Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Tactical Permanent Portfolio
Details
The Tactical Permanent Portfolio strategy was developed by the teams at ReSolve Asset Management and profiled on GestaltU.
It takes Harry Browne’s Permanent Portfolio and adds some tactical nuance.
The portfolio, on average, allocates 24% to equities, 48% to bonds, and 28% to cash and gold.
Average Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
8.4%
Sharpe Ratio
0.58
10 Year Annual Return
4.7%
Volatility (annualized)
6.7%
Max Drawdown
-11.1%
Positive Periods
68.0%
Dot Com Annual Return
9.5%
Great Financial Crisis Return
8.4%
Trade Frequency
Monthly
Ulcer Performance Index
1.5
Strategy Rules
This strategy trades once per month.
- On the last trading day of the month, select from SPY, IEF, and GLD the assets that are above their 10-month moving average.
- Determine the initial allocation using risk parity across the remaining assets.
- Apply a 7% volatility filter to the calculated asset allocation based on a 2-month lookback.
- Add cash if the volatility is above 7%
How to Invest in the Tactical Permanent Portfolio Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
