Rational Invest is an independent investment advisor providing asset management solutions through a range of systematic, rule-based investment strategies. Rational Invest was founded in March 2015 and is based in Zürich, Switzerland.
Permanent Portfolio Income Strategy Performance (year 2020 performance +19.74% Sharpe ratio 2.48)
The 2020 result is excellent because the strategy’s gold and treasury hedge allowed to reduce most of the volatility or risk of this difficult year. The downside deviation of only 0.48% was more than 10x lower than the actual market downside deviation (see Interactive Brokers risk analysis in the monthly newsletter).
The Permanent Portfolio Income Strategy is investing in Stocks, Treasuries and Gold with variable allocations depending on the market environments. The goal of the strategy is to achieve low 5-7% volatility and a far-reaching protection against market corrections and so called “Black Swan” events. The strategy is diversified with the goal to produce positive returns in all market conditions by investing in highly liquid Futures and Options. With a more than 2x higher Sharpe ratio (Risk weighted Return) than the equity market and permanent dividend-like income from option premium, the strategy is the perfect investment for cautious investors.
Reference Account performance after all fees
colours = reference to above chart colors
YTD = Year to Date
SI = Since Inception (August 6, 2018)
Sharpe = risk weighted return