Data Source: from March 2010 to December 2021

Last Update: 31 December 2021

The Ray Dalio All Weather Portfolio 2x Leveraged is exposed for 37.5% on the Stock Market and for 7.5% on Commodities.

It's a Medium Risk portfolio and it can be replicated with 5 ETFs.

In the last 10 years, the portfolio obtained a 13.10% compound annual return, with a 12.63% standard deviation.

Asset Allocation and ETFs

The Ray Dalio All Weather Portfolio 2x Leveraged has the following asset allocation:

37.5% Stocks
55% Fixed Income
7.5% Commodities

The Ray Dalio All Weather Portfolio 2x Leveraged can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
30.00 % SSO ProShares Ultra S&P 500 2x, Equity, U.S., Large Cap
7.50 % DIG ProShares Ultra Oil & Gas 2x, Equity, U.S., Value
40.00 % UBT ProShares Ultra 20+ Year Treasury 2x, Bond, U.S., Long-Term
15.00 % UST ProShares Ultra 7-10 Year Treasury 2x, Bond, U.S., Intermediate-Term
7.50 % UGL ProShares Ultra Gold 2x, Commodity, Gold
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Ray Dalio All Weather Portfolio 2x Leveraged guaranteed the following returns.

RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Ray Dalio All Weather Portfolio 2x Leveraged +2.25 +11.59 +10.85 +19.72 +24.32 +15.78 +13.10
--- Inflation Adjusted return +1.77 +9.18 +7.20 +11.76 +20.08 +12.50 +10.76
Components
SSO
ProShares Ultra S&P 500
+8.76 +22.16 +22.69 +60.45 +47.17 +31.47 +29.46
DIG
ProShares Ultra Oil & Gas
+3.04 +12.37 +6.52 +113.96 -10.61 -16.92 -8.56
UBT
ProShares Ultra 20+ Year Treasury
-5.01 +4.59 +5.00 -12.14 +12.97 +9.37 +5.72
UST
ProShares Ultra 7-10 Year Treasury
-1.83 -0.48 -0.89 -7.87 +7.46 +4.84 +3.60
UGL
ProShares Ultra Gold
+6.33 +7.59 +4.53 -12.30 +16.93 +12.49 -2.75
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12%

In 2021, the portfolio granted a 0.32% dividend yield. If you are interested in getting periodic income, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: Dividend Yield page.

Historical Returns

Historical returns and stats of Ray Dalio All Weather Portfolio 2x Leveraged. Total Returns and Inflation Adjusted Returns are both mentioned.

RAY DALIO ALL WEATHER PORTFOLIO 2X LEVERAGED
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+2.25%
+1.77%
0.00%
1 - 0
3M
+11.59%
+9.18%
-0.43%
Nov 2021 - Nov 2021
2 - 1
6M
+10.85%
+7.20%
-4.36%
Sep 2021 - Sep 2021
4 - 2
YTD
+19.72%
+11.76%
13.30%
-5.30%
Jan 2021 - Mar 2021
7 - 5
58% pos
1Y
+19.72%
+11.76%
13.30%
-5.30%
Jan 2021 - Mar 2021
7 - 5
58% pos
3Y
+24.32%
annualized
+20.08%
annualized
13.86%
-10.15%
Aug 2020 - Oct 2020
25 - 11
69% pos
5Y
+15.78%
annualized
+12.50%
annualized
12.88%
-11.91%
Feb 2018 - Oct 2018
42 - 18
70% pos
10Y
+13.10%
annualized
+10.76%
annualized
12.63%
-15.40%
Feb 2015 - Sep 2015
80 - 40
67% pos
MAX
01 Mar 2010
+15.66%
annualized
+13.20%
annualized
12.31%
-15.40%
Feb 2015 - Sep 2015
97 - 45
68% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Ray Dalio All Weather Portfolio 2x Leveraged actually efficient, compared to other Lazy Portfolios?

Similar portfolios, ordered by 5 Years annualized return.

These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
All Weather Portfolio 2x Leveraged
Ray Dalio
+15.78% -11.90% 37.5 55 7.5
All Weather Portfolio with Bitcoin
Ray Dalio
+15.53% -5.17% 30 55 15 Compare
Permanent Portfolio with Bitcoin
Harry Browne
+14.78% -4.61% 25 50 25 Compare
Simplified Permanent Portfolio 2x Leveraged
+14.26% -9.99% 25 50 25 Compare
All Weather Portfolio
Ray Dalio
+9.60% -4.76% 30 55 15 Compare
Permanent Portfolio
Harry Browne
+8.91% -4.43% 25 50 25 Compare
Simplified Permanent Portfolio
+8.74% -3.82% 25 50 25 Compare

Best Classic Portfolios, with Medium Risk, ordered by 10 Years annualized return.

10 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Couch Potato
Scott Burns
+9.77% -10.72% 50 50 0 Compare
Stocks/Bonds 40/60
+8.30% -8.09% 40 60 0 Compare
Robo Advisor 50
Betterment
+7.69% -13.31% 49.9 50.1 0 Compare
Edge Select Moderately Conservative
Merrill Lynch
+7.24% -7.78% 37 63 0 Compare
Lifepath Fund
iShares
+7.20% -8.34% 40.42 59.58 0 Compare

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Capital Growth

Time Range:

An investment of 1000$, since January 2012, now would be worth 3426.20$, with a total return of 242.62% (13.10% annualized).

