Last Update: 31 December 2022
The Ray Dalio All Weather Portfolio obtained a 4.27% compound annual return, with a 7.31% standard deviation, in the last 10 Years.
The Harry Browne Permanent with Bitcoin Portfolio obtained a 15.87% compound annual return, with a 40.61% standard deviation, in the last 10 Years.
Summary
| Ray Dalio All Weather Portfolio | Harry Browne Permanent with Bitcoin Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 30% | 25% |
| Fixed Income | 55% | 50% | |
| Commodities | 15% | 25% | |
| 10 Years Stats | Return | +4.27% | +15.87% |
| Std Dev | 7.31% | 40.61% | |
| Max Drawdown | -20.19% | -23.85% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 2009
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | -2.69 | -5.05 | -18.03 | +3.06 | +4.27 | +5.64 |
| Harry Browne Permanent with Bitcoin Portfolio | -1.14 | -1.71 | -13.79 | +4.76 | +15.87 | +16.71 |
Capital Growth as of Dec 31, 2022
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 2013, now would be worth 1518.44$, with a total return of 51.84% (4.27% annualized).
Harry Browne Permanent with Bitcoin Portfolio: an investment of 1000$, since January 2013, now would be worth 4363.91$, with a total return of 336.39% (15.87% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 2009, now would be worth 2156.94$, with a total return of 115.69% (5.64% annualized).
Harry Browne Permanent with Bitcoin Portfolio: an investment of 1000$, since January 2009, now would be worth 8695.91$, with a total return of 769.59% (16.71% annualized).
Drawdowns
Drawdown comparison chart since December 2012.
Ray Dalio All Weather Portfolio |
Harry Browne Permanent with Bitcoin Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -23.85% | Dec 2013 | Dec 2013 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -16.88% | Jan 2022 | Sep 2022 | |||
| -9.84% | May 2013 | Jun 2013 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -4.62% | Feb 2018 | Oct 2018 | |||
| -3.74% | Aug 2020 | Oct 2020 | |||
| -3.71% | Jan 2021 | Mar 2021 | |||
| -2.85% | Feb 2018 | Feb 2018 | |||
| -2.85% | Sep 2021 | Sep 2021 | |||
| -2.64% | Sep 2020 | Oct 2020 | |||
| -2.63% | Jan 2021 | Feb 2021 | |||
| -2.44% | Sep 2014 | Sep 2014 | |||
| -2.44% | Feb 2020 | Mar 2020 | |||
| -2.36% | Sep 2021 | Sep 2021 | |||
| -2.34% | Mar 2020 | Mar 2020 | |||
| -1.64% | Sep 2019 | Sep 2019 | |||
Drawdown comparison chart since January 2009.
Ray Dalio All Weather Portfolio |
Harry Browne Permanent with Bitcoin Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -37.49% | Jul 2011 | Nov 2011 | |||
| -23.85% | Dec 2013 | Dec 2013 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -16.88% | Jan 2022 | Sep 2022 | |||
| -12.02% | Jan 2009 | Feb 2009 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -6.36% | Jan 2009 | Feb 2009 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -4.62% | Feb 2018 | Oct 2018 | |||
| -3.74% | Aug 2020 | Oct 2020 | |||
| -3.71% | Jan 2021 | Mar 2021 | |||
| -2.89% | Dec 2009 | Jan 2010 | |||
| -2.85% | Feb 2018 | Feb 2018 | |||
| -2.85% | Sep 2021 | Sep 2021 | |||
| -2.64% | Sep 2020 | Oct 2020 | |||
| -2.63% | Jan 2021 | Feb 2021 | |||
| -2.44% | Sep 2014 | Sep 2014 | |||
| -2.44% | Feb 2020 | Mar 2020 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 2009.
| Year | Ray Dalio All Weather Portfolio | Harry Browne Permanent with Bitcoin Portfolio |
|---|---|---|
| 2022 |
-18.03% | -13.79% |
| 2021 |
+8.08% | +5.47% |
| 2020 |
+14.68% | +21.71% |
| 2019 |
+18.22% | +17.70% |
| 2018 |
-3.19% | -3.15% |
| 2017 |
+11.47% | +36.15% |
| 2016 |
+5.86% | +7.86% |
| 2015 |
-3.72% | -2.10% |
| 2014 |
+12.52% | +8.27% |
| 2013 |
+2.15% | +122.23% |
| 2012 |
+6.72% | +9.90% |
| 2011 |
+15.59% | +40.38% |
| 2010 |
+12.53% | +20.30% |
| 2009 |
+2.34% | +7.37% |