Global Permanent Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global Permanent Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Oct 21, 2013, corresponding to the inception date of ERNS.L
Returns By Period
As of Sep 21, 2024, the Global Permanent Portfolio returned 13.98% Year-To-Date and 10.66% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Global Permanent Portfolio | 13.98% | 2.60% | 9.05% | 26.11% | 11.94% | 10.69% |
Portfolio components: | ||||||
Vanguard Total Stock Market ETF | 19.49% | 2.68% | 9.27% | 33.25% | 14.82% | 12.52% |
iShares Core Euro Government Bond UCITS ETF (Dist) | 0.32% | 1.05% | 3.93% | 11.22% | 31.52% | 14.96% |
iShares Gold Trust | 26.88% | 5.63% | 20.99% | 35.82% | 11.26% | 7.75% |
iShares 20+ Year Treasury Bond ETF | 2.67% | 1.48% | 7.34% | 12.49% | -4.69% | 0.98% |
SPDR Barclays 1-3 Month T-Bill ETF | 3.89% | 0.48% | 2.67% | 5.37% | 2.17% | 1.48% |
iShares Core UK Gilts UCITS ETF | 5.08% | 2.54% | 7.60% | 16.56% | -3.45% | -1.60% |
iShares Core MSCI EAFE ETF | 10.96% | 1.39% | 5.51% | 21.21% | 7.65% | 5.56% |
iShares Euro Government Bond 1-3yr UCITS ETF (Acc) | 3.10% | 1.02% | 5.12% | 9.74% | 0.29% | -1.21% |
iShares £ Ultrashort Bond UCITS ETF | 8.74% | 2.12% | 7.96% | 14.98% | 3.70% | -0.54% |
Bitcoin | 49.52% | 4.66% | -1.36% | 137.75% | 45.41% | 65.00% |
Monthly Returns
The table below presents the monthly returns of Global Permanent Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.01% | 2.87% | 4.00% | -2.09% | 2.84% | -0.18% | 3.01% | 1.66% | 13.98% | ||||
2023 | 11.88% | -3.61% | 5.63% | 1.40% | -2.18% | 2.21% | 1.27% | -2.10% | -3.86% | 1.84% | 5.72% | 4.42% | 23.77% |
2022 | -2.57% | 0.62% | -0.49% | -6.13% | -1.46% | -5.25% | 3.99% | -5.14% | -5.82% | 2.00% | 6.07% | -0.93% | -14.85% |
2021 | 0.52% | 0.66% | 1.92% | 2.24% | 1.04% | -1.98% | 3.45% | 0.88% | -3.40% | 4.20% | -1.56% | 0.14% | 8.14% |
2020 | 6.31% | -2.31% | -4.81% | 6.19% | 2.40% | 1.44% | 8.56% | 1.38% | -2.45% | 0.25% | 5.81% | 7.53% | 33.54% |
2019 | 2.81% | 1.15% | 0.72% | 1.91% | 3.04% | 7.10% | -1.10% | 2.21% | -0.79% | 2.71% | -1.44% | 1.72% | 21.63% |
2018 | 1.42% | -2.50% | -0.47% | 0.83% | -2.33% | -1.61% | 1.14% | -1.09% | -0.61% | -2.67% | -1.35% | -0.01% | -8.96% |
2017 | 2.15% | 2.21% | 0.17% | 3.18% | 5.60% | 1.13% | 2.63% | 4.66% | -0.87% | 2.63% | 5.74% | 4.43% | 39.07% |
2016 | -0.61% | 2.87% | 2.43% | 1.89% | -0.41% | 2.92% | 1.39% | -0.92% | 0.22% | -2.51% | -2.13% | 2.14% | 7.31% |
2015 | -0.45% | 0.22% | -1.95% | 1.11% | -0.45% | -0.23% | 0.01% | -2.07% | -1.10% | 3.97% | -0.98% | 0.29% | -1.75% |
2014 | 0.55% | 1.64% | -1.23% | 0.78% | 1.80% | 2.18% | -2.09% | -0.01% | -4.00% | -0.93% | 0.90% | -0.93% | -1.52% |
2013 | 0.76% | 24.59% | -8.13% | 15.33% |
Expense Ratio
Global Permanent Portfolio has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Global Permanent Portfolio is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Vanguard Total Stock Market ETF | 2.24 | 2.97 | 1.41 | 1.10 | 13.31 |
iShares Core Euro Government Bond UCITS ETF (Dist) | 0.50 | 0.76 | 1.09 | 0.08 | 1.93 |
iShares Gold Trust | 2.86 | 3.77 | 1.50 | 2.71 | 19.13 |
iShares 20+ Year Treasury Bond ETF | 0.53 | 0.82 | 1.10 | 0.03 | 1.59 |
