Harry Brown Permanent
VS
Ray Dalio All Weather
Total Return by Period
Updated: Feb 02, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -0.63% | -1.47% | 0.17% | 0.79% | 8.88% | 18.84% | 7.48% | 56.60% |
| Harry Brown Permanent | -1.01% | -2.40% | 1.04% | 3.67% | 19.44% | 42.59% | 34.46% | 91.33% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 5.10% | 9.93% | -19.34% | 7.98% | 16.13% | 18.37% | -2.89% | 11.64% | 6.64% | |
| Harry Brown Permanent | 11.39% | 11.40% | -13.69% | 28.48% | 16.49% | 16.54% | -1.62% | 10.63% | 5.99% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 56.60% | 4.87% | 4.60% | -39.20% | 0.22 | 0.29 | 0.12 | 0.09 |
| Harry Brown Permanent | 91.33% | 6.80% | 6.73% | -30.54% | 0.50 | 0.68 | 0.22 | 0.06 |
Total Return
No Taxes, No Rebalancing.