Permanent Portfolio
Classic four-quadrant permanent portfolio held at fixed weights.
- Type: Fixed
- Frequency: annually
- Asset classes: US Equity, Treasuries, Gold, Cash
- Backtest window: 2018-06-26 to 2026-11-10
- 1Y
- 1.1%
- 3Y
- 46.1%
- CAGR
- 12.3%
- Max DD
- -8.1%
- Sharpe
- 1.31
Methodology
- Allocate 25% each to SPY, TLT, GLD, and BIL.
Source: Browne, H. (1999). Fail-Safe Investing.
Headline backtest performance as of 2026-11-10.