SPDR Barclays 1-3 Month T-Bill ETF | 16.89 | 399.38 | 332.85 | 76.77 | 7,831.56 |
iShares Core UK Gilts UCITS ETF | 1.04 | 1.47 | 1.18 | 0.06 | 4.47 |
iShares Core MSCI EAFE ETF | 1.30 | 1.81 | 1.23 | 0.58 | 7.86 |
iShares Euro Government Bond 1-3yr UCITS ETF (Acc) | 0.95 | 1.40 | 1.17 | 0.04 | 4.28 |
iShares £ Ultrashort Bond UCITS ETF | 2.08 | 2.95 | 1.39 | 0.15 | 11.37 |
Bitcoin | 1.38 | 2.06 | 1.21 | 0.82 | 6.10 |
Dividends
Dividend yield
Global Permanent Portfolio granted a 16.96% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Permanent Portfolio | 16.96% | 9.94% | 3.26% | 2.85% | 4.48% | 1.23% | 1.27% | 1.00% | 1.13% | 1.08% | 1.19% | 0.94% |
Portfolio components: | ||||||||||||
Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
iShares Core Euro Government Bond UCITS ETF (Dist) | 180.53% | 97.13% | 26.13% | 24.90% | 45.31% | 0.68% | 0.65% | 0.69% | 0.86% | 0.60% | 1.74% | 0.00% |
iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares 20+ Year Treasury Bond ETF | 3.66% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
SPDR Barclays 1-3 Month T-Bill ETF | 5.22% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
iShares Core UK Gilts UCITS ETF | 2.92% | 2.40% | 1.32% | 0.79% | 0.95% | 1.25% | 1.31% | 1.30% | 1.88% | 2.05% | 2.04% | 2.14% |
iShares Core MSCI EAFE ETF | 2.97% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
iShares Euro Government Bond 1-3yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares £ Ultrashort Bond UCITS ETF | 5.29% | 4.54% | 1.14% | 0.28% | 0.75% | 1.04% | 0.74% | 0.52% | 0.81% | 0.72% | 0.55% | 0.06% |
Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Global Permanent Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Global Permanent Portfolio was 25.01%, occurring on Sep 27, 2022. Recovery took 443 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-25.01% | Nov 10, 2021 | 322 | Sep 27, 2022 | 443 | Dec 14, 2023 | 765 |
-15.22% | Feb 24, 2020 | 24 | Mar 18, 2020 | 73 | May 30, 2020 | 97 |
-14.7% | Dec 17, 2017 | 370 | Dec 21, 2018 | 182 | Jun 21, 2019 | 552 |
-14.07% | Nov 30, 2013 | 644 | Sep 4, 2015 | 577 | Apr 3, 2017 | 1221 |
-5.06% | Sep 7, 2021 | 23 | Sep 29, 2021 | 37 | Nov 5, 2021 | 60 |
Volatility
Volatility Chart
The current Global Permanent Portfolio volatility is 2.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
BIL | BTC-USD | TLT | VTI | IAU | IEFA | ERNS.L | IGLT.L | CE31.L | SEGA.L | |
---|---|---|---|---|---|---|---|---|---|---|
BIL | 1.00 | 0.01 | 0.03 | 0.03 | 0.03 | 0.03 | 0.04 | 0.02 | 0.01 | 0.02 |
BTC-USD | 0.01 | 1.00 | -0.01 | 0.12 | 0.07 | 0.12 | 0.06 | 0.06 | 0.08 | 0.07 |
TLT | 0.03 | -0.01 | 1.00 | -0.17 | 0.30 | -0.14 | 0.02 | 0.39 | 0.13 | 0.33 |
VTI | 0.03 | 0.12 | -0.17 | 1.00 | 0.01 | 0.75 | 0.19 | 0.09 | 0.12 | 0.10 |
IAU | 0.03 | 0.07 | 0.30 | 0.01 | 1.00 | 0.13 | 0.28 | 0.34 | 0.34 | 0.37 |
IEFA | 0.03 | 0.12 | -0.14 | 0.75 | 0.13 | 1.00 | 0.35 | 0.21 | 0.31 | 0.25 |
ERNS.L | 0.04 | 0.06 | 0.02 | 0.19 | 0.28 | 0.35 | 1.00 | 0.62 | 0.56 | 0.47 |
IGLT.L | 0.02 | 0.06 | 0.39 | 0.09 | 0.34 | 0.21 | 0.62 | 1.00 | 0.49 | 0.63 |
CE31.L | 0.01 | 0.08 | 0.13 | 0.12 | 0.34 | 0.31 | 0.56 | 0.49 | 1.00 | 0.84 |
SEGA.L | 0.02 | 0.07 | 0.33 | 0.10 | 0.37 | 0.25 | 0.47 | 0.63 | 0.84 | 1.00 |