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 ETF REIT Tactical Asset Allocation Moderate | NA | 22.53% | 3.41% | 6.02% | 5.05% | 6.04% | 5.52% | … | … |
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 ETF REIT Tactical Asset Allocation 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 (%) | -0.96 | 22.53 | 3.41 | 6.02 | 5.05 | 6.04 | 5.52 | … | … | -0.32 | 9.36 | 8.58 | -12.19 | 15.17 | 6.87 | 9.01 | -2.86 | 8.97 | 6.82 | -0.54 | 6.03 | 5.38 | 5.98 | 6.62 | 10.71 | 12.10 | -5.86 | 6.41 | 8.22 | 1.98 | 7.46 | 7.62 | 2.83 | 2.31 |
| Sharpe Ratio | NA | 0.39 | -0.21 | 0.30 | 0.42 | NA | NA | … | … | -0.07 | 0.36 | 0.51 | -1.19 | 1.94 | 1.04 | 1.73 | -0.70 | 2.71 | 1.42 | -0.13 | 0.87 | 1.13 | 1.43 | 0.75 | 0.82 | 1.12 | -0.66 | 0.40 | 0.77 | -0.02 | 0.88 | 1.27 | 1.29 | 0.01 |
| Standard Deviation(%) | NA | 7.74 | 9.32 | 8.54 | 6.85 | NA | NA | … | … | 5.85 | 7.81 | 8.41 | 11.42 | 7.83 | 6.39 | 4.39 | 5.99 | 3.08 | 4.65 | 4.24 | 6.94 | 4.72 | 4.14 | 8.85 | 13.00 | 10.68 | 10.30 | 8.56 | 6.39 | 8.96 | 7.41 | 5.47 | 1.34 | 0.05 |
| Draw Down(%) | NA | 4.84 | 16.71 | 16.92 | 16.92 | NA | NA | … | … | 0.81 | 4.84 | 8.09 | 16.92 | 3.80 | 6.58 | 1.75 | 8.90 | 2.19 | 3.52 | 2.85 | 5.11 | 4.15 | 3.39 | 8.70 | 10.38 | 5.05 | 9.33 | 4.81 | 5.30 | 6.98 | 4.48 | 5.13 | 1.41 | 0.00 |
| Yield(%) | NA | 3.74 | 2.69 | 2.08 | 1.79 | NA | NA | … | … | NA | 1.25 | 3.63 | 1.90 | 1.53 | 0.56 | 2.14 | 1.80 | 0.60 | 1.77 | 0.84 | 2.50 | 0.86 | 2.22 | 2.08 | 3.07 | 1.58 | 1.24 | 1.65 | 2.01 | 2.30 | 2.22 | 1.73 | 1.62 | 2.31 |
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 ETF REIT Tactical Asset Allocation Moderate |
0.59%
Apr 2006 – Apr 2009 |
1.83%
Sep 2018 – Sep 2023 |
3.37%
Oct 2013 – Oct 2023 |
4.33%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Harry Browne Permanent ETF REIT Tactical Asset Allocation Moderate |
12.52%
Jun 2009 – Jun 2012 |
10.15%
Jun 2009 – Jun 2014 |
6.60%
Jun 2009 – Jun 2019 |
6.06%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison Chart