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.
Annualized Rolling Returns - 1 Year (12 months)
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 |
Annualized Rolling Returns - 2 Years (24 months)
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 |
Annualized Rolling Returns - 3 Years (36 months)
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 |
Annualized Rolling Returns - 4 Years (48 months)
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 |
Annualized Rolling Returns - 5 Years (60 months)
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 |
Annualized Rolling Returns - 6 Years (72 months)
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 |
Annualized Rolling Returns - 7 Years (84 months)
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 |
Annualized Rolling Returns - 8 Years (96 months)
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 |
Annualized Rolling Returns - 9 Years (108 months)
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 |
Annualized Rolling Returns - 10 Years (120 months)
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 |
Annualized Rolling Returns - 11 Years (132 months)
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 |
Annualized Rolling Returns - 12 Years (144 months)
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 |
Annualized Rolling Returns - 13 Years (156 months)
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 |
Annualized Rolling Returns - 14 Years (168 months)
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 |
To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio 2x Leveraged: ETF allocation and returns page.