Ray Dalio All Weather Portfolio 2x Leveraged: Rolling Returns

Data Source: from March 2010 to March 2024 (~14 years)
Consolidated Returns as of 31 March 2024

Holding the Ray Dalio All Weather Portfolio 2x Leveraged, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~14 years), the longest period with a negative return lasted 52 months (from July 2019 to October 2023).

This means that every rolling period of 53 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio 2x Leveraged: ETF allocation and returns page.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 2014 - 31 March 2024 (10 Years)
Data Source: 1 March 2010 - 31 March 2024 (~14 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.11% +40.90%
Feb 2011 - Jan 2012
-29.60%
Jan 2022 - Dec 2022
20.89%
33 out of 158
US Inflation Adjusted +7.81% +38.35%
Feb 2014 - Jan 2015
-34.44%
Nov 2021 - Oct 2022
23.42%
37 out of 158
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.23% +31.21%
Mar 2010 - Feb 2012
-19.92%
Nov 2021 - Oct 2023
15.75%
23 out of 146
US Inflation Adjusted +10.22% +28.00%
Mar 2010 - Feb 2012
-24.08%
Nov 2021 - Oct 2023
19.18%
28 out of 146
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.14% +24.32%
Jan 2019 - Dec 2021
-6.30%
Nov 2020 - Oct 2023
8.96%
12 out of 134
US Inflation Adjusted +9.56% +20.88%
Apr 2010 - Mar 2013
-11.37%
Nov 2020 - Oct 2023
15.67%
21 out of 134
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.68% +23.79%
Feb 2011 - Jan 2015
-2.18%
Nov 2019 - Oct 2023
1.64%
2 out of 122
US Inflation Adjusted +9.76% +21.96%
Feb 2011 - Jan 2015
-6.46%
Nov 2019 - Oct 2023
7.38%
9 out of 122
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.57% +22.37%
Mar 2010 - Feb 2015
+3.14%
Oct 2017 - Sep 2022
0.00%
0 out of 110
US Inflation Adjusted +8.76% +20.43%
Mar 2010 - Feb 2015
-0.69%
Oct 2018 - Sep 2023
2.73%
3 out of 110
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.68% +18.66%
Aug 2010 - Jul 2016
+2.23%
Nov 2017 - Oct 2023
0.00%
0 out of 98
US Inflation Adjusted +8.99% +16.73%
Aug 2010 - Jul 2016
-1.46%
Nov 2017 - Oct 2023
3.06%
3 out of 98
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.02% +16.12%
Mar 2010 - Feb 2017
+3.12%
Oct 2016 - Sep 2023
0.00%
0 out of 86
US Inflation Adjusted +8.95% +14.21%
Mar 2010 - Feb 2017
-0.39%
Oct 2016 - Sep 2023
2.33%
2 out of 86
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.74% +14.97%
Mar 2010 - Feb 2018
+4.16%
Nov 2015 - Oct 2023
0.00%
0 out of 74
US Inflation Adjusted +9.95% +13.00%
Mar 2010 - Feb 2018
+0.86%
Nov 2015 - Oct 2023
0.00%
0 out of 74
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.83% +14.83%
Aug 2011 - Jul 2020
+4.01%
Nov 2014 - Oct 2023
0.00%
0 out of 62
US Inflation Adjusted +9.81% +13.10%
Aug 2011 - Jul 2020
+1.07%
Nov 2014 - Oct 2023
0.00%
0 out of 62
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.93% +15.67%
Aug 2010 - Jul 2020
+5.98%
Nov 2013 - Oct 2023
0.00%
0 out of 50
US Inflation Adjusted +9.50% +13.70%
Aug 2010 - Jul 2020
+3.11%
Nov 2013 - Oct 2023
0.00%
0 out of 50
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.27% +15.04%
Jul 2010 - Jun 2021
+6.06%
Nov 2012 - Oct 2023
0.00%
0 out of 38
US Inflation Adjusted +6.59% +12.76%
Jul 2010 - Jun 2021
+3.37%
Nov 2012 - Oct 2023
0.00%
0 out of 38
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.17% +14.94%
Mar 2010 - Feb 2022
+6.99%
Nov 2011 - Oct 2023
0.00%
0 out of 26
US Inflation Adjusted +7.43% +12.38%
Mar 2010 - Feb 2022
+4.31%
Nov 2011 - Oct 2023
0.00%
0 out of 26
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.40% +11.76%
Apr 2010 - Mar 2023
+8.54%
Nov 2010 - Oct 2023
0.00%
0 out of 14
US Inflation Adjusted +7.58% +8.97%
Apr 2010 - Mar 2023
+5.74%
Nov 2010 - Oct 2023
0.00%
0 out of 14
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.14% +11.41%
Apr 2010 - Mar 2024
+11.14%
Mar 2010 - Feb 2024
0.00%
0 out of 2
US Inflation Adjusted +8.33% +8.56%
Apr 2010 - Mar 2024
+8.33%
Mar 2010 - Feb 2024
0.00%
0 out of 2
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio 2x Leveraged: ETF allocation and returns page.