Last Update: 31 December 2022
The Ray Dalio All Weather Portfolio obtained a 7.26% compound annual return, with a 7.08% standard deviation, in the last 30 Years.
The Harry Browne Permanent Portfolio obtained a 6.44% compound annual return, with a 6.35% standard deviation, in the last 30 Years.
Summary
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| Ray Dalio All Weather Portfolio | Harry Browne Permanent Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 30% | 25% |
| Fixed Income | 55% | 50% | |
| Commodities | 15% | 25% | |
| 30 Years Stats | Return | +7.26% | +6.44% |
| Std Dev | 7.08% | 6.35% | |
| Max Drawdown | -20.19% | -15.92% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1871
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| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather Portfolio | -2.69 | -5.05 | -18.03 | +3.06 | +4.27 | +7.26 | +6.26 |
| Harry Browne Permanent Portfolio | -1.04 | -1.57 | -12.53 | +3.85 | +3.92 | +6.44 | +5.75 |
(*) Returns over 1 year are annualized
Capital Growth as of Dec 31, 2022
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1993, now would be worth 8181.78$, with a total return of 718.18% (7.26% annualized).
Harry Browne Permanent Portfolio: an investment of 1000$, since January 1993, now would be worth 6508.78$, with a total return of 550.88% (6.44% annualized).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1871, now would be worth 10206289.46$, with a total return of 1020528.95% (6.26% annualized).
Harry Browne Permanent Portfolio: an investment of 1000$, since January 1871, now would be worth 4893238.43$, with a total return of 489223.84% (5.75% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
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Ray Dalio All Weather Portfolio |
Harry Browne Permanent Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -20.19% | Jan 2022 | Sep 2022 | |||
| -15.92% | Jan 2022 | Sep 2022 | |||
| -12.63% | Mar 2008 | Oct 2008 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -6.98% | Aug 2016 | Dec 2016 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.86% | Oct 2012 | Jun 2013 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.73% | Feb 2015 | Dec 2015 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.43% | Sep 2000 | Mar 2001 | |||
| -5.34% | Jul 1998 | Aug 1998 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -4.74% | Jun 2003 | Jul 2003 | |||
| -4.61% | Feb 2001 | Mar 2001 | |||
| -4.43% | Jan 2021 | Mar 2021 | |||
| -4.25% | Feb 2018 | Oct 2018 | |||
Drawdown comparison chart since January 1871.
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Ray Dalio All Weather Portfolio |
Harry Browne Permanent Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -37.02% | Sep 1929 | May 1932 | |||
| -30.61% | Sep 1929 | May 1932 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -17.43% | Mar 1937 | Mar 1938 | |||
| -15.92% | Jan 2022 | Sep 2022 | |||
| -14.17% | Mar 1937 | Mar 1938 | |||
| -12.98% | Dec 1968 | May 1970 | |||
| -12.63% | Mar 2008 | Oct 2008 | |||
| -12.31% | Dec 1980 | Sep 1981 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.68% | Dec 1980 | Mar 1982 | |||
| -11.38% | Feb 1980 | Mar 1980 | |||
| -11.15% | Apr 1974 | Sep 1974 | |||
| -11.04% | Mar 1974 | Sep 1974 | |||
| -10.91% | May 1969 | Jun 1970 | |||
| -10.89% | Feb 1980 | Mar 1980 | |||
| -9.55% | Oct 1906 | Nov 1907 | |||
| -9.31% | Dec 1892 | Aug 1893 | |||
| -8.82% | Oct 1895 | Aug 1896 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1871.
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| Year | Ray Dalio All Weather Portfolio | Harry Browne Permanent Portfolio |
|---|---|---|
| 2022 |
-18.03% | -12.53% |
| 2021 |
+8.08% | +4.21% |
| 2020 |
+14.68% | +16.10% |
| 2019 |
+18.22% | +16.17% |
| 2018 |
-3.19% | -1.76% |
| 2017 |
+11.47% | +10.97% |
| 2016 |
+5.86% | +5.54% |
| 2015 |
-3.72% | -3.06% |
| 2014 |
+12.52% | +9.40% |
| 2013 |
