Ray Dalio All Weather Portfolio
VS
Harry Brown Permanent Portfolio
Total Return by Period
Updated: Nov 07, 2025
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | 0.05% | -0.75% | 0.52% | 4.26% | 6.72% | 25.71% | 8.45% | 52.88% |
| Harry Brown Permanent Portfolio | 0.15% | -0.60% | 0.21% | 6.37% | 14.36% | 45.67% | 25.52% | 81.13% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | 5.10% | 9.93% | -19.34% | 7.98% | 16.13% | 18.37% | -2.89% | 11.64% | 6.64% | -3.19% |
| Harry Brown Permanent Portfolio | 11.39% | 11.40% | -13.69% | 28.48% | 16.49% | 16.54% | -1.62% | 10.63% | 5.99% | -2.86% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | 52.88% | 4.63% | 4.35% | -39.25% | 0.19 | 0.25 | 0.12 | 0.09 |
| Harry Brown Permanent Portfolio | 81.13% | 6.24% | 6.14% | -30.03% | 0.43 | 0.60 | 0.21 | 0.06 |
Total Return
No Taxes, No Rebalancing.