Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Harry Browne Permanent Portfolio Plan REIT Strategic Asset Allocation – Optimal Moderate | NA | 24.77% | 4.42% | 8.49% | 7.50% | 8.47% | 7.28% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Harry Browne Permanent Portfolio Plan REIT Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.23 | 24.77 | 4.42 | 8.49 | 7.50 | 8.47 | 7.28 | … | … | 0.05 | 13.42 | 17.32 | -15.81 | 15.02 | 14.42 | 20.19 | -3.05 | 9.65 | 7.31 | 0.63 | 10.18 | 11.39 | 10.36 | 5.26 | 12.46 | 16.91 | -17.62 | 5.82 | 12.51 | 5.32 | 9.00 | 18.12 | -7.98 | -0.99 |
| Sharpe Ratio | NA | 0.98 | 0.04 | 0.48 | 0.57 | NA | NA | … | … | 0.00 | 0.90 | 1.63 | -1.25 | 2.10 | 0.83 | 3.27 | -0.34 | 2.45 | 1.09 | 0.08 | 1.86 | 1.77 | 1.64 | 0.45 | 1.23 | 0.98 | -0.85 | 0.32 | 1.53 | 0.52 | 1.22 | 1.92 | -0.69 | -0.30 |
| Standard Deviation(%) | NA | 7.57 | 10.23 | 11.49 | 9.88 | NA | NA | … | … | 8.47 | 7.60 | 8.03 | 13.81 | 7.15 | 17.14 | 5.75 | 12.86 | 3.68 | 6.54 | 7.90 | 5.46 | 6.41 | 6.30 | 11.61 | 10.03 | 17.11 | 21.71 | 8.93 | 6.06 | 6.06 | 6.60 | 9.08 | 13.10 | 11.10 |
| Draw Down(%) | NA | 3.99 | 18.78 | 19.75 | 19.75 | NA | NA | … | … | 0.77 | 3.99 | 6.61 | 19.73 | 3.35 | 17.90 | 2.01 | 11.37 | 1.81 | 3.83 | 6.83 | 3.10 | 5.11 | 4.04 | 8.55 | 7.30 | 16.30 | 29.02 | 4.75 | 4.86 | 3.54 | 5.39 | 6.82 | 16.25 | 13.82 |
| Yield(%) | NA | 3.56 | 2.27 | 2.28 | 2.07 | NA | NA | … | … | NA | 1.24 | 3.07 | 1.54 | 1.28 | 2.45 | 2.37 | 1.57 | 0.39 | 2.59 | 2.64 | 1.95 | 1.83 | 2.60 | 3.34 | 2.59 | 3.18 | 2.86 | 3.08 | 3.03 | 3.52 | 2.99 | 3.22 | 3.13 | 3.18 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Plan REIT Strategic Asset Allocation – Optimal Moderate |
-5.46%
Feb 2006 – Feb 2009 |
-0.62%
Feb 2004 – Feb 2009 |
5.21%
Feb 2001 – Feb 2011 |
5.56%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio Plan REIT Strategic Asset Allocation – Optimal Moderate |
18.01%
Feb 2009 – Feb 2012 |
14.45%
Feb 2009 – Feb 2014 |
9.97%
Feb 2009 – Feb 2019 |
9.57%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart