Performance

Permanent Portfolio (Browne-style) +2.75%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Permanent Portfolio (Browne-style)	-0.40%	+1.46%	+2.75%	+6.01%	-7.49%	-0.13	2.38%

VTI	-0.50%	+11.86%	+11.81%	+10.61%	-8.92%	0.59	1.06%
TLT	-0.49%	-3.28%	-7.26%	-8.28%	-12.47%	-1.22	4.78%
BIL	+0.03%	+2.90%	+3.65%	+3.73%	-0.01%	-4.37	3.66%
GLD	-0.65%	-7.95%	-0.11%	+16.75%	-26.40%	-0.02	0.00%

Summary

Permanent Portfolio (Browne-style) at a glance

Permanent Portfolio (Browne-style) returned +2.75% over the past year and +6.01% a year over five years. Its worst drop in that year was -7.49%, smaller than 59% of portfolios on Redstone, and its Sharpe ratio of -0.13 beats 9% of portfolios on Redstone. It yields 2.38%.

Ranking

How Permanent Portfolio (Browne-style) ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-5.20%

Rolling Volatility

+0.48%

METRICS

Correlation Matrix

	BIL	GLD	TLT	VTI
BIL	1.00	-0.02	-0.12	-0.05
GLD	-0.02	1.00	0.13	0.39
TLT	-0.12	0.13	1.00	0.31
VTI	-0.05	0.39	0.31	1.00

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Portfolio

Allocation

4 Assets

VTI

TLT

BIL

GLD

Metrics

Risk Indicators

Alpha-5.34%

Beta0.52x

Sharpe-0.13

Sortino-0.17

Omega0.98

Calmar0.37

Martin-0.37

Portfolios

Permanent Portfolio (Browne-style): returns, risk and holdings

Permanent Portfolio (Browne-style) at a glance

How Permanent Portfolio (Browne-style) ranks

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