Ray Dalio All Weather
VS
Harry Brown Permanent
Total Return by Period
Updated: Jul 10, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 0.04% | -0.00% | -0.34% | 1.36% | 10.97% | 29.30% | 14.58% | 71.76% |
| Harry Brown Permanent | -0.01% | -0.13% | -0.38% | -0.98% | 12.04% | 43.75% | 34.15% | 92.31% |
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 | 71.76% | 5.81% | 5.57% | -37.70% | 0.32 | 0.43 | 0.15 | 0.08 |
| Harry Brown Permanent | 92.31% | 6.87% | 6.78% | -28.67% | 0.49 | 0.66 | 0.24 | 0.05 |