Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/25/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Harry Browne Permanent Portfolio | 5.64% | 15.97% | 7.57% | 6.11% | 6.26% | 6.43% | 6.92% | 6.62% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Harry Browne Permanent Portfolio | 12/15/1989 | 04/25/2025 |
The return data shown below all have the same latest date: 04/25/2025.
AR inception is since 12/15/1989.
AR inception is since 12/15/1989.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.14 | 15.97 | 7.57 | 6.11 | 6.26 | 6.43 | 6.92 | 6.62 | 5.64 | 12.74 | 11.64 | -11.83 | 4.75 | 16.64 | 16.19 | -1.76 | 10.92 | 5.93 | -2.74 | 9.16 | -2.29 | 6.49 | 10.21 | 13.21 | 9.65 | -2.16 | 12.03 | 10.81 | 7.84 | 6.67 | 14.79 | 2.81 | -0.94 | 2.66 | 3.18 | 11.53 | 7.22 | 5.10 | 18.39 | -1.01 | 10.65 | 2.67 | 11.75 | 0.02 | 0.20 |
| Sharpe Ratio | NA | 1.18 | 0.39 | 0.44 | 0.66 | NA | NA | 0.72 | 0.50 | 0.86 | 1.00 | -1.39 | 0.76 | 1.67 | 3.00 | -0.61 | 2.53 | 0.97 | -0.47 | 1.97 | -0.35 | 1.20 | 1.47 | 1.96 | 1.05 | -0.29 | 1.31 | 0.96 | 1.22 | 1.43 | 2.53 | 0.33 | -0.60 | -0.23 | -0.01 | 1.48 | 0.60 | 0.31 | 3.80 | -0.90 | 1.78 | 0.07 | 1.57 | -0.85 | 0.00 |
| Standard Deviation(%) | NA | 8.18 | 8.32 | 7.76 | 6.95 | NA | NA | 6.39 | 9.50 | 7.14 | 7.38 | 9.49 | 6.25 | 9.83 | 4.93 | 5.03 | 4.08 | 5.93 | 5.89 | 4.64 | 6.69 | 5.38 | 6.92 | 6.71 | 9.10 | 10.73 | 6.88 | 7.82 | 4.64 | 3.99 | 5.56 | 5.16 | 5.48 | 6.09 | 7.39 | 5.55 | 6.12 | 5.17 | 3.83 | 4.40 | 4.83 | 4.33 | 5.10 | 6.16 | 3.86 |
| Draw Down(%) | NA | 4.83 | 11.42 | 16.59 | 16.59 | NA | NA | 16.59 | 4.83 | 3.09 | 7.39 | 16.57 | 5.61 | 10.75 | 2.46 | 5.52 | 2.14 | 7.79 | 6.78 | 2.55 | 7.03 | 3.66 | 4.02 | 3.32 | 7.12 | 15.28 | 3.11 | 7.84 | 2.44 | 3.62 | 3.82 | 4.93 | 5.94 | 3.84 | 4.98 | 4.73 | 3.85 | 3.91 | 1.44 | 4.87 | 2.35 | 3.48 | 2.00 | 6.01 | 0.33 |
| Yield(%) | NA | 2.30 | 1.59 | 2.20 | 1.99 | NA | NA | 2.69 | NA | 0.82 | 2.37 | 1.14 | 1.23 | 4.49 | 1.72 | 1.47 | 1.37 | 2.47 | 1.81 | 1.81 | 1.53 | 1.96 | 2.57 | 2.27 | 2.42 | 2.07 | 2.68 | 2.60 | 2.59 | 2.19 | 2.14 | 2.36 | 2.27 | 2.93 | 3.03 | 2.85 | 3.26 | 3.14 | 4.34 | 3.45 | 3.54 | 5.00 | 4.03 | 4.30 | 1.11 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio |
-0.80%
Sep 2020 - Sep 2023 |
2.71%
Nov 2011 - Nov 2016 |
3.50%
Sep 2012 - Sep 2022 |
5.00%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent Portfolio |
15.03%
Oct 2008 - Oct 2011 |
11.06%
Feb 2003 - Feb 2008 |
9.32%
Sep 2002 - Sep 2012 |
7.58%
Jul 2005 - Jul 2020 |
Annualized Rolling Returns Comparison Chart