Harry Browne Permanent vs Ray Dalio All Weather Portfolio Comparison

Last Update: 31 May 2024

The Harry Browne Permanent Portfolio obtained a 6.66% compound annual return, with a 6.62% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.50% compound annual return, with a 7.43% standard deviation, in the last 30 Years.

Summary

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Harry Browne Permanent Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
30 Years Stats Return +6.66% +7.50%
Std Dev 6.62% 7.43%
Max Drawdown -15.92% -20.58%
All time Stats
(Since Jan 1871)
Return +5.80% +6.30%
Std Dev 5.81% 6.56%
Max Drawdown -30.61% -37.02%
Last Update: 31 May 2024

Historical Returns as of May 31, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
Harry Browne Permanent Portfolio +2.42 +8.40 +10.33 +6.25 +5.20 +6.66 +5.80
Ray Dalio All Weather Portfolio +2.89 +6.56 +6.67 +4.49 +4.67 +7.50 +6.30
Return over 1 year are annualized.

Capital Growth as of May 31, 2024

Harry Browne Permanent Portfolio: an investment of 1$, since June 1994, now would be worth 6.92$, with a total return of 592.32% (6.66% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since June 1994, now would be worth 8.76$, with a total return of 776.45% (7.50% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5699.53$, with a total return of 569853.40% (5.80% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 11814.15$, with a total return of 1181314.75% (6.30% annualized).

Drawdowns

Drawdown comparison chart since June 1994.

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Harry Browne Permanent Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-20.58% Jan 2022 Sep 2022 (9) In progress (29) 13.37
-15.92% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.56
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-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
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.43% Sep 2000 Mar 2001 (7) Mar 2002 (19) 2.54
-5.34% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.52
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73
-4.43% Jan 2021 Mar 2021 (3) May 2021 (5) 2.62
-4.25% Feb 2018 Oct 2018 (9) Feb 2019 (13) 2.22

Drawdown comparison chart since January 1871.

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Harry Browne Permanent Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.02% Sep 1929 May 1932 (33) Apr 1935 (68) 17.03
-30.61% Sep 1929 May 1932 (33) Jun 1933 (46) 15.96
-20.58% Jan 2022 Sep 2022 (9) In progress (29) 13.37
-17.43% Mar 1937 Mar 1938 (13) Mar 1940 (37) 7.09
-15.92% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.56
-14.17% Mar 1937 Mar 1938 (13) Jul 1941 (53) 5.11
-12.98% Dec 1968 May 1970 (18) Dec 1970 (25) 6.73
-12.63% Mar 2008 Oct 2008 (8) Aug 2009 (18) 4.94
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-11.68% Dec 1980 Mar 1982 (16) Aug 1982 (21) 7.51
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Feb 1980 Mar 1980 (2) Jun 1980 (5) 5.46
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.15% Apr 1974 Sep 1974 (6) Jan 1975 (10) 5.73
-11.04% Mar 1974 Sep 1974 (7) Jan 1975 (11) 6.00
-10.91% May 1969 Jun 1970 (14) Jan 1971 (21) 6.39
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-9.55% Oct 1906 Nov 1907 (14) Aug 1908 (23) 4.83
-9.31% Dec 1892 Aug 1893 (9) Feb 1895 (27) 4.13
-8.82% Oct 1895 Aug 1896 (11) Mar 1897 (18) 4.15

