Permanent Portfolio Is Outshining in Current Environment
Who said that nothing is working in this market? Permanent portfolio shows its true power in the current environment: Portfolio Performance Comparison (as of 11/18/2011) Portfolio/Fund Name 1Yr AR 1Yr Sharpe 3Yr AR 3Yr Sharpe 5Yr AR 5Yr Sharpe Permanent Global Portfolio ETF Version 8% 80% 18% 146% Permanent Global Portfolio ETF Plan Strategic Asset [...]
Who said that nothing is working in this market? Permanent portfolio shows its true power in the current environment:
Portfolio Performance Comparison (as of 11/18/2011)| Portfolio/Fund Name | 1Yr AR | 1Yr Sharpe | 3Yr AR | 3Yr Sharpe | 5Yr AR | 5Yr Sharpe |
|---|---|---|---|---|---|---|
| Permanent Global Portfolio ETF Version | 8% | 80% | 18% | 146% | ||
| Permanent Global Portfolio ETF Plan Strategic Asset Allocation Moderate | 2% | 11% | 16% | 94% | 5% | 27% |
| Permanent Global Portfolio ETF Plan Tactical Asset Allocation Moderate | 3% | 29% | 10% | 76% | 10% | 67% |
| SPY | 2% | 4% | 16% | 23% | -1% | -9% |
| VBINX | 4% | 14% | 15% | 46% | 3% | 10% |
See detail.
The portfolio and the plan consist of the following ETFs:
| Asset Class | Ticker | Name |
|---|---|---|
| Commodities Precious Metals | GLD | SPDR Gold Shares |
| Commodities Precious Metals | SLV | iShares Silver Trust |
| Currency | FXF | CurrencyShares Swiss Franc Trust |
| Natural Resources | IGE | iShares S&P North Amer Natural Resources |
| REAL ESTATE | IYR | iShares Dow Jones US Real Estate |
| LARGE BLEND | VTI | Vanguard Total Stock Market ETF |
| Long-Term Bond | LQD | iShares iBoxx $ Invest Grade Corp Bond |
| SHORT GOVERNMENT | SHY | iShares Barclays 1-3 Year Treasury Bond |
| LONG GOVERNMENT | IEF | iShares Barclays 7-10 Year Treasury |
| Foreign Large Blend | VEU | Vanguard FTSE All-World ex-US ETF |
| DIVERSIFIED EMERGING MKTS | VWO | Vanguard Emerging Markets Stock ETF |
The powerful hedges among stocks (VTI, VEU, VWO), long term Treasury bonds (IEF) and precious metals (GLD, SLV) make these portfolios ideal all weather portfolios.