Last Update: 30 June 2020

The Harry Browne Permanent Portfolio obtained a 6.79% compound annual return, with a 5.93% standard deviation, in the last 10 years.

The Ray Dalio All Weather Portfolio obtained a 7.79% compound annual return, with a 5.60% standard deviation, in the last 10 years.

Summary

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Harry Browne Permanent Portfolio Ray Dalio All Weather Portfolio
Risk Medium Medium
Asset Allocation Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
10 Years Stats Return +6.79% +7.79%
Std Dev 5.93% 5.60%
Max Drawdown -6.98% -6.93%

Last Update: 30 June 2020

Historical Returns

The examinated historical serie starts from January 2007

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Harry Browne Permanent Portfolio +1.32 +7.55 +8.99 +15.06 +9.29 +7.42 +6.79 +7.02
Ray Dalio All Weather Portfolio +1.25 +6.66 +7.33 +13.20 +9.21 +7.29 +7.79 +7.28
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 2007.

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Year Harry Browne Permanent Portfolio Ray Dalio All Weather Portfolio
2020
+8.99% +7.33%
2019
+16.17% +18.22%
2018
-1.76% -3.19%
2017
+10.97% +11.47%
2016
+5.54% +5.86%
2015
-3.06% -3.72%
2014
+9.40% +12.52%
2013
-2.08% +2.15%
2012
+6.41% +6.72%
2011
+11.11% +15.59%
2010
+13.92% +12.53%
2009
+7.85% +2.34%
2008
+0.87% +1.34%
2007
+12.69% +11.88%
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