The Inflation Adjusted Capital now would be 2778.49$, with a net total return of 177.85% (10.76% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 2012 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-15.40% Feb 2015 Sep 2015 8 Jun 2016 9 17
-14.01% Aug 2016 Nov 2016 4 Nov 2017 12 16
-11.91% Feb 2018 Oct 2018 9 Mar 2019 5 14
-10.15% Aug 2020 Oct 2020 3 May 2021 7 10
-9.99% May 2013 Jun 2013 2 Jan 2014 7 9
-4.76% Sep 2014 Sep 2014 1 Nov 2014 2 3
-4.36% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.74% Mar 2020 Mar 2020 1 Apr 2020 1 2
-3.39% Oct 2012 Dec 2012 3 Mar 2013 3 6
-2.17% Mar 2012 Mar 2012 1 Apr 2012 1 2
-1.91% Sep 2019 Sep 2019 1 Jan 2020 4 5
-1.45% Jul 2014 Jul 2014 1 Aug 2014 1 2
-0.49% May 2019 May 2019 1 Jun 2019 1 2
-0.43% Nov 2021 Nov 2021 1 Dec 2021 1 2

Rolling Returns ( more details)

Ray Dalio All Weather Portfolio 2x Leveraged: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+15.19% +40.90%
Feb 2011 - Jan 2012
-12.60%
Feb 2015 - Jan 2016
10.69%
2 Years
+14.19% +31.21%
Mar 2010 - Feb 2012
-1.95%
Feb 2015 - Jan 2017
0.84%
3 Years
+13.13% +24.32%
Jan 2019 - Dec 2021
+3.61%
Mar 2015 - Feb 2018
0.00%
5 Years
+12.18% +22.37%
Mar 2010 - Feb 2015
+7.51%
Jun 2014 - May 2019
0.00%
7 Years
+12.22% +16.12%
Mar 2010 - Feb 2017
+8.61%
Jan 2012 - Dec 2018
0.00%
10 Years
+14.05% +15.67%
Aug 2010 - Jul 2020
+12.53%
Oct 2011 - Sep 2021
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Ray Dalio All Weather Portfolio 2x Leveraged: Rolling Returns page.

Seasonality

Ray Dalio All Weather Portfolio 2x Leveraged Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
2.85
82%
0.96
73%
0.73
58%
2.98
83%
0.42
58%
1.15
75%
2.92
92%
1.95
67%
-0.38
33%
0.20
58%
0.92
67%
0.80
75%
Best
Year
8.0
2015
5.3
2011
5.9
2019
7.4
2020
3.8
2014
8.6
2016
8.8
2020
8.3
2019
5.8
2011
9.6
2021
6.8
2020
3.1
2017
Worst
Year
-4.0
2021
-7.3
2018
-3.7
2020
-1.6
2015
-4.5
2013
-5.8
2015
-1.4
2014
-4.7
2015
-4.8
2014
-9.1
2018
-5.7
2016
-3.4
2015
Statistics calculated for the period Mar 2010 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

Ray Dalio All Weather Portfolio 2x Leveraged monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
97 Positive Months (68%) - 45 Negative Months (32%)
Mar 2010 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+19.72 +11.76 -4.0 -0.5 -0.9 6.0 2.9 4.6 2.6 1.3 -4.4 9.6 -0.4 2.2
2020
+19.68 +18.15 6.2 0.9 -3.7 7.4 0.1 1.2 8.8 -2.4 -2.6 -5.5 6.8 2.2
2019
+34.09 +31.12 7.0 1.0 5.9 0.6 -0.5 7.7 0.6 8.3 -1.9 0.2 1.2 0.2
2018
-10.77 -12.46 0.9 -7.3 0.9 -1.0 3.2 0.3 0.7 2.3 -1.9 -9.1 2.2 -1.8
2017
+21.37 +18.87 1.8 4.0 -0.8 1.9 2.0 0.4 1.2 3.3 -0.8 1.2 2.6 3.1
2016
+11.11 +8.88 2.9 4.4 4.5 1.3 0.0 8.6 3.9 -1.8 -0.6 -6.5 -5.7 0.8
2015
-8.24 -8.82 8.0 -3.6 -0.6 -1.6 -2.1 -5.8 3.1 -4.7 -0.9 5.6 -1.5 -3.4
2014
+32.31 +31.45 3.5 4.6 0.6 3.1 3.8 2.6 -1.4 7.0 -4.8 3.3 3.5 3.0
2013
+8.66 +7.04 1.1 1.2 2.6 4.0 -4.5 -5.7 3.8 -3.5 3.3 5.6 0.2 0.9
2012
+12.34 +10.40 4.7 0.8 -2.2 3.1 0.9 1.5 4.7 1.1 0.8 -2.9 1.2 -1.7
2011
+33.40 +29.44 -0.9 5.3 0.2 5.5 1.3 -3.8 4.4 6.0 5.8 1.7 1.8 2.4
2010
- - 2.1 5.4 -2.0 2.5 2.8 6.6 3.4 -0.9 -0.9 1.7
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