Harry Browne Permanent vs Ray Dalio All Weather with Bitcoin 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 with Bitcoin Portfolio obtained a 8.11% compound annual return, with a 9.46% standard deviation, in the last 10 Years.

Summary

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Harry Browne Permanent Portfolio Ray Dalio All Weather with Bitcoin Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
10 Years Stats Return +4.86% +8.11%
Std Dev 7.25% 9.46%
Max Drawdown -15.92% -21.81%
All time Stats
(Since Jan 2009)
Return +5.92% +16.40%
Std Dev 7.08% 35.38%
Max Drawdown -15.92% -36.76%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 2009

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1M 6M 1Y 5Y 10Y MAX
Harry Browne Permanent Portfolio +1.02 +5.26 +10.09 +5.89 +4.86 +5.92
Ray Dalio All Weather with Bitcoin Portfolio +1.31 +6.85 +10.84 +6.81 +8.11 +16.40
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 with Bitcoin Portfolio: an investment of 1$, since March 2014, now would be worth 2.18$, with a total return of 118.05% (8.11% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 2009, now would be worth 2.39$, with a total return of 139.16% (5.92% annualized).

Ray Dalio All Weather with Bitcoin Portfolio: an investment of 1$, since January 2009, now would be worth 10.00$, with a total return of 900.38% (16.40% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Harry Browne Permanent Portfolio
Ray Dalio All Weather with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.81% Nov 2021 Sep 2022 (11) In progress (28) 13.79
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-6.98% Aug 2016 Dec 2016 (5) Aug 2017 (13) 3.48
-6.73% Feb 2015 Dec 2015 (11) Apr 2016 (15) 4.30
-6.25% Feb 2015 Sep 2015 (8) Apr 2016 (15) 3.68
-5.90% Aug 2016 Nov 2016 (4) May 2017 (10) 2.72
-4.86% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.99
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-2.96% Aug 2020 Oct 2020 (3) Nov 2020 (4) 1.48
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.57
-2.72% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.46
-2.71% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.74
-2.64% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.52
-2.62% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.47
-2.03% Mar 2020 Mar 2020 (1) Apr 2020 (2) 1.17
-1.73% Jan 2021 Mar 2021 (3) Apr 2021 (4) 1.22
-1.67% Feb 2020 Mar 2020 (2) Apr 2020 (3) 0.85
-1.41% Sep 2019 Sep 2019 (1) Jan 2020 (5) 0.68

Drawdown comparison chart since January 2009.

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Harry Browne Permanent Portfolio
Ray Dalio All Weather with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.76% Jul 2011 Nov 2011 (5) Oct 2013 (28) 22.75
-23.49% Dec 2013 Dec 2013 (1) Jul 2017 (44) 13.71
-21.81% Nov 2021 Sep 2022 (11) In progress (28) 13.79
-15.92% Jan 2022 Sep 2022 (9) In progress (26) 8.72
-11.55% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.30
-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
-6.22% Jan 2009 Feb 2009 (2) Jul 2009 (7) 3.49
-4.86% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.99
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22
-3.30% Sep 2020 Oct 2020 (2) Dec 2020 (4) 1.84
-3.07% Dec 2009 Jan 2010 (2) Apr 2010 (5) 1.77
-2.96% Aug 2020 Oct 2020 (3) Nov 2020 (4) 1.48
-2.73% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.57
-2.71% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.74
-2.64% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.52
-2.62% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.47
-2.30% Dec 2009 Jan 2010 (2) Apr 2010 (5) 1.30

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%
+0.78%
-0.52%
2023
+11.55%
-5.68%
+12.94%
-8.54%
2022
-12.53%
-15.92%
-19.84%
-21.78%
2021
+4.21%
-4.43%
+9.08%
-2.64%
2020
+16.10%
-3.30%
+21.82%
-2.96%
2019
+16.17%
-1.10%
+19.53%
-1.41%
2018
-1.76%
-4.25%
-4.32%
-4.86%
2017
+10.97%
-0.83%
+36.80%
-1.24%
2016
+5.54%
-6.98%
+8.71%
-5.90%
2015
-3.06%
-6.73%
-2.11%
-6.25%
2014
+9.40%
-2.62%
+12.02%
-2.72%
2013
-2.08%
-6.04%
+125.82%
-23.49%
2012
+6.41%
-1.83%
+10.54%
-1.68%
2011
+11.11%
-1.85%
+45.03%
-36.76%
2010
+13.92%
-0.53%
+19.43%
-0.63%
2009
+7.85%
-6.22%
+2.31%
-11.55%