Harry Browne Permanent vs Ray Dalio All Weather 2x Leveraged Portfolio Comparison

Last Update: 29 February 2024

The Harry Browne Permanent Portfolio obtained a 4.86% compound annual return, with a 7.25% standard deviation, in the last 10 Years.

The Ray Dalio All Weather 2x Leveraged Portfolio obtained a 7.35% compound annual return, with a 17.72% standard deviation, in the last 10 Years.

Summary

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Harry Browne Permanent Portfolio Ray Dalio All Weather 2x Leveraged Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 25% 37.5%
Fixed Income 50% 55%
Commodities 25% 7.5%
10 Years Stats Return +4.86% +7.35%
Std Dev 7.25% 17.72%
Max Drawdown -15.92% -37.02%
All time Stats
(Since Mar 2010)
Return +5.78% +11.14%
Std Dev 6.91% 16.00%
Max Drawdown -15.92% -37.02%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from March 2010

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1M 6M 1Y 5Y 10Y MAX
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +5.78
Ray Dalio All Weather 2x Leveraged Portfolio +0.69 +4.45 +9.07 +6.87 +7.35 +11.14
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Harry Browne Permanent Portfolio: an investment of 1$, since March 2014, now would be worth 1.61$, with a total return of 60.77% (4.86% annualized).

Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 2.03$, with a total return of 103.26% (7.35% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since March 2010, now would be worth 2.19$, with a total return of 119.47% (5.78% annualized).

Ray Dalio All Weather 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.39$, with a total return of 338.60% (11.14% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Harry Browne Permanent Portfolio
Ray Dalio All Weather 2x Leveraged Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.02% Jan 2022 Oct 2023 (22) In progress (26) 23.73
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-15.40% Feb 2015 Sep 2015 (8) Jun 2016 (17) 9.49
-14.01% Aug 2016 Nov 2016 (4) Nov 2017 (16) 7.18
-11.91% Feb 2018 Oct 2018 (9) Mar 2019 (14) 6.50
-10.15% Aug 2020 Oct 2020 (3) May 2021 (10) 5.07
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-4.76% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.51
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.36% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.52
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-3.74% Mar 2020 Mar 2020 (1) Apr 2020 (2) 2.16
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.57
-2.62% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.47
-1.91% Sep 2019 Sep 2019 (1) Jan 2020 (5) 1.07
-1.67% Feb 2020 Mar 2020 (2) Apr 2020 (3) 0.85
-1.45% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.83
-1.26% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.73

Drawdown comparison chart since March 2010.

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Harry Browne Permanent Portfolio
Ray Dalio All Weather 2x Leveraged Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.02% Jan 2022 Oct 2023 (22) In progress (26) 23.73
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-15.40% Feb 2015 Sep 2015 (8) Jun 2016 (17) 9.49
-14.01% Aug 2016 Nov 2016 (4) Nov 2017 (16) 7.18
-11.91% Feb 2018 Oct 2018 (9) Mar 2019 (14) 6.50
-10.15% Aug 2020 Oct 2020 (3) May 2021 (10) 5.07
-9.99% May 2013 Jun 2013 (2) Jan 2014 (9) 5.59
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.86% Oct 2012 Jun 2013 (9) Feb 2014 (17) 3.11
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-4.76% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.51
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.36% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.52
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-3.82% Jun 2011 Jun 2011 (1) Jul 2011 (2) 2.20
-3.74% Mar 2020 Mar 2020 (1) Apr 2020 (2) 2.16
-3.39% Oct 2012 Dec 2012 (3) Mar 2013 (6) 2.04
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.57
-2.62% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.47

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+0.48%
-0.53%
-1.19%
-1.87%
2023
+11.55%
-5.68%
+12.72%
-19.81%
2022
-12.53%
-15.92%
-29.60%
-36.33%
2021
+4.21%
-4.43%
+19.72%
-5.30%
2020
+16.10%
-3.30%
+19.68%
-10.15%
2019
+16.17%
-1.10%
+34.09%
-1.91%
2018
-1.76%
-4.25%
-10.77%
-11.91%
2017
+10.97%
-0.83%
+21.37%
-0.83%
2016
+5.54%
-6.98%
+11.11%
-14.01%
2015
-3.06%
-6.73%
-8.24%
-15.40%
2014
+9.40%
-2.62%
+32.31%
-4.76%
2013
-2.08%
-6.04%
+8.66%
-9.99%
2012
+6.41%
-1.83%
+12.34%
-3.39%
2011
+11.11%
-1.85%
+33.40%
-3.82%