Ray Dalio All Weather
VS
Harry Brown Permanent
Total Return by Period
Updated: Sep 29, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -0.20% | -2.82% | -2.17% | -1.20% | 4.63% | 35.41% | 14.37% | 70.01% |
| Harry Brown Permanent | 0.25% | -2.53% | -1.88% | -0.56% | 4.11% | 49.34% | 35.38% | 91.97% |
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 | 70.01% | 5.71% | 5.47% | -37.86% | 0.31 | 0.41 | 0.15 | 0.08 |
| Harry Brown Permanent | 91.97% | 6.86% | 6.76% | -28.68% | 0.49 | 0.65 | 0.24 | 0.05 |