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HBPP 4x25 results, please.
Posted: Tue Sep 01, 2020 7:34 pm
by bedraggled
An acquaintance, a fan of the Permanent Portfolio, would like the year-end gains and losses for the years 2013 through 2019.
If anyone can provide the info, it would be much appreciated.
Thanks.
Re: HBPP 4x25 results, please.
Posted: Tue Sep 01, 2020 8:00 pm
by Kriegsspiel
Re: HBPP 4x25 results, please.
Posted: Tue Sep 01, 2020 9:50 pm
by bedraggled
Kriegs,
Thanks. I have already gone that path but I could only get approximations. The Crawling Road site had all the %s through 2012. Is there a place that lists exact numbers. Does anyone have it on a spreadsheet, etc?
Thanks.
Re: HBPP 4x25 results, please.
Posted: Tue Sep 01, 2020 10:39 pm
by Kbg
Re: HBPP 4x25 results, please.
Posted: Wed Sep 02, 2020 12:32 am
by europeanwizard
To be honest, I don't like these questions. What do you want with them, check the performance? The PP isn't about performance, it's about risk-adjusted performance.
Re: HBPP 4x25 results, please.
Posted: Wed Sep 02, 2020 5:23 am
by bedraggled
The request is a courtesy for a good friend of both the forum and its heralded portfolio.
So, if anyone has the info....
Thanks.
Re: HBPP 4x25 results, please.
Posted: Wed Sep 02, 2020 8:50 am
by Kbg
Seriously?
I just gave you a link to generate it quite easily.
Re: HBPP 4x25 results, please.
Posted: Wed Sep 02, 2020 9:26 am
by bedraggled
Kbg,
I will begin my first foray into portfoliovisualizer.
Thanks.
Re: HBPP 4x25 results, please.
Posted: Wed Sep 02, 2020 1:33 pm
by Kbg
It's pretty easy.
This link for asset classes:
https://www.portfoliovisualizer.com/bac ... allocation
This link for investable forms of the 4 asset classes (e.g. ETFs or Mutual Funds):
https://www.portfoliovisualizer.com/backtest-portfolio
Re: HBPP 4x25 results, please.
Posted: Wed Sep 02, 2020 3:13 pm
by bedraggled
Kbg,
Thanks. That was pretty easy- easier than I expected. I now have a new site tool. Great suggestion. I had my answers in 5 minutes.
Cheers.
Re: HBPP 4x25 results, please.
Posted: Wed Sep 02, 2020 5:03 pm
by jason
The one negative about portfoliovisualizer is that if you back test the PP, it says it only goes back to January, 1978. It says it doesn't have long term treasury data before that. So you can't back test all the way back to August of 1971, when the US went off the gold standard. I really miss peaktotrough.com!
Re: HBPP 4x25 results, please.
Posted: Wed Sep 02, 2020 6:44 pm
by Smith1776
jason wrote: ↑Wed Sep 02, 2020 5:03 pm
The one negative about portfoliovisualizer is that if you back test the PP, it says it only goes back to January, 1978. It says it doesn't have long term treasury data before that. So you can't back test all the way back to August of 1971, when the US went off the gold standard. I really miss peaktotrough.com!
If you use the lemonade variation of the PP on portfolio visualizer it will use the full data set going back to the early 70s. The lemonade variation replaces the STT/LTT barbell with a simple ITT bullet.
Long run returns between the canonical PP and the lemonade variation are virtually identical.