I created a Permanent Portfolio Spreadsheet which tracks various investment metrics for four ETFs, the Vanguard Total Stock Market (VTI), iShares Barclays 20+ Year Treasury Bond (TLT), SPDR Gold Trust (GLD), and iShares Barclays 1-3 Year Treasry Bond Fund (SHY). They were selected to reflect a Harry Browne-esque Permanent Portfolio. The spreadsheet is accessible at the top of the home page.
There are numerous indicators on the sheet, including long-term moving averages (both 10 month and 200 day), momentum, and absolute momentum (i.e. TLT, VTI, and GLD returns versus SHY). I will probably add to it as time progresses, I don’t yet have a final vision for it but if you have any input let me know.
I realize having anything other than an equal weight flies in the face of Browne’s original Permanent Portfolio strategy of an equal weight allocation. However, I have written several articles on the Permanent Portfolio with some simple twists that have, in some cases, improved historical performance. Some of those articles are listed below. And if you need another reason: It is fun creating spreadsheets….
Creating a Permanent ETF Portfolio
Building a Permanent ETF Portfolio, Part 2
Tactical Applications of the Permanent Portfolio
Testing a Harry Browne Permanent ETF Portfolio
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Permanent Portfolio Spreadsheet
Published 03/29/2013, 02:38 AM
Updated 07/09/2023, 06:31 AM
Permanent Portfolio Spreadsheet
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