Permanent Portfolio
Classic four-quadrant permanent portfolio held at fixed weights.
- Type: Fixed
- Frequency: annually
- Asset classes: US Equity, Treasuries, Gold, Cash
- Backtest window: 2007-05-30 to 2026-06-11
- 1Y
- 14.6%
- 3Y
- 45.7%
- CAGR
- 7.9%
- Max DD
- -15.8%
- Sharpe
- 0.47
Methodology
- Allocate 25% each to SPY, TLT, GLD, and BIL.
Source: Browne, H. (1999). Fail-Safe Investing.
Headline backtest performance as of 2026-06-10.