Harry Brown Permanent
VS
Ray Dalio All Weather
Total Return by Period
Updated: May 01, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -0.03% | -0.29% | 2.56% | 2.74% | 17.00% | 30.90% | 21.58% | 89.57% |
| Harry Brown Permanent | -0.02% | -0.76% | 1.69% | -0.24% | 19.11% | 46.55% | 41.51% | 108.57% |
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 | 89.57% | 6.80% | 6.62% | -41.01% | 0.43 | 0.58 | 0.17 | 0.08 |
| Harry Brown Permanent | 108.57% | 7.67% | 7.65% | -30.49% | 0.60 | 0.81 | 0.25 | 0.05 |