Tagged: performance

Permanent Portfolio 2013 Results

In 2013 the Permanent Portfolio returned -2.4% for the year according to Morningstar’s data. Here is the breakdown of the popular asset classes according to Morningstar. They are rounded to the nearest tenth and may not reflect all dividends yet. They are close enough for government work: S&P 500 +29.0% Total Stock Market Index +30.0% EAFE International Index +18.8% Emerging Market Index -1.8% Commodities Index -8.2% Real Estate Investment Trust Index -2.1% Treasury Inflation Protected (TIPS) Bonds -7.4% Corporate Bonds -2.2% International Bonds -4.5% Total Bond Market -1.5% Now we’ll...

Permanent Portfolio Backtesting with Daily Data

Over on the forum, user Peak2Trough put up a website that uses daily market data for the Permanent Portfolio going back several decades through today: Peak2Trough Permanent Portfolio Backtesting Tool His tool allows for a number of configurable allocation and rebalancing options and will show a chart and table of the results. Since his data uses daily results, it can show a more granular view of maximum drawdowns than what is typically done for annual comparisons. Standard backtesting warning: The...

Permanent Portfolio in India

Pattu over at www.freefincal.com sent in a link where he analyzes whether the Permanent Portfolio theory would work for an investor in India: The Permanent Portfolio: A Fascinating Low-Volatility Option For The Long Term Indian Investor? He posts in part this chart showing how assets available to an Indian investor would have fared over time in a diversified Permanent Portfolio. Just like U.S. investors, you can see that despite the volatile nature of the individual assets the overall portfolio growth is...