0.2 -1.2 0.7 1.7 1.4 2.2 -1.0
1995
+18.11% 0.8 1.9 2.0 1.0 2.6 1.4 0.6 0.9 1.7 0.5 2.2 1.2
1994
-1.37% 0.5 -1.3 -1.5 -0.9 1.0 -0.8 1.3 1.2 -0.5 -0.3 -0.8 0.8
1993
+12.00% 0.8 0.8 1.5 0.8 2.6 1.3 2.0 -0.0 -1.0 1.6 -0.9 2.1
1992
+3.57% -0.7 0.5 -1.6 0.0 1.0 0.3 3.1 -1.5 1.3 -0.8 0.9 1.1
1991
+11.72% 0.3 1.8 0.5 0.7 1.4 -0.9 1.5 0.8 1.0 0.7 -0.5 3.9
1990
+1.11% -1.5 -0.0 -1.8 -1.3 3.1 -0.1 1.4 -2.2 0.6 -1.4 3.1 1.5
1989
+12.90% 1.3 -1.2 0.7 1.8 1.1 2.3 2.5 -0.4 0.5 0.8 2.7 0.1
1988
+4.39% 1.0 0.1 0.7 -0.3 0.0 1.5 -0.5 -1.0 0.6 2.1 -0.3 0.4
1987
+7.42% 4.4 2.0 1.3 0.5 -0.3 1.4 2.1 0.4 -1.0 -4.8 -0.1 1.6
1986
+17.64% 2.2 4.0 4.9 0.1 0.5 2.5 -1.3 4.6 -0.5 -0.1 0.5 -0.8
1985
+20.47% 3.3 -2.1 4.2 0.1 3.3 1.4 0.5 1.1 -1.5 2.2 3.3 3.3
1984
+2.22% -0.3 0.1 -0.4 -0.9 -2.0 0.6 -0.7 4.3 0.7 1.3 -0.0 -0.2
1983
+3.46% 2.5 -2.7 1.3 3.9 -0.1 0.3 -1.8 -0.2 1.4 -2.3 2.8 -1.5
1982
+23.27% -1.3 -2.1 -2.2 5.0 -2.4 -1.5 2.8 9.6 1.6 6.7 3.2 2.6
1981
-5.34% -4.6 -1.2 3.5 -2.9 1.9 -2.4 -1.5 -1.4 -1.5 3.5 4.0 -2.4
1980
+13.65% 6.8 -2.3 -9.3 5.9 3.9 7.7 -1.4 0.8 2.0 -1.5 2.8 -1.3
1979
+39.77% 2.7 1.0 1.0 0.7 3.5 2.4 2.2 3.6 7.7 -4.5 5.1 9.3
1978
+12.78% 0.1 0.9 0.8 0.5 2.6 -0.4 4.4 2.8 0.9 0.3 -5.3 5.0