verifiedCurated Strategy
· 56 yr backtestBuy and Hold

Permanent Portfolio

Real CAGR8.7%
Max Drawdown-15.5%
Sharpe Ratio0.56

The Permanent Portfolio was created by financial author and politician Harry Browne, who introduced the concept in his 1987 book Why the Best-Laid Investment Plans Usually Go Wrong and refined it over subsequent decades. Browne designed the portfolio around a single conviction: no one can consistently predict which economic environment will prevail, so the only rational response is to hold assets that thrive in each of the four possible conditions simultaneously. The result is an equal four-way split between stocks, long-term government bonds, gold, and cash equivalents.

Investment Philosophy

Browne identified four economic conditions that cycle over time: prosperity, inflation, deflation, and recession. Stocks perform well during prosperity; gold thrives during inflation; long-term bonds excel in deflation; and cash preserves value during tight-money recessions. By holding 25% in each, the portfolio ensures that something is always working, regardless of what the economy is doing. The simplicity is deliberate -- Browne was deeply skeptical of market timing and sophisticated forecasting, and designed the portfolio to require only annual rebalancing.

Who It's For

This portfolio suits investors who prioritize capital preservation and consistency over maximum growth. The low historical volatility -- a product of the low correlation between the four components -- makes it appropriate for conservative investors, those approaching retirement, or anyone who values predictability above outperformance. It also appeals to investors with concerns about inflation or monetary instability. For a variation that adds a small-cap value tilt to the same all-weather framework, see the Golden Butterfly Portfolio.

Pros

  • Very low historical volatility due to the low correlation between all four components
  • Each holding is designed to perform well in a specific economic environment
  • Simple to implement and rebalance -- just four positions at 25% each
  • Gold provides meaningful protection during inflationary or crisis periods

Cons

  • 25% in cash and 25% in gold significantly limit long-term growth relative to equity-heavy portfolios
  • Long-term government bonds and gold are both individually volatile, even when their combined effect is stabilizing
  • Underperforms equity-heavy portfolios during extended bull markets
  • Investors uncomfortable with gold as an asset class may find the allocation philosophically difficult to hold
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Target Allocation

Static
Cash(BIL)25%
Long-Term Treasury Bond(TLT)25%
Gold(GLD)25%
US Large-Cap Blend(SPY)25%

Performance Snapshot

trending_upReal CAGR
8.68%
balanceSharpe Ratio
0.560
trending_downMax Drawdown
-15.52%
show_chartSortino Ratio
0.090
arrow_upwardBest Year
+38.0%
arrow_downwardWorst Year
-11.9%
update10-Year CAGR
7.70%
warningUlcer Index
3.02
analyticsUlcer Perf. Index
1.380
account_balanceGFC CAGR
+6.8%
computerDot-com CAGR
+2.5%
syncTrade Frequency
Static
shieldRisk Level
2/5 — Conservative
calendar_monthMin. Timeline
5 years
historyBacktest Period
56 years

Rolling Returns

PeriodLowAverageHigh
1 Year-13.8%+9.0%+43.6%
3 Year-1.2%+8.5%+21.6%
5 Year+2.7%+8.4%+16.5%
10 Year+3.4%+8.3%+15.1%
Compare to:

Growth of $10,000

Permanent Portfolio
Sharpe Ratio0.56
Best Year+38.0%
Worst Year-11.9%
Final Value$1,087,836

Historical Drawdown

Percentage decline from the portfolio's peak value at each point in time.

Rolling Returns

Annualised return for each rolling period ending on that date.

Annualised return for each 1Y period ending on that date.

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