+2.15% | -2.08% |
| 2012 |
+6.72% | +6.41% |
| 2011 |
+15.59% | +11.11% |
| 2010 |
+12.53% | +13.92% |
| 2009 |
+2.34% | +7.85% |
| 2008 |
+1.34% | +0.87% |
| 2007 |
+11.88% | +12.69% |
| 2006 |
+6.93% | +10.94% |
| 2005 |
+8.55% | +8.91% |
| 2004 |
+9.41% | +6.83% |
| 2003 |
+13.96% | +13.32% |
| 2002 |
+7.77% | +5.85% |
| 2001 |
-2.77% | -0.52% |
| 2000 |
+10.15% | +2.40% |
| 1999 |
+6.28% | +5.17% |
| 1998 |
+11.05% | +10.09% |
| 1997 |
+13.54% | +7.19% |
| 1996 |
+8.27% | +5.08% |
| 1995 |
+27.44% | +18.11% |
| 1994 |
-3.28% | -1.37% |
| 1993 |
+12.02% | +12.00% |
| 1992 |
+6.76% | +3.57% |
| 1991 |
+17.98% | +11.72% |
| 1990 |
+3.85% | +1.11% |
| 1989 |
+20.45% | +12.90% |
| 1988 |
+10.59% | +4.39% |
| 1987 |
+3.47% | +7.42% |
| 1986 |
+20.56% | +17.64% |
| 1985 |
+28.68% | +20.47% |
| 1984 |
+8.03% | +2.22% |
| 1983 |
+7.06% | +3.46% |
| 1982 |
+31.65% | +23.27% |
| 1981 |
-3.74% | -5.34% |
| 1980 |
+10.35% | +13.65% |
| 1979 |
+19.26% | +39.77% |
| 1978 |
+7.24% | +12.78% |
| 1977 |
+2.14% | +6.43% |
| 1976 |
+15.78% | +11.22% |
| 1975 |
+12.93% | +6.98% |
| 1974 |
+1.78% | +12.43% |
| 1973 |
+6.67% | +15.65% |
| 1972 |
+14.50% | +18.84% |
| 1971 |
+14.60% | +12.86% |
| 1970 |
+10.73% | +7.89% |
| 1969 |
-7.07% | -6.38% |
| 1968 |
+5.61% | +9.27% |
| 1967 |
+4.93% | +6.11% |
| 1966 |
-0.21% | -0.04% |
| 1965 |
+4.08% | +4.59% |
| 1964 |
+7.34% | +6.00% |
| 1963 |
+6.73% | +6.05% |
| 1962 |
+0.34% | -0.23% |
| 1961 |
+7.57% | +6.50% |
| 1960 |
+8.59% | +5.64% |
| 1959 |
+1.91% | +2.72% |
| 1958 |
+9.85% | +9.97% |
| 1957 |
+1.56% | +0.57% |
| 1956 |
+0.45% | +1.35% |
| 1955 |
+6.44% | +6.24% |
| 1954 |
+17.99% | +14.12% |
| 1953 |
+0.83% | -0.87% |
| 1952 |
+4.21% | +3.37% |
| 1951 |
+4.78% | +4.37% |
| 1950 |
+9.14% | +7.47% |
| 1949 |
+8.58% | +6.13% |
| 1948 |
+1.89% | +1.16% |
| 1947 |
+1.53% | +3.61% |
| 1946 |
-0.92% | -0.66% |
| 1945 |
+15.78% | +12.40% |
| 1944 |
+7.97% | +5.95% |
| 1943 |
+9.97% | +8.33% |
| 1942 |
+6.45% | +5.04% |
| 1941 |
-1.20% | -1.49% |
| 1940 |
+1.87% | -0.01% |
| 1939 |
+2.79% | +1.75% |
| 1938 |
+10.37% | +8.45% |
| 1937 |
-10.07% | -8.65% |
| 1936 |
+14.42% | +10.39% |
| 1935 |
+16.55% | +12.79% |
| 1934 |
+8.27% | +5.72% |
| 1933 |
+23.55% | +28.60% |
| 1932 |
+5.54% | +2.17% |
| 1931 |
-17.79% | -12.64% |
| 1930 |
-5.90% | -4.39% |
| 1929 |
-1.20% | -0.83% |
| 1928 |
+11.11% | +10.25% |
| 1927 |
+14.04% | +11.58% |
| 1926 |
+6.53% | +5.78% |
| 1925 |
+10.80% | +8.98% |
| 1924 |
+13.10% | +10.18% |
| 1923 |
+4.44% | +3.65% |
| 1922 |
+12.65% | +9.97% |
| 1921 |
+9.83% | +8.74% |
| 1920 |
-5.55% | -1.56% |
| 1919 |
+5.81% | +6.55% |
| 1918 |
+7.85% | +7.63% |
| 1917 |
-7.65% | -4.88% |
| 1916 |
+7.39% | +4.56% |
| 1915 |
+14.08% | +10.27% |
| 1914 |
+0.88% | +1.02% |
| 1913 |
-0.05% | +0.91% |
| 1912 |
+3.48% | +3.57% |
| 1911 |
+3.28% | +2.86% |
| 1910 |
+0.15% | +0.96% |
| 1909 |
+6.57% | +5.56% |
| 1908 |
+16.74% | +13.65% |
| 1907 |
-8.40% | -5.24% |
| 1906 |
+0.59% | +1.58% |
| 1905 |
+7.83% | +6.99% |
| 1904 |
+12.56% | +10.35% |
| 1903 |
-4.67% | -2.87% |
| 1902 |
+3.24% | +3.72% |
| 1901 |
+6.47% | +6.40% |
| 1900 |
+8.45% | +7.28% |
| 1899 |
+2.72% | +2.46% |
| 1898 |
+11.99% | +9.71% |
| 1897 |
+9.70% | +7.76% |
| 1896 |
+2.87% | +3.16% |
| 1895 |
+2.80% | +2.81% |
| 1894 |
+4.58% | +3.47% |
| 1893 |
-4.72% | -2.22% |
| 1892 |
+3.45% | +3.62% |
| 1891 |
+7.45% | +6.97% |
| 1890 |
-1.50% | -0.21% |
| 1889 |
+5.38% | +4.74% |
| 1888 |
+4.41% | +3.54% |
| 1887 |
-0.36% | +1.07% |
| 1886 |
+5.02% | +5.01% |
| 1885 |
+11.99% | +10.08% |
| 1884 |
-1.97% | -0.61% |
| 1883 |
+0.14% | +0.77% |
| 1882 |
+3.24% | +3.35% |
| 1881 |
+3.46% | +2.94% |
| 1880 |
+12.13% | +9.92% |
| 1879 |
+17.34% | +14.82% |
| 1878 |
+7.44% | +6.08% |
| 1877 |
+1.94% | +1.31% |
| 1876 |
-0.20% | -1.26% |
| 1875 |
+7.61% | +6.22% |
| 1874 |
+7.35% | +5.61% |
| 1873 |
+1.49% | +1.85% |
| 1872 |
+5.32% | +6.24% |
| 1871 |
+8.01% | +6.83% |