Ray Dalio All Weather
VS
Harry Brown Permanent
Total Return by Period
Updated: Oct 16, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -0.21% | 0.74% | -0.64% | 0.09% | 4.62% | 39.00% | 14.54% | 76.59% |
| Harry Brown Permanent | -0.29% | 0.03% | -1.37% | 0.44% | 1.19% | 49.95% | 35.42% | 97.19% |
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 | 76.59% | 6.09% | 5.87% | -38.27% | 0.35 | 0.47 | 0.16 | 0.08 |
| Harry Brown Permanent | 97.19% | 7.12% | 7.05% | -29.00% | 0.52 | 0.71 | 0.25 | 0.05 |