Search found 94 matches

by Peak2Trough
Tue Aug 23, 2016 9:47 pm
Forum: Permanent Portfolio Discussion
Topic: Problem with Peaktotrough
Replies: 4
Views: 1747

Re: Problem with Peaktotrough

Fixed now, thanks for your patience.
by Peak2Trough
Tue Mar 31, 2015 6:37 am
Forum: Permanent Portfolio Discussion
Topic: peaktotrough bond funkiness
Replies: 2
Views: 1137

Re: peaktotrough bond funkiness

Thanks for the heads up, I had a look at this and it appears that the backend script that updates bond prices (actually yields) did not update during the 3/23-3/26 period.  That could happen for a number of reasons - website where I get the data was down, network problems between servers, etc.  As a...
by Peak2Trough
Thu Jan 15, 2015 8:59 pm
Forum: Permanent Portfolio Discussion
Topic: Has the PP Ever Suffered a -25% Nominal MaxDD?
Replies: 21
Views: 5466

Re: Has the PP Ever Suffered a -25% Nominal MaxDD?

As I've mentioned before, I like realistic backtests as compared to simple simulations such as Peak2Trough's Excuse me?  Just because you're wrong about the drawdowns on the HBPP and use bad, monthly data doesn't make my simulation "simple".  And the irony of you getting huffy in this post because ...
by Peak2Trough
Sun Nov 16, 2014 7:05 pm
Forum: Permanent Portfolio Discussion
Topic: Permanent Portfolio Without Rebalancing
Replies: 28
Views: 5474

Re: Permanent Portfolio Without Rebalancing

6.34% CAR and -55.98% MaxDD I don't know what data you're using, but honestly, I think it's flawed.  I'm using daily data for all four assets going back to 1972, and as I've pointed out in the past, I get substantially different results from you based on the same initial criteria. In this case, I g...
by Peak2Trough
Thu Jul 10, 2014 5:37 pm
Forum: Permanent Portfolio Discussion
Topic: 46 Years of the PP
Replies: 19
Views: 4877

Re: 46 Years of the PP

It really, really hurts the PP when bonds or gold goes the wrong way.  That's what caused the 26.50% MaxDD.  And it was not just a singular event, but quite regular in the 15%-25% range several times in the 46-years.  Ught.  The only way I can deal is to have my bonds duration-managed and give up s...
by Peak2Trough
Thu Apr 17, 2014 7:45 am
Forum: Other Discussions
Topic: Server Issues?
Replies: 29
Views: 4828

Re: Server Issues?

Same here.  Not impressed with SMF have the admins considered a move to phpbb or vbulletin?
by Peak2Trough
Sat Apr 12, 2014 12:05 pm
Forum: Variable Portfolio Discussion
Topic: Correction Ahead
Replies: 52
Views: 7251

Re: Correction Ahead

Sounds like someone's been reading too much Marc Faber.  ;)
by Peak2Trough
Sun Mar 02, 2014 8:57 am
Forum: Permanent Portfolio Discussion
Topic: How was the PP experience in 2008?
Replies: 4
Views: 1657

Re: How was the PP experience in 2008?

Portfolio overall returned +1.5% in 2008 and there was a peak to trough drawdown of roughly 15% from 03/18/2008 to 11/13/208.

You can see for yourself here:

http://www.peaktotrough.com/hbpp.cgi
by Peak2Trough
Fri Jan 03, 2014 5:26 pm
Forum: Stocks
Topic: Research Affiliates Article on Equity Risk Premiums
Replies: 0
Views: 1200

Research Affiliates Article on Equity Risk Premiums

I'm a big fan of Research Affiliates and Rob Arnott.  Somehow, this article, and particularly the conclusion, reads to me like an advertisement for the Permanent Portfolio.  I enjoyed it and thought I would share. http://www.researchaffiliates.com/Our%20Ideas/Insights/Fundamentals/Pages/F_2011_March...
by Peak2Trough
Thu Jan 02, 2014 9:56 am
Forum: Other Discussions
Topic: What's up with all the 403 Forbidden Errors?
Replies: 8
Views: 1899

Re: What's up with all the 403 Forbidden Errors?

I also see this fairly commonly on this board.  I'll make a note and screenshot next time I see it.
by Peak2Trough
Wed Jan 01, 2014 7:02 pm
Forum: Permanent Portfolio Discussion
Topic: 2014 Predictions (just for fun)
Replies: 60
Views: 15627

Re: 2014 Predictions (just for fun)

VTI +4%
TLT +8%
GLD +20%
SHY +1%

HBPP +8%

No shot, but against my better judgment, I'm determined to be optimistic :D
by Peak2Trough
Wed Jan 01, 2014 6:59 pm
Forum: Permanent Portfolio Discussion
Topic: Predictions For 2013
Replies: 102
Views: 12421

Re: Predictions For 2013

Peak2Trough wrote: I'll go with:

VTI: -9%
LTT: +12%
Gold: +8% 
Tbills:  +3%

HBPP:  4%-ish

The third time I revised this post I realized I was just pulling numbers out of my... ahem.
About as wrong as I could have been.  Even missed the direction on 3 out of 4, which is actually kind of hard to do :)