Harry Brown Permanent
VS
Ray Dalio All Weather
Total Return by Period
Updated: Jul 02, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 0.35% | -0.20% | -1.53% | 2.26% | 10.82% | 28.35% | 15.38% | 74.57% |
| Harry Brown Permanent | 0.66% | 0.57% | -2.10% | 0.40% | 11.93% | 43.51% | 35.20% | 94.62% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 6.06% | 9.93% | -19.30% | 8.17% | 16.46% | 18.27% | -3.02% | 11.75% | 6.67% | |
| Harry Brown Permanent | 11.59% | 11.44% | -13.91% | 4.10% | 16.68% | 16.49% | -1.76% | 10.77% | 5.79% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 74.57% | 5.97% | 5.74% | -37.68% | 0.34 | 0.45 | 0.16 | 0.08 |
| Harry Brown Permanent | 94.62% | 6.98% | 6.90% | -28.89% | 0.51 | 0.68 | 0.24 | 0.05 |