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
+4.42%
-1.77%
+1.33%
-3.73%
2023
+11.55%
-5.68%
+9.95%
-9.25%
2022
-12.53%
-15.92%
-18.39%
-20.58%
2021
+4.21%
-4.43%
+8.27%
-3.74%
2020
+16.10%
-3.30%
+15.88%
-3.68%
2019
+16.17%
-1.10%
+17.93%
-0.83%
2018
-1.76%
-4.25%
-3.02%
-4.71%
2017
+10.97%
-0.83%
+11.55%
-0.49%
2016
+5.54%
-6.98%
+6.50%
-6.42%
2015
-3.06%
-6.73%
-3.23%
-6.66%
2014
+9.40%
-2.62%
+12.89%
-2.52%
2013
-2.08%
-6.04%
+1.71%
-5.29%
2012
+6.41%
-1.83%
+7.02%
-1.33%
2011
+11.11%
-1.85%
+15.64%
-2.00%
2010
+13.92%
-0.53%
+12.88%
-0.69%
2009
+7.85%
-6.22%
+2.71%
-11.57%
2008
+0.87%
-12.63%
+2.38%
-11.38%
2007
+12.69%
-1.20%
+11.88%
-1.20%
2006
+10.94%
-2.12%
+6.93%
-1.71%
2005
+8.91%
-1.25%
+8.55%
-2.99%
2004
+6.83%
-4.20%
+9.41%
-4.76%
2003
+13.32%
-2.34%
+13.96%
-4.74%
2002
+5.85%
-4.02%
+7.77%
-1.56%
2001
-0.52%
-4.13%
-2.77%
-4.61%
2000
+2.40%
-3.23%
+10.15%
-2.26%
1999
+5.17%
-3.54%
+6.28%
-3.79%
1998
+10.09%
-5.34%
+11.05%
-4.83%
1997
+7.19%
-2.33%
+13.54%
-2.89%
1996
+5.08%
-2.02%
+8.27%
-2.11%
1995
+18.11%
0.00%
+27.44%
0.00%
1994
-1.37%
-3.63%
-3.28%
-6.83%
1993
+12.00%
-0.99%
+12.02%
-1.98%
1992
+3.57%
-1.77%
+6.76%
-2.23%
1991
+11.72%
-0.88%
+17.98%
-1.86%
1990
+1.11%
-4.53%
+3.85%
-5.51%
1989
+12.90%
-1.18%
+20.45%
-1.14%
1988
+4.39%
-1.50%
+10.59%
-1.93%
1987
+7.42%
-5.78%
+3.47%
-8.78%
1986
+17.64%
-1.28%
+20.56%
-3.75%
1985
+20.47%
-2.05%
+28.68%
-2.13%
1984
+2.22%
-3.58%
+8.03%
-6.61%
1983
+3.46%
-2.83%
+7.06%
-3.16%
1982
+23.27%
-5.51%
+31.65%
-3.13%
1981
-5.34%
-9.88%
-3.74%
-11.76%
1980
+13.65%
-11.38%
+10.35%
-10.89%
1979
+39.77%
-4.50%
+19.26%
-6.57%
1978
+12.78%
-5.31%
+7.24%
-3.43%
1977
+6.43%
-2.00%
+2.14%
-2.83%
1976
+11.22%
-2.75%
+15.78%
-1.12%
1975
+6.98%
-7.00%
+12.93%
-5.16%
1974
+12.43%
-11.15%
+1.78%
-11.04%
1973
+15.65%
-6.85%
+6.67%
-2.66%
1972
+18.84%
-1.56%
+14.50%
0.00%
1971
+12.86%
-1.09%
+14.60%
-3.81%
1970
+7.89%
-4.68%
+10.73%
-7.59%
1969
-6.38%
-8.20%
-7.07%
-8.33%
1968
+9.27%
-1.10%
+5.61%
-2.31%
1967
+6.11%
-1.37%
+4.93%
-2.43%
1966
-0.04%
-3.86%
-0.21%
-6.05%
1965
+4.59%
-0.95%
+4.08%
-1.14%
1964
+6.00%
-0.25%
+7.34%
-0.33%
1963
+6.05%
-0.74%
+6.73%
-1.03%
1962
-0.23%
-4.93%
+0.34%
-6.12%
1961
+6.50%
-1.00%
+7.57%
-1.53%
1960
+5.64%
-1.14%
+8.59%
-1.47%
1959
+2.72%
-1.85%
+1.91%
-2.83%
1958
+9.97%
-0.31%
+9.85%
-0.95%
1957
+0.57%
-2.86%
+1.56%
-3.70%
1956
+1.35%
-2.43%
+0.45%
-3.72%
1955
+6.24%
-0.67%
+6.44%
-0.66%
1954
+14.12%
-0.94%
+17.99%
-1.18%
1953
-0.87%
-4.16%
+0.83%
-4.42%
1952
+3.37%
-1.26%
+4.21%
-1.76%
1951
+4.37%
-1.85%
+4.78%
-2.55%
1950
+7.47%
-1.53%
+9.14%
-1.91%
1949
+6.13%
-1.15%
+8.58%
-0.97%
1948
+1.16%
-2.70%
+1.89%
-3.09%
1947
+3.61%
-1.52%
+1.53%
-1.94%
1946
-0.66%
-5.77%
-0.92%
-7.07%
1945
+12.40%
-0.87%
+15.78%
-0.88%
1944
+5.95%
-0.36%
+7.97%
-0.39%
1943
+8.33%
-2.35%
+9.97%
-2.77%
1942
+5.04%
-3.00%
+6.45%
-3.58%
1941
-1.49%
-3.80%
-1.20%
-4.99%
1940
-0.01%
-6.09%
+1.87%
-7.70%
1939
+1.75%
-3.29%
+2.79%
-3.74%
1938
+8.45%
-6.59%
+10.37%
-7.91%
1937
-8.65%
-10.20%
-10.07%
-12.18%
1936
+10.39%
-1.85%
+14.42%
-2.08%
1935
+12.79%
-1.85%
+16.55%
-1.39%
1934
+5.72%
-3.27%
+8.27%
-3.11%
1933
+28.60%
-5.74%
+23.55%
-7.04%
1932
+2.17%
-10.03%
+5.54%
-10.85%
1931
-12.64%
-16.23%
-17.79%
-21.07%
1930
-4.39%
-9.07%
-5.90%
-10.68%
1929
-0.83%
-9.26%
-1.20%
-10.34%
1928
+10.25%
-1.14%
+11.11%
-1.64%
1927
+11.58%
-1.05%
+14.04%
-1.26%
1926
+5.78%
-1.79%
+6.53%
-2.18%
1925
+8.98%
-1.51%
+10.80%
-1.86%
1924
+10.18%
-0.44%
+13.10%
-0.48%
1923
+3.65%
-2.70%
+4.44%
-3.38%
1922
+9.97%
-1.17%
+12.65%
-1.45%
1921
+8.74%
-1.62%
+9.83%
-2.12%
1920
-1.56%
-2.72%
-5.55%
-5.68%
1919
+6.55%
-2.10%
+5.81%
-2.69%
1918
+7.63%
-0.71%
+7.85%
-0.84%
1917
-4.88%
-4.88%
-7.65%
-7.65%
1916
+4.56%
-0.66%
+7.39%
-0.65%
1915
+10.27%
-0.48%
+14.08%
-0.61%
1914
+1.02%
-3.96%
+0.88%
-4.99%
1913
+0.91%
-1.08%
-0.05%
-2.01%
1912
+3.57%
-0.83%
+3.48%
-1.15%
1911
+2.86%
-2.33%
+3.28%
-2.93%
1910
+0.96%
-1.93%
+0.15%
-3.13%
1909
+5.56%
-0.47%
+6.57%
-0.53%
1908
+13.65%
-0.55%
+16.74%
-0.51%
1907
-5.24%
-5.97%
-8.40%
-8.70%
1906
+1.58%
-1.96%
+0.59%
-3.33%
1905
+6.99%
-1.27%
+7.83%
-1.78%
1904
+10.35%
-0.56%
+12.56%
-0.84%
1903
-2.87%
-5.48%
-4.67%
-7.60%
1902
+3.72%
-1.71%
+3.24%
-2.40%
1901
+6.40%
-2.12%
+6.47%
-2.76%
1900
+7.28%
-1.02%
+8.45%
-1.38%
1899
+2.46%
-1.66%
+2.72%
-2.13%
1898
+9.71%
-2.16%
+11.99%
-4.26%
1897
+7.76%
-0.96%
+9.70%
-0.85%
1896
+3.16%
-3.48%
+2.87%
-5.53%
1895
+2.81%
-2.88%
+2.80%
-4.23%
1894
+3.47%
-0.91%
+4.58%
-1.05%
1893
-2.22%
-6.13%
-4.72%
-9.21%
1892
+3.62%
-0.58%
+3.45%
-0.93%
1891
+6.97%
-1.39%
+7.45%
-2.60%
1890
-0.21%
-2.89%
-1.50%
-4.15%
1889
+4.74%
-0.41%
+5.38%
-0.71%
1888
+3.54%
-0.99%
+4.41%
-1.57%
1887
+1.07%
-2.41%
-0.36%
-4.08%
1886
+5.01%
-0.83%
+5.02%
-1.39%
1885
+10.08%
-0.41%
+11.99%
-0.98%
1884
-0.61%
-3.78%
-1.97%
-5.63%
1883
+0.77%
-1.33%
+0.14%
-2.08%
1882
+3.35%
-1.31%
+3.24%
-1.91%
1881
+2.94%
-1.91%
+3.46%
-3.20%
1880
+9.92%
-1.87%
+12.13%
-2.30%
1879
+14.82%
-0.23%
+17.34%
-0.47%
1878
+6.08%
-0.22%
+7.44%
-0.16%
1877
+1.31%
-4.59%
+1.94%
-4.81%
1876
-1.26%
-2.91%
-0.20%
-3.96%
1875
+6.22%
-0.40%
+7.61%
-1.41%
1874
+5.61%
-0.80%
+7.35%
-1.45%
1873
+1.85%
-4.51%
+1.49%
-7.70%
1872
+6.24%
-0.91%
+5.32%
-2.48%
1871
+6.83%
-1.19%
+8.01%
-1.75%